RooWorkspace* makeInvertedANFit(TTree* tree, float forceSigma=-1, bool constrainMu=false, float forceMu=-1) { RooWorkspace *ws = new RooWorkspace("ws",""); std::vector< TString (*)(TString, RooRealVar&, RooWorkspace&) > bkgPdfList; bkgPdfList.push_back(makeSingleExp); bkgPdfList.push_back(makeDoubleExp); #if DEBUG==0 //bkgPdfList.push_back(makeTripleExp); bkgPdfList.push_back(makeModExp); bkgPdfList.push_back(makeSinglePow); bkgPdfList.push_back(makeDoublePow); bkgPdfList.push_back(makePoly2); bkgPdfList.push_back(makePoly3); #endif RooRealVar mgg("mgg","m_{#gamma#gamma}",103,160,"GeV"); mgg.setBins(38); mgg.setRange("sideband_low", 103,120); mgg.setRange("sideband_high",131,160); mgg.setRange("signal",120,131); RooRealVar MR("MR","",0,3000,"GeV"); MR.setBins(60); RooRealVar Rsq("t1Rsq","",0,1,"GeV"); Rsq.setBins(20); RooRealVar hem1_M("hem1_M","",-1,2000,"GeV"); hem1_M.setBins(40); RooRealVar hem2_M("hem2_M","",-1,2000,"GeV"); hem2_M.setBins(40); RooRealVar ptgg("ptgg","p_{T}^{#gamma#gamma}",0,500,"GeV"); ptgg.setBins(50); RooDataSet data("data","",tree,RooArgSet(mgg,MR,Rsq,hem1_M,hem2_M,ptgg)); RooDataSet* blind_data = (RooDataSet*)data.reduce("mgg<121 || mgg>130"); std::vector<TString> tags; //fit many different background models for(auto func = bkgPdfList.begin(); func != bkgPdfList.end(); func++) { TString tag = (*func)("bonly",mgg,*ws); tags.push_back(tag); ws->pdf("bonly_"+tag+"_ext")->fitTo(data,RooFit::Strategy(0),RooFit::Extended(kTRUE),RooFit::Range("sideband_low,sideband_high")); RooFitResult* bres = ws->pdf("bonly_"+tag+"_ext")->fitTo(data,RooFit::Strategy(2),RooFit::Save(kTRUE),RooFit::Extended(kTRUE),RooFit::Range("sideband_low,sideband_high")); bres->SetName(tag+"_bonly_fitres"); ws->import(*bres); //make blinded fit RooPlot *fmgg_b = mgg.frame(); blind_data->plotOn(fmgg_b,RooFit::Range("sideband_low,sideband_high")); TBox blindBox(121,fmgg_b->GetMinimum()-(fmgg_b->GetMaximum()-fmgg_b->GetMinimum())*0.015,130,fmgg_b->GetMaximum()); blindBox.SetFillColor(kGray); fmgg_b->addObject(&blindBox); ws->pdf("bonly_"+tag+"_ext")->plotOn(fmgg_b,RooFit::LineColor(kRed),RooFit::Range("Full"),RooFit::NormRange("sideband_low,sideband_high")); fmgg_b->SetName(tag+"_blinded_frame"); ws->import(*fmgg_b); delete fmgg_b; //set all the parameters constant RooArgSet* vars = ws->pdf("bonly_"+tag)->getVariables(); RooFIter iter = vars->fwdIterator(); RooAbsArg* a; while( (a = iter.next()) ){ if(string(a->GetName()).compare("mgg")==0) continue; static_cast<RooRealVar*>(a)->setConstant(kTRUE); } //make the background portion of the s+b fit (*func)("b",mgg,*ws); RooRealVar sigma(tag+"_s_sigma","",5,0,100); if(forceSigma!=-1) { sigma.setVal(forceSigma); sigma.setConstant(true); } RooRealVar mu(tag+"_s_mu","",126,120,132); if(forceMu!=-1) { mu.setVal(forceMu); mu.setConstant(true); } RooGaussian sig(tag+"_sig_model","",mgg,mu,sigma); RooRealVar Nsig(tag+"_sb_Ns","",5,0,100); RooRealVar Nbkg(tag+"_sb_Nb","",100,0,100000); RooRealVar HiggsMass("HiggsMass","",125.1); RooRealVar HiggsMassError("HiggsMassError","",0.24); RooGaussian HiggsMassConstraint("HiggsMassConstraint","",mu,HiggsMass,HiggsMassError); RooAddPdf fitModel(tag+"_sb_model","",RooArgList( *ws->pdf("b_"+tag), sig ),RooArgList(Nbkg,Nsig)); RooFitResult* sbres; RooAbsReal* nll; if(constrainMu) { fitModel.fitTo(data,RooFit::Strategy(0),RooFit::Extended(kTRUE),RooFit::ExternalConstraints(RooArgSet(HiggsMassConstraint))); sbres = fitModel.fitTo(data,RooFit::Strategy(2),RooFit::Save(kTRUE),RooFit::Extended(kTRUE),RooFit::ExternalConstraints(RooArgSet(HiggsMassConstraint))); nll = fitModel.createNLL(data,RooFit::NumCPU(4),RooFit::Extended(kTRUE),RooFit::ExternalConstraints(RooArgSet(HiggsMassConstraint))); } else { fitModel.fitTo(data,RooFit::Strategy(0),RooFit::Extended(kTRUE)); sbres = fitModel.fitTo(data,RooFit::Strategy(2),RooFit::Save(kTRUE),RooFit::Extended(kTRUE)); nll = fitModel.createNLL(data,RooFit::NumCPU(4),RooFit::Extended(kTRUE)); } sbres->SetName(tag+"_sb_fitres"); ws->import(*sbres); ws->import(fitModel); RooPlot *fmgg = mgg.frame(); data.plotOn(fmgg); fitModel.plotOn(fmgg); ws->pdf("b_"+tag+"_ext")->plotOn(fmgg,RooFit::LineColor(kRed),RooFit::Range("Full"),RooFit::NormRange("Full")); fmgg->SetName(tag+"_frame"); ws->import(*fmgg); delete fmgg; RooMinuit(*nll).migrad(); RooPlot *fNs = Nsig.frame(0,25); fNs->SetName(tag+"_Nsig_pll"); RooAbsReal *pll = nll->createProfile(Nsig); //nll->plotOn(fNs,RooFit::ShiftToZero(),RooFit::LineColor(kRed)); pll->plotOn(fNs); ws->import(*fNs); delete fNs; RooPlot *fmu = mu.frame(125,132); fmu->SetName(tag+"_mu_pll"); RooAbsReal *pll_mu = nll->createProfile(mu); pll_mu->plotOn(fmu); ws->import(*fmu); delete fmu; } RooArgSet weights("weights"); RooArgSet pdfs_bonly("pdfs_bonly"); RooArgSet pdfs_b("pdfs_b"); RooRealVar minAIC("minAIC","",1E10); //compute AIC stuff for(auto t = tags.begin(); t!=tags.end(); t++) { RooAbsPdf *p_bonly = ws->pdf("bonly_"+*t); RooAbsPdf *p_b = ws->pdf("b_"+*t); RooFitResult *sb = (RooFitResult*)ws->obj(*t+"_bonly_fitres"); RooRealVar k(*t+"_b_k","",p_bonly->getParameters(RooArgSet(mgg))->getSize()); RooRealVar nll(*t+"_b_minNll","",sb->minNll()); RooRealVar Npts(*t+"_b_N","",blind_data->sumEntries()); RooFormulaVar AIC(*t+"_b_AIC","2*@0+2*@1+2*@1*(@1+1)/(@2-@1-1)",RooArgSet(nll,k,Npts)); ws->import(AIC); if(AIC.getVal() < minAIC.getVal()) { minAIC.setVal(AIC.getVal()); } //aicExpSum+=TMath::Exp(-0.5*AIC.getVal()); //we will need this precomputed for the next step pdfs_bonly.add(*p_bonly); pdfs_b.add(*p_b); } ws->import(minAIC); //compute the AIC weight float aicExpSum=0; for(auto t = tags.begin(); t!=tags.end(); t++) { RooFormulaVar *AIC = (RooFormulaVar*)ws->obj(*t+"_b_AIC"); aicExpSum+=TMath::Exp(-0.5*(AIC->getVal()-minAIC.getVal())); //we will need this precomputed for the next step } std::cout << "aicExpSum: " << aicExpSum << std::endl; for(auto t = tags.begin(); t!=tags.end(); t++) { RooFormulaVar *AIC = (RooFormulaVar*)ws->obj(*t+"_b_AIC"); RooRealVar *AICw = new RooRealVar(*t+"_b_AICWeight","",TMath::Exp(-0.5*(AIC->getVal()-minAIC.getVal()))/aicExpSum); if( TMath::IsNaN(AICw->getVal()) ) {AICw->setVal(0);} ws->import(*AICw); std::cout << *t << ": " << AIC->getVal()-minAIC.getVal() << " " << AICw->getVal() << std::endl; weights.add(*AICw); } RooAddPdf bonly_AIC("bonly_AIC","",pdfs_bonly,weights); RooAddPdf b_AIC("b_AIC","",pdfs_b,weights); //b_AIC.fitTo(data,RooFit::Strategy(0),RooFit::Extended(kTRUE),RooFit::Range("sideband_low,sideband_high")); //RooFitResult* bres = b_AIC.fitTo(data,RooFit::Strategy(2),RooFit::Save(kTRUE),RooFit::Extended(kTRUE),RooFit::Range("sideband_low,sideband_high")); //bres->SetName("AIC_b_fitres"); //ws->import(*bres); //make blinded fit RooPlot *fmgg_b = mgg.frame(RooFit::Range("sideband_low,sideband_high")); blind_data->plotOn(fmgg_b,RooFit::Range("sideband_low,sideband_high")); TBox blindBox(121,fmgg_b->GetMinimum()-(fmgg_b->GetMaximum()-fmgg_b->GetMinimum())*0.015,130,fmgg_b->GetMaximum()); blindBox.SetFillColor(kGray); fmgg_b->addObject(&blindBox); bonly_AIC.plotOn(fmgg_b,RooFit::LineColor(kRed),RooFit::Range("Full"),RooFit::NormRange("sideband_low,sideband_high")); fmgg_b->SetName("AIC_blinded_frame"); ws->import(*fmgg_b); delete fmgg_b; #if 1 RooRealVar sigma("AIC_s_sigma","",5,0,100); if(forceSigma!=-1) { sigma.setVal(forceSigma); sigma.setConstant(true); } RooRealVar mu("AIC_s_mu","",126,120,132); if(forceMu!=-1) { mu.setVal(forceMu); mu.setConstant(true); } RooGaussian sig("AIC_sig_model","",mgg,mu,sigma); RooRealVar Nsig("AIC_sb_Ns","",5,0,100); RooRealVar Nbkg("AIC_sb_Nb","",100,0,100000); RooRealVar HiggsMass("HiggsMass","",125.1); RooRealVar HiggsMassError("HiggsMassError","",0.24); RooGaussian HiggsMassConstraint("HiggsMassConstraint","",mu,HiggsMass,HiggsMassError); RooAddPdf fitModel("AIC_sb_model","",RooArgList( b_AIC, sig ),RooArgList(Nbkg,Nsig)); RooFitResult* sbres; RooAbsReal *nll; if(constrainMu) { fitModel.fitTo(data,RooFit::Strategy(0),RooFit::Extended(kTRUE),RooFit::ExternalConstraints(RooArgSet(HiggsMassConstraint))); sbres = fitModel.fitTo(data,RooFit::Strategy(2),RooFit::Save(kTRUE),RooFit::Extended(kTRUE),RooFit::ExternalConstraints(RooArgSet(HiggsMassConstraint))); nll = fitModel.createNLL(data,RooFit::NumCPU(4),RooFit::Extended(kTRUE),RooFit::ExternalConstraints(RooArgSet(HiggsMassConstraint))); } else { fitModel.fitTo(data,RooFit::Strategy(0),RooFit::Extended(kTRUE)); sbres = fitModel.fitTo(data,RooFit::Strategy(2),RooFit::Save(kTRUE),RooFit::Extended(kTRUE)); nll = fitModel.createNLL(data,RooFit::NumCPU(4),RooFit::Extended(kTRUE)); } assert(nll!=0); sbres->SetName("AIC_sb_fitres"); ws->import(*sbres); ws->import(fitModel); RooPlot *fmgg = mgg.frame(); data.plotOn(fmgg); fitModel.plotOn(fmgg); ws->pdf("b_AIC")->plotOn(fmgg,RooFit::LineColor(kRed),RooFit::Range("Full"),RooFit::NormRange("Full")); fmgg->SetName("AIC_frame"); ws->import(*fmgg); delete fmgg; RooMinuit(*nll).migrad(); RooPlot *fNs = Nsig.frame(0,25); fNs->SetName("AIC_Nsig_pll"); RooAbsReal *pll = nll->createProfile(Nsig); //nll->plotOn(fNs,RooFit::ShiftToZero(),RooFit::LineColor(kRed)); pll->plotOn(fNs); ws->import(*fNs); delete fNs; RooPlot *fmu = mu.frame(125,132); fmu->SetName("AIC_mu_pll"); RooAbsReal *pll_mu = nll->createProfile(mu); pll_mu->plotOn(fmu); ws->import(*fmu); delete fmu; std::cout << "min AIC: " << minAIC.getVal() << std::endl; for(auto t = tags.begin(); t!=tags.end(); t++) { RooFormulaVar *AIC = (RooFormulaVar*)ws->obj(*t+"_b_AIC"); RooRealVar *AICw = ws->var(*t+"_b_AICWeight"); RooRealVar* k = ws->var(*t+"_b_k"); printf("%s & %0.0f & %0.2f & %0.2f \\\\\n",t->Data(),k->getVal(),AIC->getVal()-minAIC.getVal(),AICw->getVal()); //std::cout << k->getVal() << " " << AIC->getVal()-minAIC.getVal() << " " << AICw->getVal() << std::endl; } #endif return ws; }
void LVector::mBasis( const tmv::ConstVectorView<double>& x, const tmv::ConstVectorView<double>& y, const tmv::ConstVectorView<double>* invsig, tmv::MatrixView<T> psi, int order, double sigma) { assert (y.size()==x.size()); assert (psi.nrows()==x.size() && psi.ncols()==PQIndex::size(order)); const int N=order; const int npts_full = x.size(); // It's faster to build the psi matrix in blocks so that more of the matrix stays in // L1 cache. For a (typical) 256 KB L2 cache size, this corresponds to 8 columns in the // cache, which is pretty good, since we are usually working on 4 columns at a time, // plus either X and Y or 3 Lq vectors. const int BLOCKING_FACTOR=4096; const int max_npts = std::max(BLOCKING_FACTOR,npts_full); tmv::DiagMatrix<double> Rsq_full(max_npts); tmv::Matrix<double> A_full(max_npts,2); tmv::Matrix<double> tmp_full(max_npts,2); tmv::DiagMatrix<double> Lmq_full(max_npts); tmv::DiagMatrix<double> Lmqm1_full(max_npts); tmv::DiagMatrix<double> Lmqm2_full(max_npts); for (int ilo=0; ilo<npts_full; ilo+=BLOCKING_FACTOR) { const int ihi = std::min(npts_full, ilo + BLOCKING_FACTOR); const int npts = ihi-ilo; // Cast arguments as diagonal matrices so we can access // vectorized element-by-element multiplication tmv::ConstDiagMatrixView<double> X = DiagMatrixViewOf(x.subVector(ilo,ihi)); tmv::ConstDiagMatrixView<double> Y = DiagMatrixViewOf(y.subVector(ilo,ihi)); // Get the appropriate portion of our temporary matrices. tmv::DiagMatrixView<double> Rsq = Rsq_full.subDiagMatrix(0,npts); tmv::MatrixView<double> A = A_full.rowRange(0,npts); tmv::MatrixView<double> tmp = tmp_full.rowRange(0,npts); // We need rsq values twice, so store them here. Rsq = X*X; Rsq += Y*Y; // This matrix will keep track of real & imag parts // of prefactor * exp(-r^2/2) (x+iy)^m / sqrt(m!) // Build the Gaussian factor for (int i=0; i<npts; i++) A.ref(i,0) = std::exp(-0.5*Rsq(i)); mBasisHelper<T>::applyPrefactor(A.col(0),sigma); A.col(1).setZero(); // Put 1/sigma factor into every point if doing a design matrix: if (invsig) A.col(0) *= tmv::DiagMatrixViewOf(invsig->subVector(ilo,ihi)); // Assign the m=0 column first: psi.col( PQIndex(0,0).rIndex(), ilo,ihi ) = A.col(0); // Then ascend m's at q=0: for (int m=1; m<=N; m++) { int rIndex = PQIndex(m,0).rIndex(); // Multiply by (X+iY)/sqrt(m), including a factor 2 first time through tmp = Y * A; A = X * A; A.col(0) += tmp.col(1); A.col(1) -= tmp.col(0); A *= m==1 ? 2. : 1./sqrtn(m); psi.subMatrix(ilo,ihi,rIndex,rIndex+2) = mBasisHelper<T>::Asign(m%4) * A; } // Make three DiagMatrix to hold Lmq's during recurrence calculations boost::shared_ptr<tmv::DiagMatrixView<double> > Lmq( new tmv::DiagMatrixView<double>(Lmq_full.subDiagMatrix(0,npts))); boost::shared_ptr<tmv::DiagMatrixView<double> > Lmqm1( new tmv::DiagMatrixView<double>(Lmqm1_full.subDiagMatrix(0,npts))); boost::shared_ptr<tmv::DiagMatrixView<double> > Lmqm2( new tmv::DiagMatrixView<double>(Lmqm2_full.subDiagMatrix(0,npts))); for (int m=0; m<=N; m++) { PQIndex pq(m,0); int iQ0 = pq.rIndex(); // Go to q=1: pq.incN(); if (pq.pastOrder(N)) continue; { // q == 1 const int p = pq.getP(); const int q = pq.getQ(); const int iQ = pq.rIndex(); Lmqm1->setAllTo(1.); // This is Lm0. *Lmq = Rsq - (p+q-1.); *Lmq *= mBasisHelper<T>::Lsign(1.) / (sqrtn(p)*sqrtn(q)); if (m==0) { psi.col(iQ,ilo,ihi) = (*Lmq) * psi.col(iQ0,ilo,ihi); } else { psi.subMatrix(ilo,ihi,iQ,iQ+2) = (*Lmq) * psi.subMatrix(ilo,ihi,iQ0,iQ0+2); } } // do q=2,... for (pq.incN(); !pq.pastOrder(N); pq.incN()) { const int p = pq.getP(); const int q = pq.getQ(); const int iQ = pq.rIndex(); // cycle the Lmq vectors // Lmqm2 <- Lmqm1 // Lmqm1 <- Lmq // Lmq <- Lmqm2 Lmqm2.swap(Lmqm1); Lmqm1.swap(Lmq); double invsqrtpq = 1./sqrtn(p)/sqrtn(q); *Lmq = Rsq - (p+q-1.); *Lmq *= mBasisHelper<T>::Lsign(invsqrtpq) * *Lmqm1; *Lmq -= (sqrtn(p-1)*sqrtn(q-1)*invsqrtpq) * (*Lmqm2); if (m==0) { psi.col(iQ,ilo,ihi) = (*Lmq) * psi.col(iQ0,ilo,ihi); } else { psi.subMatrix(ilo,ihi,iQ,iQ+2) = (*Lmq) * psi.subMatrix(ilo,ihi,iQ0,iQ0+2); } } } } }