'LIKELIHOOD AND MINIMIZATION' RooFit tutorial macro #605
Working with the profile likelihood estimator
import ROOT
x = ROOT.RooRealVar("x", "x", -20, 20)
mean = ROOT.RooRealVar("mean", "mean of g1 and g2", 0, -10, 10)
sigma_g1 = ROOT.RooRealVar("sigma_g1", "width of g1", 3)
g1 = ROOT.RooGaussian("g1", "g1", x, mean, sigma_g1)
sigma_g2 = ROOT.RooRealVar("sigma_g2", "width of g2", 4, 3.0, 6.0)
g2 = ROOT.RooGaussian("g2", "g2", x, mean, sigma_g2)
frac = ROOT.RooRealVar("frac", "frac", 0.5, 0.0, 1.0)
model = ROOT.RooAddPdf("model", "model", [g1, g2], [frac])
data = model.generate({x}, 1000)
nll = model.createNLL(data, NumCPU=2)
ROOT.RooMinimizer(nll).migrad()
frame1 = frac.frame(Bins=10, Range=(0.01, 0.95), Title="LL and profileLL in frac")
nll.plotOn(frame1, ShiftToZero=True)
frame2 = sigma_g2.frame(Bins=10, Range=(3.3, 5.0), Title="LL and profileLL in sigma_g2")
nll.plotOn(frame2, ShiftToZero=True)
pll_frac = nll.createProfile({frac})
pll_frac.plotOn(frame1, LineColor="r")
frame1.SetMinimum(0)
frame1.SetMaximum(3)
pll_sigmag2 = nll.createProfile({sigma_g2})
pll_sigmag2.plotOn(frame2, LineColor="r")
frame2.SetMinimum(0)
frame2.SetMaximum(3)
c = ROOT.TCanvas("rf605_profilell", "rf605_profilell", 800, 400)
c.Divide(2)
c.cd(1)
ROOT.gPad.SetLeftMargin(0.15)
frame1.GetYaxis().SetTitleOffset(1.4)
frame1.Draw()
c.cd(2)
ROOT.gPad.SetLeftMargin(0.15)
frame2.GetYaxis().SetTitleOffset(1.4)
frame2.Draw()
c.SaveAs("rf605_profilell.png")
[#0] WARNING:InputArguments -- The parameter 'sigma_g1' with range [-inf, inf] of the RooGaussian 'g1' exceeds the safe range of (0, inf). Advise to limit its range.
[#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
Minuit2Minimizer: Minimize with max-calls 1500 convergence for edm < 1 strategy 1
Minuit2Minimizer : Valid minimum - status = 0
FVAL = 2659.73712858695399
Edm = 0.000190395763129910388
Nfcn = 60
frac = 0.62118 +/- 0.165788 (limited)
mean = 0.00442366 +/- 0.109372 (limited)
sigma_g2 = 4.10789 +/- 0.405468 (limited)
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[frac]) Creating instance of MINUIT
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[frac]) determining minimum likelihood for current configurations w.r.t all observable
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[frac]) minimum found at (frac=0.62104)
..................................................................................
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[sigma_g2]) Creating instance of MINUIT
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[sigma_g2]) determining minimum likelihood for current configurations w.r.t all observable
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[sigma_g2]) minimum found at (sigma_g2=4.11258)
....................................................................................
- Date
- February 2018
- Authors
- Clemens Lange, Wouter Verkerke (C version)
Definition in file rf605_profilell.py.