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combinedFit.C File Reference

Detailed Description

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Combined (simultaneous) fit of two histogram with separate functions and some common parameters

See http://root.cern/phpBB3//viewtopic.php?f=3&t=11740#p50908 for a modified version working with Fumili or GSLMultiFit

N.B. this macro must be compiled with ACliC

****************************************
Minimizer is Minuit2 / Migrad
Chi2 = 131.104
NDf = 115
Edm = 2.11602e-08
NCalls = 225
Par_0 = 5.5396 +/- 0.0354094
Par_1 = 4.66089 +/- 0.050106
Par_2 = -0.0514037 +/- 0.00108539 (limited)
Par_3 = 77.2733 +/- 3.93105 (limited)
Par_4 = 30 (fixed)
Par_5 = 4.864 +/- 0.243005
Combined fit Chi2 = 131.104
#include <Fit/Fitter.h>
#include <Fit/BinData.h>
#include <Fit/Chi2FCN.h>
#include <TH1.h>
#include <HFitInterface.h>
#include <TCanvas.h>
#include <TStyle.h>
// definition of shared parameter
// background function
int iparB[2] = {
0, // exp amplitude in B histo
2 // exp common parameter
};
// signal + background function
int iparSB[5] = {
1, // exp amplitude in S+B histo
2, // exp common parameter
3, // Gaussian amplitude
4, // Gaussian mean
5 // Gaussian sigma
};
// Create the GlobalCHi2 structure
struct GlobalChi2 {
GlobalChi2(ROOT::Math::IMultiGenFunction &f1, ROOT::Math::IMultiGenFunction &f2) : fChi2_1(&f1), fChi2_2(&f2) {}
// parameter vector is first background (in common 1 and 2)
// and then is signal (only in 2)
double operator()(const double *par) const
{
double p1[2];
for (int i = 0; i < 2; ++i)
p1[i] = par[iparB[i]];
double p2[5];
for (int i = 0; i < 5; ++i)
p2[i] = par[iparSB[i]];
return (*fChi2_1)(p1) + (*fChi2_2)(p2);
}
};
void combinedFit()
{
TH1D *hB = new TH1D("hB", "histo B", 100, 0, 100);
TH1D *hSB = new TH1D("hSB", "histo S+B", 100, 0, 100);
// Create functions (not adding them to ROOT's global list,
// because we want to add them to the histograms later)
TF1 *fB = new TF1("fB", "expo", 0, 100, TF1::EAddToList::kNo);
fB->SetParameters(1, -0.05);
hB->FillRandom(fB);
TF1 *fS = new TF1("fS", "gaus", 0, 100, TF1::EAddToList::kNo);
fS->SetParameters(1, 30, 5);
hSB->FillRandom(fB, 2000);
hSB->FillRandom(fS, 1000);
// perform now global fit
TF1 *fSB = new TF1("fSB", "expo + gaus(2)", 0, 100, TF1::EAddToList::kNo);
// set the data range
rangeB.SetRange(10, 90);
ROOT::Fit::BinData dataB(opt, rangeB);
ROOT::Fit::FillData(dataB, hB);
rangeSB.SetRange(10, 50);
ROOT::Fit::BinData dataSB(opt, rangeSB);
ROOT::Fit::FillData(dataSB, hSB);
ROOT::Fit::Chi2Function chi2_B(dataB, wfB);
ROOT::Fit::Chi2Function chi2_SB(dataSB, wfSB);
GlobalChi2 globalChi2(chi2_B, chi2_SB);
const int Npar = 6;
double par0[Npar] = {5, 5, -0.1, 100, 30, 10};
// create before the parameter settings in order to fix or set range on them
fitter.Config().SetParamsSettings(6, par0);
// fix 5-th parameter
fitter.Config().ParSettings(4).Fix();
// set limits on the third and 4-th parameter
fitter.Config().ParSettings(2).SetLimits(-10, -1.E-4);
fitter.Config().ParSettings(3).SetLimits(0, 10000);
fitter.Config().ParSettings(3).SetStepSize(5);
fitter.Config().SetMinimizer("Minuit2", "Migrad");
// fit FCN function directly
// (specify optionally data size and flag to indicate that is a chi2 fit)
fitter.FitFCN(6, globalChi2, nullptr, dataB.Size() + dataSB.Size(), true);
ROOT::Fit::FitResult result = fitter.Result();
result.Print(std::cout);
std::cout << "Combined fit Chi2 = " << result.Chi2() << std::endl;
TCanvas *c1 = new TCanvas("Simfit", "Simultaneous fit of two histograms", 10, 10, 700, 700);
c1->Divide(1, 2);
c1->cd(1);
gStyle->SetOptFit(1111);
fB->SetFitResult(result, iparB);
fB->SetRange(rangeB().first, rangeB().second);
hB->GetListOfFunctions()->Add(fB);
hB->Draw();
c1->cd(2);
fSB->SetFitResult(result, iparSB);
fSB->SetRange(rangeSB().first, rangeSB().second);
hSB->GetListOfFunctions()->Add(fSB);
hSB->Draw();
}
@ kRed
Definition Rtypes.h:67
@ kBlue
Definition Rtypes.h:67
TRObject operator()(const T1 &t1) const
externTStyle * gStyle
Definition TStyle.h:442
Class describing the binned data sets : vectors of x coordinates, y values and optionally error on y ...
Definition BinData.h:52
class describing the range in the coordinates it supports multiple range in a coordinate.
Definition DataRange.h:35
void SetRange(unsigned int icoord, double xmin, double xmax)
set a range [xmin,xmax] for the new coordinate icoord If more range exists for other coordinates,...
void SetMinimizer(const char *type, const char *algo=nullptr)
set minimizer type and algorithm
Definition FitConfig.h:183
void SetParamsSettings(unsigned int npar, const double *params, const double *vstep=nullptr)
set the parameter settings from number of parameters and a vector of values and optionally step value...
const ParameterSettings & ParSettings(unsigned int i) const
get the parameter settings for the i-th parameter (const method)
Definition FitConfig.h:78
ROOT::Math::MinimizerOptions & MinimizerOptions()
access to the minimizer control parameter (non const method)
Definition FitConfig.h:169
class containing the result of the fit and all the related information (fitted parameter values,...
Definition FitResult.h:44
double Chi2() const
Return the Chi2 value after fitting In case of unbinned fits (or not defined one, see the documentati...
Definition FitResult.h:147
void Print(std::ostream &os, bool covmat=false) const
print the result and optionally covariance matrix and correlations
Fitter class, entry point for performing all type of fits.
Definition Fitter.h:78
const FitResult & Result() const
get fit result
Definition Fitter.h:400
bool FitFCN(unsigned int npar, Function &fcn, const double *params=nullptr, unsigned int dataSize=0, int fitType=0)
Fit using the a generic FCN function as a C++ callable object implementing double () (const double *)...
Definition Fitter.h:267
const FitConfig & Config() const
access to the fit configuration (const method)
Definition Fitter.h:428
void SetStepSize(double err)
set the step size
void SetLimits(double low, double up)
set a double side limit, if low == up the parameter is fixed if low > up the limits are removed The c...
void Fix()
fix the parameter
void SetPrintLevel(int level)
set print level
virtual void SetLineColor(Color_t lcolor)
Set the line color.
Definition TAttLine.h:44
The Canvas class.
Definition TCanvas.h:23
Definition TF1.h:182
virtual void SetRange(Double_t xmin, Double_t xmax)
virtual void SetParameters(const Double_t *params)
Definition TF1.h:618
virtual void SetFitResult(const ROOT::Fit::FitResult &result, const Int_t *indpar=nullptr)
1-D histogram with a double per channel (see TH1 documentation)
Definition TH1.h:926
virtual void FillRandom(TF1 *f1, Int_t ntimes=5000, TRandom *rng=nullptr)
Definition TH1.cxx:3577
void Draw(Option_t *option="") override
Draw this histogram with options.
Definition TH1.cxx:3097
TList * GetListOfFunctions() const
Definition TH1.h:488
void Add(TObject *obj) override
Definition TList.h:81
return c1
Definition legend1.C:41
TF1 * f1
Definition legend1.C:11
void FillData(BinData &dv, const TH1 *hist, TF1 *func=nullptr)
fill the data vector from a TH1.
Chi2FCN< ROOT::Math::IMultiGenFunction, ROOT::Math::IParamMultiFunction > Chi2Function
Definition Chi2FCN.h:167
IMultiGenFunctionTempl< double > IMultiGenFunction
WrappedMultiTF1Templ< double > WrappedMultiTF1
DataOptions : simple structure holding the options on how the data are filled.
Definition DataOptions.h:28
Author
Lorenzo Moneta

Definition in file combinedFit.C.