rf607_fitresult.C File Reference

Detailed Description

Likelihood and minimization: demonstration of options of the RooFitResult class

 
 
␛[1mRooFit v3.60 -- Developed by Wouter Verkerke and David Kirkby␛[0m 
                Copyright (C) 2000-2013 NIKHEF, University of California & Stanford University
                All rights reserved, please read http://roofit.sourceforge.net/license.txt
 
[#0] WARNING:Eval -- Evaluating RooAddPdf without a defined normalization set. This can lead to ambiguos coefficients definition and incorrect results. Use RooAddPdf::fixCoefNormalization(nset) to provide a normalization set for defining uniquely RooAddPdf coefficients!
[#1] INFO:Minization -- RooMinimizer::optimizeConst: activating const optimization
[#1] INFO:Minization --  The following expressions will be evaluated in cache-and-track mode: (bkg,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 bkgfrac      5.00000e-01  1.00000e-01    0.00000e+00  1.00000e+00
     3 mean         5.00000e+00  2.00000e+00   -1.00000e+01  1.00000e+01
     4 sig1frac     8.00000e-01  1.00000e-01    0.00000e+00  1.00000e+00
     5 sigma1       5.00000e-01  2.00000e-01    1.00000e-01  1.00000e+01
     6 sigma2       1.00000e+00  4.50000e-01    1.00000e-01  1.00000e+01
 **********
 **    3 **SET ERR         0.5
 **********
 **********
 **    4 **SET PRINT           1
 **********
 **********
 **    5 **SET STR           1
 **********
 NOW USING STRATEGY  1: TRY TO BALANCE SPEED AGAINST RELIABILITY
 **********
 **    6 **MIGRAD        3000           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=1890.61 FROM MIGRAD    STATUS=INITIATE       20 CALLS          21 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  -1.79143e+01
   2  bkgfrac      5.00000e-01   1.00000e-01   2.01358e-01   8.01836e+00
   3  mean         5.00000e+00   2.00000e+00   2.35352e-01  -3.18732e+02
   4  sig1frac     8.00000e-01   1.00000e-01   2.57889e-01   1.67753e+00
   5  sigma1       5.00000e-01   2.00000e-01   1.06123e-01  -2.80511e+01
   6  sigma2       1.00000e+00   4.50000e-01   1.63378e-01  -2.79262e+00
                               ERR DEF= 0.5
 MIGRAD MINIMIZATION HAS CONVERGED.
 MIGRAD WILL VERIFY CONVERGENCE AND ERROR MATRIX.
 COVARIANCE MATRIX CALCULATED SUCCESSFULLY
 FCN=1885.34 FROM MIGRAD    STATUS=CONVERGED     177 CALLS         178 TOTAL
                     EDM=0.000199951    STRATEGY= 1      ERROR MATRIX ACCURATE 
  EXT PARAMETER                                   STEP         FIRST   
  NO.   NAME      VALUE            ERROR          SIZE      DERIVATIVE 
   1  a0           7.28245e-01   1.10053e-01   4.01494e-03  -5.30986e-04
   2  bkgfrac      4.34386e-01   8.18255e-02   1.44990e-03  -2.37203e-02
   3  mean         5.03463e+00   3.36192e-02   1.15677e-04  -1.36017e-01
   4  sig1frac     7.78347e-01   9.66774e-02   3.39065e-03  -2.60523e-02
   5  sigma1       5.23396e-01   4.47433e-02   4.30203e-04  -2.02274e-01
   6  sigma2       1.77668e+00   1.13135e+00   3.09140e-03   2.51106e-02
                               ERR DEF= 0.5
 EXTERNAL ERROR MATRIX.    NDIM=  25    NPAR=  6    ERR DEF=0.5
  1.237e-02 -7.217e-03 -1.043e-04 -4.043e-03  1.989e-03  1.052e-01 
 -7.217e-03  6.757e-03 -1.369e-04  4.830e-03 -1.372e-03 -8.173e-02 
 -1.043e-04 -1.369e-04  1.130e-03 -2.833e-04 -6.480e-05  3.890e-04 
 -4.043e-03  4.830e-03 -2.833e-04  9.520e-03  1.344e-03 -2.831e-02 
  1.989e-03 -1.372e-03 -6.480e-05  1.344e-03  2.002e-03  2.936e-02 
  1.052e-01 -8.173e-02  3.890e-04 -2.831e-02  2.936e-02  1.322e+00 
 PARAMETER  CORRELATION COEFFICIENTS  
       NO.  GLOBAL      1      2      3      4      5      6
        1  0.84288   1.000 -0.790 -0.028 -0.373  0.400  0.823
        2  0.95650  -0.790  1.000 -0.050  0.602 -0.373 -0.865
        3  0.13243  -0.028 -0.050  1.000 -0.086 -0.043  0.010
        4  0.87689  -0.373  0.602 -0.086  1.000  0.308 -0.252
        5  0.76698   0.400 -0.373 -0.043  0.308  1.000  0.571
        6  0.94237   0.823 -0.865  0.010 -0.252  0.571  1.000
 **********
 **    7 **SET ERR         0.5
 **********
 **********
 **    8 **SET PRINT           1
 **********
 **********
 **    9 **HESSE        3000
 **********
 COVARIANCE MATRIX CALCULATED SUCCESSFULLY
 FCN=1885.34 FROM HESSE     STATUS=OK             40 CALLS         218 TOTAL
                     EDM=0.000205499    STRATEGY= 1      ERROR MATRIX ACCURATE 
  EXT PARAMETER                                INTERNAL      INTERNAL  
  NO.   NAME      VALUE            ERROR       STEP SIZE       VALUE   
   1  a0           7.28245e-01   1.11109e-01   1.60598e-04   4.74047e-01
   2  bkgfrac      4.34386e-01   8.36079e-02   2.89981e-04  -1.31608e-01
   3  mean         5.03463e+00   3.36219e-02   2.31353e-05   5.27602e-01
   4  sig1frac     7.78347e-01   9.69912e-02   6.78131e-04   5.90402e-01
   5  sigma1       5.23396e-01   4.51307e-02   8.60406e-05  -1.15419e+00
   6  sigma2       1.77668e+00   1.15533e+00   6.18281e-04  -7.22519e-01
                               ERR DEF= 0.5
 EXTERNAL ERROR MATRIX.    NDIM=  25    NPAR=  6    ERR DEF=0.5
  1.261e-02 -7.502e-03 -9.635e-05 -4.154e-03  2.084e-03  1.091e-01 
 -7.502e-03  7.058e-03 -1.441e-04  4.954e-03 -1.470e-03 -8.595e-02 
 -9.635e-05 -1.441e-04  1.130e-03 -2.873e-04 -6.383e-05  4.916e-04 
 -4.154e-03  4.954e-03 -2.873e-04  9.583e-03  1.310e-03 -3.000e-02 
  2.084e-03 -1.470e-03 -6.383e-05  1.310e-03  2.037e-03  3.075e-02 
  1.091e-01 -8.595e-02  4.916e-04 -3.000e-02  3.075e-02  1.380e+00 
 PARAMETER  CORRELATION COEFFICIENTS  
       NO.  GLOBAL      1      2      3      4      5      6
        1  0.84619   1.000 -0.795 -0.026 -0.378  0.411  0.827
        2  0.95839  -0.795  1.000 -0.051  0.602 -0.388 -0.871
        3  0.13303  -0.026 -0.051  1.000 -0.087 -0.042  0.012
        4  0.87775  -0.378  0.602 -0.087  1.000  0.297 -0.261
        5  0.77155   0.411 -0.388 -0.042  0.297  1.000  0.580
        6  0.94489   0.827 -0.871  0.012 -0.261  0.580  1.000
[#1] INFO:Minization -- RooMinimizer::optimizeConst: deactivating const optimization
 
  RooFitResult: minimized FCN value: 1885.34, estimated distance to minimum: 0.000205499
                covariance matrix quality: Full, accurate covariance matrix
                Status : MINIMIZE=0 HESSE=0 
 
    Floating Parameter    FinalValue +/-  Error   
  --------------------  --------------------------
                    a0    7.2825e-01 +/-  1.11e-01
               bkgfrac    4.3439e-01 +/-  8.36e-02
                  mean    5.0346e+00 +/-  3.36e-02
              sig1frac    7.7835e-01 +/-  9.70e-02
                sigma1    5.2340e-01 +/-  4.51e-02
                sigma2    1.7767e+00 +/-  1.16e+00
 
 
  RooFitResult: minimized FCN value: 1885.34, estimated distance to minimum: 0.000205499
                covariance matrix quality: Full, accurate covariance matrix
                Status : MINIMIZE=0 HESSE=0 
 
    Constant Parameter    Value     
  --------------------  ------------
                    a1   -2.0000e-01
 
    Floating Parameter  InitialValue    FinalValue +/-  Error     GblCorr.
  --------------------  ------------  --------------------------  --------
                    a0    5.0000e-01    7.2825e-01 +/-  1.11e-01  <none>
               bkgfrac    5.0000e-01    4.3439e-01 +/-  8.36e-02  <none>
                  mean    5.0000e+00    5.0346e+00 +/-  3.36e-02  <none>
              sig1frac    8.0000e-01    7.7835e-01 +/-  9.70e-02  <none>
                sigma1    5.0000e-01    5.2340e-01 +/-  4.51e-02  <none>
                sigma2    1.0000e+00    1.7767e+00 +/-  1.16e+00  <none>
 
EDM = 0.000205499
-log(L) at minimum = 1885.34
final value of floating parameters
  1) RooRealVar::       a0 = 0.728245 +/- 0.111109
  2) RooRealVar::  bkgfrac = 0.434386 +/- 0.0836079
  3) RooRealVar::     mean = 5.03463 +/- 0.0336219
  4) RooRealVar:: sig1frac = 0.778347 +/- 0.0969912
  5) RooRealVar::   sigma1 = 0.523396 +/- 0.0451307
  6) RooRealVar::   sigma2 = 1.77668 +/- 1.15533
correlation between sig1frac and a0 is  -0.377851
correlation between bkgfrac and mean is -0.0510232
correlation matrix
 
6x6 matrix is as follows
 
     |      0    |      1    |      2    |      3    |      4    |
----------------------------------------------------------------------
   0 |          1     -0.7952    -0.02552     -0.3779      0.4111 
   1 |    -0.7952           1    -0.05102      0.6023     -0.3876 
   2 |   -0.02552    -0.05102           1     -0.0873    -0.04206 
   3 |    -0.3779      0.6023     -0.0873           1      0.2966 
   4 |     0.4111     -0.3876    -0.04206      0.2966           1 
   5 |     0.8272     -0.8708     0.01245     -0.2609      0.5799 
 
 
     |      5    |
----------------------------------------------------------------------
   0 |     0.8272 
   1 |    -0.8708 
   2 |    0.01245 
   3 |    -0.2609 
   4 |     0.5799 
   5 |          1 
 
covariance matrix
 
6x6 matrix is as follows
 
     |      0    |      1    |      2    |      3    |      4    |
----------------------------------------------------------------------
   0 |    0.01261   -0.007502  -9.635e-05   -0.004154    0.002084 
   1 |  -0.007502    0.007058  -0.0001441    0.004954    -0.00147 
   2 | -9.635e-05  -0.0001441     0.00113  -0.0002873  -6.383e-05 
   3 |  -0.004154    0.004954  -0.0002873    0.009583     0.00131 
   4 |   0.002084    -0.00147  -6.383e-05     0.00131    0.002037 
   5 |     0.1091    -0.08595   0.0004916       -0.03     0.03075 
 
 
     |      5    |
----------------------------------------------------------------------
   0 |     0.1091 
   1 |   -0.08595 
   2 |  0.0004916 
   3 |      -0.03 
   4 |    0.03075 
   5 |       1.38 
 

 
#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 "TMatrixDSym.h"
 
using namespace RooFit;
 
void rf607_fitresult()
{
   // C r e a t e   p d f ,   d a t a
   // --------------------------------
 
   // 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, -10, 10);
   RooRealVar sigma1("sigma1", "width of gaussians", 0.5, 0.1, 10);
   RooRealVar sigma2("sigma2", "width of gaussians", 1, 0.1, 10);
 
   RooGaussian sig1("sig1", "Signal component 1", x, mean, sigma1);
   RooGaussian sig2("sig2", "Signal component 2", x, mean, sigma2);
 
   // Build Chebychev polynomial pdf
   RooRealVar a0("a0", "a0", 0.5, 0., 1.);
   RooRealVar a1("a1", "a1", -0.2);
   RooChebychev bkg("bkg", "Background", x, RooArgSet(a0, a1));
 
   // Sum the signal components into a composite signal pdf
   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);
 
   // Generate 1000 events
   RooDataSet *data = model.generate(x, 1000);
 
   // F i t   p d f   t o   d a t a ,   s a v e   f i t r e s u l t
   // -------------------------------------------------------------
 
   // Perform fit and save result
   RooFitResult *r = model.fitTo(*data, Save());
 
   // P r i n t   f i t   r e s u l t s
   // ---------------------------------
 
   // Summary printing: Basic info plus final values of floating fit parameters
   r->Print();
 
   // Verbose printing: Basic info, values of constant parameters, initial and
   // final values of floating parameters, global correlations
   r->Print("v");
 
   // V i s u a l i z e   c o r r e l a t i o n   m a t r i x
   // -------------------------------------------------------
 
   // Construct 2D color plot of correlation matrix
   gStyle->SetOptStat(0);
   TH2 *hcorr = r->correlationHist();
 
   // Visualize ellipse corresponding to single correlation matrix element
   RooPlot *frame = new RooPlot(sigma1, sig1frac, 0.45, 0.60, 0.65, 0.90);
   frame->SetTitle("Covariance between sigma1 and sig1frac");
   r->plotOn(frame, sigma1, sig1frac, "ME12ABHV");
 
   // A c c e s s   f i t   r e s u l t   i n f o r m a t i o n
   // ---------------------------------------------------------
 
   // Access basic information
   cout << "EDM = " << r->edm() << endl;
   cout << "-log(L) at minimum = " << r->minNll() << endl;
 
   // Access list of final fit parameter values
   cout << "final value of floating parameters" << endl;
   r->floatParsFinal().Print("s");
 
   // Access correlation matrix elements
   cout << "correlation between sig1frac and a0 is  " << r->correlation(sig1frac, a0) << endl;
   cout << "correlation between bkgfrac and mean is " << r->correlation("bkgfrac", "mean") << endl;
 
   // Extract covariance and correlation matrix as TMatrixDSym
   const TMatrixDSym &cor = r->correlationMatrix();
   const TMatrixDSym &cov = r->covarianceMatrix();
 
   // Print correlation, covariance matrix
   cout << "correlation matrix" << endl;
   cor.Print();
   cout << "covariance matrix" << endl;
   cov.Print();
 
   // P e r s i s t   f i t   r e s u l t   i n   r o o t   f i l e
   // -------------------------------------------------------------
 
   // Open new ROOT file save save result
   TFile f("rf607_fitresult.root", "RECREATE");
   r->Write("rf607");
   f.Close();
 
   // In a clean ROOT session retrieve the persisted fit result as follows:
   // RooFitResult* r = gDirectory->Get("rf607") ;
 
   TCanvas *c = new TCanvas("rf607_fitresult", "rf607_fitresult", 800, 400);
   c->Divide(2);
   c->cd(1);
   gPad->SetLeftMargin(0.15);
   hcorr->GetYaxis()->SetTitleOffset(1.4);
   hcorr->Draw("colz");
   c->cd(2);
   gPad->SetLeftMargin(0.15);
   frame->GetYaxis()->SetTitleOffset(1.6);
   frame->Draw();
}

Date

July 2008

Author

Wouter Verkerke

Definition in file rf607_fitresult.C.