Logo ROOT   6.08/07
Reference Guide
rf606_nllerrorhandling.C File Reference

Detailed Description

View in nbviewer Open in SWAN 'LIKELIHOOD AND MINIMIZATION' RooFit tutorial macro #606

Understanding and customizing error handling in likelihood evaluations



Processing /mnt/build/workspace/root-makedoc-v608/rootspi/rdoc/src/v6-08-00-patches/tutorials/roofit/rf606_nllerrorhandling.C...
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooArgusBG.h"
#include "RooNLLVar.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
using namespace RooFit ;
void rf606_nllerrorhandling()
{
// C r e a t e m o d e l a n d d a t a s e t
// ----------------------------------------------
// Observable
RooRealVar m("m","m",5.20,5.30) ;
// Parameters
RooRealVar m0("m0","m0",5.291,5.20,5.30) ;
RooRealVar k("k","k",-30,-50,-10) ;
// Pdf
RooArgusBG argus("argus","argus",m,m0,k) ;
// Sample 1000 events in m from argus
RooDataSet* data = argus.generate(m,1000) ;
// P l o t m o d e l a n d d a t a
// --------------------------------------
RooPlot* frame1 = m.frame(Bins(40),Title("Argus model and data")) ;
data->plotOn(frame1) ;
argus.plotOn(frame1) ;
// F i t m o d e l t o d a t a
// ---------------------------------
// The ARGUS background shape has a sharp kinematic cutoff at m=m0
// and is prone to evaluation errors if the cutoff parameter m0
// is floated: when the pdf cutoff value is lower than that in data
// events with m>m0 will have zero probability
// Perform unbinned ML fit. Print detailed error messages for up to
// 10 events per likelihood evaluation. The default error handling strategy
// is to return a very high value of the likelihood to MINUIT if errors occur,
// which will force MINUIT to retreat from the problematic area
argus.fitTo(*data,PrintEvalErrors(10)) ;
// Perform another fit. In this configuration only the number of errors per
// likelihood evaluation is shown, if it is greater than zero. The
// EvalErrorWall(kFALSE) arguments disables the default error handling strategy
// and will cause the actual (problematic) value of the likelihood to be passed
// to MINUIT.
//
// NB: Use of this option is NOT recommended as default strategy as broken -log(L) values
// can often be lower than 'good' ones because offending events are removed.
// This may effectively create a false minimum in problem areas. This is clearly
// illustrated in the second plot
m0.setError(0.1) ;
argus.fitTo(*data,PrintEvalErrors(0),EvalErrorWall(kFALSE)) ;
// P l o t l i k e l i h o o d a s f u n c t i o n o f m 0
// ------------------------------------------------------------------
// Construct likelihood function of model and data
RooNLLVar nll("nll","nll",argus,*data) ;
// Plot likelihood in m0 in range that includes problematic values
// In this configuration no messages are printed for likelihood evaluation errors,
// but if an likelihood value evaluates with error, the corresponding value
// on the curve will be set to the value given in EvalErrorValue().
RooPlot* frame2 = m0.frame(Range(5.288,5.293),Title("-log(L) scan vs m0, problematic regions masked")) ;
nll.plotOn(frame2,PrintEvalErrors(-1),ShiftToZero(),EvalErrorValue(nll.getVal()+10),LineColor(kRed)) ;
frame2->SetMaximum(15) ;
frame2->SetMinimum(0) ;
TCanvas* c = new TCanvas("rf606_nllerrorhandling","rf606_nllerrorhandling",1200,400) ;
c->Divide(2) ;
c->cd(1) ; gPad->SetLeftMargin(0.15) ; frame1->GetYaxis()->SetTitleOffset(1.4) ; frame1->Draw() ;
c->cd(2) ; gPad->SetLeftMargin(0.15) ; frame2->GetYaxis()->SetTitleOffset(1.4) ; frame2->Draw() ;
}
Author
07/2008 - Wouter Verkerke

Definition in file rf606_nllerrorhandling.C.