RooNDKeysPdf.h

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/*****************************************************************************
 * Project: RooFit                                                           *
 * Package: RooFitModels                                                     *
 *    File: $Id: RooNDKeysPdf.h 44368 2012-05-30 15:38:44Z axel $
 * Authors:                                                                  *
 *   Max Baak, CERN, mbaak@cern.ch *
 *                                                                           *
 * Copyright (c) 2000-2005, Regents of the University of California          *
 *                          and Stanford University. All rights reserved.    *
 *                                                                           *
 * Redistribution and use in source and binary forms,                        *
 * with or without modification, are permitted according to the terms        *
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)             *
 *****************************************************************************/
#ifndef ROO_NDKEYS_PDF
#define ROO_NDKEYS_PDF

#include "RooAbsPdf.h"
#include "RooRealProxy.h"
#include "RooSetProxy.h"
#include "RooRealConstant.h"
#include "RooDataSet.h"
#include "TH1.h"
#include "TAxis.h"
#include "TVectorD.h"
#include "TMatrixD.h"
#include "TMatrixDSym.h"
#include <map>
#include <vector>
#include <string>

class RooRealVar;
class RooArgList;
class RooArgSet;
class RooChangeTracker;

#ifndef __CINT__
class VecVecDouble : public std::vector<std::vector<Double_t> >  { } ;
class VecTVecDouble : public std::vector<TVectorD> { } ;
typedef std::pair<Int_t, VecVecDouble::iterator > iiPair;
typedef std::vector< iiPair > iiVec;
typedef std::pair<Int_t, VecTVecDouble::iterator > itPair;
typedef std::vector< itPair > itVec;
#else
class itPair ;
#endif

class RooNDKeysPdf : public RooAbsPdf {

public:

  enum Mirror {NoMirror, MirrorLeft, MirrorRight, MirrorBoth,
               MirrorAsymLeft, MirrorAsymLeftRight,
               MirrorAsymRight, MirrorLeftAsymRight,
               MirrorAsymBoth };

  RooNDKeysPdf(const char *name, const char *title, const RooArgList &varList, const RooAbsData &data,
               TString options = "ma", Double_t rho = 1, Double_t nSigma = 3, Bool_t rotate = kTRUE,
               Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const char *name, const char *title, const RooArgList &varList, const TH1 &hist, TString options = "ma",
               Double_t rho = 1, Double_t nSigma = 3, Bool_t rotate = kTRUE, Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const char *name, const char *title, const RooArgList &varList, const RooAbsData &data,
               const TVectorD &rho, TString options = "ma", Double_t nSigma = 3, Bool_t rotate = kTRUE,
               Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const char *name, const char *title, const RooArgList &varList, const RooAbsData &data,
               const RooArgList &rhoList, TString options = "ma", Double_t nSigma = 3, Bool_t rotate = kTRUE,
               Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const char *name, const char *title, const RooArgList &varList, const TH1 &hist,
               const RooArgList &rhoList, TString options = "ma", Double_t nSigma = 3, Bool_t rotate = kTRUE,
               Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const char *name, const char *title, RooAbsReal &x, const RooAbsData &data, Mirror mirror = NoMirror,
               Double_t rho = 1, Double_t nSigma = 3, Bool_t rotate = kTRUE, Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const char *name, const char *title, RooAbsReal &x, RooAbsReal &y, const RooAbsData &data,
               TString options = "ma", Double_t rho = 1.0, Double_t nSigma = 3, Bool_t rotate = kTRUE,
               Bool_t sortInput = kTRUE);

  RooNDKeysPdf(const RooNDKeysPdf& other, const char* name=0);
  virtual ~RooNDKeysPdf();

  virtual TObject* clone(const char* newname) const { return new RooNDKeysPdf(*this,newname); }

  Int_t getAnalyticalIntegral(RooArgSet& allVars, RooArgSet& analVars, const char* rangeName=0) const ;
  Double_t analyticalIntegral(Int_t code, const char* rangeName=0) const ;

  inline void fixShape(Bool_t fix) {
    createPdf(kFALSE);
    _fixedShape=fix;
  }

  TMatrixD getWeights(const int &k) const;

  struct BoxInfo {
    Bool_t filled;
    Bool_t netFluxZ;
    Double_t nEventsBW;
    Double_t nEventsBMSW;
    std::vector<Double_t> xVarLo, xVarHi;
    std::vector<Double_t> xVarLoM3s, xVarLoP3s, xVarHiM3s, xVarHiP3s;
    std::map<Int_t,Bool_t> bpsIdcs;
    std::vector<Int_t> sIdcs;
    std::vector<Int_t> bIdcs;
    std::vector<Int_t> bmsIdcs;
  } ;

protected:

  RooListProxy _varList ;
  TIterator* _varItr ;   //! do not persist

  RooListProxy _rhoList;
  TIterator *_rhoItr; //! do not persist

  Double_t evaluate() const;

  void createPdf(Bool_t firstCall = kTRUE) const;
  void setOptions() const;
  void initialize() const;
  void loadDataSet(Bool_t firstCall) const;
  void mirrorDataSet() const;
  void loadWeightSet() const;
  void calculateShell(BoxInfo *bi) const;
  void calculatePreNorm(BoxInfo *bi) const;
  void sortDataIndices(BoxInfo *bi = 0) const;
  void calculateBandWidth() const;
  Double_t gauss(std::vector<Double_t> &x, std::vector<std::vector<Double_t>> &weights) const;
  void loopRange(std::vector<Double_t> &x, std::map<Int_t, Bool_t> &ibMap) const;
  void boxInfoInit(BoxInfo *bi, const char *rangeName, Int_t code) const;
  RooDataSet *createDatasetFromHist(const RooArgList &varList, const TH1 &hist) const;
  void updateRho() const;

  mutable RooDataSet *_dataP; //! do not persist
  const RooAbsData &_data;    //!
  mutable TString _options;
  mutable Double_t _widthFactor;
  mutable Double_t _nSigma;

  mutable Bool_t _fixedShape;
  mutable Bool_t _mirror;
  mutable Bool_t _debug;
  mutable Bool_t _verbose;

  mutable Double_t _sqrt2pi;
  mutable Int_t _nDim;
  mutable Int_t _nEvents;
  mutable Int_t _nEventsM;
  mutable Double_t _nEventsW;
  mutable Double_t _d;
  mutable Double_t _n;

  // cached info on variable

  mutable std::vector<std::vector<Double_t> > _dataPts;
  mutable std::vector<TVectorD> _dataPtsR;
  mutable std::vector<std::vector<Double_t> > _weights0;
  mutable std::vector<std::vector<Double_t> > _weights1;
  mutable std::vector<std::vector<Double_t> >* _weights; //!

#ifndef __CINT__
  mutable std::vector<iiVec> _sortIdcs;   //!
  mutable std::vector<itVec> _sortTVIdcs; //!
#endif

  mutable std::vector<std::string> _varName;
  mutable std::vector<Double_t> _rho;
  mutable RooArgSet _dataVars;
  mutable std::vector<Double_t> _x;
  mutable std::vector<Double_t> _x0, _x1, _x2;
  mutable std::vector<Double_t> _mean, _sigma;
  mutable std::vector<Double_t> _xDatLo, _xDatHi;
  mutable std::vector<Double_t> _xDatLo3s, _xDatHi3s;

  mutable Bool_t _netFluxZ;
  mutable Double_t _nEventsBW;
  mutable Double_t _nEventsBMSW;
  mutable std::vector<Double_t> _xVarLo, _xVarHi;
  mutable std::vector<Double_t> _xVarLoM3s, _xVarLoP3s, _xVarHiM3s, _xVarHiP3s;
  mutable std::map<Int_t,Bool_t> _bpsIdcs;
  mutable std::map<Int_t, Bool_t> _ibNoSort;
  mutable std::vector<Int_t> _sIdcs;
  mutable std::vector<Int_t> _bIdcs;
  mutable std::vector<Int_t> _bmsIdcs;

  mutable std::map<std::pair<std::string,int>,BoxInfo*> _rangeBoxInfo ;
  mutable BoxInfo _fullBoxInfo ;

  mutable std::vector<Int_t> _idx;
  mutable Double_t _minWeight;
  mutable Double_t _maxWeight;
  mutable std::map<Int_t,Double_t> _wMap;

  mutable TMatrixDSym* _covMat;
  mutable TMatrixDSym* _corrMat;
  mutable TMatrixD* _rotMat;
  mutable TVectorD* _sigmaR;
  mutable TVectorD* _dx;
  mutable Double_t _sigmaAvgR;

  mutable Bool_t _rotate;
  mutable Bool_t _sortInput;
  mutable Int_t _nAdpt;

  mutable RooChangeTracker *_tracker; //! do not persist

  /// sorter function
  struct SorterTV_L2H {
    Int_t idx;

    SorterTV_L2H (Int_t index) : idx(index) {}
    bool operator() (const itPair& a, const itPair& b) {
      const TVectorD& aVec = *(a.second);
      const TVectorD& bVec = *(b.second);
      return (aVec[idx]<bVec[idx]);
    }
  };

  ClassDef(RooNDKeysPdf, 2) // General N-dimensional non-parametric kernel estimation p.d.f
};

#endif