combinedFit.py File Reference

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

****************************************
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    

 
 
import ROOT
import numpy as np
 
 
# definition of shared parameter background function
iparB = np.array([0, 2], dtype=np.int32)  # exp amplitude in B histo and exp common parameter
 
# signal + background function
iparSB = np.array(
    [
        1,  # exp amplitude in S+B histo
        2,  # exp common parameter
        3,  # Gaussian amplitude
        4,  # Gaussian mean
        5,  # Gaussian sigma
    ],
    dtype=np.int32,
)
 
# Create the GlobalCHi2 structure
 
class GlobalChi2(object):
    def __init__(self, f1, f2):
        self._f1 = f1
        self._f2 = f2
 
    def __call__(self, par):
        # parameter vector is first background (in common 1 and 2) and then is
        # signal (only in 2)
 
        # the zero-copy way to get a numpy array from a double *
        par_arr = np.frombuffer(par, dtype=np.float64, count=6)
 
        p1 = par_arr[iparB]
        p2 = par_arr[iparSB]
 
        return self._f1(p1) + self._f2(p2)
 
 
hB = ROOT.TH1D("hB", "histo B", 100, 0, 100)
hSB = ROOT.TH1D("hSB", "histo S+B", 100, 0, 100)
 
fB = ROOT.TF1("fB", "expo", 0, 100)
fB.SetParameters(1, -0.05)
hB.FillRandom(fB)
 
fS = ROOT.TF1("fS", "gaus", 0, 100)
fS.SetParameters(1, 30, 5)
 
hSB.FillRandom(fB, 2000)
hSB.FillRandom(fS, 1000)
 
# perform now global fit
 
fSB = ROOT.TF1("fSB", "expo + gaus(2)", 0, 100)
 
wfB = ROOT.Math.WrappedMultiTF1(fB, 1)
wfSB = ROOT.Math.WrappedMultiTF1(fSB, 1)
 
opt = ROOT.Fit.DataOptions()
rangeB = ROOT.Fit.DataRange()
# set the data range
rangeB.SetRange(10, 90)
dataB = ROOT.Fit.BinData(opt, rangeB)
ROOT.Fit.FillData(dataB, hB)
 
rangeSB = ROOT.Fit.DataRange()
rangeSB.SetRange(10, 50)
dataSB = ROOT.Fit.BinData(opt, rangeSB)
ROOT.Fit.FillData(dataSB, hSB)
 
chi2_B = ROOT.Fit.Chi2Function(dataB, wfB)
chi2_SB = ROOT.Fit.Chi2Function(dataSB, wfSB)
 
globalChi2 = GlobalChi2(chi2_B, chi2_SB)
 
fitter = ROOT.Fit.Fitter()
 
Npar = 6
par0 = np.array([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, -1.0e-4)
fitter.Config().ParSettings(3).SetLimits(0, 10000)
fitter.Config().ParSettings(3).SetStepSize(5)
 
fitter.Config().MinimizerOptions().SetPrintLevel(0)
fitter.Config().SetMinimizer("Minuit2", "Migrad")
 
# we can't pass the Python object globalChi2 directly to FitFCN.
# It needs to be wrapped in a ROOT::Math::Functor.
globalChi2Functor = ROOT.Math.Functor(globalChi2, 6)
 
# fit FCN function
# (specify optionally data size and flag to indicate that is a chi2 fit)
fitter.FitFCN(globalChi2Functor, 0, dataB.Size() + dataSB.Size(), True)
result = fitter.Result()
result.Print(ROOT.std.cout)
 
c1 = ROOT.TCanvas("Simfit", "Simultaneous fit of two histograms", 10, 10, 700, 700)
c1.Divide(1, 2)
c1.cd(1)
ROOT.gStyle.SetOptFit(1111)
 
fB.SetFitResult(result, iparB)
fB.SetRange(rangeB().first, rangeB().second)
fB.SetLineColor("kBlue")
hB.GetListOfFunctions().Add(fB)
hB.Draw()
 
c1.cd(2)
fSB.SetFitResult(result, iparSB)
fSB.SetRange(rangeSB().first, rangeSB().second)
fSB.SetLineColor("kRed")
hSB.GetListOfFunctions().Add(fSB)
hSB.Draw()
 
c1.SaveAs("combinedFit.png")

Author

Jonas Rembser, Lorenzo Moneta (C++ version)

Definition in file combinedFit.py.