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rf901_numintconfig.py
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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_code
7 ##
8 ## \date February 2018
9 ## \authors Clemens Lange, Wouter Verkerke (C++ version)
10 
11 from __future__ import print_function
12 import ROOT
13 
14 
15 # Adjust global 1D integration precision
16 # ----------------------------------------------------------------------------
17 
18 # Print current global default configuration for numeric integration
19 # strategies
20 ROOT.RooAbsReal.defaultIntegratorConfig().Print("v")
21 
22 # Example: Change global precision for 1D integrals from 1e-7 to 1e-6
23 #
24 # The relative epsilon (change as fraction of current best integral estimate) and
25 # absolute epsilon (absolute change w.r.t last best integral estimate) can be specified
26 # separately. For most pdf integrals the relative change criterium is the most important,
27 # however for certain non-pdf functions that integrate out to zero a separate absolute
28 # change criterium is necessary to declare convergence of the integral
29 #
30 # NB: ROOT.This change is for illustration only. In general the precision should be at least 1e-7
31 # for normalization integrals for MINUIT to succeed.
32 #
33 ROOT.RooAbsReal.defaultIntegratorConfig().setEpsAbs(1e-6)
34 ROOT.RooAbsReal.defaultIntegratorConfig().setEpsRel(1e-6)
35 
36 # 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
37 # ------------------------------------------------------------------
38 
39 # Construct pdf without support for analytical integrator for
40 # demonstration purposes
41 x = ROOT.RooRealVar("x", "x", -10, 10)
42 landau = ROOT.RooLandau("landau", "landau", x,
43  ROOT.RooFit.RooConst(0), ROOT.RooFit.RooConst(0.1))
44 
45 # Activate debug-level messages for topic integration to be able to follow
46 # actions below
47 ROOT.RooMsgService.instance().addStream(
48  ROOT.RooFit.DEBUG, ROOT.RooFit.Topic(ROOT.RooFit.Integration))
49 
50 # Calculate integral over landau with default choice of numeric integrator
51 intLandau = landau.createIntegral(ROOT.RooArgSet(x))
52 val = intLandau.getVal()
53 print(" [1] int_dx landau(x) = ", val) # setprecision(15)
54 
55 # Same with custom configuration
56 # -----------------------------------------------------------
57 
58 # Construct a custom configuration which uses the adaptive Gauss-Kronrod technique
59 # for closed 1D integrals
60 customConfig = ROOT.RooNumIntConfig(
61  ROOT.RooAbsReal.defaultIntegratorConfig())
62 integratorGKNotExisting = customConfig.method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D")
63 if (integratorGKNotExisting) :
64  print("WARNING: RooAdaptiveGaussKronrodIntegrator is not existing because ROOT is built without Mathmore support")
65 
66 # Calculate integral over landau with custom integral specification
67 intLandau2 = landau.createIntegral(
68  ROOT.RooArgSet(x), ROOT.RooFit.NumIntConfig(customConfig))
69 val2 = intLandau2.getVal()
70 print(" [2] int_dx landau(x) = ", val2)
71 
72 # Adjusting default config for a specific pdf
73 # -------------------------------------------------------------------------------------
74 
75 # Another possibility: associate custom numeric integration configuration
76 # as default for object 'landau'
77 landau.setIntegratorConfig(customConfig)
78 
79 # Calculate integral over landau custom numeric integrator specified as
80 # object default
81 intLandau3 = landau.createIntegral(ROOT.RooArgSet(x))
82 val3 = intLandau3.getVal()
83 print(" [3] int_dx landau(x) = ", val3)
84 
85 # Another possibility: Change global default for 1D numeric integration
86 # strategy on finite domains
87 if (not integratorGKNotExisting) :
88  ROOT.RooAbsReal.defaultIntegratorConfig().method1D().setLabel(
89  "RooAdaptiveGaussKronrodIntegrator1D")
90 
91 # Adjusting parameters of a speficic technique
92 # ---------------------------------------------------------------------------------------
93 
94 # Adjust maximum number of steps of ROOT.RooIntegrator1D in the global
95 # default configuration
96  ROOT.RooAbsReal.defaultIntegratorConfig().getConfigSection(
97  "RooIntegrator1D").setRealValue("maxSteps", 30)
98 
99 # Example of how to change the parameters of a numeric integrator
100 # (Each config section is a ROOT.RooArgSet with ROOT.RooRealVars holding real-valued parameters
101 # and ROOT.RooCategories holding parameters with a finite set of options)
102  customConfig.getConfigSection(
103  "RooAdaptiveGaussKronrodIntegrator1D").setRealValue("maxSeg", 50)
104  customConfig.getConfigSection(
105  "RooAdaptiveGaussKronrodIntegrator1D").setCatLabel("method", "15Points")
106 
107 # Example of how to print set of possible values for "method" category
108  customConfig.getConfigSection(
109  "RooAdaptiveGaussKronrodIntegrator1D").find("method").Print("v")
ROOT::Math::IntegOptionsUtil::Print
void Print(std::ostream &os, const OptionType &opt)
Definition: IntegratorOptions.cxx:91