// test fitting using also RooFit and new Fitter #include #include #include #include #include "RooDataSet.h" #include "RooRealVar.h" #include "RooGaussian.h" #include "RooGlobalFunc.h" #include "RooFitResult.h" #include "RooProdPdf.h" #include #include #include #include "TStopwatch.h" #include "Math/DistFunc.h" #include "Fit/UnBinData.h" #include "Fit/BinData.h" #include "Fit/Fitter.h" #include "WrapperRooPdf.h" #include #include #include #include #include "MinimizerTypes.h" #include "Math/WrappedParamFunction.h" #include const int N = 3; // n must be greater than 1 const int nfit = 1; const int nEvents = 10000; double iniPar[2*N]; //#define DEBUG typedef ROOT::Math::IParamMultiFunction Func; void fillTree(TTree & t2) { double x[N]; Int_t ev; for (int j = 0; j < N; ++j) { std::string xname = "x_" + ROOT::Math::Util::ToString(j); std::string xname2 = "x_" + ROOT::Math::Util::ToString(j) + "/D"; t2.Branch(xname.c_str(),&x[j],xname2.c_str()); } t2.Branch("ev",&ev,"ev/I"); //fill the tree TRandom3 r; for (Int_t i=0;iGetEntries(); std::cout << "number of unbin data is " << n << " of dim " << N << std::endl; d.Initialize(n,N); double vx[N]; for (int j = 0; j GetBranch(bname.c_str()); bx->SetAddress(&vx[j]); } std::vector m(N); for (int unsigned i = 0; i < n; ++i) { tree->GetEntry(i); d.Add(vx); for (int j = 0; j < N; ++j) m[j] += vx[j]; } #ifdef DEBUG std::cout << "average values of means :\n"; for (int j = 0; j < N; ++j) std::cout << m[j]/n << " "; std::cout << "\n"; #endif return; } // class describing product of gaussian pdf class MultiGaussRooPdf { public: // create all pdf MultiGaussRooPdf(unsigned int n) : x(n), m(n), s(n), g(n), pdf(n) { //assert(n >= 2); // create the gaussians for (unsigned int j = 0; j < n; ++j) { std::string xname = "x_" + ROOT::Math::Util::ToString(j); x[j] = new RooRealVar(xname.c_str(),xname.c_str(),-10000,10000) ; std::string mname = "m_" + ROOT::Math::Util::ToString(j); std::string sname = "s_" + ROOT::Math::Util::ToString(j); // m[j] = new RooRealVar(mname.c_str(),mname.c_str(),iniPar[2*j],-10000,10000) ; // s[j] = new RooRealVar(sname.c_str(),sname.c_str(),iniPar[2*j+1],-10000,10000) ; m[j] = new RooRealVar(mname.c_str(),mname.c_str(),iniPar[2*j],-10,10) ; s[j] = new RooRealVar(sname.c_str(),sname.c_str(),iniPar[2*j+1],-10,10) ; std::string gname = "g_" + ROOT::Math::Util::ToString(j); g[j] = new RooGaussian(gname.c_str(),"gauss(x,mean,sigma)",*x[j],*m[j],*s[j]); std::string pname = "prod_" + ROOT::Math::Util::ToString(j); if (j == 0) pdf[0] = g[0]; else if (j == 1) { pdf[1] = new RooProdPdf(pname.c_str(),pname.c_str(),RooArgSet(*g[1],*g[0]) ); } else if (j > 1) { pdf[j] = new RooProdPdf(pname.c_str(),pname.c_str(),RooArgSet(*g[j],*pdf[j-1]) ); } } } RooAbsPdf & getPdf() { return *pdf.back(); } std::auto_ptr getVars() { std::auto_ptr vars(new RooArgSet() ); for (unsigned int i = 0; i < x.size(); ++i) vars->add(*x[i]); return vars; } ~MultiGaussRooPdf() { // free int n = x.size(); for (int j = 0; j < n; ++j) { delete x[j]; delete m[j]; delete s[j]; delete g[j]; if (j> 0) delete pdf[j]; // no pdf allocated for j = 0 } } private: std::vector x; std::vector m; std::vector s; std::vector g; std::vector pdf; }; //unbinned roo fit (large tree) int FitUsingRooFit(TTree & tree, RooAbsPdf & pdf, RooArgSet & xvars) { int iret = 0; std::cout << "\n************************************************************\n"; std::cout << "\tFit using RooFit (Likelihood Fit) on " << pdf.GetName() << std::endl; TStopwatch w; w.Start(); for (int i = 0; i < nfit; ++i) { RooDataSet data("unbindata","unbin dataset with x",&tree,xvars) ; #ifdef DEBUG int level = 2; std::cout << "num entries = " << data.numEntries() << std::endl; bool save = true; pdf.getVariables()->Print("v"); // print the parameters std::cout << "\n\nDo the fit now \n\n"; #else int level = -1; bool save = false; #endif #ifndef _WIN32 // until a bug 30762 is fixed RooFitResult * result = pdf.fitTo(data, RooFit::Minos(0), RooFit::Hesse(0) , RooFit::PrintLevel(level), RooFit::Save(save) ); #else RooFitResult * result = pdf.fitTo(data ); #endif #ifdef DEBUG assert(result != 0); std::cout << " Roofit status " << result->status() << std::endl; result->Print(); #endif iret |= (result == 0); } w.Stop(); std::cout << "RooFit result " << std::endl; RooArgSet * params = pdf.getParameters(xvars); params->Print("v"); delete params; std::cout << "\nTime: \t" << w.RealTime() << " , " << w.CpuTime() << std::endl; std::cout << "\n************************************************************\n"; return iret; } // unbin fit template int DoFit(TTree * tree, Func & func, bool debug = false, bool = false ) { ROOT::Fit::UnBinData d; // need to have done Tree->Draw() before fit FillUnBinData(d,tree); //std::cout << "Fit parameter 2 " << f.Parameters()[2] << std::endl; ROOT::Fit::Fitter fitter; fitter.Config().MinimizerOptions().SetPrintLevel(0); fitter.Config().SetMinimizer(MinType::name().c_str(),MinType::name2().c_str()); fitter.Config().MinimizerOptions().SetTolerance(1.); // to be consistent with RooFit if (debug) fitter.Config().MinimizerOptions().SetPrintLevel(3); // create the function fitter.SetFunction(func); // need to fix param 0 , normalization in the unbinned fits //fitter.Config().ParSettings(0).Fix(); bool ret = fitter.Fit(d); if (!ret) { std::cout << " Fit Failed " << std::endl; return -1; } fitter.Result().Print(std::cout); return 0; } template int FitUsingNewFitter(FitObj * fitobj, Func & func, bool useGrad=false) { std::cout << "\n************************************************************\n"; std::cout << "\tFit using new Fit::Fitter\n"; std::cout << "\tMinimizer is " << MinType::name() << " " << MinType::name2() << std::endl; int iret = 0; TStopwatch w; w.Start(); #ifdef DEBUG func.SetParameters(iniPar); iret |= DoFit(fitobj,func,true, useGrad); #else for (int i = 0; i < nfit; ++i) { func.SetParameters(iniPar); iret = DoFit(fitobj,func, false, useGrad); if (iret != 0) break; } #endif w.Stop(); std::cout << "\nTime: \t" << w.RealTime() << " , " << w.CpuTime() << std::endl; std::cout << "\n************************************************************\n"; return iret; } template struct GausNorm { static double F(const double *x, const double *p) { return ROOT::Math::normal_pdf(x[N-1], p[2*N-1], p[2*N-2] ) * GausNorm::F(x,p); } }; template <> struct GausNorm<1> { static double F(const double *x, const double *p) { return ROOT::Math::normal_pdf(x[0], p[1], p[0] ); } }; // double gausnorm( // return ROOT::Math::normal_pdf(x[0], p[1], p[0] ); // // //return p[0]*TMath::Gaus(x[0],p[1],p[2]); // // double invsig = 1./p[1]; // // double tmp = (x[0]-p[0]) * invsig; // // const double sqrt_2pi = 1./std::sqrt(2.* 3.14159 ); // // return std::exp(-0.5 * tmp*tmp ) * sqrt_2pi * invsig; // } int main() { TTree tree("t","a large Tree with many gaussian variables"); fillTree(tree); // set initial parameters for (int i = 0; i < N; ++i) { iniPar[2*i] = 1; iniPar[2*i+1] = 1; } // start counting t he time MultiGaussRooPdf multipdf(N); RooAbsPdf & pdf = multipdf.getPdf(); std::auto_ptr xvars = multipdf.getVars(); WrapperRooPdf wpdf( &pdf, *xvars ); std::cout << "ndim " << wpdf.NDim() << std::endl; std::cout << "npar " << wpdf.NPar() << std::endl; for (unsigned int i = 0; i < wpdf.NPar(); ++i) std::cout << " par " << i << " is " << wpdf.ParameterName(i) << " value " << wpdf.Parameters()[i] << std::endl; FitUsingNewFitter(&tree,wpdf); // reset pdf original values wpdf.SetParameters(iniPar); FitUsingRooFit(tree,pdf, *xvars); // in case of N = 1 do also a simple gauss fit // using TF1 gausN // if (N == 1) { ROOT::Math::WrappedParamFunction<> gausn(&GausNorm::F,2*N,iniPar,iniPar+2*N); FitUsingNewFitter(&tree,gausn); //} }