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exampleTKDE.C
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1/// \file
2/// \ingroup tutorial_math
3/// \notebook
4/// Example of using the TKDE class (kernel density estimator)
5///
6/// \macro_image
7/// \macro_code
8///
9/// \authors Lorenzo Moneta, Bartolomeu Rabacal (Dec 2010)
10
11#include "TH1.h"
12#include "TF1.h"
13#include "TKDE.h"
14#include "TCanvas.h"
15/*#include "TStopwatch.h"*/
16#include "TRandom.h"
17#include "Math/DistFunc.h"
18#include "TLegend.h"
19
20// test TKDE
21
22void exampleTKDE(int n = 1000) {
23
24 // generate some gaussian points
25
26 int nbin = 100;
27 double xmin = 0;
28 double xmax = 10;
29
30 TH1D * h1 = new TH1D("h1","h1",nbin,xmin,xmax);
31
32 // generate some points with bi- gaussian distribution
33
34 std::vector<double> data(n);
35 for (int i = 0; i < n; ++i) {
36 if (i < 0.4*n) {
37 data[i] = gRandom->Gaus(2,1);
38 h1->Fill(data[i]);
39 }
40 else {
41 data[i] = gRandom->Gaus(7,1.5);
42 h1->Fill(data[i]);
43 }
44 }
45
46 // scale histogram
47 h1->Scale(1./h1->Integral(),"width" );
48 h1->SetStats(false);
49 h1->SetTitle("Bi-Gaussian");
50 h1->Draw();
51
52 // drawn true normalized density
53 TF1 * f1 = new TF1("f1","0.4*ROOT::Math::normal_pdf(x,1,2)+0.6*ROOT::Math::normal_pdf(x,1.5,7)",xmin,xmax);
55 f1->Draw("SAME");
56
57 // create TKDE class
58 double rho = 1.0; //default value
59 TKDE * kde = new TKDE(n, &data[0], xmin,xmax, "", rho);
60 //kde->Draw("ConfidenceInterval@0.95 Same");
61 kde->Draw("SAME");
62
63 TLegend * legend = new TLegend(0.6,0.7,0.9,0.95);
64 legend->AddEntry(f1,"True function");
65 legend->AddEntry(kde->GetDrawnFunction(),"TKDE");
66 legend->AddEntry(kde->GetDrawnLowerFunction(),"TKDE - #sigma");
67 legend->AddEntry(kde->GetDrawnUpperFunction(),"TKDE + #sigma");
68 legend->Draw();
69}
@ kGreen
Definition: Rtypes.h:64
float xmin
Definition: THbookFile.cxx:93
float xmax
Definition: THbookFile.cxx:93
R__EXTERN TRandom * gRandom
Definition: TRandom.h:62
virtual void SetLineColor(Color_t lcolor)
Set the line color.
Definition: TAttLine.h:40
1-Dim function class
Definition: TF1.h:210
virtual void Draw(Option_t *option="")
Draw this function with its current attributes.
Definition: TF1.cxx:1320
1-D histogram with a double per channel (see TH1 documentation)}
Definition: TH1.h:614
virtual void SetTitle(const char *title)
See GetStatOverflows for more information.
Definition: TH1.cxx:6345
virtual Int_t Fill(Double_t x)
Increment bin with abscissa X by 1.
Definition: TH1.cxx:3275
virtual Double_t Integral(Option_t *option="") const
Return integral of bin contents.
Definition: TH1.cxx:7450
virtual void Draw(Option_t *option="")
Draw this histogram with options.
Definition: TH1.cxx:2998
virtual void Scale(Double_t c1=1, Option_t *option="")
Multiply this histogram by a constant c1.
Definition: TH1.cxx:6246
virtual void SetStats(Bool_t stats=kTRUE)
Set statistics option on/off.
Definition: TH1.cxx:8446
Kernel Density Estimation class.
Definition: TKDE.h:31
TF1 * GetDrawnUpperFunction()
Definition: TKDE.h:125
TF1 * GetDrawnLowerFunction()
Definition: TKDE.h:126
TF1 * GetDrawnFunction()
Definition: TKDE.h:124
virtual void Draw(const Option_t *option="")
Definition: TKDE.cxx:805
This class displays a legend box (TPaveText) containing several legend entries.
Definition: TLegend.h:23
TLegendEntry * AddEntry(const TObject *obj, const char *label="", Option_t *option="lpf")
Add a new entry to this legend.
Definition: TLegend.cxx:330
virtual void Draw(Option_t *option="")
Draw this legend with its current attributes.
Definition: TLegend.cxx:423
virtual Double_t Gaus(Double_t mean=0, Double_t sigma=1)
Samples a random number from the standard Normal (Gaussian) Distribution with the given mean and sigm...
Definition: TRandom.cxx:263
const Int_t n
Definition: legend1.C:16
TH1F * h1
Definition: legend1.C:5
TF1 * f1
Definition: legend1.C:11