Multidimensional Fit example

#include <iostream.h>
#include "TROOT.h"
#include "TApplication.h"
#include "TCanvas.h"
#include "TH1.h"
#include "TSystem.h"
#include "TBrowser.h"
#include "TFile.h"
#include "TRandom.h"
#include "TMultiDimFit.h"

//____________________________________________________________________
void makeData(Double_t* x, Double_t& d, Double_t& e) 
{
  // Make data points 
  Double_t upp[5] = { 10, 10, 10, 10,  1 };
  Double_t low[5] = {  0,  0,  0,  0, .1 };
  for (int i = 0; i < 4; i++) 
    x[i] = (upp[i] - low[i]) * gRandom->Rndm() + low[i]; 
  
  d = x[0] * TMath::Sqrt(x[1] * x[1] + x[2] * x[2] + x[3] * x[3]);
  
  e = gRandom->Gaus(upp[4],low[4]);
}

//____________________________________________________________________
Int_t multidimfit() 
{

  cout << "*************************************************" << endl; 
  cout << "*             Multidimensional Fit              *" << endl;
  cout << "*                                               *" << endl;
  cout << "* By Christian Holm <cholm@nbi.dk> 14/10/00     *" << endl;
  cout << "*************************************************" << endl; 
  cout << endl;

  // Initialize global TRasnom object. 
  gRandom = new TRandom();

  // Open output file 
  TFile* output = new TFile("mdf.root", "RECREATE");

  // Global data parameters 
  Int_t nVars       = 4;
  Int_t nData       = 500;

  // make fit object and set parameters on it. 
  TMultiDimFit* fit = new TMultiDimFit(nVars, TMultiDimFit::kMonomials,"v");

  Int_t mPowers[]   = { 6 , 6, 6, 6 };
  fit->SetMaxPowers(mPowers);
  fit->SetMaxFunctions(1000);
  fit->SetMaxStudy(1000);
  fit->SetMaxTerms(30);
  fit->SetPowerLimit(1);
  fit->SetMinAngle(10);
  fit->SetMaxAngle(10);
  fit->SetMinRelativeError(.01);

  // variables to hold the temporary input data 
  Double_t d;
  Double_t e;
  Double_t *x = new Double_t[nVars];
  
  // Print out the start parameters
  fit->Print("p");

  // Create training sample 
  Int_t i;
  for (i = 0; i < nData ; i++) {

    // Make some data 
    makeData(x,d,e);

    // Add the row to the fit object
    fit->AddRow(x,d,e);
  }

  // Print out the statistics
  fit->Print("s");

  // Book histograms 
  fit->MakeHistograms();

  // Find the parameterization 
  fit->FindParameterization();

  // Print coefficents 
  fit->Print("rc");

  // Get the min and max of variables from the training sample, used
  // for cuts in test sample. 
  Double_t *xMax = new Double_t[nVars];
  Double_t *xMin = new Double_t[nVars];
  for (i = 0; i < nVars; i++) {
    xMax[i] = (*fit->GetMaxVariables())(i);
    xMin[i] = (*fit->GetMinVariables())(i);
  }

  nData = fit->GetNCoefficients() * 100;
  Int_t j;

  // Create test sample 
  for (i = 0; i < nData ; i++) {
    // Make some data 
    makeData(x,d,e);

    for (j = 0; j < nVars; j++) 
      if (x[j] < xMin[j] || x[j] > xMax[j])
	break;

    // If we get through the loop above, all variables are in range 
    if (j == nVars)  
      // Add the row to the fit object
      fit->AddTestRow(x,d,e);
    else
      i--;
  }
  delete gRandom;

  // Test the parameterizatio and coefficents using the test sample. 
  fit->Fit();

  // Print result 
  fit->Print("fc");

  // Write code to file 
  fit->MakeCode();

  // Write histograms to disk, and close file 
  output->Write();
  output->Close();
  delete output;

  // We're done 
  delete fit;
  cout << "The END" << endl;

  return 0;
}