void theta::fill_mode_support(theta::ParValues & mode,
std::map<theta::ParId, std::pair<double, double> > & support, const theta::Distribution & d){
ParIds pids = d.get_parameters();
d.mode(mode);
theta_assert(mode.contains_all(pids));
for(ParIds::const_iterator p_it=pids.begin(); p_it!=pids.end(); ++p_it){
support[*p_it] = d.support(*p_it);
}
}
double llvm_exp_function::operator()(const theta::ParValues & values) const{
double exponent_total = 0.0;
const size_t n = v_pids.size();
for(size_t i=0; i<n; ++i){
double val = values.get_unchecked(v_pids[i]);
double lambda = val < 0 ? lambdas_minus[i] : lambdas_plus[i];
exponent_total += lambda * val;
}
return exp(exponent_total);
}
void deltanll_hypotest::set_parameter_values(const theta::ParValues & values){
if(restrict_poi){
poi_value = values.get(*restrict_poi);
}
}
double exp_function::operator()(const theta::ParValues & values) const{
double val = values.get(pid);
double lambda = val < 0 ? lambda_minus: lambda_plus;
return exp(lambda * val);
}
MinimizationResult root_minuit::minimize(const theta::Function & f, const theta::ParValues & start,
const theta::ParValues & steps, const std::map<theta::ParId, std::pair<double, double> > & ranges){
//I would like to re-use min. However, it horribly fails after very few uses with
// unsigned int ROOT::Minuit2::MnUserTransformation::IntOfExt(unsigned int) const: Assertion `!fParameters[ext].IsFixed()' failed.
// when calling SetFixedVariable(...).
//Using a "new" one every time seems very wastefull, but it seems to work ...
std::auto_ptr<ROOT::Minuit2::Minuit2Minimizer> min(new ROOT::Minuit2::Minuit2Minimizer(type));
//min->SetPrintLevel(0);
if(max_function_calls > 0) min->SetMaxFunctionCalls(max_function_calls);
if(max_iterations > 0) min->SetMaxIterations(max_iterations);
MinimizationResult result;
//1. setup parameters, limits and initial step sizes
ParIds parameters = f.get_parameters();
int ivar=0;
for(ParIds::const_iterator it=parameters.begin(); it!=parameters.end(); ++it, ++ivar){
std::map<theta::ParId, std::pair<double, double> >::const_iterator r_it = ranges.find(*it);
if(r_it==ranges.end()) throw invalid_argument("root_minuit::minimize: range not set for a parameter");
pair<double, double> range = r_it->second;
double def = start.get(*it);
double step = steps.get(*it);
stringstream ss;
ss << "par" << ivar;
string name = ss.str();
//use not the ranges directly, but a somewhat more narrow range (one permille of the respective border)
// in order to avoid that the numerical evaluation of the numerical derivative at the boundaries pass these
// boundaries ...
if(step == 0.0){
min->SetFixedVariable(ivar, name, def);
}
else if(isinf(range.first)){
if(isinf(range.second)){
min->SetVariable(ivar, name, def, step);
}
else{
min->SetUpperLimitedVariable(ivar, name, def, step, range.second - fabs(range.second) * 0.001);
}
}
else{
if(isinf(range.second)){
min->SetLowerLimitedVariable(ivar, name, def, step, range.first + fabs(range.first) * 0.001);
}
else{ // both ends are finite
if(range.first==range.second){
min->SetFixedVariable(ivar, name, range.first);
}
else{
min->SetLimitedVariable(ivar, name, def, step, range.first + fabs(range.first) * 0.001, range.second - fabs(range.second) * 0.001);
}
}
}
}
//2. setup the function
RootMinuitFunctionAdapter minuit_f(f);
min->SetFunction(minuit_f);
//3. setup tolerance
min->SetTolerance(tolerance_factor * min->Tolerance());
//3.a. error definition. Unfortunately, SetErrorDef in ROOT is not documented, so I had to guess.
// 0.5 seems to work somehow.
min->SetErrorDef(0.5);
//4. minimize. In case of failure, try harder. Discard all output generated in min->Minimize.
bool success;
{
theta::utils::discard_output d_o(true);
success = min->Minimize();
if(!success){
for(int i=1; i<=n_retries; i++){
success = min->Minimize();
if(success) break;
}
}
} // d_o is destroyed, output resumed.
//5. do error handling
if(not success){
int status = min->Status();
int status_1 = status % 10;
//int status_2 = status / 10;
stringstream s;
s << "MINUIT returned status " << status;
switch(status_1){
case 1: s << " (Covariance was made pos defined)"; break;
case 2: s << " (Hesse is invalid)"; break;
case 3: s << " (Edm is above max)"; break;
case 4: s << " (Reached call limit)"; break;
case 5: s << " (Some other failure)"; break;
default:
s << " [unexpected status code]";
}
throw MinimizationException(s.str());
}
//6. convert result
result.fval = min->MinValue();
ivar = 0;
const double * x = min->X();
const double * errors = 0;
bool have_errors = min->ProvidesError();
if(have_errors) errors = min->Errors();
for(ParIds::const_iterator it=parameters.begin(); it!=parameters.end(); ++it, ++ivar){
result.values.set(*it, x[ivar]);
if(have_errors){
result.errors_plus.set(*it, errors[ivar]);
result.errors_minus.set(*it, errors[ivar]);
}
else{
result.errors_plus.set(*it, -1);
result.errors_minus.set(*it, -1);
}
}
result.covariance.reset(parameters.size(), parameters.size());
//I would use min->CovMatrixStatus here to check the validity of the covariance matrix,
// if only it was documented ...
if(min->ProvidesError()){
for(size_t i=0; i<parameters.size(); ++i){
for(size_t j=0; j<parameters.size(); ++j){
result.covariance(i,j) = min->CovMatrix(i,j);
}
}
}
else{
for(size_t i=0; i<parameters.size(); ++i){
result.covariance(i,i) = -1;
}
}
return result;
}
double anom_function::operator()(const theta::ParValues & values) const{
double fL = values.get(pid_fL);
double fR = values.get(pid_fR);
return 1./(fL*fL + fR*fR);
}
