Dear ROOTers,
I found a bug in the function TreeUnbinnedFitLikelihood in TTreePlayer.cxx,
which was related to a bug in TTree::UnbinnedFit.
In the function TreeUnbinnedFitLikelihood, event weights were treated as
follows.
prob = fitfunc->EvalPar(x,par) * weight[i]/sum;
I think it should be
prob = TMath::Power(fitfunc->EvalPar(x,par),weight[i]/sum).
So I propose to change the original code,
prob = fitfunc->EvalPar(x,par) * weight[i]/sum;
if(prob > 0) logL += TMath::Log(prob);
else logL += logEpsilon;
to
prob = fitfunc->EvalPar(x,par);
if(prob > 0) logL += TMath::Log(prob) * weight[i]/sum;
else logL += logEpsilon * weight[i]/sum;
.
I show a small sample, "test.C" to indicate the problem below.
It can be compiled and executed as follows.
g++ -o test `root-config --cflags` `root-config --libs` -lMinuit test.C
./test
In this code, 20000 events with weights are generated and fitted with two ways.
1. Fill a histogram with the weights and fit it.
2. TTree::UnbinnedFit with weights.
The results should be same but not the same currently.
I already checked that the fix of the TreeUnbinnedFitLikelihood
remedy the problem.
The ROOT under /afs/cern.ch/sw/root/v4.00.08/rh73_gcc32/root was used
with gcc version 3.2 in Red Hat Linux release 7.3 (Valhalla)
Could you treat the problem please.
Best Regards,
Hajime
test.C
//////////////////////////////////////////////////////////////
#include <iostream>
#include <cstdio>
#include "TROOT.h"
#include "TApplication.h"
#include "TFile.h"
#include "TTree.h"
#include "TCanvas.h"
#include "TF1.h"
#include "TH1.h"
int main(int argc,char** argv)
{
TApplication theApp("App", &argc, argv);
gApplication->Init();
//---------------------------------
// 1.) generate n0 events following 1+x^2+8/3*a0*x with weight w0.
// 2.) generate n1 events following 1+x^2+8/3*a1*x with weight w1.
// 3.) fill (n0+n1) events in TTree tr0 in TFile test.root.
// 4.) Fill values to the TH1D his with weight.
// 5.) Fit the histogram with [0]*(1+x^2+8/3*[1]*x)
// 6.) Performe UnbinnedFit with p.d.f of 1+x^2+8/3*[0]*x
//---------------------------------
int n0=10000;
int n1=10000;
double a0=0.3;
double a1=0.6;
double w0=0.4;
double w1=0.8;
//---------------------------------
TFile tf("test.root","RECREATE");
TF1 f0("f0","1+x*x+8./3.*[0]*x",-1,1);
f0.SetParameter(0,a0);
f0.SetNpx(1000);
TF1 f1("f1","1+x*x+8./3.*[0]*x",-1,1);
f1.SetParameter(0,a1);
f1.SetNpx(1000);
Double_t value, weight;
TTree tr0("tr0","tr0");
tr0.Branch("value",&value,"value/D");
tr0.Branch("weight",&weight,"weight/D");
for(int i=0;i<n0;i++) {
value=f0.GetRandom();
weight=w0;
tr0.Fill();
}
for(int i=0;i<n1;i++) {
value=f1.GetRandom();
weight=w1;
tr0.Fill();
}
tr0.Write();
tf.Close();
//---------------------------------
TFile tfi("test.root");
TTree* tr;
tr = (TTree*)tfi.Get("tr0");
TF1 fun("fun","[0]*(1+x*x+8./3.*[1]*x)",-1,1);
TH1D his("his","his",40,-1,1);
tr->Draw("value>>his","weight");
his.Fit("fun","","",-1,1);
Double_t A0= fun.GetParameter(1);
//his.Draw("E");
//gPad->Modified();
//gPad->Update();
//std::cout << "Hit Return" << std::endl;
//std::getchar();
//---------------------------------
TF1 func("func","1+x*x+8./3.*[0]*x",-1,1);
tr->UnbinnedFit("func","value","weight","VEM");
Double_t A1= func.GetParameter(0);
tfi.Close();
std::cout << A0 << "\t" << A1 << std::endl;
return 0;
}
//////////////////////////////////////////////////////////////
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