public void testPaul4Chi2() {
// create Chi2 FCN function
PaulTest4.PowerLawChi2FCN theFCN = new PaulTest4.PowerLawChi2FCN(m, p, v);
MnUserParameters upar = new MnUserParameters();
upar.add("p0", -2.3, 0.2);
upar.add("p1", 1100., 10.);
MnMigrad migrad = new MnMigrad(theFCN, upar);
FunctionMinimum min = migrad.minimize();
if (!min.isValid()) {
migrad = new MnMigrad(theFCN, upar, 2);
min = migrad.minimize();
}
assertTrue(min.isValid());
assertEquals(102, min.nfcn());
assertEquals(95.243, min.fval(), 1e-3);
assertEquals(3.7209e-11, min.edm(), 1e-15);
assertEquals(-2.10019, min.userParameters().value(0), 1e-5);
assertEquals(999.225, min.userParameters().value(1), 1e-3);
assertEquals(0.0001592, min.userParameters().error(0), 1e-7);
assertEquals(0.8073, min.userParameters().error(1), 1e-4);
assertEquals(2.53567e-08, min.userCovariance().get(0, 0), 1e-13);
assertEquals(0.000127332, min.userCovariance().get(1, 0), 1e-9);
assertEquals(0.651708, min.userCovariance().get(1, 1), 1e-6);
}
public void testPaul4LogLike() {
// create LogLikelihood FCN function
PaulTest4.PowerLawLogLikeFCN theFCN = new PaulTest4.PowerLawLogLikeFCN(m, p);
MnUserParameters upar = new MnUserParameters();
upar.add("p0", -2.1, 0.2);
upar.add("p1", 1000., 10.);
MnMigrad migrad = new MnMigrad(theFCN, upar);
migrad.setErrorDef(0.5);
FunctionMinimum min = migrad.minimize();
if (!min.isValid()) {
// try with higher strategy
migrad = new MnMigrad(theFCN, upar, 2);
min = migrad.minimize();
}
assertTrue(min.isValid());
assertEquals(63, min.nfcn());
assertEquals(-1.33678e+09, min.fval(), 1e4);
assertEquals(0.0170964, min.edm(), 1e-4);
assertEquals(-2.10016, min.userParameters().value(0), 1e-5);
assertEquals(999.394, min.userParameters().value(1), 1e-3);
assertEquals(0.0001488, min.userParameters().error(0), 1e-7);
assertEquals(0.7544, min.userParameters().error(1), 1e-4);
assertEquals(2.21365e-08, min.userCovariance().get(0, 0), 1e-13);
assertEquals(0.000111025, min.userCovariance().get(1, 0), 1e-9);
assertEquals(0.569138, min.userCovariance().get(1, 1), 1e-6);
}
public void testPaul4Simplex() {
PaulTest4.PowerLawChi2FCN chi2 = new PaulTest4.PowerLawChi2FCN(m, p, v);
PaulTest4.PowerLawLogLikeFCN mlh = new PaulTest4.PowerLawLogLikeFCN(m, p);
MnUserParameters upar;
double[] par = {-2.3, 1100.};
double[] err = {1., 1.};
MnSimplex simplex = new MnSimplex(chi2, par, err);
FunctionMinimum min = simplex.minimize();
assertTrue(min.isValid());
assertEquals(105, min.nfcn());
assertEquals(95.2506, min.fval(), 1e-4);
assertEquals(0.0286894, min.edm(), 1e-7);
assertEquals(-2.10018, min.userParameters().value(0), 1e-5);
assertEquals(999.286, min.userParameters().value(1), 1e-3);
assertEquals(0.0001122, min.userParameters().error(0), 1e-7);
assertEquals(0.7701, min.userParameters().error(1), 1e-4);
MnSimplex simplex2 = new MnSimplex(mlh, par, err);
simplex2.setErrorDef(0.5);
min = simplex2.minimize();
assertTrue(min.isValid());
assertEquals(84, min.nfcn());
assertEquals(-1.337e+09, min.fval(), 1e6);
assertEquals(0.03377, min.edm(), 1e-5);
assertEquals(-2.10018, min.userParameters().value(0), 1e-5);
assertEquals(999.279, min.userParameters().value(1), 1e-3);
assertEquals(0.0001793, min.userParameters().error(0), 1e-7);
assertEquals(0.7549, min.userParameters().error(1), 1e-4);
}
