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rf901_numintconfig.C
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1 /// \file
2 /// \ingroup tutorial_roofit
3 /// \notebook -nodraw
4 /// Numeric algorithm tuning: configuration and customization of how numeric (partial) integrals are executed
5 ///
6 /// \macro_output
7 /// \macro_code
8 ///
9 /// \date July 2008
10 /// \author Wouter Verkerke
11 
12 #include "RooRealVar.h"
13 #include "RooDataSet.h"
14 #include "RooGaussian.h"
15 #include "RooConstVar.h"
16 #include "TCanvas.h"
17 #include "TAxis.h"
18 #include "RooPlot.h"
19 #include "RooNumIntConfig.h"
20 #include "RooLandau.h"
21 #include "RooArgSet.h"
22 #include <iomanip>
23 using namespace RooFit;
24 
25 void rf901_numintconfig()
26 {
27 
28  // A d j u s t g l o b a l 1 D i n t e g r a t i o n p r e c i s i o n
29  // ----------------------------------------------------------------------------
30 
31  // Print current global default configuration for numeric integration strategies
33 
34  // Example: Change global precision for 1D integrals from 1e-7 to 1e-6
35  //
36  // The relative epsilon (change as fraction of current best integral estimate) and
37  // absolute epsilon (absolute change w.r.t last best integral estimate) can be specified
38  // separately. For most pdf integrals the relative change criterium is the most important,
39  // however for certain non-pdf functions that integrate out to zero a separate absolute
40  // change criterium is necessary to declare convergence of the integral
41  //
42  // NB: This change is for illustration only. In general the precision should be at least 1e-7
43  // for normalization integrals for MINUIT to succeed.
44  //
47 
48  // N u m e r i c i n t e g r a t i o n o f l a n d a u p d f
49  // ------------------------------------------------------------------
50 
51  // Construct pdf without support for analytical integrator for demonstration purposes
52  RooRealVar x("x", "x", -10, 10);
53  RooLandau landau("landau", "landau", x, RooConst(0), RooConst(0.1));
54 
55  // Activate debug-level messages for topic integration to be able to follow actions below
57 
58  // Calculate integral over landau with default choice of numeric integrator
59  RooAbsReal *intLandau = landau.createIntegral(x);
60  Double_t val = intLandau->getVal();
61  cout << " [1] int_dx landau(x) = " << setprecision(15) << val << endl;
62 
63  // S a m e w i t h c u s t o m c o n f i g u r a t i o n
64  // -----------------------------------------------------------
65 
66  // Construct a custom configuration which uses the adaptive Gauss-Kronrod technique
67  // for closed 1D integrals
69 #ifdef R__HAS_MATHMORE
70  customConfig.method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D");
71 #else
72  Warning("rf901_numintconfig","ROOT is built without Mathmore (GSL) support. Cannot use RooAdaptiveGaussKronrodIntegrator1D");
73 #endif
74 
75  // Calculate integral over landau with custom integral specification
76  RooAbsReal *intLandau2 = landau.createIntegral(x, NumIntConfig(customConfig));
77  Double_t val2 = intLandau2->getVal();
78  cout << " [2] int_dx landau(x) = " << val2 << endl;
79 
80  // A d j u s t i n g d e f a u l t c o n f i g f o r a s p e c i f i c p d f
81  // -------------------------------------------------------------------------------------
82 
83  // Another possibility: associate custom numeric integration configuration as default for object 'landau'
84  landau.setIntegratorConfig(customConfig);
85 
86  // Calculate integral over landau custom numeric integrator specified as object default
87  RooAbsReal *intLandau3 = landau.createIntegral(x);
88  Double_t val3 = intLandau3->getVal();
89  cout << " [3] int_dx landau(x) = " << val3 << endl;
90 
91  // Another possibility: Change global default for 1D numeric integration strategy on finite domains
92 #ifdef R__HAS_MATHMORE
93  RooAbsReal::defaultIntegratorConfig()->method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D");
94 
95  // A d j u s t i n g p a r a m e t e r s o f a s p e c i f i c t e c h n i q u e
96  // ---------------------------------------------------------------------------------------
97 
98  // Adjust maximum number of steps of RooIntegrator1D in the global default configuration
99  RooAbsReal::defaultIntegratorConfig()->getConfigSection("RooIntegrator1D").setRealValue("maxSteps", 30);
100 
101  // Example of how to change the parameters of a numeric integrator
102  // (Each config section is a RooArgSet with RooRealVars holding real-valued parameters
103  // and RooCategories holding parameters with a finite set of options)
104  customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").setRealValue("maxSeg", 50);
105  customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").setCatLabel("method", "15Points");
106 
107  // Example of how to print set of possible values for "method" category
108  customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").find("method")->Print("v");
109 #endif
110 
111 }
RooArgSet::setRealValue
Bool_t setRealValue(const char *name, Double_t newVal=0, Bool_t verbose=kFALSE)
Set value of a RooAbsRealLValye stored in set with given name to newVal No error messages are printed...
Definition: RooArgSet.cxx:364
RooNumIntConfig::getConfigSection
const RooArgSet & getConfigSection(const char *name) const
Retrieve configuration information specific to integrator with given name.
Definition: RooNumIntConfig.cxx:222
e
#define e(i)
Definition: RSha256.hxx:103
Warning
void Warning(const char *location, const char *msgfmt,...)
Use this function in warning situations.
Definition: TError.cxx:231
RooNumIntConfig.h
RooArgSet.h
RooFit::DEBUG
@ DEBUG
Definition: RooGlobalFunc.h:65
RooAbsReal::createIntegral
RooAbsReal * createIntegral(const RooArgSet &iset, const RooCmdArg &arg1, 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
Create an object that represents the integral of the function over one or more observables listed in ...
Definition: RooAbsReal.cxx:574
RooLandau
Landau distribution p.d.f.
Definition: RooLandau.h:24
RooNumIntConfig::method1D
RooCategory & method1D()
Definition: RooNumIntConfig.h:34
RooGaussian.h
RooAbsReal::getVal
Double_t getVal(const RooArgSet *normalisationSet=nullptr) const
Evaluate object.
Definition: RooAbsReal.h:91
x
Double_t x[n]
Definition: legend1.C:17
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
RooFit::NumIntConfig
RooCmdArg NumIntConfig(const RooNumIntConfig &cfg)
Definition: RooGlobalFunc.cxx:263
rf901_numintconfig
Definition: rf901_numintconfig.py:1
RooCategory::setLabel
virtual Bool_t setLabel(const char *label, bool printError=true) override
Set value by specifying the name of the desired state.
Definition: RooCategory.cxx:185
RooFit
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition: RooCFunction1Binding.h:29
RooPlot.h
RooNumIntConfig::setEpsRel
void setEpsRel(Double_t newEpsRel)
Set relative convergence criteria (convergence if abs(Err)/abs(Int)<newEpsRel)
Definition: RooNumIntConfig.cxx:268
RooMsgService::addStream
Int_t addStream(RooFit::MsgLevel level, const RooCmdArg &arg1=RooCmdArg(), const RooCmdArg &arg2=RooCmdArg(), const RooCmdArg &arg3=RooCmdArg(), const RooCmdArg &arg4=RooCmdArg(), const RooCmdArg &arg5=RooCmdArg(), const RooCmdArg &arg6=RooCmdArg())
Add a message logging stream for message with given RooFit::MsgLevel or higher.
Definition: RooMsgService.cxx:198
RooNumIntConfig::Print
virtual void Print(Option_t *options=0) const
This method must be overridden when a class wants to print itself.
Definition: RooNumIntConfig.h:69
RooRealVar.h
RooConstVar.h
RooAbsReal::defaultIntegratorConfig
static RooNumIntConfig * defaultIntegratorConfig()
Returns the default numeric integration configuration for all RooAbsReals.
Definition: RooAbsReal.cxx:3538
Double_t
double Double_t
Definition: RtypesCore.h:59
RooNumIntConfig::setEpsAbs
void setEpsAbs(Double_t newEpsAbs)
Set absolute convergence criteria (convergence if abs(Err)<newEpsAbs)
Definition: RooNumIntConfig.cxx:238
TAxis.h
RooFit::Topic
RooCmdArg Topic(Int_t topic)
Definition: RooGlobalFunc.cxx:304
RooNumIntConfig
RooNumIntConfig holds the configuration parameters of the various numeric integrators used by RooReal...
Definition: RooNumIntConfig.h:25
RooFit::Integration
@ Integration
Definition: RooGlobalFunc.h:67
RooRealVar
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:37
RooMsgService::instance
static RooMsgService & instance()
Return reference to singleton instance.
Definition: RooMsgService.cxx:366
RooLandau.h
RooFit::RooConst
RooConstVar & RooConst(Double_t val)
Definition: RooGlobalFunc.cxx:347