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rf204a_extendedLikelihood.py File Reference

Detailed Description

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Extended maximum likelihood fit in multiple ranges.

import ROOT
# Setup component pdfs
# ---------------------
# Declare observable x
x = ROOT.RooRealVar("x", "x", 0, 11)
# Create two Gaussian PDFs g1(x,mean1,sigma) anf g2(x,mean2,sigma) and their parameters
mean = ROOT.RooRealVar("mean", "mean of gaussians", 5)
sigma1 = ROOT.RooRealVar("sigma1", "width of gaussians", 0.5)
sigma2 = ROOT.RooRealVar("sigma2", "width of gaussians", 1)
sig1 = ROOT.RooGaussian("sig1", "Signal component 1", x, mean, sigma1)
sig2 = ROOT.RooGaussian("sig2", "Signal component 2", x, mean, sigma2)
# Build Chebychev polynomial pdf
a0 = ROOT.RooRealVar("a0", "a0", 0.5, 0.0, 1.0)
a1 = ROOT.RooRealVar("a1", "a1", 0.2, 0.0, 1.0)
bkg = ROOT.RooChebychev("bkg", "Background", x, [a0, a1])
# Sum the signal components into a composite signal pdf
sig1frac = ROOT.RooRealVar("sig1frac", "fraction of component 1 in signal", 0.8, 0.0, 1.0)
sig = ROOT.RooAddPdf("sig", "Signal", [sig1, sig2], sig1frac)
# Extend the pdfs
# -----------------------------
# Define signal range in which events counts are to be defined
x.setRange("signalRange", 4, 6)
# Associated nsig/nbkg as expected number of events with sig/bkg _in_the_range_ "signalRange"
nsig = ROOT.RooRealVar("nsig", "number of signal events in signalRange", 500, 0.0, 10000)
nbkg = ROOT.RooRealVar("nbkg", "number of background events in signalRange", 500, 0, 10000)
# Use AddPdf to extend the model. Giving as many coefficients as pdfs switches on extension.
model = ROOT.RooAddPdf("model", "(g1+g2)+a", [bkg, sig], [nbkg, nsig])
# Sample data, fit model
# -------------------------------------------
# Generate 1000 events from model so that nsig,nbkg come out to numbers <<500 in fit
data = model.generate(x, 1000)
canv = ROOT.TCanvas("Canvas", "Canvas", 1500, 600)
canv.Divide(3, 1)
# Fit full range
# -------------------------------------------
# Perform unbinned ML fit to data, full range
# IMPORTANT:
# The model needs to be copied when fitting with different ranges because
# the interpretation of the coefficients is tied to the fit range
# that's used in the first fit
canv.cd(1)
model1 = ROOT.RooAddPdf(model)
r = model1.fitTo(data, Save=True, PrintLevel=-1)
r.Print()
frame = x.frame(Title="Full range fitted")
data.plotOn(frame)
model1.plotOn(frame, VisualizeError=r)
model1.plotOn(frame)
model1.paramOn(frame)
frame.Draw()
# Fit in two regions
# -------------------------------------------
canv.cd(2)
x.setRange("left", 0.0, 4.0)
x.setRange("right", 6.0, 10.0)
model2 = ROOT.RooAddPdf(model)
r2 = model2.fitTo(data, Range="left,right", Save=True, PrintLevel=-1)
r2.Print()
frame2 = x.frame(Title="Fit in left/right sideband")
data.plotOn(frame2)
model2.plotOn(frame2, VisualizeError=r2)
model2.plotOn(frame2)
model2.paramOn(frame2)
frame2.Draw()
# Fit in one region
# -------------------------------------------
# Note how restricting the region to only the left tail increases
# the fit uncertainty
canv.cd(3)
x.setRange("leftToMiddle", 0.0, 5.0)
model3 = ROOT.RooAddPdf(model)
r3 = model3.fitTo(data, Range="leftToMiddle", Save=True, PrintLevel=-1)
r3.Print()
frame3 = x.frame(Title="Fit from left to middle")
data.plotOn(frame3)
model3.plotOn(frame3, VisualizeError=r3)
model3.plotOn(frame3)
model3.paramOn(frame3)
frame3.Draw()
canv.Draw()
canv.SaveAs("rf204a_extendedLikelihood.png")
[#0] WARNING:InputArguments -- The parameter 'sigma1' with range [-inf, inf] of the RooGaussian 'sig1' exceeds the safe range of (0, inf). Advise to limit its range.
[#0] WARNING:InputArguments -- The parameter 'sigma2' with range [-inf, inf] of the RooGaussian 'sig2' exceeds the safe range of (0, inf). Advise to limit its range.
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'signalRange' created with bounds [4,6]
[#1] INFO:Minimization -- p.d.f. provides expected number of events, including extended term in likelihood.
[#1] INFO:Fitting -- RooAbsPdf::fitTo(model) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- using CPU computation library compiled with -mavx2
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
RooFitResult: minimized FCN value: -3872.49, estimated distance to minimum: 4.30406e-05
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
a0 4.2647e-01 +/- 7.59e-02
a1 1.7594e-01 +/- 1.10e-01
nbkg 5.1101e+02 +/- 3.60e+01
nsig 4.8899e+02 +/- 3.57e+01
sig1frac 8.6392e-01 +/- 1.08e-01
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'left' created with bounds [0,4]
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'right' created with bounds [6,10]
[#1] INFO:Minimization -- p.d.f. provides expected number of events, including extended term in likelihood.
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'fit_nll_model_modelData_left' created with bounds [0,4]
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'fit_nll_model_modelData_right' created with bounds [6,10]
[#1] INFO:Fitting -- RooAbsPdf::fitTo(model) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
RooFitResult: minimized FCN value: -1134.15, estimated distance to minimum: 3.61209e-05
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
a0 3.2415e-01 +/- 1.09e-01
a1 3.0373e-02 +/- 2.12e-01
nbkg 5.0182e+02 +/- 3.94e+01
nsig 4.1091e+02 +/- 2.63e+02
sig1frac 8.5838e-01 +/- 2.74e-01
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f was fitted in a subrange and no explicit Range() and NormRange() was specified. Plotting / normalising in fit range. To override, do one of the following
- Clear the automatic fit range attribute: <pdf>.removeStringAttribute("fitrange");
- Explicitly specify the plotting range: Range("<rangeName>").
- Explicitly specify where to compute the normalisation: NormRange("<rangeName>").
The default (full) range can be denoted with Range("") / NormRange("").
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f was fitted in a subrange and no explicit Range() and NormRange() was specified. Plotting / normalising in fit range. To override, do one of the following
- Clear the automatic fit range attribute: <pdf>.removeStringAttribute("fitrange");
- Explicitly specify the plotting range: Range("<rangeName>").
- Explicitly specify where to compute the normalisation: NormRange("<rangeName>").
The default (full) range can be denoted with Range("") / NormRange("").
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData_left,fit_nll_model_modelData_right'
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'leftToMiddle' created with bounds [0,5]
[#1] INFO:Minimization -- p.d.f. provides expected number of events, including extended term in likelihood.
[#1] INFO:Eval -- RooRealVar::setRange(x) new range named 'fit_nll_model_modelData' created with bounds [0,5]
[#1] INFO:Fitting -- RooAbsPdf::fitTo(model) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
RooFitResult: minimized FCN value: -1620.17, estimated distance to minimum: 0.000658484
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
a0 7.0685e-01 +/- 7.00e-01
a1 2.2397e-01 +/- 6.03e-01
nbkg 7.1175e+02 +/- 1.22e+03
nsig 4.4359e+02 +/- 1.28e+02
sig1frac 9.7243e-01 +/- 8.92e-01
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f was fitted in a subrange and no explicit Range() and NormRange() was specified. Plotting / normalising in fit range. To override, do one of the following
- Clear the automatic fit range attribute: <pdf>.removeStringAttribute("fitrange");
- Explicitly specify the plotting range: Range("<rangeName>").
- Explicitly specify where to compute the normalisation: NormRange("<rangeName>").
The default (full) range can be denoted with Range("") / NormRange("").
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f was fitted in a subrange and no explicit Range() and NormRange() was specified. Plotting / normalising in fit range. To override, do one of the following
- Clear the automatic fit range attribute: <pdf>.removeStringAttribute("fitrange");
- Explicitly specify the plotting range: Range("<rangeName>").
- Explicitly specify where to compute the normalisation: NormRange("<rangeName>").
The default (full) range can be denoted with Range("") / NormRange("").
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) only plotting range 'fit_nll_model_modelData'
[#1] INFO:Plotting -- RooAbsPdf::plotOn(model) p.d.f. curve is normalized using explicit choice of ranges 'fit_nll_model_modelData'
Date
March 2021
Authors
Harshal Shende, Stephan Hageboeck (C++ version)

Definition in file rf204a_extendedLikelihood.py.