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minuit2FitBench.C File Reference
Fit Tutorials

Detailed Description

Demonstrate performance and usage of Minuit2 and Fumili2 for monodimensional fits.

pict1_minuit2FitBench.C.png
Processing /builddir/build/BUILD/root-6.10.00/tutorials/fit/minuit2FitBench.C...
*********************************************************************************
Minuit
*********************************************************************************
pass : 0
................... FCN=205.276 FROM MINOS STATUS=SUCCESSFUL 44 CALLS 429 TOTAL
EDM=3.83265e-10 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 p0 5.13639e+01 2.01330e+00 -2.79928e-04 -2.05459e-06
2 p1 5.57813e+01 4.80583e+00 3.09318e-03 -9.98603e-07
3 p2 7.42112e+01 1.87042e+00 -1.20383e-03 -1.92647e-07
4 p3 4.27344e+02 2.93232e+00 -1.66251e-02 -7.78988e-07
5 p4 3.58604e-02 3.47006e-04 1.73858e-07 9.80677e-02
6 p5 1.00001e+00 1.64203e-04 1.64203e-04 3.19269e-02
Minuit, npass=20 : RT= 0.447 s, Cpu= 0.440 s
*********************************************************************************
Fumili
*********************************************************************************
pass : 0
...................
****************************************
Minimizer is Fumili
Chi2 = 206.284
NDf = 194
NCalls = 4
p0 = 51.4325 +/- 2.01397
p1 = 55.5412 +/- 4.81253
p2 = 74.2976 +/- 1.87298
p3 = 427.425 +/- 2.93868
p4 = 0.0358559 +/- 0.000357243
p5 = 1.00001 +/- 0.00016009
Fumili, npass=20 : RT= 0.368 s, Cpu= 0.370 s
*********************************************************************************
Minuit2
*********************************************************************************
pass : 0
...................
****************************************
Minimizer is Minuit2 / Migrad
Chi2 = 205.34
NDf = 194
Edm = 1.91395e-10
NCalls = 85
p0 = 51.3576 +/- 2.0133
p1 = 55.8172 +/- 4.80582
p2 = 74.1981 +/- 1.8704
p3 = 427.317 +/- 2.93218
p4 = 0.0358574 +/- 0.000346961
p5 = 1.00001 +/- 0.000164204
Minuit2, npass=20 : RT= 0.268 s, Cpu= 0.270 s
*********************************************************************************
Fumili2
*********************************************************************************
pass : 0
...................
****************************************
Minimizer is Minuit2 / Fumili
Chi2 = 207.495
NDf = 194
Edm = 4.34909e-10
NCalls = 92
p0 = 51.4278 +/- 2.01381
p1 = 55.5389 +/- 4.8062
p2 = 74.3005 +/- 1.8705
p3 = 427.406 +/- 2.93236
p4 = 0.0358584 +/- 0.000346902
p5 = 1.00001 +/- 0.000164198
Fumili2, npass=20 : RT= 0.248 s, Cpu= 0.250 s
(int) 0
#include "TH1.h"
#include "TF1.h"
#include "TCanvas.h"
#include "TStopwatch.h"
#include "TSystem.h"
#include "TRandom3.h"
#include "Math/MinimizerOptions.h"
#include "TPaveLabel.h"
#include "TStyle.h"
#include "TMath.h"
#include "TROOT.h"
#include "TFrame.h"
/*#include "Fit/FitConfig.h"*/
TF1 *fitFcn;
TH1 *histo;
// Quadratic background function
Double_t background(Double_t *x, Double_t *par) {
return par[0] + par[1]*x[0] + par[2]*x[0]*x[0];
}
// Lorenzian Peak function
Double_t lorentzianPeak(Double_t *x, Double_t *par) {
return (0.5*par[0]*par[1]/TMath::Pi()) /
TMath::Max( 1.e-10,(x[0]-par[2])*(x[0]-par[2]) + .25*par[1]*par[1]);
}
// Sum of background and peak function
Double_t fitFunction(Double_t *x, Double_t *par) {
return background(x,par) + lorentzianPeak(x,&par[3]);
}
bool DoFit(const char* fitter, TVirtualPad *pad, Int_t npass) {
printf("\n*********************************************************************************\n");
printf("\t %s \n",fitter);
printf("*********************************************************************************\n");
gRandom = new TRandom3();
TStopwatch timer;
// timer.Start();
ROOT::Math::MinimizerOptions::SetDefaultMinimizer(fitter);
pad->SetGrid();
pad->SetLogy();
fitFcn->SetParameters(1,1,1,6,.03,1);
fitFcn->Update();
std::string title = std::string(fitter) + " fit bench";
histo = new TH1D(fitter,title.c_str(),200,0,3);
TString fitterType(fitter);
timer.Start();
bool ok = true;
// fill histogram many times
// every time increase its statistics and re-use previous fitted
// parameter values as starting point
for (Int_t pass=0;pass<npass;pass++) {
if (pass%100 == 0) printf("pass : %d\n",pass);
else printf(".");
if (pass == 0)fitFcn->SetParameters(1,1,1,6,.03,1);
for (Int_t i=0;i<5000;i++) {
histo->Fill(fitFcn->GetRandom());
}
int iret = histo->Fit(fitFcn,"Q0");
ok &= (iret == 0);
if (iret!=0) Error("DoFit","Fit pass %d failed !",pass);
}
// do last fit computing Minos Errors (except for Fumili)
if (!fitterType.Contains("Fumili")) // Fumili does not implement Error options (MINOS)
histo->Fit(fitFcn,"E");
else
histo->Fit(fitFcn,"");
timer.Stop();
(histo->GetFunction("fitFcn"))->SetLineColor(kRed+3);
gPad->SetFillColor(kYellow-10);
Double_t cputime = timer.CpuTime();
printf("%s, npass=%d : RT=%7.3f s, Cpu=%7.3f s\n",fitter,npass,timer.RealTime(),cputime);
TPaveLabel *p = new TPaveLabel(0.45,0.7,0.88,0.8,Form("%s CPU= %g s",fitter,cputime),"brNDC");
p->Draw();
p->SetTextColor(kRed+3);
p->SetFillColor(kYellow-8);
pad->Update();
return ok;
}
int minuit2FitBench(Int_t npass=20) {
TH1::AddDirectory(kFALSE);
TCanvas *c1 = new TCanvas("FitBench","Fitting Demo",10,10,900,900);
c1->Divide(2,2);
c1->SetFillColor(kYellow-9);
// create a TF1 with the range from 0 to 3 and 6 parameters
fitFcn = new TF1("fitFcn",fitFunction,0,3,6);
fitFcn->SetNpx(200);
gStyle->SetOptFit();
gStyle->SetStatY(0.6);
bool ok = true;
//with Minuit
c1->cd(1);
ok &= DoFit("Minuit",gPad,npass);
//with Fumili
c1->cd(2);
ok &= DoFit("Fumili",gPad,npass);
//with Minuit2
c1->cd(3);
ok &= DoFit("Minuit2",gPad,npass);
//with Fumili2
c1->cd(4);
ok &= DoFit("Fumili2",gPad,npass);
c1->SaveAs("FitBench.root");
return (ok) ? 0 : 1;
}
Author
Lorenzo Moneta

Definition in file minuit2FitBench.C.