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

#include <JPoint4DRegressor.hh>

Inheritance diagram for JFIT::JRegressor< JPoint4D, JSimplex >:

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. More...

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. More...

template<class JFunction_t , class T >
double	operator() (const JFunction_t &fit, T __begin, T __end)
	Multi-dimensional fit. More...

template<class JFunction_t , class T >
double	operator() (const JFunction_t &fit, T __begin, T __end, const JModel_t &step)
	1D fit. More...

Public Attributes
JLANG::JSharedPointer< JMEstimator >	estimator
	M-Estimator function More...

double	sigma
	Time resolution [ns]. More...

JModel_t	value

std::vector< JModel_t >	step

int	numberOfIterations

Static Public Attributes
static int	MAXIMUM_ITERATIONS = 1000
	maximal number of iterations More...

static double	EPSILON = 1.0e-4
	maximal distance to minimum More...

static int	debug = 0
	debug level (default is off). More...

Private Member Functions
template<class JFunction_t , class T >
double	evaluate (const JFunction_t &fit, T __begin, T __end) const
	Evaluate chi2 for given data set. More...

Private Attributes
JModel_t	p0

JModel_t	p1

JModel_t	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

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

inherited

Definition at line 80 of file JRegressor.hh.

◆ regressor_type

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

inherited

Definition at line 81 of file JRegressor.hh.

◆ result_type

typedef 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.

     {
       this->sigma = sigma;
     }

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.

     {
       using namespace JPP;
       
       const double dt = hit.getT() - vx.getT(hit.getPosition());
       
       const double u  = dt / sigma;
       
       return estimator->getRho(u) * hit.getW();
     }

◆ operator()() [2/4]

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

inlineinherited

Global fit.

Parameters

value	start value
__begin	begin of data set
__end	end of data set

Returns: chi2

Definition at line 94 of file JRegressor.hh.

     {
       static_cast<minimiser_type&>(*this).value = value;
  
       return static_cast<minimiser_type&>(*this)(static_cast<regressor_type&>(*this), __begin, __end);
     }

◆ operator()() [3/4]

template<class JModel_t >

template<class JFunction_t , class T >

double JFIT::JSimplex< JModel_t >::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

fit	fit function
__begin	begin of data
__end	end of data

Returns: chi2

Definition at line 71 of file JSimplex.hh.

     {
       using namespace std;
       using namespace JPP;
  
       double chi2_old = evaluate(fit, __begin, __end);
  
       const int N = step.size();
  
       if (N != 0) {
  
         p0   = value;
         p1   = value;
         wall = value;
  
         double chi2[N];
  
         numberOfIterations = 0;
  
         while (numberOfIterations != MAXIMUM_ITERATIONS) {
  
           DEBUG("old: " << FIXED(12,5) << chi2_old << endl);
  
           p0 = value;
  
           for (int i = 0; i != N; ++i) {
  
             DEBUG("step: " << i << ' ' << setw(5) << numberOfIterations << endl);
  
             chi2[i] = (*this)(fit, __begin, __end, step[i]);
           }
  
           // overall step direction of last iteration
  
           wall  = value;
           wall -= p0;
  
           const double chi2_new = (*this)(fit, __begin, __end, wall);
  
           DEBUG("new: " << FIXED(12,5) << chi2_new << endl);
  
  
           if (fabs(chi2_old - chi2_new) < EPSILON*fabs(chi2_old)) {
             return chi2_new;
           }
  
           // double overall step
  
           wall   = value;
           wall  -= p0;
           value += wall;
  
           const double fe = evaluate(fit, __begin, __end);
  
           value -= wall;
  
  
           for (int i = N-1; i != 0; --i) {
             chi2[i] = chi2[i-1] - chi2[i];
           }
  
           chi2[0] = chi2_old - chi2[0];
  
  
           double df = 0.0;
  
           for (int i = 0; i != N; ++i) {
             if (chi2[i] > df) {
               df = chi2[i];
             }
           }
  
           const double fn = chi2_new;
           const double f0 = chi2_old;
           const double ff = f0 - fn - df;
  
           // shift step directions
  
           if (fe < f0 && 2.0*(f0 - 2.0*fn + fe)*ff*ff < (f0-fe)*(f0-fe)*df) {
  
             for (int i = 0; i != N - 1; ++i) {
               step[i] = step[i+1];
             }
  
             step[N-1] = wall;
           }
  
           chi2_old = chi2_new;
         }
       }
  
       return chi2_old;
     }

◆ operator()() [4/4]

template<class JModel_t >

template<class JFunction_t , class T >

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

fit	fit function
__begin	begin of data
__end	end of data
step	step direction

Definition at line 178 of file JSimplex.hh.

     {
       using namespace std;
       using namespace JPP;
  
       double lambda = 0.5;                                     // control parameter
       double factor = 1.0;                                     // multiplication factor
  
       double chi2_old = evaluate(fit, __begin, __end);
  
       for (int i = 0; numberOfIterations != MAXIMUM_ITERATIONS; ++numberOfIterations, ++i) {
  
         p1      = step;
         p1     *= lambda;
         value  += p1;
  
         const double chi2_new = evaluate(fit, __begin, __end);
  
         DEBUG("step: " << setw(3) << i << ' ' << FIXED(12,5) << chi2_old << ' ' << FIXED(12,5) << chi2_new << ' ' << FIXED(5,2) << lambda << endl);
  
         if (fabs(chi2_old - chi2_new) < EPSILON*fabs(chi2_old)) {
  
           if (chi2_new > chi2_old) {
  
             p1      = step;
             p1     *= lambda;
             value  -= p1;                                      // undo last step
  
             return chi2_old;
  
           } else {
  
             return chi2_new;
           }
         }
  
         if (chi2_new < chi2_old) {
  
           chi2_old = chi2_new;
  
         } else {
             
           p1      = step;
           p1     *= lambda;
           value  -=  p1;                                       // step back
           lambda  = -lambda;                                   // change direction
           
           if (i != 0) {
             factor = 0.5;                                      // reduce step size
           }
         }
         
         lambda = factor * lambda;
       }
  
       return chi2_old;
     }

◆ evaluate()

template<class JModel_t >

template<class JFunction_t , class T >

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

inlineprivateinherited

Evaluate chi2 for given data set.

Parameters

fit	fit function
__begin	begin of data
__end	end of data

Definition at line 253 of file JSimplex.hh.

     {
       double chi2 = 0.0;
  
       for (T hit = __begin; hit != __end; ++hit) {
         chi2 += fit(value, *hit);
       }
  
       return chi2;
     }

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

template<class JModel_t >

int JFIT::JSimplex< JModel_t >::MAXIMUM_ITERATIONS = 1000

staticinherited

maximal number of iterations

maximal number of iterations.

Definition at line 237 of file JSimplex.hh.

◆ EPSILON

template<class JModel_t >

double JFIT::JSimplex< JModel_t >::EPSILON = 1.0e-4

staticinherited

maximal distance to minimum

maximal distance to minimum.

Definition at line 238 of file JSimplex.hh.

◆ value

template<class JModel_t >

JModel_t JFIT::JSimplex< JModel_t >::value

inherited

Definition at line 240 of file JSimplex.hh.

◆ step

template<class JModel_t >

std::vector<JModel_t> JFIT::JSimplex< JModel_t >::step

inherited

Definition at line 241 of file JSimplex.hh.

◆ numberOfIterations

template<class JModel_t >

int JFIT::JSimplex< JModel_t >::numberOfIterations

inherited

Definition at line 242 of file JSimplex.hh.

◆ p0

template<class JModel_t >

JModel_t JFIT::JSimplex< JModel_t >::p0

mutableprivateinherited

Definition at line 264 of file JSimplex.hh.

◆ p1

template<class JModel_t >

JModel_t JFIT::JSimplex< JModel_t >::p1

mutableprivateinherited

Definition at line 265 of file JSimplex.hh.

◆ wall

template<class JModel_t >

JModel_t JFIT::JSimplex< JModel_t >::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:

JPoint4DRegressor.hh

Public Types

Public Member Functions

Public Attributes

Static Public Attributes

Private Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

◆ minimiser_type

◆ regressor_type

◆ result_type

Constructor & Destructor Documentation

◆ JRegressor()

Member Function Documentation

◆ operator()() [1/4]

◆ operator()() [2/4]

◆ operator()() [3/4]

◆ operator()() [4/4]

◆ evaluate()

Member Data Documentation

◆ estimator

◆ sigma

◆ MAXIMUM_ITERATIONS

◆ EPSILON

◆ value

◆ step

◆ numberOfIterations

◆ p0

◆ p1

◆ wall

◆ debug