rf604_constraints.C File Reference

Detailed Description

Likelihood and minimization: fitting with constraints

 
 
␛[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
 
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization --  The following expressions have been identified as constant and will be precalculated and cached: (poly)
[#1] INFO:Minimization --  The following expressions will be evaluated in cache-and-track mode: (gauss)
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
[#1] INFO:Minimization --  Including the following constraint terms in minimization: (fconstraint)
[#1] INFO:Minimization -- The global observables are not defined , normalize constraints with respect to the parameters (f)
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_modelc_modelData_with_constr) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization --  The following expressions have been identified as constant and will be precalculated and cached: (poly)
[#1] INFO:Minimization --  The following expressions will be evaluated in cache-and-track mode: (gauss)
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
[#1] INFO:Minimization --  Including the following constraint terms in minimization: (fconstext)
[#1] INFO:Minimization -- The global observables are not defined , normalize constraints with respect to the parameters (f,m,s)
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_model_modelData_with_constr) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization --  The following expressions have been identified as constant and will be precalculated and cached: (poly)
[#1] INFO:Minimization --  The following expressions will be evaluated in cache-and-track mode: (gauss)
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
fit result without constraint (data generated at f=0.5)
 
  RooFitResult: minimized FCN value: 134.849, estimated distance to minimum: 4.23315e-05
                covariance matrix quality: Full, accurate covariance matrix
                Status : MINIMIZE=0 HESSE=0 
 
    Floating Parameter  InitialValue    FinalValue +/-  Error     GblCorr.
  --------------------  ------------  --------------------------  --------
                     f    5.0000e-01    6.4987e-01 +/-  1.21e-01  <none>
                     m    0.0000e+00    7.1824e-01 +/-  4.97e-01  <none>
                     s    2.0000e+00    2.1880e+00 +/-  4.61e-01  <none>
 
fit result with internal constraint (data generated at f=0.5, constraint is f=0.8+/-0.2)
 
  RooFitResult: minimized FCN value: 134.19, estimated distance to minimum: 7.15613e-07
                covariance matrix quality: Full, accurate covariance matrix
                Status : MINIMIZE=0 HESSE=0 
 
    Floating Parameter  InitialValue    FinalValue +/-  Error     GblCorr.
  --------------------  ------------  --------------------------  --------
                     f    6.4987e-01    6.9039e-01 +/-  1.01e-01  <none>
                     m    7.1824e-01    6.9529e-01 +/-  4.99e-01  <none>
                     s    2.1880e+00    2.2698e+00 +/-  4.76e-01  <none>
 
fit result with (another) external constraint (data generated at f=0.5, constraint is f=0.2+/-0.1)
 
  RooFitResult: minimized FCN value: 137.195, estimated distance to minimum: 4.81665e-05
                covariance matrix quality: Full, accurate covariance matrix
                Status : MINIMIZE=0 HESSE=0 
 
    Floating Parameter  InitialValue    FinalValue +/-  Error     GblCorr.
  --------------------  ------------  --------------------------  --------
                     f    6.9039e-01    3.6200e-01 +/-  8.15e-02  <none>
                     m    6.9529e-01    7.0620e-01 +/-  5.88e-01  <none>
                     s    2.2698e+00    1.7083e+00 +/-  4.75e-01  <none>
 

 
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooGaussian.h"
#include "RooConstVar.h"
#include "RooPolynomial.h"
#include "RooAddPdf.h"
#include "RooProdPdf.h"
#include "RooFitResult.h"
#include "RooPlot.h"
#include "TCanvas.h"
#include "TAxis.h"
#include "TH1.h"
using namespace RooFit;
 
void rf604_constraints()
{
 
   // C r e a t e   m o d e l  a n d   d a t a s e t
   // ----------------------------------------------
 
   // Construct a Gaussian pdf
   RooRealVar x("x", "x", -10, 10);
 
   RooRealVar m("m", "m", 0, -10, 10);
   RooRealVar s("s", "s", 2, 0.1, 10);
   RooGaussian gauss("gauss", "gauss(x,m,s)", x, m, s);
 
   // Construct a flat pdf (polynomial of 0th order)
   RooPolynomial poly("poly", "poly(x)", x);
 
   // Construct model = f*gauss + (1-f)*poly
   RooRealVar f("f", "f", 0.5, 0., 1.);
   RooAddPdf model("model", "model", RooArgSet(gauss, poly), f);
 
   // Generate small dataset for use in fitting below
   RooDataSet *d = model.generate(x, 50);
 
   // C r e a t e   c o n s t r a i n t   p d f
   // -----------------------------------------
 
   // Construct Gaussian constraint pdf on parameter f at 0.8 with resolution of 0.1
   RooGaussian fconstraint("fconstraint", "fconstraint", f, RooConst(0.8), RooConst(0.2));
 
   // M E T H O D   1   -   A d d   i n t e r n a l   c o n s t r a i n t   t o   m o d e l
   // -------------------------------------------------------------------------------------
 
   // Multiply constraint term with regular pdf using RooProdPdf
   // Specify in fitTo() that internal constraints on parameter f should be used
 
   // Multiply constraint with pdf
   RooProdPdf modelc("modelc", "model with constraint", RooArgSet(model, fconstraint));
 
   // Fit model (without use of constraint term)
   RooFitResult *r1 = model.fitTo(*d, Save(), PrintLevel(-1));
 
   // Fit modelc with constraint term on parameter f
   RooFitResult *r2 = modelc.fitTo(*d, Constrain(f), Save(), PrintLevel(-1));
 
   // M E T H O D   2   -     S p e c i f y   e x t e r n a l   c o n s t r a i n t   w h e n   f i t t i n g
   // -------------------------------------------------------------------------------------------------------
 
   // Construct another Gaussian constraint pdf on parameter f at 0.2 with resolution of 0.1
   RooGaussian fconstext("fconstext", "fconstext", f, RooConst(0.2), RooConst(0.1));
 
   // Fit with external constraint
   RooFitResult *r3 = model.fitTo(*d, ExternalConstraints(fconstext), Save(), PrintLevel(-1));
 
   // Print the fit results
   cout << "fit result without constraint (data generated at f=0.5)" << endl;
   r1->Print("v");
   cout << "fit result with internal constraint (data generated at f=0.5, constraint is f=0.8+/-0.2)" << endl;
   r2->Print("v");
   cout << "fit result with (another) external constraint (data generated at f=0.5, constraint is f=0.2+/-0.1)" << endl;
   r3->Print("v");
}

Date

07/2008

Author

Wouter Verkerke

Definition in file rf604_constraints.C.