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rf606_nllerrorhandling.C
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1 /// \file
2 /// \ingroup tutorial_roofit
3 /// \notebook -js
4 /// Likelihood and minimization: understanding and customizing error handling in likelihood evaluations
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 "RooArgusBG.h"
16 #include "RooNLLVar.h"
17 #include "TCanvas.h"
18 #include "TAxis.h"
19 #include "RooPlot.h"
20 using namespace RooFit;
21 
22 void rf606_nllerrorhandling()
23 {
24  // C r e a t e m o d e l a n d d a t a s e t
25  // ----------------------------------------------
26 
27  // Observable
28  RooRealVar m("m", "m", 5.20, 5.30);
29 
30  // Parameters
31  RooRealVar m0("m0", "m0", 5.291, 5.20, 5.30);
32  RooRealVar k("k", "k", -30, -50, -10);
33 
34  // Pdf
35  RooArgusBG argus("argus", "argus", m, m0, k);
36 
37  // Sample 1000 events in m from argus
38  RooDataSet *data = argus.generate(m, 1000);
39 
40  // P l o t m o d e l a n d d a t a
41  // --------------------------------------
42 
43  RooPlot *frame1 = m.frame(Bins(40), Title("Argus model and data"));
44  data->plotOn(frame1);
45  argus.plotOn(frame1);
46 
47  // F i t m o d e l t o d a t a
48  // ---------------------------------
49 
50  // The ARGUS background shape has a sharp kinematic cutoff at m=m0
51  // and is prone to evaluation errors if the cutoff parameter m0
52  // is floated: when the pdf cutoff value is lower than that in data
53  // events with m>m0 will have zero probability
54 
55  // Perform unbinned ML fit. Print detailed error messages for up to
56  // 10 events per likelihood evaluation. The default error handling strategy
57  // is to return a very high value of the likelihood to MINUIT if errors occur,
58  // which will force MINUIT to retreat from the problematic area
59 
60  argus.fitTo(*data, PrintEvalErrors(10));
61 
62  // Perform another fit. In this configuration only the number of errors per
63  // likelihood evaluation is shown, if it is greater than zero. The
64  // EvalErrorWall(kFALSE) arguments disables the default error handling strategy
65  // and will cause the actual (problematic) value of the likelihood to be passed
66  // to MINUIT.
67  //
68  // NB: Use of this option is NOT recommended as default strategy as broken -log(L) values
69  // can often be lower than 'good' ones because offending events are removed.
70  // This may effectively create a false minimum in problem areas. This is clearly
71  // illustrated in the second plot
72 
73  m0.setError(0.1);
74  argus.fitTo(*data, PrintEvalErrors(0), EvalErrorWall(kFALSE));
75 
76  // 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
77  // ------------------------------------------------------------------
78 
79  // Construct likelihood function of model and data
80  RooNLLVar nll("nll", "nll", argus, *data);
81 
82  // Plot likelihood in m0 in range that includes problematic values
83  // In this configuration no messages are printed for likelihood evaluation errors,
84  // but if an likelihood value evaluates with error, the corresponding value
85  // on the curve will be set to the value given in EvalErrorValue().
86 
87  RooPlot *frame2 = m0.frame(Range(5.288, 5.293), Title("-log(L) scan vs m0, problematic regions masked"));
88  nll.plotOn(frame2, PrintEvalErrors(-1), ShiftToZero(), EvalErrorValue(nll.getVal() + 10), LineColor(kRed));
89  frame2->SetMaximum(15);
90  frame2->SetMinimum(0);
91 
92  TCanvas *c = new TCanvas("rf606_nllerrorhandling", "rf606_nllerrorhandling", 1200, 400);
93  c->Divide(2);
94  c->cd(1);
95  gPad->SetLeftMargin(0.15);
96  frame1->GetYaxis()->SetTitleOffset(1.4);
97  frame1->Draw();
98  c->cd(2);
99  gPad->SetLeftMargin(0.15);
100  frame2->GetYaxis()->SetTitleOffset(1.4);
101  frame2->Draw();
102 }
c
#define c(i)
Definition: RSha256.hxx:101
m
auto * m
Definition: textangle.C:8
RooFit::EvalErrorValue
RooCmdArg EvalErrorValue(Double_t value)
Definition: RooGlobalFunc.cxx:66
RooPlot::Draw
virtual void Draw(Option_t *options=0)
Draw this plot and all of the elements it contains.
Definition: RooPlot.cxx:691
RooArgusBG.h
RooFit::Bins
RooCmdArg Bins(Int_t nbin)
Definition: RooGlobalFunc.cxx:177
RooFit::PrintEvalErrors
RooCmdArg PrintEvalErrors(Int_t numErrors)
Definition: RooGlobalFunc.cxx:208
RooFit::ShiftToZero
RooCmdArg ShiftToZero()
Definition: RooGlobalFunc.cxx:51
RooPlot::SetMaximum
virtual void SetMaximum(Double_t maximum=-1111)
Set maximum value of Y axis.
Definition: RooPlot.cxx:1081
TCanvas.h
RooDataSet.h
RooNLLVar.h
RooPlot::frame
static RooPlot * frame(const RooAbsRealLValue &var, Double_t xmin, Double_t xmax, Int_t nBins)
Create a new frame for a given variable in x.
Definition: RooPlot.cxx:249
RooFit
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition: RooCFunction1Binding.h:29
RooAbsData::plotOn
virtual RooPlot * plotOn(RooPlot *frame, const RooCmdArg &arg1=RooCmdArg::none(), const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none(), const RooCmdArg &arg6=RooCmdArg::none(), const RooCmdArg &arg7=RooCmdArg::none(), const RooCmdArg &arg8=RooCmdArg::none()) const
Definition: RooAbsData.cxx:547
kFALSE
const Bool_t kFALSE
Definition: RtypesCore.h:92
RooNLLVar
Class RooNLLVar implements a -log(likelihood) calculation from a dataset and a PDF.
Definition: RooNLLVar.h:30
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
RooFit::EvalErrorWall
RooCmdArg EvalErrorWall(Bool_t flag)
Definition: RooGlobalFunc.cxx:209
RooRealVar.h
kRed
@ kRed
Definition: Rtypes.h:66
RooFit::LineColor
RooCmdArg LineColor(Color_t color)
Definition: RooGlobalFunc.cxx:57
TCanvas
The Canvas class.
Definition: TCanvas.h:23
TAxis.h
RooFit::Range
RooCmdArg Range(const char *rangeName, Bool_t adjustNorm=kTRUE)
Definition: RooGlobalFunc.cxx:53
RooArgusBG
RooArgusBG is a RooAbsPdf implementation describing the ARGUS background shape.
Definition: RooArgusBG.h:22
RooPlot::SetMinimum
virtual void SetMinimum(Double_t minimum=-1111)
Set minimum value of Y axis.
Definition: RooPlot.cxx:1091
gPad
#define gPad
Definition: TVirtualPad.h:287
RooDataSet
RooDataSet is a container class to hold unbinned data.
Definition: RooDataSet.h:33
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
RooFit::Title
RooCmdArg Title(const char *name)
Definition: RooGlobalFunc.cxx:176