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Public Types | Public Member Functions | Public Attributes | Static Public Attributes | Private Member Functions | Private Attributes | List of all members
JFIT::JRegressor< JPoint4D, JSimplex > Struct Reference

Regressor function object for JPoint4D fit using JSimplex minimiser. More...

#include <JPoint4DRegressor.hh>

Inheritance diagram for JFIT::JRegressor< JPoint4D, JSimplex >:
JFIT::JAbstractRegressor< JPoint4D, JSimplex > JFIT::JSimplex< JPoint4D > JEEP::JMessage< T >

Public Types

typedef JSimplex< JPoint4D > minimiser_type
 
typedef JRegressor< JPoint4D, JSimplex > regressor_type
 
typedef minimiser_type::result_type result_type
 

Public Member Functions

 JRegressor (double sigma)
 Constructor.
 
template<class JHit_t >
double operator() (const JPoint4D &vx, const JHit_t &hit) const
 
result_type operator() (const JPoint4D &value, T __begin, T __end)
 Global fit.
 
double operator() (const JFunction_t &fit, T __begin, T __end)
 Multi-dimensional fit.
 
double operator() (const JFunction_t &fit, T __begin, T __end, const JPoint4D &step)
 1D fit.
 

Public Attributes

JLANG::JSharedPointer< JMEstimator > estimator
 M-Estimator function

 
double sigma
 Time resolution [ns].
 
JPoint4D value
 
std::vector< JPoint4D > step
 
int numberOfIterations
 

Static Public Attributes

static int MAXIMUM_ITERATIONS
 maximal number of iterations
 
static double EPSILON
 maximal distance to minimum
 
static int debug = 0
 debug level (default is off).
 

Private Member Functions

double evaluate (const JFunction_t &fit, T __begin, T __end) const
 Evaluate chi2 for given data set.
 

Private Attributes

JPoint4D p0
 
JPoint4D p1
 
JPoint4D wall
 

Detailed Description

Regressor function object for JPoint4D fit using JSimplex minimiser.

Definition at line 30 of file JPoint4DRegressor.hh.

Member Typedef Documentation

◆ minimiser_type

JSimplex<JPoint4D> JFIT::JAbstractRegressor< JPoint4D, JSimplex >::minimiser_type
inherited

Definition at line 80 of file JRegressor.hh.

◆ regressor_type

JRegressor<JPoint4D, JSimplex> JFIT::JAbstractRegressor< JPoint4D, JSimplex >::regressor_type
inherited

Definition at line 81 of file JRegressor.hh.

◆ result_type

minimiser_type::result_type JFIT::JAbstractRegressor< JPoint4D, JSimplex >::result_type
inherited

Definition at line 82 of file JRegressor.hh.

Constructor & Destructor Documentation

◆ JRegressor()

JFIT::JRegressor< JPoint4D, JSimplex >::JRegressor ( double sigma)
inline

Constructor.

Definition at line 38 of file JPoint4DRegressor.hh.

39 {
40 this->sigma = sigma;
41 }

Member Function Documentation

◆ operator()() [1/4]

template<class JHit_t >
double JFIT::JRegressor< JPoint4D, JSimplex >::operator() ( const JPoint4D & vx,
const JHit_t & hit ) const
inline

Definition at line 52 of file JPoint4DRegressor.hh.

53 {
54 using namespace JPP;
55
56 const double dt = hit.getT() - vx.getT(hit.getPosition());
57
58 const double u = dt / sigma;
59
60 return estimator->getRho(u) * hit.getW();
61 }
JPP
This name space includes all other name spaces (except KM3NETDAQ, KM3NET and ANTARES).
Definition JAAnetToolkit.hh:43
JTOOLS::u
double u[N+1]
Definition JPolint.hh:865
JFIT::JRegressor< JPoint4D, JSimplex >::estimator
JLANG::JSharedPointer< JMEstimator > estimator
M-Estimator function
Definition JPoint4DRegressor.hh:63

◆ operator()() [2/4]

result_type JFIT::JAbstractRegressor< JPoint4D, JSimplex >::operator() ( const JPoint4D & value,
T __begin,
T __end )
inlineinherited

Global fit.

Parameters
valuestart value
__beginbegin of data set
__endend of data set
Returns
chi2

Definition at line 94 of file JRegressor.hh.

95 {
96 static_cast<minimiser_type&>(*this).value = value;
97
98 return static_cast<minimiser_type&>(*this)(static_cast<regressor_type&>(*this), __begin, __end);
99 }
JFIT::JSimplex::value
JModel_t value
Definition JSimplex.hh:240
JFIT::JAbstractRegressor< JPoint4D, JSimplex >::regressor_type
JRegressor< JPoint4D, JSimplex > regressor_type
Definition JRegressor.hh:81

◆ operator()() [3/4]

double JFIT::JSimplex< JPoint4D >::operator() ( const JFunction_t & fit,
T __begin,
T __end )
inlineinherited

Multi-dimensional fit.

The given fit function should return the equivalent of chi2 for the current value of the given model and a given data point.

Parameters
fitfit function
__beginbegin of data
__endend of data
Returns
chi2

Definition at line 71 of file JSimplex.hh.

72 {
73 using namespace std;
74 using namespace JPP;
75
76 double chi2_old = evaluate(fit, __begin, __end);
77
78 const int N = step.size();
79
80 if (N != 0) {
81
82 p0 = value;
83 p1 = value;
84 wall = value;
85
86 double chi2[N];
87
88 numberOfIterations = 0;
89
90 while (numberOfIterations != MAXIMUM_ITERATIONS) {
91
92 DEBUG("old: " << FIXED(12,5) << chi2_old << endl);
93
94 p0 = value;
95
96 for (int i = 0; i != N; ++i) {
97
98 DEBUG("step: " << i << ' ' << setw(5) << numberOfIterations << endl);
99
100 chi2[i] = (*this)(fit, __begin, __end, step[i]);
101 }
102
103 // overall step direction of last iteration
104
105 wall = value;
106 wall -= p0;
107
108 const double chi2_new = (*this)(fit, __begin, __end, wall);
109
110 DEBUG("new: " << FIXED(12,5) << chi2_new << endl);
111
112
113 if (fabs(chi2_old - chi2_new) < EPSILON*fabs(chi2_old)) {
114 return chi2_new;
115 }
116
117 // double overall step
118
119 wall = value;
120 wall -= p0;
121 value += wall;
122
123 const double fe = evaluate(fit, __begin, __end);
124
125 value -= wall;
126
127
128 for (int i = N-1; i != 0; --i) {
129 chi2[i] = chi2[i-1] - chi2[i];
130 }
131
132 chi2[0] = chi2_old - chi2[0];
133
134
135 double df = 0.0;
136
137 for (int i = 0; i != N; ++i) {
138 if (chi2[i] > df) {
139 df = chi2[i];
140 }
141 }
142
143 const double fn = chi2_new;
144 const double f0 = chi2_old;
145 const double ff = f0 - fn - df;
146
147 // shift step directions
148
149 if (fe < f0 && 2.0*(f0 - 2.0*fn + fe)*ff*ff < (f0-fe)*(f0-fe)*df) {
150
151 for (int i = 0; i != N - 1; ++i) {
152 step[i] = step[i+1];
153 }
154
155 step[N-1] = wall;
156 }
157
158 chi2_old = chi2_new;
159 }
160 }
161
162 return chi2_old;
163 }
DEBUG
#define DEBUG(A)
Message macros.
Definition JMessage.hh:62
JFIT::JSimplex< JPoint4D >::step
std::vector< JPoint4D > step
Definition JSimplex.hh:241
JFIT::JSimplex< JPoint4D >::evaluate
double evaluate(const JFunction_t &fit, T __begin, T __end) const
Definition JSimplex.hh:253
FIXED
Auxiliary data structure for floating point format specification.
Definition JManip.hh:448

◆ operator()() [4/4]

double JFIT::JSimplex< JPoint4D >::operator() ( const JFunction_t & fit,
T __begin,
T __end,
const JPoint4D & step )
inlineinherited

1D fit.

The given fit function should return the equivalent of chi2 for the current value of the given model and a given data point.

Parameters
fitfit function
__beginbegin of data
__endend of data
stepstep direction

Definition at line 178 of file JSimplex.hh.

179 {
180 using namespace std;
181 using namespace JPP;
182
183 double lambda = 0.5; // control parameter
184 double factor = 1.0; // multiplication factor
185
186 double chi2_old = evaluate(fit, __begin, __end);
187
188 for (int i = 0; numberOfIterations != MAXIMUM_ITERATIONS; ++numberOfIterations, ++i) {
189
190 p1 = step;
191 p1 *= lambda;
192 value += p1;
193
194 const double chi2_new = evaluate(fit, __begin, __end);
195
196 DEBUG("step: " << setw(3) << i << ' ' << FIXED(12,5) << chi2_old << ' ' << FIXED(12,5) << chi2_new << ' ' << FIXED(5,2) << lambda << endl);
197
198 if (fabs(chi2_old - chi2_new) < EPSILON*fabs(chi2_old)) {
199
200 if (chi2_new > chi2_old) {
201
202 p1 = step;
203 p1 *= lambda;
204 value -= p1; // undo last step
205
206 return chi2_old;
207
208 } else {
209
210 return chi2_new;
211 }
212 }
213
214 if (chi2_new < chi2_old) {
215
216 chi2_old = chi2_new;
217
218 } else {
219
220 p1 = step;
221 p1 *= lambda;
222 value -= p1; // step back
223 lambda = -lambda; // change direction
224
225 if (i != 0) {
226 factor = 0.5; // reduce step size
227 }
228 }
229
230 lambda = factor * lambda;
231 }
232
233 return chi2_old;
234 }

◆ evaluate()

double JFIT::JSimplex< JPoint4D >::evaluate ( const JFunction_t & fit,
T __begin,
T __end ) const
inlineprivateinherited

Evaluate chi2 for given data set.

Parameters
fitfit function
__beginbegin of data
__endend of data

Definition at line 253 of file JSimplex.hh.

254 {
255 double chi2 = 0.0;
256
257 for (T hit = __begin; hit != __end; ++hit) {
258 chi2 += fit(value, *hit);
259 }
260
261 return chi2;
262 }

Member Data Documentation

◆ estimator

JLANG::JSharedPointer<JMEstimator> JFIT::JRegressor< JPoint4D, JSimplex >::estimator

M-Estimator function

Definition at line 63 of file JPoint4DRegressor.hh.

◆ sigma

double JFIT::JRegressor< JPoint4D, JSimplex >::sigma

Time resolution [ns].

Definition at line 64 of file JPoint4DRegressor.hh.

◆ MAXIMUM_ITERATIONS

int JFIT::JSimplex< JPoint4D >::MAXIMUM_ITERATIONS
staticinherited

maximal number of iterations

maximal number of iterations.

Definition at line 237 of file JSimplex.hh.

◆ EPSILON

double JFIT::JSimplex< JPoint4D >::EPSILON
staticinherited

maximal distance to minimum

maximal distance to minimum.

Definition at line 238 of file JSimplex.hh.

◆ value

JPoint4D JFIT::JSimplex< JPoint4D >::value
inherited

Definition at line 240 of file JSimplex.hh.

◆ step

std::vector<JPoint4D> JFIT::JSimplex< JPoint4D >::step
inherited

Definition at line 241 of file JSimplex.hh.

◆ numberOfIterations

int JFIT::JSimplex< JPoint4D >::numberOfIterations
inherited

Definition at line 242 of file JSimplex.hh.

◆ p0

JPoint4D JFIT::JSimplex< JPoint4D >::p0
mutableprivateinherited

Definition at line 264 of file JSimplex.hh.

◆ p1

JPoint4D JFIT::JSimplex< JPoint4D >::p1
mutableprivateinherited

Definition at line 265 of file JSimplex.hh.

◆ wall

JPoint4D JFIT::JSimplex< JPoint4D >::wall
mutableprivateinherited

Definition at line 266 of file JSimplex.hh.

◆ debug

template<class T >
int JEEP::JMessage< T >::debug = 0
staticinherited

debug level (default is off).

Definition at line 45 of file JMessage.hh.

The documentation for this struct was generated from the following file:
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