rf707_kernelestimation.C

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/// \file
/// \ingroup tutorial_roofit
/// \notebook
///  'SPECIAL PDFS' RooFit tutorial macro #707
///
///  Using non-parametric (multi-dimensional) kernel estimation p.d.f.s
///
/// \macro_image
/// \macro_output
/// \macro_code
/// \author 07/2008 - Wouter Verkerke


#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooConstVar.h"
#include "RooPolynomial.h"
#include "RooKeysPdf.h"
#include "RooNDKeysPdf.h"
#include "RooProdPdf.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "TH1.h"
#include "RooPlot.h"
using namespace RooFit ;


void rf707_kernelestimation()
{
   // C r e a t e   l o w   s t a t s   1 - D   d a t a s e t
   // -------------------------------------------------------

   // Create a toy pdf for sampling
   RooRealVar x("x","x",0,20) ;
   RooPolynomial p("p","p",x,RooArgList(RooConst(0.01),RooConst(-0.01),RooConst(0.0004))) ;

   // Sample 500 events from p
   RooDataSet* data1 = p.generate(x,200) ;



   // C r e a t e   1 - D   k e r n e l   e s t i m a t i o n   p d f
   // ---------------------------------------------------------------

   // Create adaptive kernel estimation pdf. In this configuration the input data
   // is mirrored over the boundaries to minimize edge effects in distribution
   // that do not fall to zero towards the edges
   RooKeysPdf kest1("kest1","kest1",x,*data1,RooKeysPdf::MirrorBoth) ;

   // An adaptive kernel estimation pdf on the same data without mirroring option
   // for comparison
   RooKeysPdf kest2("kest2","kest2",x,*data1,RooKeysPdf::NoMirror) ;


   // Adaptive kernel estimation pdf with increased bandwidth scale factor
   // (promotes smoothness over detail preservation)
   RooKeysPdf kest3("kest1","kest1",x,*data1,RooKeysPdf::MirrorBoth,2) ;


   // Plot kernel estimation pdfs with and without mirroring over data
   RooPlot* frame = x.frame(Title("Adaptive kernel estimation pdf with and w/o mirroring"),Bins(20)) ;
   data1->plotOn(frame) ;
   kest1.plotOn(frame) ;
   kest2.plotOn(frame,LineStyle(kDashed),LineColor(kRed)) ;


   // Plot kernel estimation pdfs with regular and increased bandwidth
   RooPlot* frame2 = x.frame(Title("Adaptive kernel estimation pdf with regular, increased bandwidth")) ;
   kest1.plotOn(frame2) ;
   kest3.plotOn(frame2,LineColor(kMagenta)) ;



   // C r e a t e   l o w   s t a t s   2 - D   d a t a s e t
   // -------------------------------------------------------

   // Construct a 2D toy pdf for sampling
   RooRealVar y("y","y",0,20) ;
   RooPolynomial py("py","py",y,RooArgList(RooConst(0.01),RooConst(0.01),RooConst(-0.0004))) ;
   RooProdPdf pxy("pxy","pxy",RooArgSet(p,py)) ;
   RooDataSet* data2 = pxy.generate(RooArgSet(x,y),1000) ;



   // C r e a t e   2 - D   k e r n e l   e s t i m a t i o n   p d f
   // ---------------------------------------------------------------

   // Create 2D adaptive kernel estimation pdf with mirroring
   RooNDKeysPdf kest4("kest4","kest4",RooArgSet(x,y),*data2,"am") ;

   // Create 2D adaptive kernel estimation pdf with mirroring and double bandwidth
   RooNDKeysPdf kest5("kest5","kest5",RooArgSet(x,y),*data2,"am",2) ;

   // Create a histogram of the data
   TH1* hh_data = data2->createHistogram("hh_data",x,Binning(10),YVar(y,Binning(10))) ;

   // Create histogram of the 2d kernel estimation pdfs
   TH1* hh_pdf = kest4.createHistogram("hh_pdf",x,Binning(25),YVar(y,Binning(25))) ;
   TH1* hh_pdf2 = kest5.createHistogram("hh_pdf2",x,Binning(25),YVar(y,Binning(25))) ;
   hh_pdf->SetLineColor(kBlue) ;
   hh_pdf2->SetLineColor(kMagenta) ;



   TCanvas* c = new TCanvas("rf707_kernelestimation","rf707_kernelestimation",800,800) ;
   c->Divide(2,2) ;
   c->cd(1) ; gPad->SetLeftMargin(0.15) ; frame->GetYaxis()->SetTitleOffset(1.4) ; frame->Draw() ;
   c->cd(2) ; gPad->SetLeftMargin(0.15) ; frame2->GetYaxis()->SetTitleOffset(1.8) ; frame2->Draw() ;
   c->cd(3) ; gPad->SetLeftMargin(0.15) ; hh_data->GetZaxis()->SetTitleOffset(1.4) ; hh_data->Draw("lego") ;
   c->cd(4) ; gPad->SetLeftMargin(0.20) ; hh_pdf->GetZaxis()->SetTitleOffset(2.4) ; hh_pdf->Draw("surf") ; hh_pdf2->Draw("surfsame") ;

}