combinedFit.C

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/// \file
/// \ingroup tutorial_fit
/// \notebook
/// Combined (simultaneous) fit of two histogram with separate functions
/// and some common parameters
///
/// See http://root.cern/phpBB3//viewtopic.php?f=3&t=11740#p50908
/// for a modified version working with Fumili or GSLMultiFit
///
/// N.B. this macro must be compiled with ACliC
///
/// \macro_image
/// \macro_output
/// \macro_code
///
/// \author Lorenzo Moneta
 
#include <Fit/Fitter.h>
#include <Fit/BinData.h>
#include <Fit/Chi2FCN.h>
#include <TH1.h>
#include <Math/WrappedMultiTF1.h>
#include <HFitInterface.h>
#include <TCanvas.h>
#include <TStyle.h>
 
// definition of shared parameter
// background function
int iparB[2] = {
   0, // exp amplitude in B histo
   2  // exp common parameter
};
 
// signal + background function
int iparSB[5] = {
   1, // exp amplitude in S+B histo
   2, // exp common parameter
   3, // Gaussian amplitude
   4, // Gaussian mean
   5  // Gaussian sigma
};
 
// Create the GlobalCHi2 structure
 
struct GlobalChi2 {
   GlobalChi2(ROOT::Math::IMultiGenFunction &f1, ROOT::Math::IMultiGenFunction &f2) : fChi2_1(&f1), fChi2_2(&f2) {}
 
   // parameter vector is first background (in common 1 and 2)
   // and then is signal (only in 2)
   double operator()(const double *par) const
   {
      double p1[2];
      for (int i = 0; i < 2; ++i)
         p1[i] = par[iparB[i]];
 
      double p2[5];
      for (int i = 0; i < 5; ++i)
         p2[i] = par[iparSB[i]];
 
      return (*fChi2_1)(p1) + (*fChi2_2)(p2);
   }
 
   const ROOT::Math::IMultiGenFunction *fChi2_1;
   const ROOT::Math::IMultiGenFunction *fChi2_2;
};
 
void combinedFit()
{
 
   TH1D *hB = new TH1D("hB", "histo B", 100, 0, 100);
   TH1D *hSB = new TH1D("hSB", "histo S+B", 100, 0, 100);
 
   // Create functions (not adding them to ROOT's global list,
   // because we want to add them to the histograms later)
   TF1 *fB = new TF1("fB", "expo", 0, 100, TF1::EAddToList::kNo);
   fB->SetParameters(1, -0.05);
   hB->FillRandom(fB);
 
   TF1 *fS = new TF1("fS", "gaus", 0, 100, TF1::EAddToList::kNo);
   fS->SetParameters(1, 30, 5);
 
   hSB->FillRandom(fB, 2000);
   hSB->FillRandom(fS, 1000);
 
   // perform now global fit
 
   TF1 *fSB = new TF1("fSB", "expo + gaus(2)", 0, 100, TF1::EAddToList::kNo);
 
   ROOT::Math::WrappedMultiTF1 wfB(*fB, 1);
   ROOT::Math::WrappedMultiTF1 wfSB(*fSB, 1);
 
   ROOT::Fit::DataOptions opt;
   ROOT::Fit::DataRange rangeB;
   // set the data range
   rangeB.SetRange(10, 90);
   ROOT::Fit::BinData dataB(opt, rangeB);
   ROOT::Fit::FillData(dataB, hB);
 
   ROOT::Fit::DataRange rangeSB;
   rangeSB.SetRange(10, 50);
   ROOT::Fit::BinData dataSB(opt, rangeSB);
   ROOT::Fit::FillData(dataSB, hSB);
 
   ROOT::Fit::Chi2Function chi2_B(dataB, wfB);
   ROOT::Fit::Chi2Function chi2_SB(dataSB, wfSB);
 
   GlobalChi2 globalChi2(chi2_B, chi2_SB);
 
   ROOT::Fit::Fitter fitter;
 
   const int Npar = 6;
   double par0[Npar] = {5, 5, -0.1, 100, 30, 10};
 
   // create before the parameter settings in order to fix or set range on them
   fitter.Config().SetParamsSettings(6, par0);
   // fix 5-th parameter
   fitter.Config().ParSettings(4).Fix();
   // set limits on the third and 4-th parameter
   fitter.Config().ParSettings(2).SetLimits(-10, -1.E-4);
   fitter.Config().ParSettings(3).SetLimits(0, 10000);
   fitter.Config().ParSettings(3).SetStepSize(5);
 
   fitter.Config().MinimizerOptions().SetPrintLevel(0);
   fitter.Config().SetMinimizer("Minuit2", "Migrad");
 
   // fit FCN function directly
   // (specify optionally data size and flag to indicate that is a chi2 fit)
   fitter.FitFCN(6, globalChi2, nullptr, dataB.Size() + dataSB.Size(), true);
   ROOT::Fit::FitResult result = fitter.Result();
   result.Print(std::cout);
 
   std::cout << "Combined fit Chi2 = " << result.Chi2() << std::endl;
 
   TCanvas *c1 = new TCanvas("Simfit", "Simultaneous fit of two histograms", 10, 10, 700, 700);
   c1->Divide(1, 2);
   c1->cd(1);
   gStyle->SetOptFit(1111);
 
   fB->SetFitResult(result, iparB);
   fB->SetRange(rangeB().first, rangeB().second);
   fB->SetLineColor(kBlue);
   hB->GetListOfFunctions()->Add(fB);
   hB->Draw();
 
   c1->cd(2);
   fSB->SetFitResult(result, iparSB);
   fSB->SetRange(rangeSB().first, rangeSB().second);
   fSB->SetLineColor(kRed);
   hSB->GetListOfFunctions()->Add(fSB);
   hSB->Draw();
}