48#ifdef ROOFIT_LEGACY_EVAL_BACKEND
53using RooFit::Detail::RooNLLVarNew;
82 <<
"RooAbsPdf::fitTo(" << pdf.
GetName()
83 <<
") WARNING: Asymptotic error correction is requested for a binned data set. "
84 "This method is not designed to handle binned data. A standard chi2 fit will likely be more suitable.";
88 std::unique_ptr<RooFitResult>
rw(minimizer.
save());
92 <<
"RooAbsPdf::fitTo(" << pdf.
GetName()
93 <<
") Calculating covariance matrix according to the asymptotically correct approach. If you find this "
94 "method useful please consider citing https://arxiv.org/abs/1911.01303.\n";
106 std::vector<std::unique_ptr<RooDerivative>>
derivatives;
112 const double eps = 1.0e-4;
126 for (std::size_t k = 0; k <
floated.size(); k++) {
143 for (
int j = 0;
j <
data.numEntries();
j++) {
148 for (std::size_t k = 0; k <
floated.size(); k++) {
159 for (std::size_t k = 0; k <
floated.size(); k++) {
160 for (std::size_t
l = 0;
l <
floated.size();
l++) {
165 num.Similarity(
matV);
173 return rw->covQual();
191 std::unique_ptr<RooFitResult>
rw{minimizer.
save()};
192 nll.applyWeightSquared(
true);
194 <<
") Calculating sum-of-weights-squared correction matrix for covariance matrix\n";
196 std::unique_ptr<RooFitResult>
rw2{minimizer.
save()};
197 nll.applyWeightSquared(
false);
205 <<
") ERROR: Cannot apply sum-of-weights correction to covariance matrix: correction "
206 "matrix calculated with weight-squared is singular\n";
214 for (
int i = 0; i <
matC.GetNrows(); ++i) {
215 for (
int j = 0;
j < i; ++
j) {
224 return std::min(
rw->covQual(),
rw2->covQual());
230 double recoverFromNaN = 10.;
248 bool enableParallelGradient =
false;
249 bool enableParallelDescent =
false;
250 bool timingAnalysis =
false;
253 std::string
minAlg =
"minuit";
263 <<
"p.d.f. provides expected number of events, including extended term in likelihood." << std::endl;
274 std::string
errMsg =
"You used the Extended(false) option on a pdf where the fit MUST be extended! "
275 "The parameters are not well defined and you're getting nonsensical results.";
311 if (arg->isCategory())
313 auto &observable =
static_cast<RooRealVar &
>(*arg);
316 observable.getMax(
subrange.c_str()));
346 std::unique_ptr<RooArgSet> observables{
355 nll->setPrefix(std::string(
"_") +
catName +
"_");
365 auto nll = std::make_unique<RooAddition>(
"mynll",
"mynll",
nllTerms);
382 observables.
remove(projDeps,
true,
true);
385 <<
") fixing normalization set for coefficient determination to observables in data"
406 std::make_unique<RooNLLVarNew>(
"RooNLLVarNew",
"RooNLLVarNew",
finalPdf, observables, isExtended,
offset));
409 nllTerms.addOwned(std::move(constraints));
422namespace RooFit::FitHelpers {
470 cfg.recoverFromNaN = pc.
getDouble(
"RecoverFromUndefinedRegions");
471 cfg.optConst = pc.
getInt(
"optConst");
472 cfg.verbose = pc.
getInt(
"verbose");
473 cfg.doSave = pc.
getInt(
"doSave");
474 cfg.doTimer = pc.
getInt(
"doTimer");
475 cfg.printLevel = pc.
getInt(
"printLevel");
476 cfg.strategy = pc.
getInt(
"strategy");
477 cfg.initHesse = pc.
getInt(
"initHesse");
478 cfg.hesse = pc.
getInt(
"hesse");
479 cfg.minos = pc.
getInt(
"minos");
480 cfg.numee = pc.
getInt(
"numee");
481 cfg.doEEWall = pc.
getInt(
"doEEWall");
482 cfg.doWarn = pc.
getInt(
"doWarn");
483 cfg.doSumW2 = pc.
getInt(
"doSumW2");
484 cfg.doAsymptotic = pc.
getInt(
"doAsymptoticError");
485 cfg.maxCalls = pc.
getInt(
"maxCalls");
486 cfg.minosSet = pc.
getSet(
"minosSet");
487 cfg.minType = pc.
getString(
"mintype",
"");
488 cfg.minAlg = pc.
getString(
"minalg",
"minuit");
489 cfg.doOffset = pc.
getInt(
"doOffset");
490 cfg.parallelize = pc.
getInt(
"parallelize");
491 cfg.enableParallelGradient = pc.
getInt(
"enableParallelGradient");
492 cfg.enableParallelDescent = pc.
getInt(
"enableParallelDescent");
493 cfg.timingAnalysis = pc.
getInt(
"timingAnalysis");
498 std::string
msgPrefix = std::string{
"RooAbsPdf::fitTo("} + pdf.
GetName() +
"): ";
501 if (
weightedData && cfg.doSumW2 == -1 && cfg.doAsymptotic == -1) {
503 R
"(WARNING: a likelihood fit is requested of what appears to be weighted data.
504 While the estimated values of the parameters will always be calculated taking the weights into account,
505 there are multiple ways to estimate the errors of the parameters. You are advised to make an
506 explicit choice for the error calculation:
507 - Either provide SumW2Error(true), to calculate a sum-of-weights-corrected HESSE error matrix
508 (error will be proportional to the number of events in MC).
509 - Or provide SumW2Error(false), to return errors from original HESSE error matrix
510 (which will be proportional to the sum of the weights, i.e., a dataset with <sum of weights> events).
511 - Or provide AsymptoticError(true), to use the asymptotically correct expression
512 (for details see https://arxiv.org/abs/1911.01303)."
516 if (cfg.minos && (cfg.doSumW2 == 1 || cfg.doAsymptotic == 1)) {
519 <<
" sum-of-weights and asymptotic error correction do not work with MINOS errors. Not fitting.\n";
522 if (cfg.doAsymptotic == 1 && cfg.minos) {
523 oocoutW(&pdf, InputArguments) <<
msgPrefix <<
"WARNING: asymptotic correction does not apply to MINOS errors\n";
527 if (cfg.doSumW2 == 1 && cfg.doAsymptotic == 1) {
529 <<
"ERROR: Cannot compute both asymptotically correct and SumW2 errors.\n";
542 m.setMinimizerType(cfg.minType);
543 m.setEvalErrorWall(cfg.doEEWall);
544 m.setRecoverFromNaNStrength(cfg.recoverFromNaN);
545 m.setPrintEvalErrors(cfg.numee);
546 if (cfg.maxCalls > 0)
547 m.setMaxFunctionCalls(cfg.maxCalls);
548 if (cfg.printLevel != 1)
549 m.setPrintLevel(cfg.printLevel);
551 m.optimizeConst(cfg.optConst);
556 if (cfg.strategy != 1)
557 m.setStrategy(cfg.strategy);
560 m.minimize(cfg.minType.c_str(), cfg.minAlg.c_str());
566 if (
m.getNPar() > 0) {
567 if (cfg.doAsymptotic == 1)
569 if (cfg.doSumW2 == 1)
574 cfg.minosSet ?
m.minos(*cfg.minosSet) :
m.minos();
577 std::unique_ptr<RooFitResult>
ret;
579 auto name = std::string(
"fitresult_") + pdf.
GetName() +
"_" +
data.GetName();
580 auto title = std::string(
"Result of fit of p.d.f. ") + pdf.
GetName() +
" to dataset " +
data.GetName();
581 ret = std::unique_ptr<RooFitResult>{
m.save(
name.c_str(), title.c_str())};
582 if ((cfg.doSumW2 == 1 || cfg.doAsymptotic == 1) &&
m.getNPar() > 0)
593 auto timingScope = std::make_unique<ROOT::Math::Util::TimingScope>(
594 [&pdf](std::string
const &
msg) {
oocoutI(&pdf, Fitting) <<
msg << std::endl; },
"Creation of NLL object took");
601 pc.
defineString(
"rangeName",
"RangeWithName", 0,
"",
true);
603 pc.
defineString(
"globstag",
"GlobalObservablesTag", 0,
"");
604 pc.
defineString(
"globssource",
"GlobalObservablesSource", 0,
"data");
607 pc.
defineInt(
"splitRange",
"SplitRange", 0, 0);
610 pc.
defineInt(
"interleave",
"NumCPU", 1, 0);
611 pc.
defineInt(
"verbose",
"Verbose", 0, 0);
612 pc.
defineInt(
"optConst",
"Optimize", 0, 0);
613 pc.
defineInt(
"cloneData",
"CloneData", 0, 2);
614 pc.
defineSet(
"projDepSet",
"ProjectedObservables", 0,
nullptr);
615 pc.
defineSet(
"cPars",
"Constrain", 0,
nullptr);
616 pc.
defineSet(
"glObs",
"GlobalObservables", 0,
nullptr);
617 pc.
defineInt(
"doOffset",
"OffsetLikelihood", 0, 0);
618 pc.
defineSet(
"extCons",
"ExternalConstraints", 0,
nullptr);
620 pc.
defineDouble(
"IntegrateBins",
"IntegrateBins", 0, -1.);
622 pc.
defineMutex(
"GlobalObservables",
"GlobalObservablesTag");
623 pc.
defineInt(
"ModularL",
"ModularL", 0, 0);
638 if (pc.
getInt(
"ModularL")) {
639 int lut[3] = {2, 1, 0};
659 builder.Extended(
ext)
663 .GlobalObservablesTag(
rangeName.c_str());
665 return std::make_unique<RooFit::TestStatistics::RooRealL>(
"likelihood",
"", builder.build());
684 double rangeLo = pc.
getDouble(
"rangeLo");
685 double rangeHi = pc.
getDouble(
"rangeHi");
690 for (
auto arg : obs) {
693 rrv->setRange(
"fit", rangeLo, rangeHi);
711 std::string
errMsg =
"RooAbsPdf::fitTo: GlobalObservablesSource can only be \"data\" or \"model\"!";
713 throw std::invalid_argument(
errMsg);
720 auto createConstr = [&]() -> std::unique_ptr<RooAbsReal> {
748 for (
auto i : projDeps) {
749 auto res =
normSet.find(i->GetName());
750 if (res !=
nullptr) {
751 res->setAttribute(
"__conditional__");
762 ctx.setLikelihoodMode(
true);
764 std::unique_ptr<RooAbsPdf>
pdfClone = std::unique_ptr<RooAbsPdf>{&
dynamic_cast<RooAbsPdf &
>(*head.release())};
775 <<
") fixing interpretation of coefficients of any component to range "
787 pc.getDouble(
"IntegrateBins"),
offset);
792 oocoutI(&pdf, Fitting) <<
"[FitHelpers] Detected correction term from RooAbsPdf::getCorrection(). "
793 <<
"Adding penalty to NLL." << std::endl;
797 "Penalty term from getCorrection()",
correction);
800 auto correctedNLL = std::make_unique<RooAddition>((
baseName +
"_corrected").c_str(),
"NLL + penalty",
808 auto nllWrapper = std::make_unique<RooFit::Experimental::RooEvaluatorWrapper>(
821 nllWrapper->setUseGeneratedFunctionCode(
true);
824 nllWrapper->addOwnedComponents(std::move(nll));
830 std::unique_ptr<RooAbsReal>
nll;
832#ifdef ROOFIT_LEGACY_EVAL_BACKEND
839 oocoutW(&pdf, Minimization) <<
"Cannot use a NumCpu Strategy = 3 when the pdf is not a RooSimultaneous, "
840 "falling back to default strategy = 0"
851 RooAbsTestStatistic::Configuration cfg;
856 cfg.splitCutRange =
static_cast<bool>(
splitRange);
857 cfg.cloneInputData =
static_cast<bool>(
cloneData);
858 cfg.integrateOverBinsPrecision = pc.
getDouble(
"IntegrateBins");
862 auto nllVar = std::make_unique<RooNLLVar>(
baseName.c_str(),
"-log(likelihood)",
actualPdf,
data, projDeps,
ext, cfg);
864 nll = std::move(nllVar);
868 if (std::unique_ptr<RooAbsReal> constraintTerm =
createConstr()) {
880 constraintTerm->setData(
data,
false);
887 nll = std::make_unique<RooAddition>((
baseName +
"_with_constr").c_str(),
"nllWithCons",
889 nll->addOwnedComponents(std::move(
orignll), std::move(constraintTerm));
897 nll->enableOffsetting(
true);
901 oocoutI(&pdf, Fitting) <<
"[FitHelpers] Detected correction term from RooAbsPdf::getCorrection(). "
902 <<
"Adding penalty to NLL." << std::endl;
906 "Penalty term from getCorrection()",
correction);
917 throw std::runtime_error(
"RooFit was not built with the legacy evaluation backend");
925#ifdef ROOFIT_LEGACY_EVAL_BACKEND
929 pc.
defineInt(
"verbose",
"Verbose", 0, 0);
930 pc.
defineString(
"rangeName",
"RangeWithName", 0,
"",
true);
932 RooAbsTestStatistic::Configuration cfg;
936 std::string
baseName =
"chi2_" + std::string(
real.GetName()) +
"_" +
data.GetName();
939 real.removeStringAttribute(
"fitrange");
943 pc.
defineInt(
"split_range",
"SplitRange", 0, 0);
944 pc.
defineDouble(
"integrate_bins",
"IntegrateBins", 0, -1);
968 cfg.nCPU = pc.
getInt(
"numcpu");
970 cfg.verbose =
static_cast<bool>(pc.
getInt(
"verbose"));
971 cfg.cloneInputData =
false;
972 cfg.integrateOverBinsPrecision = pc.
getDouble(
"integrate_bins");
974 cfg.splitCutRange =
static_cast<bool>(
splitRange);
982 throw std::runtime_error(
"createChi2() is not supported without the legacy evaluation backend");
997 "RangeWithName,SumCoefRange,NumCPU,SplitRange,Constrained,Constrain,ExternalConstraints,"
998 "CloneData,GlobalObservables,GlobalObservablesSource,GlobalObservablesTag,"
999 "EvalBackend,IntegrateBins,ModularL";
1006 "AddCoefRange,SplitRange,DataError,Extended";
1023 if (pc.
getInt(
"timingAnalysis") && !
real.InheritsFrom(
"RooSimultaneous")) {
1024 oocoutW(&
real, Minimization) <<
"The timingAnalysis feature was built for minimization with RooSimultaneous "
1025 "and is not implemented for other PDF's. Please create a RooSimultaneous to "
1026 "enable this feature."
1034 size_t nEvents =
static_cast<size_t>(
prefit *
data.numEntries());
1035 if (
prefit > 0.5 || nEvents < 100) {
1036 oocoutW(&
real, InputArguments) <<
"PrefitDataFraction should be in suitable range."
1037 <<
"With the current PrefitDataFraction=" <<
prefit
1038 <<
", the number of events would be " << nEvents <<
" out of "
1039 <<
data.numEntries() <<
". Skipping prefit..." << std::endl;
1041 size_t step =
data.numEntries() / nEvents;
1045 for (
int i = 0; i <
data.numEntries(); i += step) {
1062 if (pc.
getInt(
"parallelize") != 0 || pc.
getInt(
"enableParallelGradient") || pc.
getInt(
"enableParallelDescent")) {
1068 std::unique_ptr<RooAbsReal>
nll;
1077 return RooFit::FitHelpers::minimize(
real, *nll,
data, pc);
header file containing the templated implementation of matrix inversion routines for use with ROOT's ...
ROOT::RRangeCast< T, false, Range_t > static_range_cast(Range_t &&coll)
int Int_t
Signed integer 4 bytes (int)
ROOT::Detail::TRangeCast< T, true > TRangeDynCast
TRangeDynCast is an adapter class that allows the typed iteration through a TCollection.
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void data
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t Float_t Float_t Int_t Int_t UInt_t UInt_t Rectangle_t Int_t Int_t Window_t TString Int_t GCValues_t GetPrimarySelectionOwner GetDisplay GetScreen GetColormap GetNativeEvent const char const char dpyName wid window const char font_name cursor keysym reg const char only_if_exist regb h Point_t winding char text const char depth char const char Int_t count const char ColorStruct_t color const char Pixmap_t Pixmap_t PictureAttributes_t attr const char char ret_data h unsigned char height h offset
class to compute the Cholesky decomposition of a matrix
Common abstract base class for objects that represent a value and a "shape" in RooFit.
void setStringAttribute(const Text_t *key, const Text_t *value)
Associate string 'value' to this object under key 'key'.
RooFit::OwningPtr< RooArgSet > getObservables(const RooArgSet &set, bool valueOnly=true) const
Given a set of possible observables, return the observables that this PDF depends on.
void removeStringAttribute(const Text_t *key)
Delete a string attribute with a given key.
RooFit::OwningPtr< RooArgSet > getVariables(bool stripDisconnected=true) const
Return RooArgSet with all variables (tree leaf nodes of expression tree)
void setAttribute(const Text_t *name, bool value=true)
Set (default) or clear a named boolean attribute of this object.
Abstract base class for objects that represent a discrete value that can be set from the outside,...
virtual bool remove(const RooAbsArg &var, bool silent=false, bool matchByNameOnly=false)
Remove the specified argument from our list.
virtual bool add(const RooAbsArg &var, bool silent=false)
Add the specified argument to list.
void assign(const RooAbsCollection &other) const
Sets the value, cache and constant attribute of any argument in our set that also appears in the othe...
Abstract base class for binned and unbinned datasets.
Abstract interface for all probability density functions.
std::unique_ptr< RooAbsArg > compileForNormSet(RooArgSet const &normSet, RooFit::Detail::CompileContext &ctx) const override
void setNormRange(const char *rangeName)
virtual double getCorrection() const
This function returns the penalty term.
const char * normRange() const
virtual ExtendMode extendMode() const
Returns ability of PDF to provide extended likelihood terms.
Abstract base class for objects that represent a real value and implements functionality common to al...
virtual void fixAddCoefNormalization(const RooArgSet &addNormSet=RooArgSet(), bool force=true)
Fix the interpretation of the coefficient of any RooAddPdf component in the expression tree headed by...
static void setEvalErrorLoggingMode(ErrorLoggingMode m)
Set evaluation error logging mode.
RooArgList is a container object that can hold multiple RooAbsArg objects.
RooArgSet is a container object that can hold multiple RooAbsArg objects.
RooArgSet * selectByAttrib(const char *name, bool value) const
Use RooAbsCollection::selectByAttrib(), but return as RooArgSet.
static std::unique_ptr< RooAbsPdf > create(RooAbsPdf &pdf, RooAbsData const &data, double precision)
Creates a wrapping RooBinSamplingPdf if appropriate.
Object to represent discrete states.
Named container for two doubles, two integers two object points and three string pointers that can be...
Int_t getInt(Int_t idx) const
Configurable parser for RooCmdArg named arguments.
void defineMutex(const char *head, Args_t &&... tail)
Define arguments where any pair is mutually exclusive.
bool process(const RooCmdArg &arg)
Process given RooCmdArg.
bool hasProcessed(const char *cmdName) const
Return true if RooCmdArg with name 'cmdName' has been processed.
double getDouble(const char *name, double defaultValue=0.0) const
Return double property registered with name 'name'.
bool defineDouble(const char *name, const char *argName, int doubleNum, double defValue=0.0)
Define double property name 'name' mapped to double in slot 'doubleNum' in RooCmdArg with name argNam...
RooArgSet * getSet(const char *name, RooArgSet *set=nullptr) const
Return RooArgSet property registered with name 'name'.
bool defineSet(const char *name, const char *argName, int setNum, const RooArgSet *set=nullptr)
Define TObject property name 'name' mapped to object in slot 'setNum' in RooCmdArg with name argName ...
bool ok(bool verbose) const
Return true of parsing was successful.
const char * getString(const char *name, const char *defaultValue="", bool convEmptyToNull=false) const
Return string property registered with name 'name'.
bool defineString(const char *name, const char *argName, int stringNum, const char *defValue="", bool appendMode=false)
Define double property name 'name' mapped to double in slot 'stringNum' in RooCmdArg with name argNam...
bool defineInt(const char *name, const char *argName, int intNum, int defValue=0)
Define integer property name 'name' mapped to integer in slot 'intNum' in RooCmdArg with name argName...
void allowUndefined(bool flag=true)
If flag is true the processing of unrecognized RooCmdArgs is not considered an error.
int getInt(const char *name, int defaultValue=0) const
Return integer property registered with name 'name'.
RooLinkedList filterCmdList(RooLinkedList &cmdInList, const char *cmdNameList, bool removeFromInList=true) const
Utility function to filter commands listed in cmdNameList from cmdInList.
Container class to hold N-dimensional binned data.
Container class to hold unbinned data.
static Value & defaultValue()
Collection class for internal use, storing a collection of RooAbsArg pointers in a doubly linked list...
Wrapper class around ROOT::Math::Minimizer that provides a seamless interface between the minimizer f...
RooFit::OwningPtr< RooFitResult > save(const char *name=nullptr, const char *title=nullptr)
Save and return a RooFitResult snapshot of current minimizer status.
int hesse()
Execute HESSE.
void applyCovarianceMatrix(TMatrixDSym const &V)
Apply results of given external covariance matrix.
Variable that can be changed from the outside.
void setRange(const char *name, double min, double max, bool shared=true)
Set a fit or plotting range.
Facilitates simultaneous fitting of multiple PDFs to subsets of a given dataset.
const char * GetName() const override
Returns name of object.
virtual Bool_t InheritsFrom(const char *classname) const
Returns kTRUE if object inherits from class "classname".
RooCmdArg WeightVar(const char *name="weight", bool reinterpretAsWeight=false)
RooCmdArg Hesse(bool flag=true)
RooCmdArg ModularL(bool flag=false)
RooCmdArg PrintLevel(Int_t code)
RVec< PromoteType< T > > log(const RVec< T > &v)
CoordSystem::Scalar get(DisplacementVector2D< CoordSystem, Tag > const &p)
std::vector< std::string > Split(std::string_view str, std::string_view delims, bool skipEmpty=false)
Splits a string at each character in delims.
double nll(double pdf, double weight, int binnedL, int doBinOffset)
std::unique_ptr< T > compileForNormSet(T const &arg, RooArgSet const &normSet)
OffsetMode
For setting the offset mode with the Offset() command argument to RooAbsPdf::fitTo()
std::unique_ptr< T > cloneTreeWithSameParameters(T const &arg, RooArgSet const *observables=nullptr)
Clone RooAbsArg object and reattach to original parameters.
BinnedLOutput getBinnedL(RooAbsPdf const &pdf)
Config argument to RooMinimizer constructor.