JFIT::JRegressor< JLine3Z, JSimplex > Struct Reference

Regressor function object for JLine3Z fit using JSimplex minimiser. More...

#include <JLine3ZRegressor.hh>

Inheritance diagram for JFIT::JRegressor< JLine3Z, JSimplex >:

Public Types
typedef JSimplex< JLine3Z >	minimiser_type
typedef JRegressor< JLine3Z, 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 JLine3Z &track, const JHit_t &hit) const
	Fit function. More...
result_type	operator() (const JLine3Z &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 JLine3Z fit using JSimplex minimiser.

Definition at line 44 of file JLine3ZRegressor.hh.

Member Typedef Documentation

minimiser_type

typedef JSimplex <JLine3Z > JFIT::JAbstractRegressor< JLine3Z , JSimplex >::minimiser_type

inherited

Definition at line 80 of file JRegressor.hh.

regressor_type

typedef JRegressor<JLine3Z , JSimplex > JFIT::JAbstractRegressor< JLine3Z , JSimplex >::regressor_type

inherited

Definition at line 81 of file JRegressor.hh.

result_type

typedef minimiser_type::result_type JFIT::JAbstractRegressor< JLine3Z , JSimplex >::result_type

inherited

Definition at line 82 of file JRegressor.hh.

Constructor & Destructor Documentation

JRegressor()

JFIT::JRegressor< JLine3Z, JSimplex >::JRegressor ( double  sigma )

inline

Constructor.

Parameters

sigma

time resolution of hit [ns]

Definition at line 54 of file JLine3ZRegressor.hh.

                             :
      estimator(new JMEstimatorNormal())
    {
      this->sigma = sigma;
    }

Member Function Documentation

operator()() [1/4]

template<class JHit_t >

double JFIT::JRegressor< JLine3Z, JSimplex >::operator() ( const JLine3Z &  track, const JHit_t &  hit  ) const

inline

Fit function.

This method is used to determine the chi2 of given hit with respect to trajectory of muon.

The template argument JHit_t refers to a data structure which should have the following member methods:

• double getX(); // [m]
• double getY(); // [m]
• double getZ(); // [m]
• double getT(); // [ns]

Parameters

track	track
hit	hit

Returns

chi2

Definition at line 76 of file JLine3ZRegressor.hh.

    {
      using namespace JPP;
 
      JPosition3D D(hit.getX(), hit.getY(), hit.getZ());
 
      D.sub(track.getPosition());
 
      const double z  = D.getDot(track.getDirection());
      const double R  = sqrt(D.getLengthSquared() - z*z);
 
      const double t1 = track.getT() + (z + R * getKappaC()) * getInverseSpeedOfLight();
 
      const double u  = (t1 - hit.getT()) / sigma;
 
      return estimator->getRho(u) * hit.getW();
    }

operator()() [2/4]

result_type JFIT::JAbstractRegressor< JLine3Z , JSimplex >::operator() ( const JLine3Z &  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< JLine3Z, JSimplex >::estimator

M-Estimator function.

Definition at line 94 of file JLine3ZRegressor.hh.

sigma

double JFIT::JRegressor< JLine3Z, JSimplex >::sigma

Time resolution [ns].

Definition at line 95 of file JLine3ZRegressor.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:

• JLine3ZRegressor.hh