Logo ROOT   6.10/09
Reference Guide
rf608_fitresultaspdf.C File Reference

Detailed Description

View in nbviewer Open in SWAN 'LIKELIHOOD AND MINIMIZATION' RooFit tutorial macro #608

Representing the parabolic approximation of the fit as a multi-variate Gaussian on the parameters of the fitted p.d.f.



Processing /mnt/build/workspace/root-makedoc-v610/rootspi/rdoc/src/v6-10-00-patches/tutorials/roofit/rf608_fitresultaspdf.C...
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooConstVar.h"
#include "RooAddPdf.h"
#include "RooChebychev.h"
#include "RooFitResult.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
#include "TFile.h"
#include "TStyle.h"
#include "TH2.h"
#include "TH3.h"
using namespace RooFit ;
void rf608_fitresultaspdf()
{
// C r e a t e m o d e l a n d d a t a s e t
// -----------------------------------------------
// Observable
RooRealVar x("x","x",-20,20) ;
// Model (intentional strong correlations)
RooRealVar mean("mean","mean of g1 and g2",0,-1,1) ;
RooRealVar sigma_g1("sigma_g1","width of g1",2) ;
RooGaussian g1("g1","g1",x,mean,sigma_g1) ;
RooRealVar sigma_g2("sigma_g2","width of g2",4,3.0,5.0) ;
RooGaussian g2("g2","g2",x,mean,sigma_g2) ;
RooRealVar frac("frac","frac",0.5,0.0,1.0) ;
RooAddPdf model("model","model",RooArgList(g1,g2),frac) ;
// Generate 1000 events
RooDataSet* data = model.generate(x,1000) ;
// F i t m o d e l t o d a t a
// ----------------------------------
RooFitResult* r = model.fitTo(*data,Save()) ;
// C r e a t e M V G a u s s i a n p d f o f f i t t e d p a r a m e t e r s
// ------------------------------------------------------------------------------------
RooAbsPdf* parabPdf = r->createHessePdf(RooArgSet(frac,mean,sigma_g2)) ;
// S o m e e x e c e r c i s e s w i t h t h e p a r a m e t e r p d f
// -----------------------------------------------------------------------------
// Generate 100K points in the parameter space, sampled from the MVGaussian p.d.f.
RooDataSet* d = parabPdf->generate(RooArgSet(mean,sigma_g2,frac),100000) ;
// Sample a 3-D histogram of the p.d.f. to be visualized as an error ellipsoid using the GLISO draw option
TH3* hh_3d = (TH3*) parabPdf->createHistogram("mean,sigma_g2,frac",25,25,25) ;
hh_3d->SetFillColor(kBlue) ;
// Project 3D parameter p.d.f. down to 3 permutations of two-dimensional p.d.f.s
// The integrations corresponding to these projections are performed analytically
// by the MV Gaussian p.d.f.
RooAbsPdf* pdf_sigmag2_frac = parabPdf->createProjection(mean) ;
RooAbsPdf* pdf_mean_frac = parabPdf->createProjection(sigma_g2) ;
RooAbsPdf* pdf_mean_sigmag2 = parabPdf->createProjection(frac) ;
// Make 2D plots of the 3 two-dimensional p.d.f. projections
TH2* hh_sigmag2_frac = (TH2*) pdf_sigmag2_frac->createHistogram("sigma_g2,frac",50,50) ;
TH2* hh_mean_frac = (TH2*) pdf_mean_frac->createHistogram("mean,frac",50,50) ;
TH2* hh_mean_sigmag2 = (TH2*) pdf_mean_sigmag2->createHistogram("mean,sigma_g2",50,50) ;
hh_mean_frac->SetLineColor(kBlue) ;
hh_sigmag2_frac->SetLineColor(kBlue) ;
hh_mean_sigmag2->SetLineColor(kBlue) ;
// Draw the 'sigar'
new TCanvas("rf608_fitresultaspdf_1","rf608_fitresultaspdf_1",600,600) ;
hh_3d->Draw("iso") ;
// Draw the 2D projections of the 3D p.d.f.
TCanvas* c2 = new TCanvas("rf608_fitresultaspdf_2","rf608_fitresultaspdf_2",900,600) ;
c2->Divide(3,2) ;
c2->cd(1) ; gPad->SetLeftMargin(0.15) ; hh_mean_sigmag2->GetZaxis()->SetTitleOffset(1.4) ; hh_mean_sigmag2->Draw("surf3") ;
c2->cd(2) ; gPad->SetLeftMargin(0.15) ; hh_sigmag2_frac->GetZaxis()->SetTitleOffset(1.4) ; hh_sigmag2_frac->Draw("surf3") ;
c2->cd(3) ; gPad->SetLeftMargin(0.15) ; hh_mean_frac->GetZaxis()->SetTitleOffset(1.4) ; hh_mean_frac->Draw("surf3") ;
// Draw the distributions of parameter points sampled from the p.d.f.
TH1* tmp1 = d->createHistogram("mean,sigma_g2",50,50) ;
TH1* tmp2 = d->createHistogram("sigma_g2,frac",50,50) ;
TH1* tmp3 = d->createHistogram("mean,frac",50,50) ;
c2->cd(4) ; gPad->SetLeftMargin(0.15) ; tmp1->GetZaxis()->SetTitleOffset(1.4) ; tmp1->Draw("lego3") ;
c2->cd(5) ; gPad->SetLeftMargin(0.15) ; tmp2->GetZaxis()->SetTitleOffset(1.4) ; tmp2->Draw("lego3") ;
c2->cd(6) ; gPad->SetLeftMargin(0.15) ; tmp3->GetZaxis()->SetTitleOffset(1.4) ; tmp3->Draw("lego3") ;
}
Author
07/2008 - Wouter Verkerke

Definition in file rf608_fitresultaspdf.C.