void multidimSampling() {
#ifdef __CINT__
std::cout << "DO NOT RUN WITH CINT:" << std::endl;
std::cout << "we are using a custom function which requires" << std::endl;
std::cout << "that this tutorial must be compiled with ACLIC" << std::endl;
return;
#endif
const int N = 100000;
//const int NBin = 1000;
const int DIM = 4;
double xmin[] = {-10,-10,-10, -10};
double xmax[] = { 10, 10, 10, 10};
double par0[] = { 1., -1., 2, 0, // the gaussian mu
1, 2, 1, 3, // the sigma
0.5,0.,0.,0.,0.,0.8 }; // the correlation
const int NPAR = DIM + DIM*(DIM+1)/2; // 14 in the 4d case
// generate the sample
GausND gaus4d(4);
TF1 * f = new TF1("functionND",gaus4d,0,1,14);
f->SetParameters(par0);
double x0[] = {0,0,0,0};
// for debugging
if (debug) f->EvalPar(x0,0);
debug = false;
TString name;
for (int i = 0; i < NPAR; ++i ) {
if (i < DIM) f->SetParName(i, name.Format("mu_%d",i+1) );
else if (i < 2*DIM) f->SetParName(i, name.Format("sig_%d",i-DIM+1) );
else if (i < 2*DIM) f->SetParName(i, name.Format("sig_%d",i-2*DIM+1) );
}
//ROOT::Math::DistSamplerOptions::SetDefaultSampler("Foam");
DistSampler * sampler = Factory::CreateDistSampler();
if (sampler == 0) {
Info("multidimSampling","Default sampler %s is not available try with Foam ",
ROOT::Math::DistSamplerOptions::DefaultSampler().c_str() );
ROOT::Math::DistSamplerOptions::SetDefaultSampler("Foam");
}
sampler = Factory::CreateDistSampler();
if (sampler == 0) {
Error("multidimSampling","Foam sampler is not available - exit ");
return;
}
sampler->SetFunction(*f,DIM);
sampler->SetRange(xmin,xmax);
bool ret = sampler->Init();
std::vector<double> data1(DIM*N);
double v[DIM];
TStopwatch w;
if (!ret) {
Error("Sampler::Init","Error initializing unuran sampler");
return;
}
// generate the data
w.Start();
for (int i = 0; i < N; ++i) {
sampler->Sample(v);
for (int j = 0; j < DIM; ++j)
data1[N*j + i] = v[j];
}
w.Stop();
w.Print();
// fill tree with data
TFile * file = new TFile("multiDimSampling.root","RECREATE");
double x[DIM];
TTree * t1 = new TTree("t1","Tree from Unuran");
t1->Branch("x",x,"x[4]/D");
for (int i = 0; i < N; ++i) {
for (int j = 0; j < DIM; ++j) {
x[j] = data1[i+N*j];
}
t1->Fill();
}
// plot the data
t1->Draw("x[0]:x[1]:x[2]:x[3]","","candle");
TCanvas * c2 = new TCanvas();
c2->Divide(3,2);
int ic=1;
c2->cd(ic++);
t1->Draw("x[0]:x[1]");
c2->cd(ic++);
t1->Draw("x[0]:x[2]");
c2->cd(ic++);
t1->Draw("x[0]:x[3]");
c2->cd(ic++);
t1->Draw("x[1]:x[2]");
c2->cd(ic++);
t1->Draw("x[1]:x[3]");
c2->cd(ic++);
t1->Draw("x[2]:x[3]");
t1->Write();
file->Close();
}
