Likelihood and minimization: setting up a chi^2 fit to an unbinned dataset with X,Y,err(Y) values (and optionally err(X) values)
import ROOT
import math
trnd = ROOT.TRandom3()
x = ROOT.RooRealVar("x", "x", -11, 11)
y = ROOT.RooRealVar("y", "y", -10, 200)
dxy = ROOT.RooDataSet("dxy", "dxy", {x, y}, StoreError={x, y})
for i in range(10):
x.setVal(-10 + 2 * i)
x.setError((0.5 / 1.0) if (i < 5) else (1.0 / 1.0))
y.setVal(x.getVal() * x.getVal() + 4 * abs(trnd.Gaus()))
y.setError(math.sqrt(y.getVal()))
dxy.add({x, y})
a = ROOT.RooRealVar("a", "a", 0.0, -10, 10)
b = ROOT.RooRealVar("b", "b", 0.0, -100, 100)
c = ROOT.RooRealVar("c", "c", 0.0, -100, 100)
f = ROOT.RooPolyVar("f", "f", x, [b, a, c])
frame = x.frame(Title="Chi^2 fit of function set of (X#pmdX,Y#pmdY) values")
dxy.plotOnXY(frame, YVar=y)
fit1 = f.chi2FitTo(dxy, YVar=y, Save=True, PrintLevel=-1)
fit1.Print()
f.plotOn(frame)
fit2 = f.chi2FitTo(dxy, YVar=y, Save=True, PrintLevel=-1, Integrate=True)
fit2.Print()
f.plotOn(frame, LineStyle="--", LineColor="r")
c = ROOT.TCanvas("rf609_xychi2fit", "rf609_xychi2fit", 600, 600)
ROOT.gPad.SetLeftMargin(0.15)
frame.GetYaxis().SetTitleOffset(1.4)
frame.Draw()
c.SaveAs("rf609_xychi2fit.png")
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
RooFitResult: minimized FCN value: 1.16828, estimated distance to minimum: 3.27623e-05
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
a -8.5827e-02 +/- 6.43e-01
b 2.9994e-01 +/- 4.78e-01
c 1.0408e+00 +/- 1.04e-01
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: deactivating const optimization
RooFitResult: minimized FCN value: 2.77875, estimated distance to minimum: 0.000387499
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0 HESSE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
a -8.9593e-02 +/- 3.62e-01
b 4.5829e-02 +/- 4.65e-01
c 1.0343e+00 +/- 5.76e-02
- Date
- February 2018
- Authors
- Clemens Lange, Wouter Verkerke (C++ version)
Definition in file rf609_xychi2fit.py.