iminuit

iminuit is a Jupyter-friendly Python interface for the Minuit2 C++ library maintained by CERN's ROOT team.

It can be used as a general robust function minimisation method, but is most commonly used for likelihood fits of models to data, and to get model parameter error estimates from likelihood profile analysis.

In a nutshell

from iminuit import Minuit

def fcn(x, y, z):
    return (x - 2) ** 2 + (y - 3) ** 2 + (z - 4) ** 2

fcn.errordef = Minuit.LEAST_SQUARES

m = Minuit(fcn, x=0, y=0, z=0)

m.migrad()  # run optimiser
print(m.values)  # x: 2, y: 3, z: 4

m.hesse()   # run covariance estimator
print(m.errors)  # x: 1, y: 1, z: 1

Versions

The current 2.x series has introduced breaking interfaces changes with respect to the 1.x series.

All interface changes are documented in the changelog with recommendations how to upgrade. To keep existing scripts running, pin your major iminuit version to <2, i.e. pip install 'iminuit<2' installs the 1.x series.

GitHub

https://github.com/scikit-hep/iminuit