////////////////////////////////////////////////////////////////////////// // // 'LIKELIHOOD AND MINIMIZATION' RooFit tutorial macro #606 // // Understanding and customizing error handling in likelihood evaluations // // // // 07/2008 - Wouter Verkerke // ///////////////////////////////////////////////////////////////////////// #ifndef __CINT__ #include "RooGlobalFunc.h" #endif #include "RooRealVar.h" #include "RooDataSet.h" #include "RooArgusBG.h" #include "RooNLLVar.h" #include "TCanvas.h" #include "TAxis.h" #include "RooPlot.h" using namespace RooFit ; void rf606_nllerrorhandling() { // C r e a t e m o d e l a n d d a t a s e t // ---------------------------------------------- // Observable RooRealVar m("m","m",5.20,5.30) ; // Parameters RooRealVar m0("m0","m0",5.291,5.20,5.30) ; RooRealVar k("k","k",-30,-50,-10) ; // Pdf RooArgusBG argus("argus","argus",m,m0,k) ; // Sample 1000 events in m from argus RooDataSet* data = argus.generate(m,1000) ; // P l o t m o d e l a n d d a t a // -------------------------------------- RooPlot* frame1 = m.frame(Bins(40),Title("Argus model and data")) ; data->plotOn(frame1) ; argus.plotOn(frame1) ; // F i t m o d e l t o d a t a // --------------------------------- // The ARGUS background shape has a sharp kinematic cutoff at m=m0 // and is prone to evaluation errors if the cutoff parameter m0 // is floated: when the pdf cutoff value is lower than that in data // events with m>m0 will have zero probability // Perform unbinned ML fit. Print detailed error messages for up to // 10 events per likelihood evaluation. The default error handling strategy // is to return a very high value of the likelihood to MINUIT if errors occur, // which will force MINUIT to retreat from the problematic area argus.fitTo(*data,PrintEvalErrors(10)) ; // Peform another fit. In this configuration only the number of errors per // likelihood evaluation is shown, if it is greater than zero. The // EvalErrorWall(kFALSE) arguments disables the default error handling strategy // and will cause the actual (problematic) value of the likelihood to be passed // to MINUIT. // // NB: Use of this option is NOT recommended as default strategt as broken -log(L) values // can often be lower than 'good' ones because offending events are removed. // This may effectively create a false minimum in problem areas. This is clearly // illustrated in the second plot m0.setError(0.1) ; argus.fitTo(*data,PrintEvalErrors(0),EvalErrorWall(kFALSE)) ; // P l o t l i k e l i h o o d a s f u n c t i o n o f m 0 // ------------------------------------------------------------------ // Construct likelihood function of model and data RooNLLVar nll("nll","nll",argus,*data) ; // Plot likelihood in m0 in range that includes problematic values // In this configuration the number of errors per likelihood point // evaluated for the curve is shown. A positive number in PrintEvalErrors(N) // will show details for up to N events. By default the values for likelihood // evaluations with errors are shown normally (unlike fitting), but the shape // of the curve can be erratic in these regions. RooPlot* frame2 = m0.frame(Range(5.288,5.293),Title("-log(L) scan vs m0")) ; nll.plotOn(frame2,PrintEvalErrors(0),ShiftToZero(),LineColor(kRed),Precision(1e-4)) ; frame2->SetMaximum(15) ; frame2->SetMinimum(0) ; // Plot likelihood in m0 in range that includes problematic values // In this configuration no messages are printed for likelihood evaluation errors, // but if an likelihood value evaluates with error, the corresponding value // on the curve will be set to the value given in EvalErrorValue(). RooPlot* frame3 = m0.frame(Range(5.288,5.293),Title("-log(L) scan vs m0, problematic regions masked")) ; nll.plotOn(frame3,PrintEvalErrors(-1),ShiftToZero(),EvalErrorValue(nll.getVal()+10),LineColor(kRed)) ; frame3->SetMaximum(15) ; frame3->SetMinimum(0) ; TCanvas* c = new TCanvas("rf606_nllerrorhandling","rf606_nllerrorhandling",1200,400) ; c->Divide(3) ; c->cd(1) ; gPad->SetLeftMargin(0.15) ; frame1->GetYaxis()->SetTitleOffset(1.4) ; frame1->Draw() ; c->cd(2) ; gPad->SetLeftMargin(0.15) ; frame2->GetYaxis()->SetTitleOffset(1.4) ; frame2->Draw() ; c->cd(3) ; gPad->SetLeftMargin(0.15) ; frame3->GetYaxis()->SetTitleOffset(1.4) ; frame3->Draw() ; }