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MinuitDensityFitFcn1D.hh
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MinuitDensityFitFcn1D.hh
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#ifndef NPSI_MINUITDENSITYFITFCN1D_HH_
#define NPSI_MINUITDENSITYFITFCN1D_HH_
/*!
// \file MinuitDensityFitFcn1D.hh
//
// \brief Binned fit of a parametric density by maximum likelihood
//
// Author: I. Volobouev
//
// September 2010
*/
#include <cfloat>
#include "npstat/stat/HistoND.hh"
#include "npstat/stat/FitUtils.hh"
#include "Minuit2/FCNBase.h"
namespace npsi {
/**
// Target minimization function adapter class for running maximum
// likelihood density fits to histogrammed data by Minuit2.
//
// DensityConstructor is a functor which creates the necessary
// density function on the stack out of a vector of parameters.
// Must have "operator()(const std::vector<double>&) const"
// which returns an object (or a reference) of some class which
// was derived from AbsDistribution1D.
*/
template
<
class Numeric,
class DensityConstructor,
class Axis = npstat::HistoAxis
>
class MinuitDensityFitFcn1D : public ROOT::Minuit2::FCNBase
{
public:
/**
// This class will not assume ownership of any pointers or references.
//
// Elements of "binMask" should be set to 1 for bins used in the fit
// and to 0 for bins that are to be ignored.
//
// "nQuad" is the number of quadrature points to use for calculating
// the density integral inside each bin (should be supported by
// GaussLegendreQuadrature class). If this parameter is set to 0,
// cumulative density function will be used.
*/
MinuitDensityFitFcn1D(const npstat::HistoND<Numeric,Axis>& histo,
const unsigned char* binMask,
const unsigned maskLength,
const DensityConstructor& densityMaker,
const double minlog=log(DBL_MIN),
const double up=0.05,
const unsigned nQuad=6U)
: histo_(histo),
densityMaker_(densityMaker),
binMask_(binMask),
workspace_(histo_.nBins()),
minlog_(minlog),
up_(up),
densityArea_(0.0),
enabledBinCount_(0.0),
nquad_(nQuad)
{
if (histo_.dim() != 1U) throw std::invalid_argument(
"In npsi::MinuitDensityFitFcn1D constructor : "
"only 1-d histograms can be used with this class");
assert(binMask);
if (histo_.nBins() != maskLength) throw std::invalid_argument(
"In npsi::MinuitDensityFitFcn1D constructor : "
"bin mask is not compatible with histogram binning");
}
inline virtual ~MinuitDensityFitFcn1D() {}
/** This method returns negative log likelihood */
inline virtual double operator()(const std::vector<double>& x) const
{
return -npstat::densityFitLogLikelihood1D(
histo_, binMask_, histo_.nBins(), densityMaker_(x),
minlog_, &workspace_[0], workspace_.size(),
nquad_, &densityArea_, &enabledBinCount_);
}
inline double Up() const {return up_;}
/** Area of the density inside enabled bins */
inline double enabledArea() const {return densityArea_;}
/** Event count for enabled bins */
inline double enabledBinCount() const {return enabledBinCount_;}
private:
const npstat::HistoND<Numeric,Axis>& histo_;
const DensityConstructor& densityMaker_;
const unsigned char* binMask_;
mutable std::vector<double> workspace_;
double minlog_;
double up_;
mutable double densityArea_;
mutable double enabledBinCount_;
unsigned nquad_;
};
}
#endif // NPSI_MINUITDENSITYFITFCN1D_HH_

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