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RooFFTConvPdf.cxx
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1
2 /*****************************************************************************
3 * Project: RooFit *
4 * *
5 * Copyright (c) 2000-2005, Regents of the University of California *
6 * and Stanford University. All rights reserved. *
7 * *
8 * Redistribution and use in source and binary forms, *
9 * with or without modification, are permitted according to the terms *
10 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
11 *****************************************************************************/
12
13//////////////////////////////////////////////////////////////////////////////
14/// \class RooFFTConvPdf
15/// \ingroup Roofitcore
16///
17/// This class implements a generic one-dimensional numeric convolution of two PDFs,
18/// and can convolve any two RooAbsPdfs. The class exploits the convolution theorem
19/// \f[
20/// f(x) * g(x) \rightarrow F(k_i) \cdot G(k_i)
21/// \f]
22/// to calculate the convolution by calculating a Real->Complex FFT of both input PDFs,
23/// multiplying the complex coefficients and performing the reverse Complex->Real FFT
24/// to get the result in the input space. This class uses the ROOT FFT interface to
25/// the (free) FFTW3 package (www.fftw.org), and requires that your ROOT installation is
26/// compiled with the `fftw3=ON` (default). Instructions for manually installing fftw below.
27///
28/// Note that the performance in terms of speed and stability of RooFFTConvPdf is
29/// vastly superior to that of RooNumConvPdf.
30///
31/// An important feature of FFT convolutions is that the observable is assumed to be
32/// cyclical. This is correct for cyclical observables such as angles,
33/// but does not hold in general. For non-cyclical variables, wrap-around artifacts may be
34/// encountered, *e.g.* if the PDF is zero at xMin and non-zero at xMax. A rising tail may appear at xMin.
35/// This is inevitable when using FFTs. A distribution with 3 bins therefore looks like:
36/// ```
37/// ... 0 1 2 0 1 2 0 1 2 ...
38/// ```
39///
40/// Therefore, if bins 0 and 2 are not equal, the FFT sees a cyclical function with a step at the 2|0 boundary, which causes
41/// artifacts in Fourier space.
42///
43/// The spillover or discontinuity can be reduced or eliminated by
44/// introducing a buffer zone in the FFT calculation. If this feature is activated (on by default),
45/// the sampling array for the FFT calculation is extended in both directions,
46/// and padded with the lowest/highest bin.
47/// Example:
48/// ```
49/// original: -5 -4 -3 -2 -1 0 +1 +2 +3 +4 +5
50/// add buffer zones: U U -5 -4 -3 -2 -1 0 +1 +2 +3 +4 +5 O O
51/// rotate: 0 +1 +2 +3 +4 +5 O O U U -5 -4 -3 -2 -1
52/// ```
53/// The buffer bins are stripped away when the FFT output values
54/// are transferred back to the p.d.f cache. The default buffer size is 10% of the
55/// observable domain size, and can be changed with the `setBufferFraction()` member function.
56///
57/// The RooFFTConvPdf uses caching inherited from a RooAbsCachedPdf. If it is
58/// evaluated for a particular value of x, the FFT and convolution is calculated
59/// for all bins in the observable space for the given choice of parameters,
60/// which are also stored in the cache. Subsequent evaluations for different values of the convolution observable and
61/// identical parameters will be retrieved from the cache. If one or more
62/// of the parameters change, the cache will be updated, *i.e.*, a new FFT runs.
63///
64/// The sampling density of the FFT is controlled by the binning of the
65/// the convolution observable, which can be changed using RooRealVar::setBins(N).
66/// For good results, N should be large (>=1000). Additional interpolation
67/// between the bins may improve the result if coarse binnings are chosen. These can be
68/// activated in the constructor or by calling `setInterpolationOrder()`.
69/// For N >> 1000, interpolation will not substantially improve the accuracy.
70///
71/// Additionial information on caching can be displayed by monitoring
72/// the message stream with topic "Caching" at the INFO level, *i.e.*
73/// by calling `RooMsgService::instance().addStream(RooMsgService::INFO,Topic("Caching"))`
74/// to see these message on stdout.
75///
76/// Multi-dimensional convolutions are not supported at the moment.
77///
78/// ---
79///
80/// Installing an external version of FFTW on Linux and compiling ROOT to use it
81/// -------
82///
83/// You have two options:
84/// * **Recommended**: ROOT can automatically install FFTW for itself, see `builtin_fftw3` at https://root.cern.ch/building-root
85/// * Install FFTW and let ROOT discover it. `fftw3` is on by default (see https://root.cern.ch/building-root)
86///
87/// 1) Go to www.fftw.org and download the latest stable version (a .tar.gz file)
88///
89/// If you have root access to your machine and want to make a system installation of FFTW
90///
91/// 2) Untar fftw-XXX.tar.gz in /tmp, cd into the untarred directory
92/// and type './configure' followed by 'make install'.
93/// This will install fftw in /usr/local/bin,lib etc...
94///
95/// 3) Start from a source installation of ROOT. ROOT should discover it. See https://root.cern.ch/building-root
96///
97///
98/// If you do not have root access and want to make a private installation of FFTW
99///
100/// 2) Make a private install area for FFTW, e.g. /home/myself/fftw
101///
102/// 3) Untar fftw-XXX.tar.gz in /tmp, cd into the untarred directory
103/// and type './configure --prefix=/home/myself/fftw' followed by 'make install'.
104/// Substitute /home/myself/fftw with a directory of your choice. This
105/// procedure will install FFTW in the location designated by you
106///
107/// 4) Start from a source installation of ROOT.
108/// Look up and set the proper paths for ROOT to discover FFTW. See https://root.cern.ch/building-root
109///
110
111
112#include "Riostream.h"
113
114#include "RooFit.h"
115#include "RooFFTConvPdf.h"
116#include "RooAbsReal.h"
117#include "RooMsgService.h"
118#include "RooDataHist.h"
119#include "RooHistPdf.h"
120#include "RooRealVar.h"
121#include "TComplex.h"
122#include "TVirtualFFT.h"
123#include "RooGenContext.h"
124#include "RooConvGenContext.h"
125#include "RooBinning.h"
126#include "RooLinearVar.h"
127#include "RooCustomizer.h"
128#include "RooGlobalFunc.h"
129#include "RooConstVar.h"
130#include "TClass.h"
131#include "TSystem.h"
132#include "RooUniformBinning.h"
133
134using namespace std ;
135
137
138
139
140////////////////////////////////////////////////////////////////////////////////
141/// Constructor for numerical (FFT) convolution of PDFs.
142/// \param[in] name Name of this PDF
143/// \param[in] title Title for plotting this PDF
144/// \param[in] convVar Observable to convolve the PDFs in \attention Use a high number of bins (>= 1000) for good accuracy.
145/// \param[in] pdf1 First PDF to be convolved
146/// \param[in] pdf2 Second PDF to be convolved
147/// \param[in] ipOrder Order for interpolation between bins (since FFT is discrete)
148/// The binning used for the FFT sampling is controlled by the binning named "cache" in the convolution observable `convVar`.
149/// If such a binning is not set, the same number of bins as for `convVar` will be used.
150
151RooFFTConvPdf::RooFFTConvPdf(const char *name, const char *title, RooRealVar& convVar, RooAbsPdf& pdf1, RooAbsPdf& pdf2, Int_t ipOrder) :
152 RooAbsCachedPdf(name,title,ipOrder),
153 _x("!x","Convolution Variable",this,convVar),
154 _xprime("!xprime","External Convolution Variable",this,0),
155 _pdf1("!pdf1","pdf1",this,pdf1,kFALSE),
156 _pdf2("!pdf2","pdf2",this,pdf2,kFALSE),
157 _params("!params","effective parameters",this),
158 _bufFrac(0.1),
159 _bufStrat(Extend),
160 _shift1(0),
161 _shift2(0),
162 _cacheObs("!cacheObs","Cached observables",this,kFALSE,kFALSE)
163{
164 prepareFFTBinning(convVar);
165
166 _shift2 = (convVar.getMax("cache")+convVar.getMin("cache"))/2 ;
167
168 calcParams() ;
169
170}
171
172////////////////////////////////////////////////////////////////////////////////
173/// \copydoc RooFFTConvPdf(const char*, const char*, RooRealVar&, RooAbsPdf&, RooAbsPdf&, Int_t)
174/// \param[in] pdfConvVar If the variable used for convolution is a PDF, itself, pass the PDF here, and pass the convolution variable to
175/// `convVar`. See also rf210_angularconv.C in the <a href="https://root.cern.ch/root/html/tutorials/roofit/index.html.">roofit tutorials</a>
176
177RooFFTConvPdf::RooFFTConvPdf(const char *name, const char *title, RooAbsReal& pdfConvVar, RooRealVar& convVar, RooAbsPdf& pdf1, RooAbsPdf& pdf2, Int_t ipOrder) :
178 RooAbsCachedPdf(name,title,ipOrder),
179 _x("!x","Convolution Variable",this,convVar,kFALSE,kFALSE),
180 _xprime("!xprime","External Convolution Variable",this,pdfConvVar),
181 _pdf1("!pdf1","pdf1",this,pdf1,kFALSE),
182 _pdf2("!pdf2","pdf2",this,pdf2,kFALSE),
183 _params("!params","effective parameters",this),
184 _bufFrac(0.1),
185 _bufStrat(Extend),
186 _shift1(0),
187 _shift2(0),
188 _cacheObs("!cacheObs","Cached observables",this,kFALSE,kFALSE)
189{
190 prepareFFTBinning(convVar);
191
192 _shift2 = (convVar.getMax("cache")+convVar.getMin("cache"))/2 ;
193
194 calcParams() ;
195}
196
197
198
199////////////////////////////////////////////////////////////////////////////////
200/// Copy constructor
201
203 RooAbsCachedPdf(other,name),
204 _x("!x",this,other._x),
205 _xprime("!xprime",this,other._xprime),
206 _pdf1("!pdf1",this,other._pdf1),
207 _pdf2("!pdf2",this,other._pdf2),
208 _params("!params",this,other._params),
209 _bufFrac(other._bufFrac),
210 _bufStrat(other._bufStrat),
211 _shift1(other._shift1),
212 _shift2(other._shift2),
213 _cacheObs("!cacheObs",this,other._cacheObs)
214 {
215 }
216
217
218
219////////////////////////////////////////////////////////////////////////////////
220/// Destructor
221
223{
224}
225
226
227////////////////////////////////////////////////////////////////////////////////
228/// Try to improve the binning and inform user if possible.
229/// With a 10% buffer fraction, 930 raw bins yield 1024 FFT bins,
230/// a sweet spot for the speed of FFTW.
231
233 if (!convVar.hasBinning("cache")) {
234 const RooAbsBinning& varBinning = convVar.getBinning();
235 const int optimal = static_cast<Int_t>(1024/(1.+_bufFrac));
236
237 //Can improve precision if binning is uniform
238 if (varBinning.numBins() < optimal && varBinning.isUniform()) {
239 coutI(Caching) << "Changing internal binning of variable '" << convVar.GetName()
240 << "' in FFT '" << fName << "'"
241 << " from " << varBinning.numBins()
242 << " to " << optimal << " to improve the precision of the numerical FFT."
243 << " This can be done manually by setting an additional binning named 'cache'." << std::endl;
244 convVar.setBinning(RooUniformBinning(varBinning.lowBound(), varBinning.highBound(), optimal, "cache"), "cache");
245 } else {
246 coutE(Caching) << "The internal binning of variable " << convVar.GetName()
247 << " is not uniform. The numerical FFT will likely yield wrong results." << std::endl;
248 convVar.setBinning(varBinning, "cache");
249 }
250 }
251}
252
253
254////////////////////////////////////////////////////////////////////////////////
255/// Return base name component for cache components in this case 'PDF1_CONV_PDF2'
256
258{
259 static TString name ;
260 name = _pdf1.arg().GetName() ;
261 name.Append("_CONV_") ;
262 name.Append(_pdf2.arg().GetName()) ;
263 return name.Data() ;
264}
265
266
267
268
269////////////////////////////////////////////////////////////////////////////////
270/// Return specialized cache subclass for FFT calculations
271
273{
274 return new FFTCacheElem(*this,nset) ;
275}
276
277
278
279
280////////////////////////////////////////////////////////////////////////////////
281/// Clone input pdf and attach to dataset
282
284 PdfCacheElem(self,nsetIn),
285 fftr2c1(0),fftr2c2(0),fftc2r(0)
286{
287 RooAbsPdf* clonePdf1 = (RooAbsPdf*) self._pdf1.arg().cloneTree() ;
288 RooAbsPdf* clonePdf2 = (RooAbsPdf*) self._pdf2.arg().cloneTree() ;
289 clonePdf1->attachDataSet(*hist()) ;
290 clonePdf2->attachDataSet(*hist()) ;
291
292 // Shift observable
293 RooRealVar* convObs = (RooRealVar*) hist()->get()->find(self._x.arg().GetName()) ;
294
295 // Install FFT reference range
296 string refName = Form("refrange_fft_%s",self.GetName()) ;
297 convObs->setRange(refName.c_str(),convObs->getMin(),convObs->getMax()) ;
298
299 if (self._shift1!=0) {
300 RooLinearVar* shiftObs1 = new RooLinearVar(Form("%s_shifted_FFTBuffer1",convObs->GetName()),"shiftObs1",
301 *convObs,RooFit::RooConst(1),RooFit::RooConst(-1*self._shift1)) ;
302
303 RooArgSet clonedBranches1 ;
304 RooCustomizer cust(*clonePdf1,"fft") ;
305 cust.replaceArg(*convObs,*shiftObs1) ;
306
307 pdf1Clone = (RooAbsPdf*) cust.build() ;
308
309 pdf1Clone->addOwnedComponents(*shiftObs1) ;
310 pdf1Clone->addOwnedComponents(*clonePdf1) ;
311
312 } else {
313 pdf1Clone = clonePdf1 ;
314 }
315
316 if (self._shift2!=0) {
317 RooLinearVar* shiftObs2 = new RooLinearVar(Form("%s_shifted_FFTBuffer2",convObs->GetName()),"shiftObs2",
318 *convObs,RooFit::RooConst(1),RooFit::RooConst(-1*self._shift2)) ;
319
320 RooArgSet clonedBranches2 ;
321 RooCustomizer cust(*clonePdf2,"fft") ;
322 cust.replaceArg(*convObs,*shiftObs2) ;
323
324 pdf1Clone->addOwnedComponents(*shiftObs2) ;
325 pdf1Clone->addOwnedComponents(*clonePdf2) ;
326
327 pdf2Clone = (RooAbsPdf*) cust.build() ;
328
329 } else {
330 pdf2Clone = clonePdf2 ;
331 }
332
333
334 // Attach cloned pdf to all original parameters of self
335 RooArgSet* fftParams = self.getParameters(*convObs) ;
336
337 // Remove all cache histogram from fftParams as these
338 // observable need to remain attached to the histogram
339 fftParams->remove(*hist()->get(),kTRUE,kTRUE) ;
340
343 pdf1Clone->fixAddCoefRange(refName.c_str(), true) ;
344 pdf2Clone->fixAddCoefRange(refName.c_str(), true) ;
345
346 // Ensure that coefficients for Add PDFs are only interpreted with respect to the convolution observable
347 RooArgSet convSet(self._x.arg());
348 pdf1Clone->fixAddCoefNormalization(convSet, true);
349 pdf2Clone->fixAddCoefNormalization(convSet, true);
350
351 delete fftParams ;
352
353 // Save copy of original histX binning and make alternate binning
354 // for extended range scanning
355
356 const Int_t N = convObs->numBins();
357 if (N < 900) {
358 oocoutW(&self, Eval) << "The FFT convolution '" << self.GetName() << "' will run with " << N
359 << " bins. A decent accuracy for difficult convolutions is typically only reached with n >= 1000. Suggest to increase the number"
360 " of bins of the observable '" << convObs->GetName() << "'." << std::endl;
361 }
362 Int_t Nbuf = static_cast<Int_t>((N*self.bufferFraction())/2 + 0.5) ;
363 Double_t obw = (convObs->getMax() - convObs->getMin())/N ;
364 Int_t N2 = N+2*Nbuf ;
365
366 scanBinning = new RooUniformBinning (convObs->getMin()-Nbuf*obw,convObs->getMax()+Nbuf*obw,N2) ;
367 histBinning = convObs->getBinning().clone() ;
368
369 // Deactivate dirty state propagation on datahist observables
370 // and set all nodes on both pdfs to operMode AlwaysDirty
372 convObs->setOperMode(ADirty,kTRUE) ;
373}
374
375
376////////////////////////////////////////////////////////////////////////////////
377/// Suffix for cache histogram (added in addition to suffix for cache name)
378
380{
381 return TString(Form("_BufFrac%3.1f_BufStrat%d",_bufFrac,_bufStrat)) ;
382}
383
384
385
386////////////////////////////////////////////////////////////////////////////////
387/// Returns all RooAbsArg objects contained in the cache element
388
390{
392
393 ret.add(*pdf1Clone) ;
394 ret.add(*pdf2Clone) ;
395 if (pdf1Clone->ownedComponents()) {
396 ret.add(*pdf1Clone->ownedComponents()) ;
397 }
398 if (pdf2Clone->ownedComponents()) {
399 ret.add(*pdf2Clone->ownedComponents()) ;
400 }
401
402 return ret ;
403}
404
405
406////////////////////////////////////////////////////////////////////////////////
407
409{
410 delete fftr2c1 ;
411 delete fftr2c2 ;
412 delete fftc2r ;
413
414 delete pdf1Clone ;
415 delete pdf2Clone ;
416
417 delete histBinning ;
418 delete scanBinning ;
419
420}
421
422
423
424
425////////////////////////////////////////////////////////////////////////////////
426/// Fill the contents of the cache the FFT convolution output
427
429{
430 RooDataHist& cacheHist = *cache.hist() ;
431
432 ((FFTCacheElem&)cache).pdf1Clone->setOperMode(ADirty,kTRUE) ;
433 ((FFTCacheElem&)cache).pdf2Clone->setOperMode(ADirty,kTRUE) ;
434
435 // Determine if there other observables than the convolution observable in the cache
436 RooArgSet otherObs ;
437 RooArgSet(*cacheHist.get()).snapshot(otherObs) ;
438
439 RooAbsArg* histArg = otherObs.find(_x.arg().GetName()) ;
440 if (histArg) {
441 otherObs.remove(*histArg,kTRUE,kTRUE) ;
442 }
443
444 //cout << "RooFFTConvPdf::fillCacheObject() otherObs = " << otherObs << endl ;
445
446 // Handle trivial scenario -- no other observables
447 if (otherObs.getSize()==0) {
449 return ;
450 }
451
452 // Handle cases where there are other cache slices
453 // Iterator over available slice positions and fill each
454
455 // Determine number of bins for each slice position observable
456 Int_t n = otherObs.getSize() ;
457 Int_t* binCur = new Int_t[n+1] ;
458 Int_t* binMax = new Int_t[n+1] ;
459 Int_t curObs = 0 ;
460
461 RooAbsLValue** obsLV = new RooAbsLValue*[n] ;
462 TIterator* iter = otherObs.createIterator() ;
463 RooAbsArg* arg ;
464 Int_t i(0) ;
465 while((arg=(RooAbsArg*)iter->Next())) {
466 RooAbsLValue* lvarg = dynamic_cast<RooAbsLValue*>(arg) ;
467 obsLV[i] = lvarg ;
468 binCur[i] = 0 ;
469 // coverity[FORWARD_NULL]
470 binMax[i] = lvarg->numBins(binningName())-1 ;
471 i++ ;
472 }
473 delete iter ;
474
475 Bool_t loop(kTRUE) ;
476 while(loop) {
477 // Set current slice position
478 for (Int_t j=0 ; j<n ; j++) { obsLV[j]->setBin(binCur[j],binningName()) ; }
479
480// cout << "filling slice: bin of obsLV[0] = " << obsLV[0]->getBin() << endl ;
481
482 // Fill current slice
483 fillCacheSlice((FFTCacheElem&)cache,otherObs) ;
484
485 // Determine which iterator to increment
486 while(binCur[curObs]==binMax[curObs]) {
487
488 // Reset current iterator and consider next iterator ;
489 binCur[curObs]=0 ;
490 curObs++ ;
491
492 // master termination condition
493 if (curObs==n) {
494 loop=kFALSE ;
495 break ;
496 }
497 }
498
499 // Increment current iterator
500 binCur[curObs]++ ;
501 curObs=0 ;
502
503 }
504
505 delete[] obsLV ;
506 delete[] binMax ;
507 delete[] binCur ;
508
509}
510
511
512////////////////////////////////////////////////////////////////////////////////
513/// Fill a slice of cachePdf with the output of the FFT convolution calculation
514
515void RooFFTConvPdf::fillCacheSlice(FFTCacheElem& aux, const RooArgSet& slicePos) const
516{
517 // Extract histogram that is the basis of the RooHistPdf
518 RooDataHist& cacheHist = *aux.hist() ;
519
520 // Sample array of input points from both pdfs
521 // Note that returned arrays have optional buffers zones below and above range ends
522 // to reduce cyclical effects and have been cyclically rotated so that bin containing
523 // zero value is at position zero. Example:
524 //
525 // original: -5 -4 -3 -2 -1 0 +1 +2 +3 +4 +5
526 // add buffer zones: U U -5 -4 -3 -2 -1 0 +1 +2 +3 +4 +5 O O
527 // rotate: 0 +1 +2 +3 +4 +5 O O U U -5 -4 -3 -2 -1
528 //
529 //
530
531 Int_t N,N2,binShift1,binShift2 ;
532
533 RooRealVar* histX = (RooRealVar*) cacheHist.get()->find(_x.arg().GetName()) ;
534 if (_bufStrat==Extend) histX->setBinning(*aux.scanBinning) ;
535 Double_t* input1 = scanPdf((RooRealVar&)_x.arg(),*aux.pdf1Clone,cacheHist,slicePos,N,N2,binShift1,_shift1) ;
536 Double_t* input2 = scanPdf((RooRealVar&)_x.arg(),*aux.pdf2Clone,cacheHist,slicePos,N,N2,binShift2,_shift2) ;
537 if (_bufStrat==Extend) histX->setBinning(*aux.histBinning) ;
538
539
540
541
542 // Retrieve previously defined FFT transformation plans
543 if (!aux.fftr2c1) {
544 aux.fftr2c1 = TVirtualFFT::FFT(1, &N2, "R2CK");
545 aux.fftr2c2 = TVirtualFFT::FFT(1, &N2, "R2CK");
546 aux.fftc2r = TVirtualFFT::FFT(1, &N2, "C2RK");
547 }
548
549 // Real->Complex FFT Transform on p.d.f. 1 sampling
550 aux.fftr2c1->SetPoints(input1);
551 aux.fftr2c1->Transform();
552
553 // Real->Complex FFT Transform on p.d.f 2 sampling
554 aux.fftr2c2->SetPoints(input2);
555 aux.fftr2c2->Transform();
556
557 // Loop over first half +1 of complex output results, multiply
558 // and set as input of reverse transform
559 for (Int_t i=0 ; i<N2/2+1 ; i++) {
560 Double_t re1,re2,im1,im2 ;
561 aux.fftr2c1->GetPointComplex(i,re1,im1) ;
562 aux.fftr2c2->GetPointComplex(i,re2,im2) ;
563 Double_t re = re1*re2 - im1*im2 ;
564 Double_t im = re1*im2 + re2*im1 ;
565 TComplex t(re,im) ;
566 aux.fftc2r->SetPointComplex(i,t) ;
567 }
568
569 // Reverse Complex->Real FFT transform product
570 aux.fftc2r->Transform() ;
571
572 Int_t totalShift = binShift1 + (N2-N)/2 ;
573
574 // Store FFT result in cache
575
576 TIterator* iter = const_cast<RooDataHist&>(cacheHist).sliceIterator(const_cast<RooAbsReal&>(_x.arg()),slicePos) ;
577 for (Int_t i =0 ; i<N ; i++) {
578
579 // Cyclically shift array back so that bin containing zero is back in zeroBin
580 Int_t j = i + totalShift ;
581 while (j<0) j+= N2 ;
582 while (j>=N2) j-= N2 ;
583
584 iter->Next() ;
585 cacheHist.set(aux.fftc2r->GetPointReal(j)) ;
586 }
587 delete iter ;
588
589 // cacheHist.dump2() ;
590
591 // Delete input arrays
592 delete[] input1 ;
593 delete[] input2 ;
594
595}
596
597
598////////////////////////////////////////////////////////////////////////////////
599/// Scan the values of 'pdf' in observable 'obs' using the bin values stored in 'hist' at slice position 'slicePos'
600/// N is filled with the number of bins defined in hist, N2 is filled with N plus the number of buffer bins
601/// The return value is an array of doubles of length N2 with the sampled values. The caller takes ownership
602/// of the array
603
604Double_t* RooFFTConvPdf::scanPdf(RooRealVar& obs, RooAbsPdf& pdf, const RooDataHist& hist, const RooArgSet& slicePos,
605 Int_t& N, Int_t& N2, Int_t& zeroBin, Double_t shift) const
606{
607
608 RooRealVar* histX = (RooRealVar*) hist.get()->find(obs.GetName()) ;
609
610 // Calculate number of buffer bins on each size to avoid cyclical flow
611 N = histX->numBins(binningName()) ;
612 Int_t Nbuf = static_cast<Int_t>((N*bufferFraction())/2 + 0.5) ;
613 N2 = N+2*Nbuf ;
614
615
616 // Allocate array of sampling size plus optional buffer zones
617 Double_t* array = new Double_t[N2] ;
618
619 // Set position of non-convolution observable to that of the cache slice that were are processing now
620 hist.get(slicePos) ;
621
622 // Find bin ID that contains zero value
623 zeroBin = 0 ;
624 if (histX->getMax()>=0 && histX->getMin()<=0) {
625 zeroBin = histX->getBinning().binNumber(0) ;
626 } else if (histX->getMin()>0) {
627 Double_t bw = (histX->getMax() - histX->getMin())/N2 ;
628 zeroBin = Int_t(-histX->getMin()/bw) ;
629 } else {
630 Double_t bw = (histX->getMax() - histX->getMin())/N2 ;
631 zeroBin = Int_t(-1*histX->getMax()/bw) ;
632 }
633
634 Int_t binShift = Int_t((N2* shift) / (histX->getMax()-histX->getMin())) ;
635
636 zeroBin += binShift ;
637 while(zeroBin>=N2) zeroBin-= N2 ;
638 while(zeroBin<0) zeroBin+= N2 ;
639
640 // First scan hist into temp array
641 Double_t *tmp = new Double_t[N2] ;
642 Int_t k(0) ;
643 switch(_bufStrat) {
644
645 case Extend:
646 // Sample entire extended range (N2 samples)
647 for (k=0 ; k<N2 ; k++) {
648 histX->setBin(k) ;
649 tmp[k] = pdf.getVal(hist.get()) ;
650 }
651 break ;
652
653 case Flat:
654 // Sample original range (N samples) and fill lower and upper buffer
655 // bins with p.d.f. value at respective boundary
656 {
657 histX->setBin(0) ;
658 Double_t val = pdf.getVal(hist.get()) ;
659 for (k=0 ; k<Nbuf ; k++) {
660 tmp[k] = val ;
661 }
662 for (k=0 ; k<N ; k++) {
663 histX->setBin(k) ;
664 tmp[k+Nbuf] = pdf.getVal(hist.get()) ;
665 }
666 histX->setBin(N-1) ;
667 val = pdf.getVal(hist.get()) ;
668 for (k=0 ; k<Nbuf ; k++) {
669 tmp[N+Nbuf+k] = val ;
670 }
671 }
672 break ;
673
674 case Mirror:
675 // Sample original range (N samples) and fill lower and upper buffer
676 // bins with mirror image of sampled range
677 for (k=0 ; k<N ; k++) {
678 histX->setBin(k) ;
679 tmp[k+Nbuf] = pdf.getVal(hist.get()) ;
680 }
681 for (k=1 ; k<=Nbuf ; k++) {
682 histX->setBin(k) ;
683 tmp[Nbuf-k] = pdf.getVal(hist.get()) ;
684 histX->setBin(N-k) ;
685 tmp[Nbuf+N+k-1] = pdf.getVal(hist.get()) ;
686 }
687 break ;
688 }
689
690 // Scan function and store values in array
691 for (Int_t i=0 ; i<N2 ; i++) {
692 // Cyclically shift writing location by zero bin position
693 Int_t j = i - (zeroBin) ;
694 if (j<0) j+= N2 ;
695 if (j>=N2) j-= N2 ;
696 array[i] = tmp[j] ;
697 }
698
699 // Cleanup
700 delete[] tmp ;
701 return array ;
702}
703
704
705
706////////////////////////////////////////////////////////////////////////////////
707/// Return the observables to be cached given the normalization set nset.
708///
709/// If the cache observable is in nset then this is
710/// - the convolution observable plus
711/// - any member of nset that is either a RooCategory,
712/// - or was previously specified through setCacheObservables().
713///
714/// In case the cache observable is *not* in nset, then it is
715/// - the convolution observable plus
716/// - all member of nset that are observables of this p.d.f.
717///
718
720{
721 // Get complete list of observables
722 RooArgSet* obs1 = _pdf1.arg().getObservables(nset) ;
723 RooArgSet* obs2 = _pdf2.arg().getObservables(nset) ;
724 obs1->add(*obs2,kTRUE) ;
725
726 // Check if convolution observable is in nset
727 if (nset.contains(_x.arg())) {
728
729 // Now strip out all non-category observables
730 TIterator* iter = obs1->createIterator() ;
731 RooAbsArg* arg ;
732 RooArgSet killList ;
733 while((arg=(RooAbsArg*)iter->Next())) {
734 if (arg->IsA()->InheritsFrom(RooAbsReal::Class()) && !_cacheObs.find(arg->GetName())) {
735 killList.add(*arg) ;
736 }
737 }
738 delete iter ;
739 obs1->remove(killList) ;
740
741 // And add back the convolution observables
742 obs1->add(_x.arg(),kTRUE) ;
743
744 obs1->add(_cacheObs) ;
745
746 delete obs2 ;
747
748 } else {
749
750 // If cacheObs was filled, cache only observables in there
751 if (_cacheObs.getSize()>0) {
752 TIterator* iter = obs1->createIterator() ;
753 RooAbsArg* arg ;
754 RooArgSet killList ;
755 while((arg=(RooAbsArg*)iter->Next())) {
756 if (arg->IsA()->InheritsFrom(RooAbsReal::Class()) && !_cacheObs.find(arg->GetName())) {
757 killList.add(*arg) ;
758 }
759 }
760 delete iter ;
761 obs1->remove(killList) ;
762 }
763
764
765 // Make sure convolution observable is always in there
766 obs1->add(_x.arg(),kTRUE) ;
767 delete obs2 ;
768
769 }
770
771 return obs1 ;
772}
773
774
775
776////////////////////////////////////////////////////////////////////////////////
777/// Return the parameters on which the cache depends given normalization
778/// set nset. For this p.d.f these are the parameters of the input p.d.f.
779/// but never the convolution variable, in case it is not part of nset.
780
782{
783 RooArgSet* vars = getVariables() ;
784 RooArgSet* obs = actualObservables(nset) ;
785 vars->remove(*obs) ;
786 delete obs ;
787
788 return vars ;
789}
790
791
792
793////////////////////////////////////////////////////////////////////////////////
794/// Return p.d.f. observable (which can be a function) to substitute given
795/// p.d.f. observable. Substitutes x by xprime if xprime is set.
796
798{
799 if (_xprime.absArg() && string(histObservable.GetName())==_x.absArg()->GetName()) {
800 return (*_xprime.absArg()) ;
801 }
802 return histObservable ;
803}
804
805
806
807////////////////////////////////////////////////////////////////////////////////
808/// Create appropriate generator context for this convolution. If both input p.d.f.s support
809/// internal generation, if it is safe to use them and if no observables other than the convolution
810/// observable are requested for generation, use the specialized convolution generator context
811/// which implements a smearing strategy in the convolution observable. If not return the
812/// regular accept/reject generator context
813
815 const RooArgSet* auxProto, Bool_t verbose) const
816{
817 RooArgSet vars2(vars) ;
818 vars2.remove(_x.arg(),kTRUE,kTRUE) ;
819 Int_t numAddDep = vars2.getSize() ;
820
822 Bool_t pdfCanDir = (((RooAbsPdf&)_pdf1.arg()).getGenerator(_x.arg(),dummy) != 0 && \
824 Bool_t resCanDir = (((RooAbsPdf&)_pdf2.arg()).getGenerator(_x.arg(),dummy) !=0 &&
826
827 if (pdfCanDir) {
828 cxcoutI(Generation) << "RooFFTConvPdf::genContext() input p.d.f " << _pdf1.arg().GetName()
829 << " has internal generator that is safe to use in current context" << endl ;
830 }
831 if (resCanDir) {
832 cxcoutI(Generation) << "RooFFTConvPdf::genContext() input p.d.f. " << _pdf2.arg().GetName()
833 << " has internal generator that is safe to use in current context" << endl ;
834 }
835 if (numAddDep>0) {
836 cxcoutI(Generation) << "RooFFTConvPdf::genContext() generation requested for observables other than the convolution observable " << _x.arg().GetName() << endl ;
837 }
838
839
840 if (numAddDep>0 || !pdfCanDir || !resCanDir) {
841 // Any resolution model with more dependents than the convolution variable
842 // or pdf or resmodel do not support direct generation
843 cxcoutI(Generation) << "RooFFTConvPdf::genContext() selecting accept/reject generator context because one or both of the input "
844 << "p.d.f.s cannot use internal generator and/or "
845 << "observables other than the convolution variable are requested for generation" << endl ;
846 return new RooGenContext(*this,vars,prototype,auxProto,verbose) ;
847 }
848
849 // Any other resolution model: use specialized generator context
850 cxcoutI(Generation) << "RooFFTConvPdf::genContext() selecting specialized convolution generator context as both input "
851 << "p.d.fs are safe for internal generator and only "
852 << "the convolution observables is requested for generation" << endl ;
853 return new RooConvGenContext(*this,vars,prototype,auxProto,verbose) ;
854}
855
856
857
858////////////////////////////////////////////////////////////////////////////////
859/// Change the size of the buffer on either side of the observable range to `frac` times the
860/// size of the range of the convolution observable.
861
863{
864 if (frac<0) {
865 coutE(InputArguments) << "RooFFTConvPdf::setBufferFraction(" << GetName() << ") fraction should be greater than or equal to zero" << endl ;
866 return ;
867 }
868 _bufFrac = frac ;
869
870 // Sterilize the cache as certain partial results depend on buffer fraction
872}
873
874
875////////////////////////////////////////////////////////////////////////////////
876/// Change strategy to fill the overflow buffer on either side of the convolution observable range.
877///
878/// - `Extend` means is that the input p.d.f convolution observable range is widened to include the buffer range
879/// - `Flat` means that the buffer is filled with the p.d.f. value at the boundary of the observable range
880/// - `Mirror` means that the buffer is filled with a mirror image of the p.d.f. around the convolution observable boundary
881///
882/// The default strategy is extend. If one of the input p.d.f.s is a RooAddPdf, it is configured so that the interpretation
883/// range of the fraction coefficients is kept at the nominal convolutions observable range (instead of interpreting coefficients
884/// in the widened range including the buffer).
885
887{
888 _bufStrat = bs ;
889}
890
891
892
893////////////////////////////////////////////////////////////////////////////////
894/// Customized printing of arguments of a RooNumConvPdf to more intuitively reflect the contents of the
895/// product operator construction
896
897void RooFFTConvPdf::printMetaArgs(ostream& os) const
898{
899 os << _pdf1.arg().GetName() << "(" << _x.arg().GetName() << ") (*) " << _pdf2.arg().GetName() << "(" << _x.arg().GetName() << ") " ;
900}
901
902
903
904////////////////////////////////////////////////////////////////////////////////
905/// (Re)calculate effective parameters of this p.d.f.
906
908{
909 RooArgSet* params1 = _pdf1.arg().getParameters(_x.arg()) ;
910 RooArgSet* params2 = _pdf2.arg().getParameters(_x.arg()) ;
912 _params.add(*params1) ;
913 _params.add(*params2,kTRUE) ;
914 delete params1 ;
915 delete params2 ;
916}
917
918
919
920////////////////////////////////////////////////////////////////////////////////
921///calcParams() ;
922
923Bool_t RooFFTConvPdf::redirectServersHook(const RooAbsCollection& /*newServerList*/, Bool_t /*mustReplaceAll*/, Bool_t /*nameChange*/, Bool_t /*isRecursive*/)
924{
925 return kFALSE ;
926}
void Class()
Definition: Class.C:29
static RooMathCoreReg dummy
#define coutI(a)
Definition: RooMsgService.h:30
#define cxcoutI(a)
Definition: RooMsgService.h:85
#define oocoutW(o, a)
Definition: RooMsgService.h:47
#define coutE(a)
Definition: RooMsgService.h:33
int Int_t
Definition: RtypesCore.h:43
const Bool_t kFALSE
Definition: RtypesCore.h:90
const Bool_t kTRUE
Definition: RtypesCore.h:89
#define ClassImp(name)
Definition: Rtypes.h:361
#define N
char name[80]
Definition: TGX11.cxx:109
char * Form(const char *fmt,...)
RooAbsArg is the common abstract base class for objects that represent a value (of arbitrary type) an...
Definition: RooAbsArg.h:73
virtual RooAbsArg * cloneTree(const char *newname=0) const
Clone tree expression of objects.
Definition: RooAbsArg.cxx:2121
RooArgSet * getObservables(const RooArgSet &set, Bool_t valueOnly=kTRUE) const
Return the observables of this pdf given a set of observables.
Definition: RooAbsArg.h:276
friend class RooArgSet
Definition: RooAbsArg.h:572
RooArgSet * getParameters(const RooAbsData *data, Bool_t stripDisconnected=kTRUE) const
Create a list of leaf nodes in the arg tree starting with ourself as top node that don't match any of...
Definition: RooAbsArg.cxx:544
RooArgSet * getVariables(Bool_t stripDisconnected=kTRUE) const
Return RooArgSet with all variables (tree leaf nodes of expresssion tree)
Definition: RooAbsArg.cxx:1909
void setOperMode(OperMode mode, Bool_t recurseADirty=kTRUE)
Change cache operation mode to given mode.
Definition: RooAbsArg.cxx:1718
Bool_t addOwnedComponents(const RooArgSet &comps)
Take ownership of the contents of 'comps'.
Definition: RooAbsArg.cxx:2107
Bool_t recursiveRedirectServers(const RooAbsCollection &newServerList, Bool_t mustReplaceAll=kFALSE, Bool_t nameChange=kFALSE, Bool_t recurseInNewSet=kTRUE)
Definition: RooAbsArg.cxx:1064
void attachDataSet(const RooAbsData &set)
Replace server nodes with names matching the dataset variable names with those data set variables,...
Definition: RooAbsArg.cxx:1467
RooAbsBinning is the abstract base class for RooRealVar binning definitions This class defines the in...
Definition: RooAbsBinning.h:26
virtual RooAbsBinning * clone(const char *name=0) const =0
Int_t numBins() const
Definition: RooAbsBinning.h:37
virtual Bool_t isUniform() const
Definition: RooAbsBinning.h:48
virtual Double_t highBound() const =0
virtual Int_t binNumber(Double_t x) const =0
virtual Double_t lowBound() const =0
virtual RooArgList containedArgs(Action)
Returns all RooAbsArg objects contained in the cache element.
RooAbsCachedPdf is the abstract base class for p.d.f.s that need or want to cache their evaluate() ou...
virtual const char * binningName() const
RooObjCacheManager _cacheMgr
RooAbsCollection is an abstract container object that can hold multiple RooAbsArg objects.
Int_t getSize() const
Bool_t contains(const RooAbsArg &var) const
Check if collection contains an argument with the same name as var.
virtual Bool_t add(const RooAbsArg &var, Bool_t silent=kFALSE)
Add the specified argument to list.
virtual Bool_t remove(const RooAbsArg &var, Bool_t silent=kFALSE, Bool_t matchByNameOnly=kFALSE)
Remove the specified argument from our list.
TIterator * createIterator(Bool_t dir=kIterForward) const
TIterator-style iteration over contained elements.
RooAbsArg * find(const char *name) const
Find object with given name in list.
void setDirtyProp(Bool_t flag)
Control propagation of dirty flags from observables in dataset.
Definition: RooAbsData.cxx:361
RooAbsGenContext is the abstract base class for generator contexts of RooAbsPdf objects.
Abstract base class for objects that are lvalues, i.e.
Definition: RooAbsLValue.h:26
virtual Int_t numBins(const char *rangeName=0) const =0
virtual void setBin(Int_t ibin, const char *rangeName=0)=0
virtual Int_t getGenerator(const RooArgSet &directVars, RooArgSet &generateVars, Bool_t staticInitOK=kTRUE) const
Load generatedVars with the subset of directVars that we can generate events for, and return a code t...
Definition: RooAbsPdf.cxx:2396
virtual Bool_t isDirectGenSafe(const RooAbsArg &arg) const
Check if given observable can be safely generated using the pdfs internal generator mechanism (if tha...
Definition: RooAbsPdf.cxx:2431
virtual Double_t getMax(const char *name=0) const
Get maximum of currently defined range.
virtual void setBin(Int_t ibin, const char *rangeName=0)
Set value to center of bin 'ibin' of binning 'rangeName' (or of default binning if no range is specif...
virtual Int_t numBins(const char *rangeName=0) const
virtual Double_t getMin(const char *name=0) const
Get miniminum of currently defined range.
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:60
virtual void fixAddCoefRange(const char *rangeName=0, Bool_t force=kTRUE)
Fix the interpretation of the coefficient of any RooAddPdf component in the expression tree headed by...
Double_t getVal(const RooArgSet *normalisationSet=nullptr) const
Evaluate object.
Definition: RooAbsReal.h:90
virtual void fixAddCoefNormalization(const RooArgSet &addNormSet=RooArgSet(), Bool_t force=kTRUE)
Fix the interpretation of the coefficient of any RooAddPdf component in the expression tree headed by...
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:21
RooAbsArg * absArg() const
Definition: RooArgProxy.h:37
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:28
virtual Bool_t add(const RooAbsCollection &col, Bool_t silent=kFALSE)
Add a collection of arguments to this collection by calling add() for each element in the source coll...
Definition: RooArgSet.h:88
RooCustomizer is a factory class to produce clones of a prototype composite PDF object with the same ...
Definition: RooCustomizer.h:32
void replaceArg(const RooAbsArg &orig, const RooAbsArg &subst)
Replace any occurence of arg 'orig' with arg 'subst'.
RooAbsArg * build(const char *masterCatState, Bool_t verbose=kFALSE)
Build a clone of the prototype executing all registered 'replace' rules and 'split' rules for the mas...
The RooDataHist is a container class to hold N-dimensional binned data.
Definition: RooDataHist.h:40
void set(Double_t weight, Double_t wgtErr=-1)
Set the weight and weight error of the bin enclosing the current (i.e.
virtual const RooArgSet * get() const
Definition: RooDataHist.h:79
RooDataSet is a container class to hold unbinned data.
Definition: RooDataSet.h:33
virtual RooArgList containedArgs(Action)
Returns all RooAbsArg objects contained in the cache element.
RooAbsBinning * histBinning
Definition: RooFFTConvPdf.h:92
FFTCacheElem(const RooFFTConvPdf &self, const RooArgSet *nset)
Clone input pdf and attach to dataset.
RooAbsBinning * scanBinning
Definition: RooFFTConvPdf.h:93
PDF for the numerical (FFT) convolution of two PDFs.
Definition: RooFFTConvPdf.h:25
Bool_t redirectServersHook(const RooAbsCollection &newServerList, Bool_t mustReplaceAll, Bool_t nameChange, Bool_t isRecursive)
calcParams() ;
void printMetaArgs(std::ostream &os) const
Customized printing of arguments of a RooNumConvPdf to more intuitively reflect the contents of the p...
virtual PdfCacheElem * createCache(const RooArgSet *nset) const
Return specialized cache subclass for FFT calculations.
friend class RooConvGenContext
virtual ~RooFFTConvPdf()
Destructor.
RooSetProxy _params
Definition: RooFFTConvPdf.h:71
BufStrat _bufStrat
void calcParams()
(Re)calculate effective parameters of this p.d.f.
Double_t _shift2
virtual void fillCacheObject(PdfCacheElem &cache) const
Fill the contents of the cache the FFT convolution output.
void prepareFFTBinning(RooRealVar &convVar) const
Try to improve the binning and inform user if possible.
virtual TString histNameSuffix() const
Suffix for cache histogram (added in addition to suffix for cache name)
Double_t _bufFrac
void fillCacheSlice(FFTCacheElem &cache, const RooArgSet &slicePosition) const
Fill a slice of cachePdf with the output of the FFT convolution calculation.
RooRealProxy _xprime
Definition: RooFFTConvPdf.h:68
Double_t * scanPdf(RooRealVar &obs, RooAbsPdf &pdf, const RooDataHist &hist, const RooArgSet &slicePos, Int_t &N, Int_t &N2, Int_t &zeroBin, Double_t shift) const
Scan the values of 'pdf' in observable 'obs' using the bin values stored in 'hist' at slice position ...
RooRealProxy _pdf1
Definition: RooFFTConvPdf.h:69
RooRealProxy _x
Definition: RooFFTConvPdf.h:67
virtual RooAbsGenContext * genContext(const RooArgSet &vars, const RooDataSet *prototype=0, const RooArgSet *auxProto=0, Bool_t verbose=kFALSE) const
Create appropriate generator context for this convolution.
virtual const char * inputBaseName() const
Return base name component for cache components in this case 'PDF1_CONV_PDF2'.
void setBufferFraction(Double_t frac)
Change the size of the buffer on either side of the observable range to frac times the size of the ra...
virtual RooArgSet * actualObservables(const RooArgSet &nset) const
Return the observables to be cached given the normalization set nset.
RooRealProxy _pdf2
Definition: RooFFTConvPdf.h:70
virtual RooAbsArg & pdfObservable(RooAbsArg &histObservable) const
Return p.d.f.
void setBufferStrategy(BufStrat bs)
Change strategy to fill the overflow buffer on either side of the convolution observable range.
Double_t _shift1
virtual RooArgSet * actualParameters(const RooArgSet &nset) const
Return the parameters on which the cache depends given normalization set nset.
Double_t bufferFraction() const
Definition: RooFFTConvPdf.h:41
friend class FFTCacheElem
Definition: RooFFTConvPdf.h:97
RooSetProxy _cacheObs
Class RooGenContext implement a universal generator context for all RooAbsPdf classes that do not hav...
Definition: RooGenContext.h:30
RooLinearVar is the most general form of a derived real-valued object that can be used by RooRealInte...
Definition: RooLinearVar.h:29
void sterilize()
Clear the cache payload but retain slot mapping w.r.t to normalization and integration sets.
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:35
Bool_t hasBinning(const char *name) const
Returns true if variable has a binning with 'name'.
Definition: RooRealVar.cxx:310
void setRange(const char *name, Double_t min, Double_t max)
Set a fit or plotting range.
Definition: RooRealVar.cxx:531
const RooAbsBinning & getBinning(const char *name=0, Bool_t verbose=kTRUE, Bool_t createOnTheFly=kFALSE) const
Return binning definition with name.
Definition: RooRealVar.cxx:323
void setBinning(const RooAbsBinning &binning, const char *name=0)
Add given binning under name 'name' with this variable.
Definition: RooRealVar.cxx:425
virtual Bool_t add(const RooAbsArg &var, Bool_t silent=kFALSE)
Overloaded RooArgSet::add() method inserts 'var' into set and registers 'var' as server to owner with...
virtual void removeAll()
Remove all argument inset using remove(const RooAbsArg&).
const T & arg() const
Return reference to object held in proxy.
RooUniformBinning is an implementation of RooAbsBinning that provides a uniform binning in 'n' bins b...
Iterator abstract base class.
Definition: TIterator.h:30
virtual TObject * Next()=0
TString fName
Definition: TNamed.h:32
virtual const char * GetName() const
Returns name of object.
Definition: TNamed.h:47
virtual Bool_t InheritsFrom(const char *classname) const
Returns kTRUE if object inherits from class "classname".
Definition: TObject.cxx:443
Basic string class.
Definition: TString.h:131
static TVirtualFFT * FFT(Int_t ndim, Int_t *n, Option_t *option)
Returns a pointer to the FFT of requested size and type.
virtual void SetPoints(const Double_t *data)=0
virtual void Transform()=0
virtual void GetPointComplex(Int_t ipoint, Double_t &re, Double_t &im, Bool_t fromInput=kFALSE) const =0
virtual void SetPointComplex(Int_t ipoint, TComplex &c)=0
virtual Double_t GetPointReal(Int_t ipoint, Bool_t fromInput=kFALSE) const =0
RooConstVar & RooConst(Double_t val)
const Int_t n
Definition: legend1.C:16
@ Generation
Definition: RooGlobalFunc.h:67
@ InputArguments
Definition: RooGlobalFunc.h:68
auto * a
Definition: textangle.C:12