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RooFitResult.h
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1/*****************************************************************************
2 * Project: RooFit *
3 * Package: RooFitCore *
4 * File: $Id: RooFitResult.h,v 1.28 2007/05/11 09:11:30 verkerke Exp $
5 * Authors: *
6 * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu *
7 * DK, David Kirkby, UC Irvine, dkirkby@uci.edu *
8 * *
9 * Copyright (c) 2000-2005, Regents of the University of California *
10 * and Stanford University. All rights reserved. *
11 * *
12 * Redistribution and use in source and binary forms, *
13 * with or without modification, are permitted according to the terms *
14 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
15 *****************************************************************************/
16#ifndef ROO_FIT_RESULT
17#define ROO_FIT_RESULT
18
19#include "RooAbsArg.h"
20#include "RooPrintable.h"
21#include "RooDirItem.h"
22#include "RooArgList.h"
23
24#include "RVersion.h"
25#include "TMatrixFfwd.h"
26#include "TMatrixDSym.h"
27#include "TList.h"
28
29#include <vector>
30#include <string>
31#include <utility>
32
33class RooArgSet ;
34class RooAbsPdf ;
35class RooPlot;
36class TObject ;
37class TH2 ;
39
40class RooFitResult : public TNamed, public RooPrintable, public RooDirItem {
41public:
42
43 // Constructors, assignment etc.
44 RooFitResult(const char* name=0, const char* title=0) ;
45 RooFitResult(const RooFitResult& other) ;
46 TObject* Clone(const char* newname = 0) const override {
47 RooFitResult* r = new RooFitResult(*this) ;
48 if (newname && *newname) r->SetName(newname) ;
49 return r ;
50 }
51 virtual TObject* clone() const { return new RooFitResult(*this); }
52 ~RooFitResult() override ;
53
54 static RooFitResult* lastMinuitFit(const RooArgList& varList=RooArgList()) ;
55
56 static RooFitResult *prefitResult(const RooArgList &paramList);
57
58 // Printing interface (human readable)
59 void printValue(std::ostream& os) const override ;
60 void printName(std::ostream& os) const override ;
61 void printTitle(std::ostream& os) const override ;
62 void printClassName(std::ostream& os) const override ;
63 void printArgs(std::ostream& os) const override ;
64 void printMultiline(std::ostream& os, Int_t contents, bool verbose=false, TString indent="") const override ;
65
66 inline void Print(Option_t *options= 0) const override {
67 // Printing interface
69 }
70
71 Int_t defaultPrintContents(Option_t* opt) const override ;
72 StyleOption defaultPrintStyle(Option_t* opt) const override ;
73
74 RooAbsPdf* createHessePdf(const RooArgSet& params) const ;
75
76 // Accessors
77 /// Return MINUIT status code
78 inline Int_t status() const {
79 return _status ;
80 }
81
82 inline UInt_t numStatusHistory() const { return _statusHistory.size() ; }
83 Int_t statusCodeHistory(UInt_t icycle) const ;
84 const char* statusLabelHistory(UInt_t icycle) const ;
85
86 /// Return MINUIT quality code of covariance matrix
87 inline Int_t covQual() const {
88 return _covQual ;
89 }
90 /// Return number of NLL evaluations with problems.
91 inline Int_t numInvalidNLL() const {
92 return _numBadNLL ;
93 }
94 /// Return estimated distance to minimum.
95 inline double edm() const {
96 return _edm ;
97 }
98 /// Return minimized -log(L) value.
99 inline double minNll() const {
100 return _minNLL ;
101 }
102 /// Return list of constant parameters.
103 inline const RooArgList& constPars() const {
104 return *_constPars ;
105 }
106 /// Return list of floating parameters before fit.
107 inline const RooArgList& floatParsInit() const {
108 return *_initPars ;
109 }
110 /// Return list of floating parameters after fit.
111 inline const RooArgList& floatParsFinal() const {
112 return *_finalPars ;
113 }
114
115 TH2* correlationHist(const char* name = "correlation_matrix") const ;
116
117 /// Return correlation between par1 and par2.
118 double correlation(const RooAbsArg& par1, const RooAbsArg& par2) const {
119 return correlation(par1.GetName(),par2.GetName()) ;
120 }
121 /// Return pointer to list of correlations of all parameters with par.
122 const RooArgList* correlation(const RooAbsArg& par) const {
123 return correlation(par.GetName()) ;
124 }
125
126 double correlation(const char* parname1, const char* parname2) const ;
127 const RooArgList* correlation(const char* parname) const ;
128
129
130 const TMatrixDSym& covarianceMatrix() const ;
131 const TMatrixDSym& correlationMatrix() const ;
132 TMatrixDSym reducedCovarianceMatrix(const RooArgList& params) const ;
134
135
136 // Global correlation accessors
137 double globalCorr(const RooAbsArg& par) { return globalCorr(par.GetName()) ; }
138 double globalCorr(const char* parname) ;
139 const RooArgList* globalCorr() ;
140
141
142 /// Add objects to a 2D plot.
143 /// Plot error ellipse in par1 and par2 on frame.
144 inline RooPlot *plotOn(RooPlot *frame, const RooAbsArg &par1, const RooAbsArg &par2,
145 const char *options= "ME") const {
146 return plotOn(frame,par1.GetName(),par2.GetName(),options);
147 }
148 RooPlot *plotOn(RooPlot *plot, const char *parName1, const char *parName2,
149 const char *options= "ME") const;
150
151 /// Generate random perturbations of the final parameters using the covariance matrix.
152 const RooArgList& randomizePars() const;
153
154 bool isIdenticalNoCov(const RooFitResult& other, double tol=1e-6, double tolErr=1e-3, bool verbose=true) const ;
155 bool isIdentical(const RooFitResult& other, double tol=1e-6, double tolCorr=1e-4, bool verbose=true) const ;
156
157 void SetName(const char *name) override ;
158 void SetNameTitle(const char *name, const char* title) override ;
159
160protected:
161
162 friend class RooAbsPdf ;
163 friend class RooMinuit ;
164 friend class RooMinimizer ;
166 void setConstParList(const RooArgList& list) ;
167 void setInitParList(const RooArgList& list) ;
168 void setFinalParList(const RooArgList& list) ;
169 inline void setMinNLL(double val) { _minNLL = val ; }
170 inline void setEDM(double val) { _edm = val ; }
171 inline void setStatus(Int_t val) { _status = val ; }
172 inline void setCovQual(Int_t val) { _covQual = val ; }
173 inline void setNumInvalidNLL(Int_t val) { _numBadNLL=val ; }
174 void fillCorrMatrix() ;
175 void fillCorrMatrix(const std::vector<double>& globalCC, const TMatrixDSym& corrs, const TMatrixDSym& covs) ;
176 void fillLegacyCorrMatrix() const ;
178 void setStatusHistory(std::vector<std::pair<std::string,int> >& hist) { _statusHistory = hist ; }
179
180 double correlation(Int_t row, Int_t col) const;
181 double covariance(Int_t row, Int_t col) const;
182
183 Int_t _status ; ///< MINUIT status code
184 Int_t _covQual ; ///< MINUIT quality code of covariance matrix
185 Int_t _numBadNLL ; ///< Number calls with bad (zero,negative) likelihood
186 double _minNLL ; ///< NLL at minimum
187 double _edm ; ///< Estimated distance to minimum
188 RooArgList* _constPars = nullptr; ///< List of constant parameters
189 RooArgList* _initPars = nullptr; ///< List of floating parameters with initial values
190 RooArgList* _finalPars = nullptr; ///< List of floating parameters with final values
191
192 mutable RooArgList* _globalCorr = nullptr; ///<! List of global correlation coefficients
193 mutable TList _corrMatrix ; ///<! Correlation matrix (list of RooArgLists)
194
195 mutable RooArgList *_randomPars = nullptr; ///<! List of floating parameters with most recent random perturbation applied
196 mutable TMatrixF* _Lt = nullptr; ///<! triangular matrix used for generate random perturbations
197
198 TMatrixDSym* _CM = nullptr; ///< Correlation matrix
199 TMatrixDSym* _VM = nullptr; ///< Covariance matrix
200 TVectorD* _GC = nullptr; ///< Global correlation coefficients
201
202 std::vector<std::pair<std::string,int> > _statusHistory ; ///< History of status codes
203
204 ClassDefOverride(RooFitResult,5) // Container class for fit result
205};
206
207#endif
#define e(i)
Definition: RSha256.hxx:103
RooArgSet * pRooArgSet
Definition: RooFitResult.h:38
const char Option_t
Definition: RtypesCore.h:66
#define ClassDefOverride(name, id)
Definition: Rtypes.h:339
static void indent(ostringstream &buf, int indent_level)
winID h TVirtualViewer3D TVirtualGLPainter char TVirtualGLPainter plot
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t r
char name[80]
Definition: TGX11.cxx:110
RooAbsArg is the common abstract base class for objects that represent a value and a "shape" in RooFi...
Definition: RooAbsArg.h:72
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:22
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:57
RooDirItem is a utility base class for RooFit objects that are to be attached to ROOT directories.
Definition: RooDirItem.h:22
RooFitResult is a container class to hold the input and output of a PDF fit to a dataset.
Definition: RooFitResult.h:40
TMatrixDSym conditionalCovarianceMatrix(const RooArgList &params) const
Return a reduced covariance matrix, which is calculated as.
void fillCorrMatrix()
Internal utility method to extract the correlation matrix and the global correlation coefficients fro...
void setCovQual(Int_t val)
Definition: RooFitResult.h:172
void setMinNLL(double val)
Definition: RooFitResult.h:169
double correlation(const RooAbsArg &par1, const RooAbsArg &par2) const
Return correlation between par1 and par2.
Definition: RooFitResult.h:118
void setNumInvalidNLL(Int_t val)
Definition: RooFitResult.h:173
~RooFitResult() override
Destructor.
TList _corrMatrix
! Correlation matrix (list of RooArgLists)
Definition: RooFitResult.h:193
std::vector< std::pair< std::string, int > > _statusHistory
History of status codes.
Definition: RooFitResult.h:202
const TMatrixDSym & covarianceMatrix() const
Return covariance matrix.
RooFitResult(const char *name=0, const char *title=0)
Constructor with name and title.
void setStatus(Int_t val)
Definition: RooFitResult.h:171
TMatrixDSym * _CM
Correlation matrix.
Definition: RooFitResult.h:198
bool isIdentical(const RooFitResult &other, double tol=1e-6, double tolCorr=1e-4, bool verbose=true) const
Return true if this fit result is identical to other within tolerances.
void setConstParList(const RooArgList &list)
Fill the list of constant parameters.
Int_t statusCodeHistory(UInt_t icycle) const
void Print(Option_t *options=0) const override
Print TNamed name and title.
Definition: RooFitResult.h:66
double _minNLL
NLL at minimum.
Definition: RooFitResult.h:186
Int_t _numBadNLL
Number calls with bad (zero,negative) likelihood.
Definition: RooFitResult.h:185
TMatrixDSym * _VM
Covariance matrix.
Definition: RooFitResult.h:199
void SetNameTitle(const char *name, const char *title) override
Change name and title of RooFitResult object.
Int_t defaultPrintContents(Option_t *opt) const override
Configure default contents to be printed.
void printClassName(std::ostream &os) const override
Print class name of fit result.
const RooArgList & floatParsInit() const
Return list of floating parameters before fit.
Definition: RooFitResult.h:107
RooArgList * _initPars
List of floating parameters with initial values.
Definition: RooFitResult.h:189
TMatrixDSym reducedCovarianceMatrix(const RooArgList &params) const
Return a reduced covariance matrix (Note that Vred is a simple sub-matrix of V, row/columns are order...
Int_t _covQual
MINUIT quality code of covariance matrix.
Definition: RooFitResult.h:184
void fillPrefitCorrMatrix()
RooArgList * _constPars
List of constant parameters.
Definition: RooFitResult.h:188
const RooArgList * correlation(const RooAbsArg &par) const
Return pointer to list of correlations of all parameters with par.
Definition: RooFitResult.h:122
RooArgList * _globalCorr
! List of global correlation coefficients
Definition: RooFitResult.h:192
const RooArgList & randomizePars() const
Generate random perturbations of the final parameters using the covariance matrix.
const RooArgList * globalCorr()
Return the list of all global correlations.
static RooFitResult * prefitResult(const RooArgList &paramList)
Import the results of the last fit performed by gMinuit, interpreting the fit parameters as the given...
void setCovarianceMatrix(TMatrixDSym &V)
Store externally provided correlation matrix in this RooFitResult ;.
void setStatusHistory(std::vector< std::pair< std::string, int > > &hist)
Definition: RooFitResult.h:178
RooArgList * _finalPars
List of floating parameters with final values.
Definition: RooFitResult.h:190
double edm() const
Return estimated distance to minimum.
Definition: RooFitResult.h:95
TObject * Clone(const char *newname=0) const override
Make a clone of an object using the Streamer facility.
Definition: RooFitResult.h:46
const RooArgList & constPars() const
Return list of constant parameters.
Definition: RooFitResult.h:103
virtual TObject * clone() const
Definition: RooFitResult.h:51
Int_t _status
MINUIT status code.
Definition: RooFitResult.h:183
bool isIdenticalNoCov(const RooFitResult &other, double tol=1e-6, double tolErr=1e-3, bool verbose=true) const
Return true if this fit result is identical to other within tolerances, ignoring the correlation matr...
void SetName(const char *name) override
Change name of RooFitResult object.
const char * statusLabelHistory(UInt_t icycle) const
void printValue(std::ostream &os) const override
Print the value of the fit result, i.e.g the status, minimized FCN, edm and covariance quality code.
Int_t numInvalidNLL() const
Return number of NLL evaluations with problems.
Definition: RooFitResult.h:91
void printTitle(std::ostream &os) const override
Print title of fit result.
Int_t covQual() const
Return MINUIT quality code of covariance matrix.
Definition: RooFitResult.h:87
double globalCorr(const RooAbsArg &par)
Definition: RooFitResult.h:137
TH2 * correlationHist(const char *name="correlation_matrix") const
Return TH2D of correlation matrix.
void fillLegacyCorrMatrix() const
Sanity check.
void setInitParList(const RooArgList &list)
Fill the list of initial values of the floating parameters.
RooPlot * plotOn(RooPlot *frame, const RooAbsArg &par1, const RooAbsArg &par2, const char *options="ME") const
Add objects to a 2D plot.
Definition: RooFitResult.h:144
StyleOption defaultPrintStyle(Option_t *opt) const override
Configure mapping of Print() arguments to RooPrintable print styles.
double covariance(Int_t row, Int_t col) const
Return the covariance matrix element addressed with numeric indices.
TMatrixF * _Lt
! triangular matrix used for generate random perturbations
Definition: RooFitResult.h:196
const RooArgList & floatParsFinal() const
Return list of floating parameters after fit.
Definition: RooFitResult.h:111
Int_t status() const
Return MINUIT status code.
Definition: RooFitResult.h:78
RooArgList * _randomPars
! List of floating parameters with most recent random perturbation applied
Definition: RooFitResult.h:195
static RooFitResult * lastMinuitFit(const RooArgList &varList=RooArgList())
Import the results of the last fit performed by gMinuit, interpreting the fit parameters as the given...
void setEDM(double val)
Definition: RooFitResult.h:170
void printMultiline(std::ostream &os, Int_t contents, bool verbose=false, TString indent="") const override
Print fit result to stream 'os'.
TVectorD * _GC
Global correlation coefficients.
Definition: RooFitResult.h:200
RooAbsPdf * createHessePdf(const RooArgSet &params) const
Return a p.d.f that represents the fit result as a multi-variate probability densisty function on the...
double _edm
Estimated distance to minimum.
Definition: RooFitResult.h:187
void setFinalParList(const RooArgList &list)
Fill the list of final values of the floating parameters.
void printArgs(std::ostream &os) const override
Print arguments of fit result, i.e. the parameters of the fit.
UInt_t numStatusHistory() const
Definition: RooFitResult.h:82
void printName(std::ostream &os) const override
Print name of fit result.
const TMatrixDSym & correlationMatrix() const
Return correlation matrix ;.
double minNll() const
Return minimized -log(L) value.
Definition: RooFitResult.h:99
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Definition: RooMinimizer.h:43
RooMinuit is a wrapper class around TFitter/TMinuit that provides a seamless interface between the MI...
Definition: RooMinuit.h:41
A RooPlot is a plot frame and a container for graphics objects within that frame.
Definition: RooPlot.h:43
RooPlotable is a 'mix-in' base class that define the standard RooFit plotting and printing methods.
Definition: RooPrintable.h:25
static std::ostream & defaultPrintStream(std::ostream *os=0)
Return a reference to the current default stream to use in Print().
virtual void printStream(std::ostream &os, Int_t contents, StyleOption style, TString indent="") const
Print description of object on ostream, printing contents set by contents integer,...
Service class for 2-D histogram classes.
Definition: TH2.h:30
A doubly linked list.
Definition: TList.h:38
TMatrixT.
Definition: TMatrixT.h:39
The TNamed class is the base class for all named ROOT classes.
Definition: TNamed.h:29
const char * GetName() const override
Returns name of object.
Definition: TNamed.h:47
Mother of all ROOT objects.
Definition: TObject.h:37
Basic string class.
Definition: TString.h:136