doc/master/multivarGaus_8C.html

void multivarGaus() {

  ROOT::Math::GSLRandomEngine rnd;

  rnd.Initialize();


  const int dim = 3;

  double pars[dim] = {0, 0, 0.5};

  double genpars[dim] = {0, 0, 0};

  double cov[dim * dim] = {1.0, -0.2, 0.0, -0.2, 1.0, 0.5, 0.0, 0.5, 0.75};


  TH1F* hX = new TH1F("hX", "hX;x;Counts", 100, -5, 5);

  TH1F* hY = new TH1F("hY", "hY;y;Counts", 100, -5, 5);

  TH1F* hZ = new TH1F("hZ", "hZ;z;Counts", 100, -5, 5);


  TH2F* hXY = new TH2F("hXY", "hXY;x;y;Counts", 100, -5, 5, 100, -5, 5);

  TH2F* hXZ = new TH2F("hXZ", "hXZ;x;z;Counts", 100, -5, 5, 100, -5, 5);

  TH2F* hYZ = new TH2F("hYZ", "hYZ;y;z;Counts", 100, -5, 5, 100, -5, 5);


  const int MAX = 10000;

  for (int iEvent = 0; iEvent < MAX; ++iEvent) {

    rnd.GaussianND(dim, pars, cov, genpars);

    auto x = genpars[0];

    auto y = genpars[1];

    auto z = genpars[2];

    hX->Fill(x);

    hY->Fill(y);

    hZ->Fill(z);

    hXY->Fill(x, y);

    hXZ->Fill(x, z);

    hYZ->Fill(y, z);

  }


  TCanvas* c = new TCanvas("c", "Multivariate gaussian random numbers");

  c->Divide(3, 2);

  c->cd(1);

  hX->Draw();

  c->cd(2);

  hY->Draw();

  c->cd(3);

  hZ->Draw();

  c->cd(4);

  hXY->Draw("COL");

  c->cd(5);

  hXZ->Draw("COL");

  c->cd(6);

  hYZ->Draw("COL");

}

c
#define c(i)
Definition RSha256.hxx:101

ROOT::Math::GSLRandomEngine
GSLRandomEngine Base class for all GSL random engines, normally user instantiate the derived classes ...
Definition GSLRndmEngines.h:65

ROOT::Math::GSLRandomEngine::GaussianND
void GaussianND(size_t dim, const double *pars, const double *covmat, double *genpars, double *lmat=nullptr) const
Multivariate Gaussian distribution.
Definition GSLRndmEngines.cxx:241

ROOT::Math::GSLRandomEngine::Initialize
void Initialize()
initialize the generator If no rng is present the default one based on Mersenne and Twister is create...
Definition GSLRndmEngines.cxx:124

TCanvas
The Canvas class.
Definition TCanvas.h:23

TH1F
1-D histogram with a float per channel (see TH1 documentation)
Definition TH1.h:621

TH1::Fill
virtual Int_t Fill(Double_t x)
Increment bin with abscissa X by 1.
Definition TH1.cxx:3344

TH1::Draw
void Draw(Option_t *option="") override
Draw this histogram with options.
Definition TH1.cxx:3066

TH2F
2-D histogram with a float per channel (see TH1 documentation)
Definition TH2.h:307

TH2::Fill
Int_t Fill(Double_t) override
Invalid Fill method.
Definition TH2.cxx:393

y
Double_t y[n]
Definition legend1.C:17

x
Double_t x[n]
Definition legend1.C:17

MAX
#define MAX(x, y)
Definition sweep.c:94