XY data: user can pass a sequence of minimisers to perform a fit

lib/XYSampleData.cpp

@@ -250,7 +250,8 @@ const XYStatData & XYSampleData::getData(void)
 }
 
 // fit /////////////////////////////////////////////////////////////////////////
-SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
+SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
+                                  const DVec &init,
                                   const std::vector<const DoubleModel *> &v)
 {
     computeVarMat();
@@ -265,12 +266,17 @@ SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
     FOR_STAT_ARRAY(result, s)
     {
         setDataToSample(s);
-        sampleResult    = data_.fit(minimizer, initCopy, v);
+        if (s == central)
+        {
+            sampleResult = data_.fit(minimizer, initCopy, v);
+        }
+        else
+        {
+            sampleResult = data_.fit(*(minimizer.back()), initCopy, v);
+        }
         initCopy        = sampleResult.segment(0, initCopy.size());
         result[s]       = sampleResult;
         result.chi2_[s] = sampleResult.getChi2();
-        
-        
         for (unsigned int j = 0; j < v.size(); ++j)
         {
             result.model_[j].resize(nSample_);
@@ -284,6 +290,15 @@ SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
     return result;
 }
 
+SampleFitResult XYSampleData::fit(Minimizer &minimizer,
+                                  const DVec &init,
+                                  const std::vector<const DoubleModel *> &v)
+{
+    vector<Minimizer *> mv{&minimizer};
+    
+    return fit(mv, init, v);
+}
+
 // schedule data initilization from samples ////////////////////////////////////
 void XYSampleData::scheduleDataInit(void)
 {

lib/XYSampleData.hpp

@@ -92,11 +92,16 @@ public:
     // get internal XYStatData
     const XYStatData & getData(void);
     // fit
+    SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
+                        const std::vector<const DoubleModel *> &v);
     SampleFitResult fit(Minimizer &minimizer, const DVec &init,
                         const std::vector<const DoubleModel *> &v);
-    template <typename... Mods>
+    template <typename... Ts>
+    SampleFitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
+                        const DoubleModel &model, const Ts... models);
+    template <typename... Ts>
     SampleFitResult fit(Minimizer &minimizer, const DVec &init,
-                        const DoubleModel &model, const Mods... models);
+                        const DoubleModel &model, const Ts... models);
 private:
     // schedule data initilization from samples
     void scheduleDataInit(void);
@@ -118,17 +123,30 @@ private:
  *                    XYSampleData template implementation                    *
  ******************************************************************************/
 template <typename... Ts>
-SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
+SampleFitResult XYSampleData::fit(std::vector<Minimizer *> &minimizer,
+                                  const DVec &init,
                                   const DoubleModel &model, const Ts... models)
 {
     static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
-                  "model arguments are not compatible with DoubleModel &");
+                  "model arguments are not compatible with DoubleModel");
     
     std::vector<const DoubleModel *> modelVector{&model, &models...};
     
     return fit(minimizer, init, modelVector);
 }
 
+template <typename... Ts>
+SampleFitResult XYSampleData::fit(Minimizer &minimizer, const DVec &init,
+                                  const DoubleModel &model, const Ts... models)
+{
+    static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
+                  "model arguments are not compatible with DoubleModel");
+    
+    std::vector<Minimizer *> mv{&minimizer};
+    
+    return fit(mv, init, model, models...);
+}
+
 END_LATAN_NAMESPACE
 
 #endif // Latan_XYSampleData_hpp_

lib/XYStatData.cpp

@@ -24,6 +24,8 @@
 using namespace std;
 using namespace Latan;
 
+static constexpr double maxXsiDev = 10.;
+
 /******************************************************************************
  *                          FitResult implementation                          *
  ******************************************************************************/
@@ -220,7 +222,7 @@ const DMat & XYStatData::getFitVarMatPInv(void)
 }
 
 // fit /////////////////////////////////////////////////////////////////////////
-FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
+FitResult XYStatData::fit(vector<Minimizer *> &minimizer, const DVec &init,
                           const vector<const DoubleModel *> &v)
 {
     // check model consistency
@@ -257,14 +259,31 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
     }
     
     // minimization
-    FitResult result;
+    FitResult    result;
-    DVec      totalInit(totalNPar);
+    DVec         totalInit(totalNPar);
     
+    //// set total init vector
     totalInit.segment(0, nPar) = init;
     totalInit.segment(nPar, layout.totalXSize) =
         chi2DataVec_.segment(layout.totalYSize, layout.totalXSize);
-    minimizer.setInit(totalInit);
+    for (auto &m: minimizer)
-    result       = minimizer(chi2);
+    {
+        m->setInit(totalInit);
+        //// do not allow more than maxXsiDev std. deviations on the x-axis
+        for (Index p = nPar; p < totalNPar; ++p)
+        {
+            double err;
+            
+            err = sqrt(fitVar_.diagonal()(layout.totalYSize + p - nPar));
+            m->useLowLimit(p);
+            m->useHighLimit(p);
+            m->setLowLimit(p, totalInit(p) - maxXsiDev*err);
+            m->setHighLimit(p, totalInit(p) + maxXsiDev*err);
+        }
+        //// minimize and store results
+        result    = (*m)(chi2);
+        totalInit = result;
+    }
     result.chi2_ = chi2(result);
     result.nPar_ = nPar;
     result.nDof_ = layout.totalYSize - nPar;
@@ -281,6 +300,14 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
     return result;
 }
 
+FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
+                          const vector<const DoubleModel *> &v)
+{
+    vector<Minimizer *> mv{&minimizer};
+    
+    return fit(mv, init, v);
+}
+
 // create data /////////////////////////////////////////////////////////////////
 void XYStatData::createXData(const std::string name __dumb, const Index nData)
 {

lib/XYStatData.hpp

@@ -87,9 +87,14 @@ public:
     const DMat & getFitVarMat(void);
     const DMat & getFitVarMatPInv(void);
     // fit
+    FitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
+                  const std::vector<const DoubleModel *> &v);
     FitResult fit(Minimizer &minimizer, const DVec &init,
                   const std::vector<const DoubleModel *> &v);
     template <typename... Ts>
+    FitResult fit(std::vector<Minimizer *> &minimizer, const DVec &init,
+                  const DoubleModel &model, const Ts... models);
+    template <typename... Ts>
     FitResult fit(Minimizer &minimizer, const DVec &init,
                   const DoubleModel &model, const Ts... models);
 protected:
@@ -125,7 +130,7 @@ private:
  *                     XYStatData template implementation                     *
  ******************************************************************************/
 template <typename... Ts>
-FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
+FitResult XYStatData::fit(std::vector<Minimizer *> &minimizer, const DVec &init,
                           const DoubleModel &model, const Ts... models)
 {
     static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
@@ -136,6 +141,18 @@ FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
     return fit(minimizer, init, modelVector);
 }
 
+template <typename... Ts>
+FitResult XYStatData::fit(Minimizer &minimizer, const DVec &init,
+                          const DoubleModel &model, const Ts... models)
+{
+    static_assert(static_or<std::is_assignable<DoubleModel &, Ts>::value...>::value,
+                  "model arguments are not compatible with DoubleModel");
+    
+    std::vector<Minimizer *> mv{&minimizer};
+    
+    return fit(mv, init, model, models...);
+}
+
 /******************************************************************************
  *                       error check macros                                   *
  ******************************************************************************/