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rf604_constraints.C File Reference

Detailed Description

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Likelihood and minimization: fitting with constraints

#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooPolynomial.h"
#include "RooAddPdf.h"
#include "RooProdPdf.h"
#include "RooFitResult.h"
#include "RooPlot.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "TH1.h"
using namespace RooFit;
{
// C r e a t e m o d e l a n d d a t a s e t
// ----------------------------------------------
// Construct a Gaussian pdf
RooRealVar x("x", "x", -10, 10);
RooRealVar m("m", "m", 0, -10, 10);
RooRealVar s("s", "s", 2, 0.1, 10);
RooGaussian gauss("gauss", "gauss(x,m,s)", x, m, s);
// Construct a flat pdf (polynomial of 0th order)
RooPolynomial poly("poly", "poly(x)", x);
// Construct model = f*gauss + (1-f)*poly
RooRealVar f("f", "f", 0.5, 0., 1.);
RooAddPdf model("model", "model", RooArgSet(gauss, poly), f);
// Generate small dataset for use in fitting below
std::unique_ptr<RooDataSet> d{model.generate(x, 50)};
// C r e a t e c o n s t r a i n t p d f
// -----------------------------------------
// Construct Gaussian constraint pdf on parameter f at 0.8 with resolution of 0.1
RooGaussian fconstraint("fconstraint", "fconstraint", f, 0.8, 0.2);
// M E T H O D 1 - A d d i n t e r n a l c o n s t r a i n t t o m o d e l
// -------------------------------------------------------------------------------------
// Multiply constraint term with regular pdf using RooProdPdf
// Specify in fitTo() that internal constraints on parameter f should be used
// Multiply constraint with pdf
RooProdPdf modelc("modelc", "model with constraint", RooArgSet(model, fconstraint));
// Fit model (without use of constraint term)
std::unique_ptr<RooFitResult> r1{model.fitTo(*d, Save(), PrintLevel(-1))};
// Fit modelc with constraint term on parameter f
std::unique_ptr<RooFitResult> r2{modelc.fitTo(*d, Constrain(f), Save(), PrintLevel(-1))};
// M E T H O D 2 - S p e c i f y e x t e r n a l c o n s t r a i n t w h e n f i t t i n g
// -------------------------------------------------------------------------------------------------------
// Construct another Gaussian constraint pdf on parameter f at 0.2 with resolution of 0.1
RooGaussian fconstext("fconstext", "fconstext", f, 0.2, 0.1);
// Fit with external constraint
std::unique_ptr<RooFitResult> r3{model.fitTo(*d, ExternalConstraints(fconstext), Save(), PrintLevel(-1))};
// Print the fit results
cout << "fit result without constraint (data generated at f=0.5)" << endl;
r1->Print("v");
cout << "fit result with internal constraint (data generated at f=0.5, constraint is f=0.8+/-0.2)" << endl;
r2->Print("v");
cout << "fit result with (another) external constraint (data generated at f=0.5, constraint is f=0.2+/-0.1)" << endl;
r3->Print("v");
}
#define d(i)
Definition RSha256.hxx:102
#define f(i)
Definition RSha256.hxx:104
Efficient implementation of a sum of PDFs of the form.
Definition RooAddPdf.h:33
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition RooArgSet.h:55
Plain Gaussian p.d.f.
Definition RooGaussian.h:24
RooPolynomial implements a polynomial p.d.f of the form.
Efficient implementation of a product of PDFs of the form.
Definition RooProdPdf.h:33
Variable that can be changed from the outside.
Definition RooRealVar.h:37
RooCmdArg Constrain(const RooArgSet &params)
RooCmdArg Save(bool flag=true)
RooCmdArg ExternalConstraints(const RooArgSet &constraintPdfs)
RooCmdArg PrintLevel(Int_t code)
Double_t x[n]
Definition legend1.C:17
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition JSONIO.h:26
TMarker m
Definition textangle.C:8
[#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
[#1] INFO:Minimization -- Including the following constraint terms in minimization: (fconstraint)
[#1] INFO:Minimization -- The global observables are not defined , normalize constraints with respect to the parameters (f)
[#1] INFO:Fitting -- RooAbsPdf::fitTo(modelc) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_modelc_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
[#1] INFO:Minimization -- Including the following constraint terms in minimization: (fconstext)
[#1] INFO:Minimization -- The global observables are not defined , normalize constraints with respect to the parameters (f,m,s)
[#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
fit result without constraint (data generated at f=0.5)
RooFitResult: minimized FCN value: 134.849, estimated distance to minimum: 2.11658e-05
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter InitialValue FinalValue +/- Error GblCorr.
-------------------- ------------ -------------------------- --------
f 5.0000e-01 6.4987e-01 +/- 1.21e-01 <none>
m 0.0000e+00 7.1824e-01 +/- 4.97e-01 <none>
s 2.0000e+00 2.1880e+00 +/- 4.61e-01 <none>
fit result with internal constraint (data generated at f=0.5, constraint is f=0.8+/-0.2)
RooFitResult: minimized FCN value: 134.191, estimated distance to minimum: 0.000427811
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter InitialValue FinalValue +/- Error GblCorr.
-------------------- ------------ -------------------------- --------
f 6.4987e-01 6.8952e-01 +/- 1.01e-01 <none>
m 7.1824e-01 7.0939e-01 +/- 4.97e-01 <none>
s 2.1880e+00 2.2657e+00 +/- 4.74e-01 <none>
fit result with (another) external constraint (data generated at f=0.5, constraint is f=0.2+/-0.1)
RooFitResult: minimized FCN value: 137.195, estimated distance to minimum: 0.000256905
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter InitialValue FinalValue +/- Error GblCorr.
-------------------- ------------ -------------------------- --------
f 6.8952e-01 3.6252e-01 +/- 8.15e-02 <none>
m 7.0939e-01 7.1394e-01 +/- 5.87e-01 <none>
s 2.2657e+00 1.7027e+00 +/- 4.74e-01 <none>
Date
07/2008
Author
Wouter Verkerke

Definition in file rf604_constraints.C.