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rf602_chi2fit.C File Reference
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View in nbviewer Open in SWAN 'LIKELIHOOD AND MINIMIZATION' RooFit tutorial macro #602

Setting up a chi^2 fit to a binned dataset

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Processing /mnt/build/workspace/root-makedoc-v614/rootspi/rdoc/src/v6-14-00-patches/tutorials/roofit/rf602_chi2fit.C...
RooFit v3.60 -- Developed by Wouter Verkerke and David Kirkby
Copyright (C) 2000-2013 NIKHEF, University of California & Stanford University
All rights reserved, please read http://roofit.sourceforge.net/license.txt
[#1] INFO:Minization -- RooMinimizer::optimizeConst: activating const optimization
[#1] INFO:Minization -- The following expressions have been identified as constant and will be precalculated and cached: (sig1,sig2)
**********
** 1 **SET PRINT 1
**********
**********
** 2 **SET NOGRAD
**********
PARAMETER DEFINITIONS:
NO. NAME VALUE STEP SIZE LIMITS
1 a0 5.00000e-01 1.00000e-01 0.00000e+00 1.00000e+00
2 a1 2.00000e-01 1.00000e-01 0.00000e+00 1.00000e+00
3 bkgfrac 5.00000e-01 1.00000e-01 0.00000e+00 1.00000e+00
4 sig1frac 8.00000e-01 1.00000e-01 0.00000e+00 1.00000e+00
**********
** 3 **SET ERR 1
**********
**********
** 4 **SET PRINT 1
**********
**********
** 5 **SET STR 1
**********
NOW USING STRATEGY 1: TRY TO BALANCE SPEED AGAINST RELIABILITY
**********
** 6 **MIGRAD 2000 1
**********
FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
START MIGRAD MINIMIZATION. STRATEGY 1. CONVERGENCE WHEN EDM .LT. 1.00e-03
FCN=106.175 FROM MIGRAD STATUS=INITIATE 16 CALLS 17 TOTAL
EDM= unknown STRATEGY= 1 NO ERROR MATRIX
EXT PARAMETER CURRENT GUESS STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 a0 5.00000e-01 1.00000e-01 2.01358e-01 -9.22919e+00
2 a1 2.00000e-01 1.00000e-01 2.57889e-01 3.56932e+01
3 bkgfrac 5.00000e-01 1.00000e-01 2.01358e-01 2.47046e+01
4 sig1frac 8.00000e-01 1.00000e-01 2.57889e-01 9.71383e+00
MIGRAD MINIMIZATION HAS CONVERGED.
MIGRAD WILL VERIFY CONVERGENCE AND ERROR MATRIX.
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=104.639 FROM MIGRAD STATUS=CONVERGED 78 CALLS 79 TOTAL
EDM=5.30614e-06 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 a0 5.00975e-01 2.29160e-02 2.25835e-04 -3.66627e-02
2 a1 1.58055e-01 3.68598e-02 3.29973e-04 9.16128e-03
3 bkgfrac 5.06726e-01 1.13595e-02 6.50594e-05 4.90783e-02
4 sig1frac 8.16064e-01 3.74255e-02 3.05383e-04 -3.32372e-02
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 4 ERR DEF=1
5.255e-04 1.573e-04 -3.988e-05 -1.315e-04
1.573e-04 1.363e-03 -3.100e-04 -9.244e-04
-3.988e-05 -3.100e-04 1.291e-04 3.237e-04
-1.315e-04 -9.244e-04 3.237e-04 1.405e-03
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2 3 4
1 0.18992 1.000 0.186 -0.153 -0.153
2 0.75966 0.186 1.000 -0.739 -0.668
3 0.82130 -0.153 -0.739 1.000 0.760
4 0.77660 -0.153 -0.668 0.760 1.000
**********
** 7 **SET ERR 1
**********
**********
** 8 **SET PRINT 1
**********
**********
** 9 **HESSE 2000
**********
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=104.639 FROM HESSE STATUS=OK 23 CALLS 102 TOTAL
EDM=5.30457e-06 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 a0 5.00975e-01 2.29157e-02 4.51671e-05 1.95002e-03
2 a1 1.58055e-01 3.68515e-02 6.59945e-05 -7.53081e-01
3 bkgfrac 5.06726e-01 1.13574e-02 1.30119e-05 1.34521e-02
4 sig1frac 8.16064e-01 3.74193e-02 6.10765e-05 6.84296e-01
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 4 ERR DEF=1
5.255e-04 1.572e-04 -3.986e-05 -1.314e-04
1.572e-04 1.363e-03 -3.098e-04 -9.239e-04
-3.986e-05 -3.098e-04 1.290e-04 3.236e-04
-1.314e-04 -9.239e-04 3.236e-04 1.405e-03
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2 3 4
1 0.18986 1.000 0.186 -0.153 -0.153
2 0.75953 0.186 1.000 -0.739 -0.668
3 0.82122 -0.153 -0.739 1.000 0.760
4 0.77651 -0.153 -0.668 0.760 1.000
[#0] ERROR:Eval -- RooChi2Var::RooChi2Var(chi2_lowstat) INFINITY ERROR: bin 1 has zero error
0
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooConstVar.h"
#include "RooChebychev.h"
#include "RooAddPdf.h"
#include "RooChi2Var.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "RooPlot.h"
using namespace RooFit ;
void rf602_chi2fit()
{
// S e t u p m o d e l
// ---------------------
// Declare observable x
RooRealVar x("x","x",0,10) ;
// Create two Gaussian PDFs g1(x,mean1,sigma) anf g2(x,mean2,sigma) and their parameters
RooRealVar mean("mean","mean of gaussians",5) ;
RooRealVar sigma1("sigma1","width of gaussians",0.5) ;
RooRealVar sigma2("sigma2","width of gaussians",1) ;
RooGaussian sig1("sig1","Signal component 1",x,mean,sigma1) ;
RooGaussian sig2("sig2","Signal component 2",x,mean,sigma2) ;
// Build Chebychev polynomial p.d.f.
RooRealVar a0("a0","a0",0.5,0.,1.) ;
RooRealVar a1("a1","a1",0.2,0.,1.) ;
RooChebychev bkg("bkg","Background",x,RooArgSet(a0,a1)) ;
// Sum the signal components into a composite signal p.d.f.
RooRealVar sig1frac("sig1frac","fraction of component 1 in signal",0.8,0.,1.) ;
RooAddPdf sig("sig","Signal",RooArgList(sig1,sig2),sig1frac) ;
// Sum the composite signal and background
RooRealVar bkgfrac("bkgfrac","fraction of background",0.5,0.,1.) ;
RooAddPdf model("model","g1+g2+a",RooArgList(bkg,sig),bkgfrac) ;
// C r e a t e b i n n e d d a t a s e t
// -----------------------------------------
RooDataSet* d = model.generate(x,10000) ;
RooDataHist* dh = d->binnedClone() ;
// Construct a chi^2 of the data and the model.
// When a p.d.f. is used in a chi^2 fit, the probability density scaled
// by the number of events in the dataset to obtain the fit function
// If model is an extended p.d.f, the expected number events is used
// instead of the observed number of events.
model.chi2FitTo(*dh) ;
// NB: It is also possible to fit a RooAbsReal function to a RooDataHist
// using chi2FitTo().
// Note that entries with zero bins are _not_ allowed
// for a proper chi^2 calculation and will give error
// messages
RooDataSet* dsmall = (RooDataSet*) d->reduce(EventRange(1,100)) ;
RooDataHist* dhsmall = dsmall->binnedClone() ;
RooChi2Var chi2_lowstat("chi2_lowstat","chi2",model,*dhsmall) ;
cout << chi2_lowstat.getVal() << endl ;
}
Author
07/2008 - Wouter Verkerke

Definition in file rf602_chi2fit.C.