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RooFitResult.h
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1/*****************************************************************************
2 * Project: RooFit *
3 * Package: RooFitCore *
4 * File: $Id: RooFitResult.h,v 1.28 2007/05/11 09:11:30 verkerke Exp $
5 * Authors: *
6 * WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu *
7 * DK, David Kirkby, UC Irvine, dkirkby@uci.edu *
8 * *
9 * Copyright (c) 2000-2005, Regents of the University of California *
10 * and Stanford University. All rights reserved. *
11 * *
12 * Redistribution and use in source and binary forms, *
13 * with or without modification, are permitted according to the terms *
14 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
15 *****************************************************************************/
16#ifndef ROO_FIT_RESULT
17#define ROO_FIT_RESULT
18
19#include "RooAbsArg.h"
20#include "RooPrintable.h"
21#include "RooDirItem.h"
22#include "RooArgList.h"
23
24#include "RVersion.h"
25#include "TMatrixFfwd.h"
26#include "TMatrixDSym.h"
27#include "TList.h"
28
29#include <vector>
30#include <string>
31
32
33class RooArgSet ;
34class RooAbsPdf ;
35class RooPlot;
36class TObject ;
37class TH2 ;
39
40class RooFitResult : public TNamed, public RooPrintable, public RooDirItem {
41public:
42
43 // Constructors, assignment etc.
44 RooFitResult(const char* name=0, const char* title=0) ;
45 RooFitResult(const RooFitResult& other) ;
46 virtual TObject* Clone(const char* newname = 0) const {
47 RooFitResult* r = new RooFitResult(*this) ;
48 if (newname && *newname) r->SetName(newname) ;
49 return r ;
50 }
51 virtual TObject* clone() const { return new RooFitResult(*this); }
52 virtual ~RooFitResult() ;
53
54 static RooFitResult* lastMinuitFit(const RooArgList& varList=RooArgList()) ;
55
56 static RooFitResult *prefitResult(const RooArgList &paramList);
57
58 // Printing interface (human readable)
59 virtual void printValue(std::ostream& os) const ;
60 virtual void printName(std::ostream& os) const ;
61 virtual void printTitle(std::ostream& os) const ;
62 virtual void printClassName(std::ostream& os) const ;
63 virtual void printArgs(std::ostream& os) const ;
64 void printMultiline(std::ostream& os, Int_t contents, Bool_t verbose=kFALSE, TString indent="") const ;
65
66 inline virtual void Print(Option_t *options= 0) const {
67 // Printing interface
69 }
70
71 virtual Int_t defaultPrintContents(Option_t* opt) const ;
72 virtual StyleOption defaultPrintStyle(Option_t* opt) const ;
73
74 RooAbsPdf* createHessePdf(const RooArgSet& params) const ;
75
76 // Accessors
77 inline Int_t status() const {
78 // Return MINUIT status code
79 return _status ;
80 }
81
82 inline UInt_t numStatusHistory() const { return _statusHistory.size() ; }
83 Int_t statusCodeHistory(UInt_t icycle) const ;
84 const char* statusLabelHistory(UInt_t icycle) const ;
85
86 inline Int_t covQual() const {
87 // Return MINUIT quality code of covariance matrix
88 return _covQual ;
89 }
90 inline Int_t numInvalidNLL() const {
91 // Return number of NLL evaluations with problems
92 return _numBadNLL ;
93 }
94 inline Double_t edm() const {
95 // Return estimated distance to minimum
96 return _edm ;
97 }
98 inline Double_t minNll() const {
99 // Return minimized -log(L) value
100 return _minNLL ;
101 }
102 inline const RooArgList& constPars() const {
103 // Return list of constant parameters
104 return *_constPars ;
105 }
106 inline const RooArgList& floatParsInit() const {
107 // Return list of floating parameters before fit
108 return *_initPars ;
109 }
110 inline const RooArgList& floatParsFinal() const {
111 // Return list of floarting parameters after fit
112 return *_finalPars ;
113 }
114
115 TH2* correlationHist(const char* name = "correlation_matrix") const ;
116
117 Double_t correlation(const RooAbsArg& par1, const RooAbsArg& par2) const {
118 // Return correlation between par1 and par2
119 return correlation(par1.GetName(),par2.GetName()) ;
120 }
121 const RooArgList* correlation(const RooAbsArg& par) const {
122 // Return pointer to list of correlations of all parameters with par
123 return correlation(par.GetName()) ;
124 }
125
126 Double_t correlation(const char* parname1, const char* parname2) const ;
127 const RooArgList* correlation(const char* parname) const ;
128
129
130 const TMatrixDSym& covarianceMatrix() const ;
131 const TMatrixDSym& correlationMatrix() const ;
132 TMatrixDSym reducedCovarianceMatrix(const RooArgList& params) const ;
134
135
136 // Global correlation accessors
137 Double_t globalCorr(const RooAbsArg& par) { return globalCorr(par.GetName()) ; }
138 Double_t globalCorr(const char* parname) ;
139 const RooArgList* globalCorr() ;
140
141
142 // Add objects to a 2D plot
143 inline RooPlot *plotOn(RooPlot *frame, const RooAbsArg &par1, const RooAbsArg &par2,
144 const char *options= "ME") const {
145 // Plot error ellipse in par1 and par2 on frame
146 return plotOn(frame,par1.GetName(),par2.GetName(),options);
147 }
148 RooPlot *plotOn(RooPlot *plot, const char *parName1, const char *parName2,
149 const char *options= "ME") const;
150
151 // Generate random perturbations of the final parameters using the covariance matrix
152 const RooArgList& randomizePars() const;
153
154 Bool_t isIdentical(const RooFitResult& other, Double_t tol=1e-6, Double_t tolCorr=1e-4, Bool_t verbose=kTRUE) const ;
155
156 void SetName(const char *name) ;
157 void SetNameTitle(const char *name, const char* title) ;
158
159protected:
160
161 friend class RooMinuit ;
162 friend class RooMinimizer ;
164 void setConstParList(const RooArgList& list) ;
165 void setInitParList(const RooArgList& list) ;
166 void setFinalParList(const RooArgList& list) ;
167 inline void setMinNLL(Double_t val) { _minNLL = val ; }
168 inline void setEDM(Double_t val) { _edm = val ; }
169 inline void setStatus(Int_t val) { _status = val ; }
170 inline void setCovQual(Int_t val) { _covQual = val ; }
171 inline void setNumInvalidNLL(Int_t val) { _numBadNLL=val ; }
172 void fillCorrMatrix() ;
173 void fillCorrMatrix(const std::vector<double>& globalCC, const TMatrixDSym& corrs, const TMatrixDSym& covs) ;
174 void fillLegacyCorrMatrix() const ;
176 void setStatusHistory(std::vector<std::pair<std::string,int> >& hist) { _statusHistory = hist ; }
177
178 Double_t correlation(Int_t row, Int_t col) const;
179 Double_t covariance(Int_t row, Int_t col) const;
180
181 Int_t _status ; // MINUIT status code
182 Int_t _covQual ; // MINUIT quality code of covariance matrix
183 Int_t _numBadNLL ; // Number calls with bad (zero,negative) likelihood
184 Double_t _minNLL ; // NLL at minimum
185 Double_t _edm ; // Estimated distance to minimum
186 RooArgList* _constPars ; // List of constant parameters
187 RooArgList* _initPars ; // List of floating parameters with initial values
188 RooArgList* _finalPars ; // List of floating parameters with final values
189
190 mutable RooArgList* _globalCorr ; //! List of global correlation coefficients
191 mutable TList _corrMatrix ; //! Correlation matrix (list of RooArgLists)
192
193 mutable RooArgList *_randomPars; //! List of floating parameters with most recent random perturbation applied
194 mutable TMatrixF* _Lt; //! triangular matrix used for generate random perturbations
195
196 TMatrixDSym* _CM ; // Correlation matrix
197 TMatrixDSym* _VM ; // Covariance matrix
198 TVectorD* _GC ; // Global correlation coefficients
199
200 std::vector<std::pair<std::string,int> > _statusHistory ; // History of status codes
201
202 ClassDef(RooFitResult,5) // Container class for fit result
203};
204
205#endif
ROOT::R::TRInterface & r
Definition: Object.C:4
#define e(i)
Definition: RSha256.hxx:103
RooArgSet * pRooArgSet
Definition: RooFitResult.h:37
int Int_t
Definition: RtypesCore.h:43
unsigned int UInt_t
Definition: RtypesCore.h:44
const Bool_t kFALSE
Definition: RtypesCore.h:90
bool Bool_t
Definition: RtypesCore.h:61
double Double_t
Definition: RtypesCore.h:57
const Bool_t kTRUE
Definition: RtypesCore.h:89
const char Option_t
Definition: RtypesCore.h:64
#define ClassDef(name, id)
Definition: Rtypes.h:322
static void indent(ostringstream &buf, int indent_level)
char name[80]
Definition: TGX11.cxx:109
RooAbsArg is the common abstract base class for objects that represent a value (of arbitrary type) an...
Definition: RooAbsArg.h:73
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:21
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:28
RooDirItem is a utility base class for RooFit objects that are to be attached to ROOT directories.
Definition: RooDirItem.h:22
RooFitResult is a container class to hold the input and output of a PDF fit to a dataset.
Definition: RooFitResult.h:40
TMatrixDSym conditionalCovarianceMatrix(const RooArgList &params) const
Return a reduced covariance matrix, which is calculated as.
void fillCorrMatrix()
Internal utility method to extract the correlation matrix and the global correlation coefficients fro...
void setCovQual(Int_t val)
Definition: RooFitResult.h:170
void setMinNLL(Double_t val)
Definition: RooFitResult.h:167
virtual void Print(Option_t *options=0) const
Print TNamed name and title.
Definition: RooFitResult.h:66
void setNumInvalidNLL(Int_t val)
Definition: RooFitResult.h:171
TList _corrMatrix
List of global correlation coefficients.
Definition: RooFitResult.h:191
std::vector< std::pair< std::string, int > > _statusHistory
Definition: RooFitResult.h:200
const TMatrixDSym & covarianceMatrix() const
Return covariance matrix.
RooFitResult(const char *name=0, const char *title=0)
Constructor with name and title.
void setStatus(Int_t val)
Definition: RooFitResult.h:169
TMatrixDSym * _CM
triangular matrix used for generate random perturbations
Definition: RooFitResult.h:196
void setConstParList(const RooArgList &list)
Fill the list of constant parameters.
Int_t statusCodeHistory(UInt_t icycle) const
virtual ~RooFitResult()
Destructor.
virtual Int_t defaultPrintContents(Option_t *opt) const
Configure default contents to be printed.
virtual void printTitle(std::ostream &os) const
Print title of fit result.
Int_t _numBadNLL
Definition: RooFitResult.h:183
TMatrixDSym * _VM
Definition: RooFitResult.h:197
Double_t correlation(const RooAbsArg &par1, const RooAbsArg &par2) const
Definition: RooFitResult.h:117
const RooArgList & floatParsInit() const
Definition: RooFitResult.h:106
RooArgList * _initPars
Definition: RooFitResult.h:187
TMatrixDSym reducedCovarianceMatrix(const RooArgList &params) const
Return a reduced covariance matrix (Note that Vred is a simple sub-matrix of V, row/columns are order...
void fillPrefitCorrMatrix()
RooArgList * _constPars
Definition: RooFitResult.h:186
void SetNameTitle(const char *name, const char *title)
Change name and title of RooFitResult object.
const RooArgList * correlation(const RooAbsArg &par) const
Definition: RooFitResult.h:121
RooArgList * _globalCorr
Definition: RooFitResult.h:190
Double_t edm() const
Definition: RooFitResult.h:94
const RooArgList & randomizePars() const
Return a list of floating parameter values that are perturbed from the final fit values by random amo...
const RooArgList * globalCorr()
Return the list of all global correlations.
static RooFitResult * prefitResult(const RooArgList &paramList)
Import the results of the last fit performed by gMinuit, interpreting the fit parameters as the given...
void setCovarianceMatrix(TMatrixDSym &V)
Store externally provided correlation matrix in this RooFitResult ;.
virtual StyleOption defaultPrintStyle(Option_t *opt) const
Configure mapping of Print() arguments to RooPrintable print styles.
void setEDM(Double_t val)
Definition: RooFitResult.h:168
void setStatusHistory(std::vector< std::pair< std::string, int > > &hist)
Definition: RooFitResult.h:176
RooArgList * _finalPars
Definition: RooFitResult.h:188
const RooArgList & constPars() const
Definition: RooFitResult.h:102
virtual TObject * clone() const
Definition: RooFitResult.h:51
void SetName(const char *name)
Change name of RooFitResult object.
virtual TObject * Clone(const char *newname=0) const
Make a clone of an object using the Streamer facility.
Definition: RooFitResult.h:46
Double_t covariance(Int_t row, Int_t col) const
Return the covariance matrix element addressed with numeric indices.
virtual void printClassName(std::ostream &os) const
Print class name of fit result.
Bool_t isIdentical(const RooFitResult &other, Double_t tol=1e-6, Double_t tolCorr=1e-4, Bool_t verbose=kTRUE) const
Return true if this fit result is identical to other within tolerances.
const char * statusLabelHistory(UInt_t icycle) const
Double_t _edm
Definition: RooFitResult.h:185
Double_t _minNLL
Definition: RooFitResult.h:184
Int_t numInvalidNLL() const
Definition: RooFitResult.h:90
Int_t covQual() const
Definition: RooFitResult.h:86
void printMultiline(std::ostream &os, Int_t contents, Bool_t verbose=kFALSE, TString indent="") const
Print fit result to stream 'os'.
Double_t minNll() const
Definition: RooFitResult.h:98
virtual void printArgs(std::ostream &os) const
Print arguments of fit result, i.e. the parameters of the fit.
TH2 * correlationHist(const char *name="correlation_matrix") const
Return TH2D of correlation matrix.
void fillLegacyCorrMatrix() const
Sanity check.
void setInitParList(const RooArgList &list)
Fill the list of initial values of the floating parameters.
RooPlot * plotOn(RooPlot *frame, const RooAbsArg &par1, const RooAbsArg &par2, const char *options="ME") const
Definition: RooFitResult.h:143
TMatrixF * _Lt
List of floating parameters with most recent random perturbation applied.
Definition: RooFitResult.h:194
virtual void printName(std::ostream &os) const
Print name of fit result.
const RooArgList & floatParsFinal() const
Definition: RooFitResult.h:110
Int_t status() const
Definition: RooFitResult.h:77
RooArgList * _randomPars
Correlation matrix (list of RooArgLists)
Definition: RooFitResult.h:193
static RooFitResult * lastMinuitFit(const RooArgList &varList=RooArgList())
Import the results of the last fit performed by gMinuit, interpreting the fit parameters as the given...
Double_t globalCorr(const RooAbsArg &par)
Definition: RooFitResult.h:137
virtual void printValue(std::ostream &os) const
Print the value of the fit result, i.e.g the status, minimized FCN, edm and covariance quality code.
TVectorD * _GC
Definition: RooFitResult.h:198
RooAbsPdf * createHessePdf(const RooArgSet &params) const
Return a p.d.f that represents the fit result as a multi-variate probability densisty function on the...
void setFinalParList(const RooArgList &list)
Fill the list of final values of the floating parameters.
UInt_t numStatusHistory() const
Definition: RooFitResult.h:82
const TMatrixDSym & correlationMatrix() const
Return correlation matrix ;.
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Definition: RooMinimizer.h:38
RooMinuit is a wrapper class around TFitter/TMinuit that provides a seamless interface between the MI...
Definition: RooMinuit.h:38
A RooPlot is a plot frame and a container for graphics objects within that frame.
Definition: RooPlot.h:44
RooPlotable is a 'mix-in' base class that define the standard RooFit plotting and printing methods.
Definition: RooPrintable.h:25
static std::ostream & defaultPrintStream(std::ostream *os=0)
Return a reference to the current default stream to use in Print().
virtual void printStream(std::ostream &os, Int_t contents, StyleOption style, TString indent="") const
Print description of object on ostream, printing contents set by contents integer,...
Service class for 2-Dim histogram classes.
Definition: TH2.h:30
A doubly linked list.
Definition: TList.h:44
TMatrixT.
Definition: TMatrixT.h:39
The TNamed class is the base class for all named ROOT classes.
Definition: TNamed.h:29
virtual const char * GetName() const
Returns name of object.
Definition: TNamed.h:47
Mother of all ROOT objects.
Definition: TObject.h:37
Basic string class.
Definition: TString.h:131