ROOT   Reference Guide
rf605_profilell.C
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1/// \file
2/// \ingroup tutorial_roofit
3/// \notebook -js
4///
5/// Likelihood and minimization: working with the profile likelihood estimator
6///
7/// \macro_image
8/// \macro_output
9/// \macro_code
10///
11/// \date 07/2008
12/// \author Wouter Verkerke
13
14#include "RooRealVar.h"
15#include "RooDataSet.h"
16#include "RooGaussian.h"
17#include "RooConstVar.h"
19#include "RooMinimizer.h"
20#include "TCanvas.h"
21#include "TAxis.h"
22#include "RooPlot.h"
23using namespace RooFit;
24
25void rf605_profilell()
26{
27 // C r e a t e m o d e l a n d d a t a s e t
28 // -----------------------------------------------
29
30 // Observable
31 RooRealVar x("x", "x", -20, 20);
32
33 // Model (intentional strong correlations)
34 RooRealVar mean("mean", "mean of g1 and g2", 0, -10, 10);
35 RooRealVar sigma_g1("sigma_g1", "width of g1", 3);
36 RooGaussian g1("g1", "g1", x, mean, sigma_g1);
37
38 RooRealVar sigma_g2("sigma_g2", "width of g2", 4, 3.0, 6.0);
39 RooGaussian g2("g2", "g2", x, mean, sigma_g2);
40
41 RooRealVar frac("frac", "frac", 0.5, 0.0, 1.0);
42 RooAddPdf model("model", "model", RooArgList(g1, g2), frac);
43
44 // Generate 1000 events
45 RooDataSet *data = model.generate(x, 1000);
46
47 // C o n s t r u c t p l a i n l i k e l i h o o d
48 // ---------------------------------------------------
49
50 // Construct unbinned likelihood
51 RooAbsReal *nll = model.createNLL(*data, NumCPU(2));
52
53 // Minimize likelihood w.r.t all parameters before making plots
55
56 // Plot likelihood scan frac
57 RooPlot *frame1 = frac.frame(Bins(10), Range(0.01, 0.95), Title("LL and profileLL in frac"));
58 nll->plotOn(frame1, ShiftToZero());
59
60 // Plot likelihood scan in sigma_g2
61 RooPlot *frame2 = sigma_g2.frame(Bins(10), Range(3.3, 5.0), Title("LL and profileLL in sigma_g2"));
62 nll->plotOn(frame2, ShiftToZero());
63
64 // C o n s t r u c t p r o f i l e l i k e l i h o o d i n f r a c
65 // -----------------------------------------------------------------------
66
67 // The profile likelihood estimator on nll for frac will minimize nll w.r.t
68 // all floating parameters except frac for each evaluation
69
70 RooAbsReal *pll_frac = nll->createProfile(frac);
71
72 // Plot the profile likelihood in frac
73 pll_frac->plotOn(frame1, LineColor(kRed));
74
75 // Adjust frame maximum for visual clarity
76 frame1->SetMinimum(0);
77 frame1->SetMaximum(3);
78
79 // C o n s t r u c t p r o f i l e l i k e l i h o o d i n s i g m a _ g 2
80 // -------------------------------------------------------------------------------
81
82 // The profile likelihood estimator on nll for sigma_g2 will minimize nll
83 // w.r.t all floating parameters except sigma_g2 for each evaluation
84 RooAbsReal *pll_sigmag2 = nll->createProfile(sigma_g2);
85
86 // Plot the profile likelihood in sigma_g2
87 pll_sigmag2->plotOn(frame2, LineColor(kRed));
88
89 // Adjust frame maximum for visual clarity
90 frame2->SetMinimum(0);
91 frame2->SetMaximum(3);
92
93 // Make canvas and draw RooPlots
94 TCanvas *c = new TCanvas("rf605_profilell", "rf605_profilell", 800, 400);
95 c->Divide(2);
96 c->cd(1);
98 frame1->GetYaxis()->SetTitleOffset(1.4);
99 frame1->Draw();
100 c->cd(2);
102 frame2->GetYaxis()->SetTitleOffset(1.4);
103 frame2->Draw();
104
105 delete pll_frac;
106 delete pll_sigmag2;
107 delete nll;
108}
#define c(i)
Definition: RSha256.hxx:101
@ kRed
Definition: Rtypes.h:64
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:60
virtual RooPlot * plotOn(RooPlot *frame, const RooCmdArg &arg1=RooCmdArg(), const RooCmdArg &arg2=RooCmdArg(), const RooCmdArg &arg3=RooCmdArg(), const RooCmdArg &arg4=RooCmdArg(), const RooCmdArg &arg5=RooCmdArg(), const RooCmdArg &arg6=RooCmdArg(), const RooCmdArg &arg7=RooCmdArg(), const RooCmdArg &arg8=RooCmdArg(), const RooCmdArg &arg9=RooCmdArg(), const RooCmdArg &arg10=RooCmdArg()) const
Plot (project) PDF on specified frame.
virtual RooAbsReal * createProfile(const RooArgSet &paramsOfInterest)
Create a RooProfileLL object that eliminates all nuisance parameters in the present function.
Definition: RooAbsReal.cxx:515
RooAddPdf is an efficient implementation of a sum of PDFs of the form.
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgList.h:21
RooDataSet is a container class to hold unbinned data.
Definition: RooDataSet.h:33
Plain Gaussian p.d.f.
Definition: RooGaussian.h:25
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Definition: RooMinimizer.h:38
A RooPlot is a plot frame and a container for graphics objects within that frame.
Definition: RooPlot.h:44
virtual void SetMinimum(Double_t minimum=-1111)
Set minimum value of Y axis.
Definition: RooPlot.cxx:1112
TAxis * GetYaxis() const
Definition: RooPlot.cxx:1277
static RooPlot * frame(const RooAbsRealLValue &var, Double_t xmin, Double_t xmax, Int_t nBins)
Create a new frame for a given variable in x.
Definition: RooPlot.cxx:277
virtual void SetMaximum(Double_t maximum=-1111)
Set maximum value of Y axis.
Definition: RooPlot.cxx:1102
virtual void Draw(Option_t *options=0)
Draw this plot and all of the elements it contains.
Definition: RooPlot.cxx:712
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:35
virtual void SetTitleOffset(Float_t offset=1)
Set distance between the axis and the axis title.
Definition: TAttAxis.cxx:294
The Canvas class.
Definition: TCanvas.h:27
RooCmdArg Bins(Int_t nbin)
RooCmdArg NumCPU(Int_t nCPU, Int_t interleave=0)
RooCmdArg ShiftToZero()
RooCmdArg LineColor(Color_t color)
Double_t x[n]
Definition: legend1.C:17
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
const char * Title
Definition: TXMLSetup.cxx:67
Ta Range(0, 0, 1, 1)