RooXYChi2Var.cxx

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/*****************************************************************************
 * Project: RooFit                                                           *
 * Package: RooFitCore                                                       *
 * @(#)root/roofitcore:$Id$
 * Authors:                                                                  *
 *   WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu       *
 *   DK, David Kirkby,    UC Irvine,         dkirkby@uci.edu                 *
 *                                                                           *
 * Copyright (c) 2000-2005, Regents of the University of California          *
 *                          and Stanford University. All rights reserved.    *
 *                                                                           *
 * Redistribution and use in source and binary forms,                        *
 * with or without modification, are permitted according to the terms        *
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)             *
 *****************************************************************************/
 
//////////////////////////////////////////////////////////////////////////////
/// \class RooXYChi2Var
/// RooXYChi2Var implements a simple chi^2 calculation from an unbinned
/// dataset with values x,y with errors on y (and optionally on x) and a function.
/// The function can be either a RooAbsReal, or an extended RooAbsPdf where
/// the function value is calculated as the probability density times the
/// expected number of events.
/// The chi^2 is calculated as
/// ```
///
///              / (Data[y]-) - func \+2
///  Sum[point] |  ------------------ |
///              \     Data[ErrY]    /
/// ```
///
 
#include "RooXYChi2Var.h"
#include "RooDataSet.h"
#include "RooAbsReal.h"
 
#include "Riostream.h"
 
#include "RooRealVar.h"
 
#include "RooAbsDataStore.h"
#include "RooRealBinding.h"
#include "RooNumIntFactory.h"
 
#include <stdexcept>
 
using std::endl;
 
ClassImp(RooXYChi2Var);
 
 
namespace {
  RooAbsTestStatistic::Configuration makeRooAbsTestStatisticCfg() {
    RooAbsTestStatistic::Configuration cfg;
    cfg.verbose = false;
    return cfg;
  }
}
 
 
////////////////////////////////////////////////////////////////////////////////
///
/// RooXYChi2Var constructor with function and X-Y values dataset
///
/// If the function is a pdf, it must be extendable. in this case, hhe value of
/// the function that defines the chi^2 in this form is takes as the p.d.f.
/// times the expected number of events
///
/// An X-Y dataset is a weighted dataset with one or more observables X where the weight is interpreted
/// as the Y value and the weight error is interpreted as the Y value error. The weight must have an
/// non-zero error defined at each point for the chi^2 calculation to be meaningful.
///
/// To store errors associated with the x and y values in a RooDataSet, call RooRealVar::setAttribute("StoreError")
/// on each X-type observable for which the error should be stored and add datapoints to the dataset as follows
///
/// RooDataSet::add(xset,yval,yerr) where xset is the RooArgSet of x observables (with or without errors) and yval and yerr
///                                 are the double values that correspond to the Y and its error
///
 
RooXYChi2Var::RooXYChi2Var(const char *name, const char *title, RooAbsReal &func, RooDataSet &xydata, bool integrate)
   : RooXYChi2Var{name, title, func, xydata, nullptr, integrate, makeRooAbsTestStatisticCfg()}
{
}
 
////////////////////////////////////////////////////////////////////////////////
///
/// RooXYChi2Var constructor with function and X-Y values dataset.
///
/// If the function is a pdf, it must be extendable. in this case, hhe value of
/// the function that defines the chi^2 in this form is takes as the p.d.f.
/// times the expected number of events
///
/// An X-Y dataset is a weighted dataset with one or more observables X where given yvar is interpreted
/// as the Y value. The Y variable must have a non-zero error defined at each point for the chi^2 calculation to be meaningful.
///
/// To store errors associated with the x and y values in a RooDataSet, call RooRealVar::setAttribute("StoreError")
/// on each X-type observable for which the error should be stored and add datapoints to the dataset as follows
///
/// RooDataSet::add(xset,yval,yerr) where xset is the RooArgSet of x observables (with or without errors) and yval and yerr
///                                 are the double values that correspond to the Y and its error
///
 
RooXYChi2Var::RooXYChi2Var(const char *name, const char *title, RooAbsReal &func, RooDataSet &xydata, RooRealVar &yvar,
                           bool integrate)
   : RooXYChi2Var{name, title, func, xydata, &yvar, integrate, makeRooAbsTestStatisticCfg()}
{
}
 
 
/// \cond ROOFIT_INTERNAL
// For internal use in RooAbsReal::createChi2().
RooXYChi2Var::RooXYChi2Var(const char *name, const char *title, RooAbsReal &func, RooAbsData &data, RooRealVar *yvar,
                           bool integrate, RooAbsTestStatistic::Configuration const &cfg)
   : RooAbsOptTestStatistic(name, title, func, data, RooArgSet(), cfg),
     _integrate(integrate),
     _intConfig(*defaultIntegratorConfig())
{
   bool isPdf = dynamic_cast<RooAbsPdf const *>(&func) != nullptr;
 
   if (isPdf) {
      auto &extPdf = static_cast<RooAbsPdf const &>(func);
      if (!extPdf.canBeExtended()) {
         throw std::runtime_error(
            Form("RooXYChi2Var::RooXYChi2Var(%s) ERROR: Input p.d.f. must be extendible", GetName()));
      }
   }
 
   _extended = isPdf;
   _yvar = yvar ? static_cast<RooRealVar *>(_dataClone->get()->find(yvar->GetName())) : nullptr;
 
   initialize();
}
/// \endcond ROOFIT_INTERNAL
 
 
////////////////////////////////////////////////////////////////////////////////
/// Copy constructor
 
RooXYChi2Var::RooXYChi2Var(const RooXYChi2Var &other, const char *name)
   : RooAbsOptTestStatistic(other, name),
     _extended(other._extended),
     _integrate(other._integrate),
     _yvar(other._yvar ? static_cast<RooRealVar *>(_dataClone->get()->find(other._yvar->GetName())) : nullptr),
     _intConfig(other._intConfig)
{
 
  initialize() ;
 
}
 
 
////////////////////////////////////////////////////////////////////////////////
/// Common constructor initialization
 
void RooXYChi2Var::initialize()
{
  // If this tests statistic is not a "Slave" in the RooAbsOptTestStatistic
  // framework, it doesn't do any actual computation and no initialization is
  // needed. It would not even work, because _funcObsSet would be a nullptr.
  if(operMode() != Slave) return;
 
  for(RooAbsArg * arg : *_funcObsSet) {
    if (auto* var = dynamic_cast<RooRealVar*>(arg)) {
      _rrvArgs.add(*var) ;
    }
  }
  if (_yvar) {
    _rrvArgs.add(*_yvar) ;
  }
 
  // Define alternate numeric integrator configuration for bin integration
  // We expect bin contents to very only very slowly so a non-adaptive
  // Gauss-Kronrod integrator is expected to perform well (if RooFitMore is available)
  _intConfig.setEpsRel(1e-7) ;
  _intConfig.setEpsAbs(1e-7) ;
#ifdef R__HAS_MATHMORE
  _intConfig.method1D().setLabel("RooGaussKronrodIntegrator1D") ;
#endif
  _intConfig.methodND().setLabel("RooAdaptiveIntegratorND") ;
 
  initIntegrator() ;
 
}
 
 
 
////////////////////////////////////////////////////////////////////////////////
/// Initialize bin content integrator
 
void RooXYChi2Var::initIntegrator()
{
  if (!_funcInt) {
    _funcInt = std::unique_ptr<RooAbsReal>{_funcClone->createIntegral(_rrvArgs,_rrvArgs,_intConfig,"bin")};
    for(auto * x : static_range_cast<RooRealVar*>(_rrvArgs)) {
      _binList.push_back(&x->getBinning("bin",false,true)) ;
    }
  }
 
}
 
 
RooXYChi2Var::~RooXYChi2Var() = default;
 
 
////////////////////////////////////////////////////////////////////////////////
/// Calculate contribution to internal error due to error on 'x' coordinates
/// at point i
 
double RooXYChi2Var::xErrorContribution(double ydata) const
{
  double ret(0) ;
 
  for(auto * var : static_range_cast<RooRealVar*>(_rrvArgs)) {
 
    if (var->hasAsymError()) {
 
      // Get value at central X
      double cxval = var->getVal() ;
      double xerrLo = -var->getAsymErrorLo() ;
      double xerrHi = var->getAsymErrorHi() ;
      double xerr = (xerrLo+xerrHi)/2 ;
 
      // Get value at X-eps
      var->setVal(cxval - xerr/100) ;
      double fxmin = fy() ;
 
      // Get value at X+eps
      var->setVal(cxval + xerr/100) ;
      double fxmax = fy() ;
 
      // Calculate slope
      double slope = (fxmax-fxmin)/(2*xerr/100.) ;
 
//       cout << "xerrHi = " << xerrHi << " xerrLo = " << xerrLo << " slope = " << slope << endl ;
 
      // Asymmetric X error, decide which one to use
      if ((ydata>cxval && fxmax>fxmin) || (ydata<=cxval && fxmax<=fxmin)) {
   // Use right X error
   ret += pow(xerrHi*slope,2) ;
      } else {
   // Use left X error
   ret += pow(xerrLo*slope,2) ;
      }
 
    } else if (var->hasError()) {
 
      // Get value at central X
      double cxval = var->getVal() ;
      double xerr = var->getError() ;
 
      // Get value at X-eps
      var->setVal(cxval - xerr/100) ;
      double fxmin = fy() ;
 
      // Get value at X+eps
      var->setVal(cxval + xerr/100) ;
      double fxmax = fy() ;
 
      // Calculate slope
      double slope = (fxmax-fxmin)/(2*xerr/100.) ;
 
//       cout << var << " " ;
//       var->Print() ;
 
//       cout << var->GetName() << " xerr = " << xerr << " slope = " << slope << endl ;
 
      // Symmetric X error
      ret += pow(xerr*slope,2) ;
    }
  }
  return ret ;
}
 
 
 
 
////////////////////////////////////////////////////////////////////////////////
/// Return function value requested bu present configuration
///
/// If integration is required, the function value integrated
/// over the bin volume divided by the bin volume is returned,
/// otherwise the value at the bin center is returned.
/// The bin volume is defined by the error on the 'X' coordinates
///
/// If an extended p.d.f. is used as function, its value is
/// also multiplied by the expected number of events here
 
double RooXYChi2Var::fy() const
{
  // Get function value
  double yfunc ;
  if (!_integrate) {
    yfunc = _funcClone->getVal(_dataClone->get()) ;
  } else {
    double volume(1) ;
    auto rrvIter = _rrvArgs.begin();
    for (auto iter = _binList.begin() ; iter != _binList.end() ; ++iter) {
      auto* x = static_cast<RooRealVar*>(*rrvIter);
      double xmin = x->getVal() + x->getErrorLo() ;
      double xmax = x->getVal() + x->getErrorHi() ;
      (*iter)->setRange(xmin,xmax) ;
      x->setShapeDirty() ;
      volume *= (xmax - xmin) ;
      ++rrvIter;
    }
    double ret = _funcInt->getVal() ;
    return ret / volume ;
  }
  if (_extended) {
    RooAbsPdf* pdf = static_cast<RooAbsPdf*>(_funcClone) ;
    // Multiply with expected number of events
    yfunc *= pdf->expectedEvents(_dataClone->get()) ;
  }
  return yfunc ;
}
 
 
 
////////////////////////////////////////////////////////////////////////////////
/// Calculate chi^2 in partition from firstEvent to lastEvent using given stepSize
 
double RooXYChi2Var::evaluatePartition(std::size_t firstEvent, std::size_t lastEvent, std::size_t stepSize) const
{
  double result(0);
  double carry(0);
 
  // Loop over bins of dataset
  RooDataSet* xydata = static_cast<RooDataSet*>(_dataClone) ;
 
  for (auto i=firstEvent ; i<lastEvent ; i+=stepSize) {
 
    // get the data values for this event
    xydata->get(i);
 
    // Get function value
    double yfunc = fy() ;
 
    // Get data value and error
    double ydata ;
    double eylo;
    double eyhi;
    if (_yvar) {
      ydata = _yvar->getVal() ;
      eylo = -1*_yvar->getErrorLo() ;
      eyhi = _yvar->getErrorHi() ;
    } else {
      ydata = xydata->weight() ;
      xydata->weightError(eylo,eyhi) ;
    }
 
    // Calculate external error
    double eExt = yfunc-ydata ;
 
    // Pick upper or lower error bar depending on sign of external error
    double eInt = (eExt>0) ? eyhi : eylo ;
 
    // Add contributions due to error in x coordinates
    double eIntX2 = _integrate ? 0 : xErrorContribution(ydata) ;
 
//     cout << "fy = " << yfunc << " eExt = " << eExt << " eInt = " << eInt << " eIntX2 = " << eIntX2 << endl ;
 
    // Return 0 if eInt=0, special handling in MINUIT will follow
    if (eInt==0.) {
      coutE(Eval) << "RooXYChi2Var::RooXYChi2Var(" << GetName() << ") INFINITY ERROR: data point " << i
        << " has zero error, but function is not zero (f=" << yfunc << ")" << endl ;
      return 0 ;
    }
 
    // Add chi2 term
    double term = eExt*eExt/(eInt*eInt+ eIntX2);
    double y = term - carry;
    double t = result + y;
    carry = (t - result) - y;
    result = t;
  }
 
  _evalCarry = carry;
  return result ;
}
 
 
 
RooArgSet RooXYChi2Var::requiredExtraObservables() const
{
  // Inform base class that observable yvar cannot be optimized away from the dataset
  if (_yvar) return RooArgSet(*_yvar) ;
  return RooArgSet() ;
}