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Reference Guide
rf901_numintconfig.C File Reference

Detailed Description

View in nbviewer Open in SWAN 'NUMERIC ALGORITHM TUNING' RooFit tutorial macro #901

Configuration and customization of how numeric (partial) integrals are executed

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#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooConstVar.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
#include "RooLandau.h"
#include "RooArgSet.h"
#include <iomanip>
using namespace RooFit ;
void rf901_numintconfig()
{
// A d j u s t g l o b a l 1 D i n t e g r a t i o n p r e c i s i o n
// ----------------------------------------------------------------------------
// Print current global default configuration for numeric integration strategies
// Example: Change global precision for 1D integrals from 1e-7 to 1e-6
//
// The relative epsilon (change as fraction of current best integral estimate) and
// absolute epsilon (absolute change w.r.t last best integral estimate) can be specified
// separately. For most p.d.f integrals the relative change criterium is the most important,
// however for certain non-p.d.f functions that integrate out to zero a separate absolute
// change criterium is necessary to declare convergence of the integral
//
// NB: This change is for illustration only. In general the precision should be at least 1e-7
// for normalization integrals for MINUIT to succeed.
//
// N u m e r i c i n t e g r a t i o n o f l a n d a u p d f
// ------------------------------------------------------------------
// Construct p.d.f without support for analytical integrator for demonstration purposes
RooRealVar x("x","x",-10,10) ;
RooLandau landau("landau","landau",x,RooConst(0),RooConst(0.1)) ;
// Activate debug-level messages for topic integration to be able to follow actions below
// Calculate integral over landau with default choice of numeric integrator
RooAbsReal* intLandau = landau.createIntegral(x) ;
Double_t val = intLandau->getVal() ;
cout << " [1] int_dx landau(x) = " << setprecision(15) << val << endl ;
// S a m e w i t h c u s t o m c o n f i g u r a t i o n
// -----------------------------------------------------------
// Construct a custom configuration which uses the adaptive Gauss-Kronrod technique
// for closed 1D integrals
customConfig.method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D") ;
// Calculate integral over landau with custom integral specification
RooAbsReal* intLandau2 = landau.createIntegral(x,NumIntConfig(customConfig)) ;
Double_t val2 = intLandau2->getVal() ;
cout << " [2] int_dx landau(x) = " << val2 << endl ;
// A d j u s t i n g d e f a u l t c o n f i g f o r a s p e c i f i c p d f
// -------------------------------------------------------------------------------------
// Another possibility: associate custom numeric integration configuration as default for object 'landau'
landau.setIntegratorConfig(customConfig) ;
// Calculate integral over landau custom numeric integrator specified as object default
RooAbsReal* intLandau3 = landau.createIntegral(x) ;
Double_t val3 = intLandau3->getVal() ;
cout << " [3] int_dx landau(x) = " << val3 << endl ;
// Another possibility: Change global default for 1D numeric integration strategy on finite domains
RooAbsReal::defaultIntegratorConfig()->method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D") ;
// A d j u s t i n g p a r a m e t e r s o f a s p e c i f i c t e c h n i q u e
// ---------------------------------------------------------------------------------------
// Adjust maximum number of steps of RooIntegrator1D in the global default configuration
RooAbsReal::defaultIntegratorConfig()->getConfigSection("RooIntegrator1D").setRealValue("maxSteps",30) ;
// Example of how to change the parameters of a numeric integrator
// (Each config section is a RooArgSet with RooRealVars holding real-valued parameters
// and RooCategories holding parameters with a finite set of options)
customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").setRealValue("maxSeg",50) ;
customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").setCatLabel("method","15Points") ;
// Example of how to print set of possible values for "method" category
customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").find("method")->Print("v") ;
}
Author
07/2008 - Wouter Verkerke

Definition in file rf901_numintconfig.C.