Unbinned Maximum Likelihood fitter with a possibility to use Chebyshev interpolation. More...

#include <ChebFitter.h>

Collaboration diagram for ChebFitter:

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Public Member Functions
void	setDataAndFunction (std::function< double(double, Pars)> fun, const std::vector< double > &data)
	Set the fitted data and the fitted function, should be called before init.

void	init (int Size, double xMin, double xMax)
	Initialize the fitter (the Chebyshev coefficients)

double	operator() (const double *par) const
	Evaluate the log likelihood.

std::pair< Pars, Eigen::MatrixXd >	fitData (Pars pars, Limits limits, bool UseCheb=true)
	Fit the data with specified initial values of parameters and limits on them.

Private Member Functions
Eigen::VectorXd	getLogFunction (Pars pars) const
	Get the -2*log(p(x)) on the Cheb nodes.

double	getLogLikelihoodSlow (const Pars &pars) const
	Calculate log likelihood using exact formula.

double	getLogLikelihoodFast (const Pars &pars) const
	Calculate log likelihood using approximation based on Chebyshev polynomials (typically faster)

Eigen::VectorXd	getDataGrid () const
	Calculate Chebyshev coefficients for the data set.

std::pair< Eigen::VectorXd, Eigen::MatrixXd >	getDataGridWithCov () const
	Calculate Chebyshev coefficients with the covariance (useful for toy studies)

double	getFunctionFast (const Pars &pars, double x)
	Evaluate the fitted function approximated with the Chebyshev polynomial, typically runs faster.

Private Attributes
std::vector< double >	m_data
	vector with the data points to be fitted

Eigen::VectorXd	m_dataGrid
	vector with the data points related to the cheb nodes (m_dataGrid.size = nodes.size)

Eigen::MatrixXd	m_dataGridCov
	vector with the data points covariances (useful for toy studies)

Eigen::MatrixXd	m_coefsMat
	transformation matrix from chebPol to gridPoints

Eigen::VectorXd	m_nodes
	vector with cheb nodes

Eigen::VectorXd	m_weights
	vector with cheb weights for integration

std::vector< std::string >	m_parNames
	vector with names of the parameters

bool	m_useCheb = true
	flag to use approximation based on Chebyshev polynomials

std::function< double(double, Pars)>	m_myFun
	function to fit

Detailed Description

Unbinned Maximum Likelihood fitter with a possibility to use Chebyshev interpolation.

Definition at line 32 of file ChebFitter.h.

The documentation for this class was generated from the following files:

Public Member Functions