MINT::minimisePareto Class Reference

#include <GeneralisedPareto.h>

Inheritance diagram for MINT::minimisePareto:

Public Member Functions
	minimisePareto (std::vector< double > &data, double threshold, double xiInit, double sigInit)
virtual double	getVal ()
double	getXi () const
double	getSigma () const
Public Member Functions inherited from MINT::Minimisable
	Minimisable (MinuitParameterSet *mps=0)
	Minimisable (const Minimisable &other)
virtual	~Minimisable ()
void	setPset (MinuitParameterSet *mps)
MinuitParameterSet *	getParSet ()
virtual void	beginFit ()
virtual void	parametersChanged ()
virtual void	endFit ()
double	getNewVal ()
Public Member Functions inherited from MINT::IMinimisable
virtual void	Gradient (std::vector< double > &grad)
virtual bool	useAnalyticGradient ()
virtual void	setUseAnalyticGradient (bool useAnalyticGradient)
virtual	~IMinimisable ()

Private Attributes
std::vector< double > &	_data
double	_threshold
FitParameter	_xi
FitParameter	_sigma

Static Private Attributes
static MinuitParameterSet	_mps

Detailed Description

Definition at line 33 of file GeneralisedPareto.h.

Constructor & Destructor Documentation

minimisePareto()

MINT::minimisePareto::minimisePareto	(	std::vector< double > &	data,
		double	threshold,
		double	xiInit,
		double	sigInit
	)

Definition at line 77 of file GeneralisedPareto.cpp.

  : _data(data)
  , _threshold(threshold)
  , _xi("xi", 0, xiInit, fabs(xiInit)/2.0 + 0.1, 0, 0, &_mps)
  , _sigma("sigma", 0, fabs(sigInit), fabs(sigInit)/2.0 + 0.1, 0, 0, &_mps)
{
  this->setPset(&_mps);
}

Member Function Documentation

getSigma()

double MINT::minimisePareto::getSigma

(

)

const

Definition at line 96 of file GeneralisedPareto.cpp.

{ return _sigma;}

getVal()

double MINT::minimisePareto::getVal ( )

virtual

Implements MINT::Minimisable.

Definition at line 86 of file GeneralisedPareto.cpp.

                                 {
  double sum=0;
  for(unsigned int i=0; i < _data.size(); i++){
    double x = _data[i] - _threshold;
    if(x > 0) sum -= 2*generalisedPareto_logPdf(x, _xi, _sigma);
  }
  return sum;
}

getXi()

double MINT::minimisePareto::getXi

(

)

const

Definition at line 95 of file GeneralisedPareto.cpp.

{ return _xi;}

Member Data Documentation

_data

std::vector<double>& MINT::minimisePareto::_data

private

Definition at line 35 of file GeneralisedPareto.h.

_mps

MinuitParameterSet MINT::minimisePareto::_mps

staticprivate

Definition at line 34 of file GeneralisedPareto.h.

_sigma

FitParameter MINT::minimisePareto::_sigma

private

Definition at line 37 of file GeneralisedPareto.h.

_threshold

double MINT::minimisePareto::_threshold

private

Definition at line 36 of file GeneralisedPareto.h.

_xi

FitParameter MINT::minimisePareto::_xi

private

Definition at line 37 of file GeneralisedPareto.h.

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

• Mint/GeneralisedPareto.h
• src/Mint/Pareto/GeneralisedPareto.cpp