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Reference Guide
rf601_intminuit.C
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1 /// \file
2 /// \ingroup tutorial_roofit
3 /// \notebook -js
4 /// Likelihood and minimization: interactive minimization with MINUIT
5 ///
6 /// \macro_image
7 /// \macro_output
8 /// \macro_code
9 ///
10 /// \date July 2008
11 /// \author Wouter Verkerke
12 
13 #include "RooRealVar.h"
14 #include "RooDataSet.h"
15 #include "RooGaussian.h"
16 #include "RooConstVar.h"
17 #include "RooProdPdf.h"
18 #include "RooAddPdf.h"
19 #include "RooMinimizer.h"
20 #include "RooFitResult.h"
21 #include "RooPlot.h"
22 #include "TCanvas.h"
23 #include "TAxis.h"
24 #include "TH1.h"
25 using namespace RooFit;
26 
27 void rf601_intminuit()
28 {
29  // S e t u p p d f a n d l i k e l i h o o d
30  // -----------------------------------------------
31 
32  // Observable
33  RooRealVar x("x", "x", -20, 20);
34 
35  // Model (intentional strong correlations)
36  RooRealVar mean("mean", "mean of g1 and g2", 0);
37  RooRealVar sigma_g1("sigma_g1", "width of g1", 3);
38  RooGaussian g1("g1", "g1", x, mean, sigma_g1);
39 
40  RooRealVar sigma_g2("sigma_g2", "width of g2", 4, 3.0, 6.0);
41  RooGaussian g2("g2", "g2", x, mean, sigma_g2);
42 
43  RooRealVar frac("frac", "frac", 0.5, 0.0, 1.0);
44  RooAddPdf model("model", "model", RooArgList(g1, g2), frac);
45 
46  // Generate 1000 events
47  RooDataSet *data = model.generate(x, 1000);
48 
49  // Construct unbinned likelihood of model w.r.t. data
50  RooAbsReal *nll = model.createNLL(*data);
51 
52  // 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
53  // -------------------------------------------------------------------------------
54 
55  // Create MINUIT interface object
56  RooMinimizer m(*nll);
57 
58  // Activate verbose logging of MINUIT parameter space stepping
59  m.setVerbose(kTRUE);
60 
61  // Call MIGRAD to minimize the likelihood
62  m.migrad();
63 
64  // Print values of all parameters, that reflect values (and error estimates)
65  // that are back propagated from MINUIT
66  model.getParameters(x)->Print("s");
67 
68  // Disable verbose logging
69  m.setVerbose(kFALSE);
70 
71  // Run HESSE to calculate errors from d2L/dp2
72  m.hesse();
73 
74  // Print value (and error) of sigma_g2 parameter, that reflects
75  // value and error back propagated from MINUIT
76  sigma_g2.Print();
77 
78  // Run MINOS on sigma_g2 parameter only
79  m.minos(sigma_g2);
80 
81  // Print value (and error) of sigma_g2 parameter, that reflects
82  // value and error back propagated from MINUIT
83  sigma_g2.Print();
84 
85  // 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
86  // ---------------------------------------------------------
87 
88  // Save a snapshot of the fit result. This object contains the initial
89  // fit parameters, the final fit parameters, the complete correlation
90  // matrix, the EDM, the minimized FCN , the last MINUIT status code and
91  // the number of times the RooFit function object has indicated evaluation
92  // problems (e.g. zero probabilities during likelihood evaluation)
93  RooFitResult *r = m.save();
94 
95  // Make contour plot of mx vs sx at 1,2,3 sigma
96  RooPlot *frame = m.contour(frac, sigma_g2, 1, 2, 3);
97  frame->SetTitle("Minuit contour plot");
98 
99  // Print the fit result snapshot
100  r->Print("v");
101 
102  // 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
103  // -----------------------------------------------------------------
104 
105  // At any moment you can manually change the value of a (constant)
106  // parameter
107  mean = 0.3;
108 
109  // Rerun MIGRAD,HESSE
110  m.migrad();
111  m.hesse();
112  frac.Print();
113 
114  // Now fix sigma_g2
115  sigma_g2.setConstant(kTRUE);
116 
117  // Rerun MIGRAD,HESSE
118  m.migrad();
119  m.hesse();
120  frac.Print();
121 
122  new TCanvas("rf601_intminuit", "rf601_intminuit", 600, 600);
123  gPad->SetLeftMargin(0.15);
124  frame->GetYaxis()->SetTitleOffset(1.4);
125  frame->Draw();
126 }
m
auto * m
Definition: textangle.C:8
RooPlot::Draw
virtual void Draw(Option_t *options=0)
Draw this plot and all of the elements it contains.
Definition: RooPlot.cxx:691
kTRUE
const Bool_t kTRUE
Definition: RtypesCore.h:91
RooAddPdf
RooAddPdf is an efficient implementation of a sum of PDFs of the form.
Definition: RooAddPdf.h:32
TObject::Print
virtual void Print(Option_t *option="") const
This method must be overridden when a class wants to print itself.
Definition: TObject.cxx:552
r
ROOT::R::TRInterface & r
Definition: Object.C:4
RooArgList
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:21
RooGaussian.h
x
Double_t x[n]
Definition: legend1.C:17
RooGaussian
Plain Gaussian p.d.f.
Definition: RooGaussian.h:24
RooAddPdf.h
RooAbsReal
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:61
TCanvas.h
RooDataSet.h
RooFitResult
RooFitResult is a container class to hold the input and output of a PDF fit to a dataset.
Definition: RooFitResult.h:40
RooProdPdf.h
RooFit
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition: RooCFunction1Binding.h:29
kFALSE
const Bool_t kFALSE
Definition: RtypesCore.h:92
RooPlot.h
RooPlot::GetYaxis
TAxis * GetYaxis() const
Definition: RooPlot.cxx:1258
RooPlot
A RooPlot is a plot frame and a container for graphics objects within that frame.
Definition: RooPlot.h:44
RooRealVar.h
RooFitResult.h
RooConstVar.h
RooPlot::SetTitle
void SetTitle(const char *name)
Set the title of the RooPlot to 'title'.
Definition: RooPlot.cxx:1237
TCanvas
The Canvas class.
Definition: TCanvas.h:23
RooMinimizer.h
TAxis.h
gPad
#define gPad
Definition: TVirtualPad.h:287
RooDataSet
RooDataSet is a container class to hold unbinned data.
Definition: RooDataSet.h:33
make_cnn_model.model
model
Definition: make_cnn_model.py:6
TAttAxis::SetTitleOffset
virtual void SetTitleOffset(Float_t offset=1)
Set distance between the axis and the axis title.
Definition: TAttAxis.cxx:293
RooRealVar
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:37
TH1.h
RooMinimizer
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Definition: RooMinimizer.h:40