doc/master/rf601__intminuit_8C.html

#include "RooRealVar.h"

#include "RooDataSet.h"

#include "RooGaussian.h"

#include "RooProdPdf.h"

#include "RooAddPdf.h"

#include "RooMinimizer.h"

#include "RooFitResult.h"

#include "RooPlot.h"

#include "TCanvas.h"

#include "TAxis.h"

#include "TH1.h"

using namespace RooFit;


void rf601_intminuit()

{

   // S e t u p   p d f   a n d   l i k e l i h o o d

   // -----------------------------------------------


   // Observable

   RooRealVar x("x", "x", -20, 20);


   // Model (intentional strong correlations)

   RooRealVar mean("mean", "mean of g1 and g2", 0);

   RooRealVar sigma_g1("sigma_g1", "width of g1", 3);

   RooGaussian g1("g1", "g1", x, mean, sigma_g1);


   RooRealVar sigma_g2("sigma_g2", "width of g2", 4, 3.0, 6.0);

   RooGaussian g2("g2", "g2", x, mean, sigma_g2);


   RooRealVar frac("frac", "frac", 0.5, 0.0, 1.0);

   RooAddPdf model("model", "model", RooArgList(g1, g2), frac);


   // Generate 1000 events

   std::unique_ptr<RooDataSet> data{model.generate(x, 1000)};


   // Construct unbinned likelihood of model w.r.t. data

   std::unique_ptr<RooAbsReal> nll{model.createNLL(*data)};


   // I n t e r a c t i v e   m i n i m i z a t i o n ,   e r r o r   a n a l y s i s

   // -------------------------------------------------------------------------------


   // Create MINUIT interface object

   RooMinimizer m(*nll);


   // Activate verbose logging of MINUIT parameter space stepping

   m.setVerbose(true);


   // Call MIGRAD to minimize the likelihood

   m.migrad();


   // Print values of all parameters, that reflect values (and error estimates)

   // that are back propagated from MINUIT

   std::unique_ptr<RooArgSet>{model.getParameters(x)}->Print("s");


   // Disable verbose logging

   m.setVerbose(false);


   // Run HESSE to calculate errors from d2L/dp2

   m.hesse();


   // Print value (and error) of sigma_g2 parameter, that reflects

   // value and error back propagated from MINUIT

   sigma_g2.Print();


   // Run MINOS on sigma_g2 parameter only

   m.minos(sigma_g2);


   // Print value (and error) of sigma_g2 parameter, that reflects

   // value and error back propagated from MINUIT

   sigma_g2.Print();


   // S a v i n g   r e s u l t s ,   c o n t o u r   p l o t s

   // ---------------------------------------------------------


   // Save a snapshot of the fit result. This object contains the initial

   // fit parameters, the final fit parameters, the complete correlation

   // matrix, the EDM, the minimized FCN , the last MINUIT status code and

   // the number of times the RooFit function object has indicated evaluation

   // problems (e.g. zero probabilities during likelihood evaluation)

   std::unique_ptr<RooFitResult> fitResult{m.save()};


   // Make contour plot of mx vs sx at 1,2,3 sigma

   RooPlot *frame = m.contour(frac, sigma_g2, 1, 2, 3);

   frame->SetTitle("Minuit contour plot");


   // Print the fit result snapshot

   fitResult->Print("v");


   // C h a n g e   p a r a m e t e r   v a l u e s ,   f l o a t i n g

   // -----------------------------------------------------------------


   // At any moment you can manually change the value of a (constant)

   // parameter

   mean = 0.3;


   // Rerun MIGRAD,HESSE

   m.migrad();

   m.hesse();

   frac.Print();


   // Now fix sigma_g2

   sigma_g2.setConstant(true);


   // Rerun MIGRAD,HESSE

   m.migrad();

   m.hesse();

   frac.Print();


   new TCanvas("rf601_intminuit", "rf601_intminuit", 600, 600);

   gPad->SetLeftMargin(0.15);

   frame->GetYaxis()->SetTitleOffset(1.4);

   frame->Draw();

}

RooAddPdf.h

RooDataSet.h

RooFitResult.h

RooGaussian.h

RooMinimizer.h

RooPlot.h

RooProdPdf.h

RooRealVar.h

TAxis.h

TCanvas.h

data
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void data
Definition TGWin32VirtualXProxy.cxx:104

TH1.h

gPad
#define gPad
Definition TVirtualPad.h:308

RooAddPdf
Efficient implementation of a sum of PDFs of the form.
Definition RooAddPdf.h:33

RooArgList
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition RooArgList.h:22

RooGaussian
Plain Gaussian p.d.f.
Definition RooGaussian.h:24

RooMinimizer
Wrapper class around ROOT::Math::Minimizer that provides a seamless interface between the minimizer f...
Definition RooMinimizer.h:48

RooPlot
Plot frame and a container for graphics objects within that frame.
Definition RooPlot.h:43

RooPlot::SetTitle
void SetTitle(const char *name) override
Set the title of the RooPlot to 'title'.
Definition RooPlot.cxx:1203

RooPlot::GetYaxis
TAxis * GetYaxis() const
Definition RooPlot.cxx:1224

RooPlot::Draw
void Draw(Option_t *options=nullptr) override
Draw this plot and all of the elements it contains.
Definition RooPlot.cxx:597

RooRealVar
Variable that can be changed from the outside.
Definition RooRealVar.h:37

TAttAxis::SetTitleOffset
virtual void SetTitleOffset(Float_t offset=1)
Set distance between the axis and the axis title.
Definition TAttAxis.cxx:298

TCanvas
The Canvas class.
Definition TCanvas.h:23

TMarker::Print
void Print(Option_t *option="") const override
Dump this marker with its attributes.
Definition TMarker.cxx:339

x
Double_t x[n]
Definition legend1.C:17

RooFit
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition CodegenImpl.h:64

rf601_intminuit
Definition rf601_intminuit.py:1

m
TMarker m
Definition textangle.C:8