#202 Fitting using CERN Minuit routines

Version 5
closed-out-of-date
nobody
fit (9)
2
2014-06-09
2005-09-18
No

The patch adds the `minuit` command which is a clone of
the `fit` command that utilizes CERN Minuit library for
function fiting. The syntax of `minuit` command is
based on the one of the `fit` command with two main
differences:
- for the time being it supports only 2D fits
- for the time being it supports only 6 column input:
x,y,x_err_min,x_err_max,x_err_min,x_err_max

Quoting MINUIT documentation:

What MINUIT is intended to do
MINUIT is conceived as a tool to find the minimum value
of a multi-parameter function and analyze the shape of
the function around the minimum. The principal
application is foreseen for statistical analysis,
working on chisquare or log-likelihood functions, to
compute the best parameter values and uncertainties,
including correlations between the parameters. It is
especially suited to handle difficult problems,
including those which may require guidance in order to
find the correct solution.

What MINUIT is not intended to do
Although MINUIT will of course solve easy problems
faster than complicated ones, it is not intended for
the repeated solution of identically parametrized
problems (such as track fitting in a detector) where a
specialized program will in general be much more efficient.

As it is a initial release of the patch it lacks some
functionality and was not tested thoroughly yet.

CERN Minuit library is written in C++, the patch
includes a Wrapper that allows gnuplot to call Minuit
objects and methods from C.

Discussion

  • Hans-Bernhard Broeker

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    Wow. Congratulations. I never imagined anyone would ever
    dare try _that_ ;->

    I've used Minuit myself for years, in it's original natural
    environment (the FORTRAN version in PAW), and I've written
    and/or modified almost every line of code you'll find in the
    implementation of 'fit', and even *I* never considered
    integrating minuit with gnuplot.

     
  • Sylwester Arabas

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    user_id=1346689

    Please hava a look at the new version of the patch.

    Changes include:
    - configure.in entry for minuit (--enable-minuit option)
    - conditional compilation with BUILD_MINUIT define
    - Combined minimalization (Migrad->Simplex->Migrad)
    - fit_commons.h header made to make some code from fit.c
    available for minuit
    - a real example of usage in internal help
    - usage of errorvariables defined by fit command for initial
    values of uncertainties
    - lots of small bugfixes
    - more and more tests done

     
  • Ethan Merritt

    Ethan Merritt - 2006-06-14

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    user_id=235620

    In preparation for a code freeze and the run-up to a release of
    version 4.2, existing bugs and patchsets are being prioritized.

    This patchset is not on my (sfeam) list for inclusion in 4.2 and
    is therefore being marked as priority 2.

    Note that this does not mean it is a bad patch, or that it won't
    be incorporated into cvs after 4.2 is released. We can
    re-evaluate priorities after 4.2 is out.

    If you want to argue for immediate reconsideration - go right
    ahead; but do so quickly!

    Ethan Merritt

     
  • Ethan Merritt

    Ethan Merritt - 2006-06-14
    • priority: 5 --> 2
     
  • Bastian Märkisch

    • labels: --> fit
    • status: open --> closed-out-of-date
    • Group: --> Version 5
     

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