combinedFit.C: Combined (simultaneous) fit of two histogram with separate functions

//+ Combined (simultaneous) fit of two histogram with separate functions
//  and some common parameters
//
// See http://root.cern.ch/phpBB3//viewtopic.php?f=3&t=11740#p50908
// for a modified version working with Fumili or GSLMultiFit
//
// N.B. this macro must be compiled with ACliC
//
//Author: L. Moneta - Dec 2010

#include "Fit/Fitter.h"
#include "Fit/BinData.h"
#include "Fit/Chi2FCN.h"
#include "TH1.h"
#include "TList.h"
#include "Math/WrappedMultiTF1.h"
#include "HFitInterface.h"
#include "TCanvas.h"
#include "TStyle.h"


// definition of shared parameter
// background function
int iparB[2] = { 0,      // exp amplitude in B histo
                 2    // exp common parameter
};

// signal + background function
int iparSB[5] = { 1, // exp amplitude in S+B histo
                  2, // exp common parameter
                  3, // gaussian amplitude
                  4, // gaussian mean
                  5  // gaussian sigma
};

struct GlobalChi2 {
   GlobalChi2(  ROOT::Math::IMultiGenFunction & f1,
                ROOT::Math::IMultiGenFunction & f2) :
      fChi2_1(&f1), fChi2_2(&f2) {}

   // parameter vector is first background (in common 1 and 2)
   // and then is signal (only in 2)
   double operator() (const double *par) const {
      double p1[2];
      for (int i = 0; i < 2; ++i) p1[i] = par[iparB[i] ];

      double p2[5];
      for (int i = 0; i < 5; ++i) p2[i] = par[iparSB[i] ];

      return (*fChi2_1)(p1) + (*fChi2_2)(p2);
   }

   const  ROOT::Math::IMultiGenFunction * fChi2_1;
   const  ROOT::Math::IMultiGenFunction * fChi2_2;
};

void combinedFit() {

  TH1D * hB = new TH1D("hB","histo B",100,0,100);
  TH1D * hSB = new TH1D("hSB","histo S+B",100, 0,100);

  TF1 * fB = new TF1("fB","expo",0,100);
  fB->SetParameters(1,-0.05);
  hB->FillRandom("fB");

  TF1 * fS = new TF1("fS","gaus",0,100);
  fS->SetParameters(1,30,5);

  hSB->FillRandom("fB",2000);
  hSB->FillRandom("fS",1000);

  // perform now global fit

  TF1 * fSB = new TF1("fSB","expo + gaus(2)",0,100);

  ROOT::Math::WrappedMultiTF1 wfB(*fB,1);
  ROOT::Math::WrappedMultiTF1 wfSB(*fSB,1);

  ROOT::Fit::DataOptions opt;
  ROOT::Fit::DataRange rangeB;
  // set the data range
  rangeB.SetRange(10,90);
  ROOT::Fit::BinData dataB(opt,rangeB);
  ROOT::Fit::FillData(dataB, hB);

  ROOT::Fit::DataRange rangeSB;
  rangeSB.SetRange(10,50);
  ROOT::Fit::BinData dataSB(opt,rangeSB);
  ROOT::Fit::FillData(dataSB, hSB);

  ROOT::Fit::Chi2Function chi2_B(dataB, wfB);
  ROOT::Fit::Chi2Function chi2_SB(dataSB, wfSB);

  GlobalChi2 globalChi2(chi2_B, chi2_SB);

  ROOT::Fit::Fitter fitter;

  const int Npar = 6;
  double par0[Npar] = { 5,5,-0.1,100, 30,10};

  // create before the parameter settings in order to fix or set range on them
  fitter.Config().SetParamsSettings(6,par0);
  // fix 5-th parameter
  fitter.Config().ParSettings(4).Fix();
  // set limits on the third and 4-th parameter
  fitter.Config().ParSettings(2).SetLimits(-10,-1.E-4);
  fitter.Config().ParSettings(3).SetLimits(0,10000);
  fitter.Config().ParSettings(3).SetStepSize(5);

  fitter.Config().MinimizerOptions().SetPrintLevel(0);
  fitter.Config().SetMinimizer("Minuit2","Migrad");

  // fit FCN function directly
  // (specify optionally data size and flag to indicate that is a chi2 fit)
  fitter.FitFCN(6,globalChi2,0,dataB.Size()+dataSB.Size(),true);
  ROOT::Fit::FitResult result = fitter.Result();
  result.Print(std::cout);

  TCanvas * c1 = new TCanvas("Simfit","Simultaneous fit of two histograms",
                             10,10,700,700);
  c1->Divide(1,2);
  c1->cd(1);
  gStyle->SetOptFit(1111);

  fB->SetFitResult( result, iparB);
  fB->SetRange(rangeB().first, rangeB().second);
  fB->SetLineColor(kBlue);
  hB->GetListOfFunctions()->Add(fB);
  hB->Draw();

  c1->cd(2);
  fSB->SetFitResult( result, iparSB);
  fSB->SetRange(rangeSB().first, rangeSB().second);
  fSB->SetLineColor(kRed);
  hSB->GetListOfFunctions()->Add(fSB);
  hSB->Draw();


}