Fit.h

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#ifndef FIT_H
#define FIT_H
 
#include <vector>
#include <functional>
 
#include "BaseLikelihood.h"
#include "IProfilingStrategy.h"
#include "IContourExtractor.h"
#include "Math.h"
#include "ContourEngine.h"
#include "ContourObserver.h"
 
struct MLFitOptions {
    bool run_hesse = true;
 
    bool request_minos = false;
 
    bool verbose = false;
 
    unsigned strategy = 0;
 
    unsigned max_fcn = 0;
 
    double tolerance = 0.0;
 
    bool allow_profile_hessian_fallback = true;
 
    double profile_hessian_step_scale = 1.0;
 
    double profile_hessian_eig_floor_rel = 1e-8;
 
    bool trace_first_evals = false;
 
    std::size_t trace_max_evals = 25;
};
 
enum class ProfileBackend {
    MINUIT,
 
    LAPLACE_NUISANCE
};
 
struct ContourOptions {
    ProfilingMethod profiling_method = ProfilingMethod::SLICE;
 
    ProfileBackend profile_backend = ProfileBackend::LAPLACE_NUISANCE;
 
    ContourAlgorithm primary_contour_method = ContourAlgorithm::MINUIT;
 
    std::optional<ContourAlgorithm> fallback_contour_method;
 
    std::size_t resolution = 40;
 
    ContourProgressCallback on_progress {};
};
 
class MLFitter {
public:
    MLFitter(std::shared_ptr<LikelihoodContext> ctx, const ModelFn& model, MLFitOptions options = {});
 
    explicit MLFitter(std::shared_ptr<BaseLikelihood> like, MLFitOptions options = {});
    
    FitResult maximum_likelihood_fit(const std::vector<double>& p0);
 
    Contour contour(std::size_t x_id, std::size_t y_id, double z, std::array<double, 4> bounds, ContourOptions options) const;
 
private:
    std::shared_ptr<BaseLikelihood> like_;  
    MLFitOptions fit_options_;              
    FitResult master_fit_result;            
    bool master_fit_success = false;        
};
 
#endif // FIT_H