double FitConfidence::choleskyUncertainty( double xx, TFitResultPtr fitResult, TF1 * f, int nSamples ){
int nP = f->GetNpar();
TMatrixDSym cov = fitResult->GetCovarianceMatrix();
double *covArray = new double[ nP * nP ]; // number of parameters x number of parameters
covArray = cov.GetMatrixArray();
return choleskyUncertainty( xx, covArray, f, nSamples );
}
//Make pull plots from the output of a toy study
void ResultFormatter::WriteFlatNtuple( const string FileName, const FitResultVector* ToyResult, const vector<string> inputXML, const vector<string> runtimeArgs, const string XMLForProjections, const string XMLForToys )
{
TFile * rootFile = TFile::Open( FileName.c_str(), "RECREATE" );
rootFile->SetCompressionLevel( 9 );
//cout << "Storing Fit Result Vector" << endl;
// Important!
// The output from this is typically run through the RapidPlot file
// For sake of backwards compatibility the RapidPlot tool makes use of the ability to look for the 'first' TTree in a ROOT file for some of it's internal logic
// KEEP THIS TREE AS THE FIRST TREE CREATED AND WRITTEN TO THE FILE TO BE ABLE TO KEEP USING THIS TOOL!!!
TTree* outputTree = new TTree( "RapidFitResult", "RapidFitResult" );
ResultParameterSet* resultSet = ToyResult->GetFitResult( 0 )->GetResultParameterSet();
vector<string> allNames = resultSet->GetAllNames();
for( unsigned int param_i=0; param_i< allNames.size(); ++param_i )
{
string thisParamName( allNames[param_i] );
vector<double> ParameterValues, ParameterErrors, ParameterOriginalValues;
vector<double> ParameterPulls, ParameterStepSizes;
vector<double> ParameterErrorsHigh, ParameterErrorsLow;
vector<double> ParameterMinimums, ParameterMaximums;
vector<int> ParameterScanStatus, ParameterFixedStatus;
for( unsigned int resultNum=0; resultNum< (unsigned)ToyResult->NumberResults(); ++resultNum )
{
ResultParameter* thisParam = ToyResult->GetFitResult( (unsigned)resultNum )->GetResultParameterSet()->GetResultParameter( thisParamName );
ParameterValues.push_back( thisParam->GetValue() );
ParameterErrors.push_back( thisParam->GetError() );
ParameterPulls.push_back( thisParam->GetPull() );
ParameterMinimums.push_back( thisParam->GetMinimum() );
ParameterMaximums.push_back( thisParam->GetMaximum() );
ParameterOriginalValues.push_back( thisParam->GetOriginalValue() );
if( thisParam->GetType() == "Fixed" )
{
ParameterFixedStatus.push_back( 1 );
}
else
{
ParameterFixedStatus.push_back( 0 );
}
//if( thisParam->GetScanStatus() ) cout << "Scanned: " << string(thisParamName) << endl;
if( thisParam->GetScanStatus() )
{
ParameterScanStatus.push_back( 1 );
}
else
{
ParameterScanStatus.push_back( 0 );
}
if( thisParam->GetAssym() )
{
ParameterErrorsHigh.push_back( thisParam->GetErrHi() );
ParameterErrorsLow.push_back( thisParam->GetErrLow() );
} else {
ParameterErrorsHigh.push_back( 0. );
ParameterErrorsLow.push_back( 0. );
}
ParameterStepSizes.push_back( thisParam->GetStepSize() );
}
string BranchName=allNames[param_i];
ResultFormatter::AddBranch( outputTree, BranchName+"_value", ParameterValues );
bool fixed_param = ToyResult->GetFitResult(0)->GetResultParameterSet()->GetResultParameter(thisParamName)->GetType() == "Fixed";
bool scanned_param = ToyResult->GetFitResult(0)->GetResultParameterSet()->GetResultParameter(thisParamName)->GetScanStatus();
if( (!fixed_param) || (scanned_param) )
{
ResultFormatter::AddBranch( outputTree, BranchName+"_error", ParameterErrors );
ResultFormatter::AddBranch( outputTree, BranchName+"_gen", ParameterOriginalValues );
ResultFormatter::AddBranch( outputTree, BranchName+"_pull", ParameterPulls );
ResultFormatter::AddBranch( outputTree, BranchName+"_max", ParameterMaximums );
ResultFormatter::AddBranch( outputTree, BranchName+"_min", ParameterMinimums );
ResultFormatter::AddBranch( outputTree, BranchName+"_step", ParameterStepSizes );
ResultFormatter::AddBranch( outputTree, BranchName+"_errHi", ParameterErrorsHigh );
ResultFormatter::AddBranch( outputTree, BranchName+"_errLo", ParameterErrorsLow );
}
ResultFormatter::AddBranch( outputTree, BranchName+"_scan", ParameterScanStatus );
ResultFormatter::AddBranch( outputTree, BranchName+"_fix", ParameterFixedStatus );
}
//cout << "Stored Parameters" << endl;
ResultFormatter::AddBranch( outputTree, "Fit_RealTime", ToyResult->GetAllRealTimes() );
ResultFormatter::AddBranch( outputTree, "Fit_CPUTime", ToyResult->GetAllCPUTimes() );
ResultFormatter::AddBranch( outputTree, "Fit_GLTime", ToyResult->GetAllGLTimes() );
vector<int> fitStatus;
vector<double> NLL_Values, RealTimes, CPUTimes;
for( unsigned int i=0; i< (unsigned) ToyResult->NumberResults(); ++i )
{
fitStatus.push_back( ToyResult->GetFitResult( (int)i )->GetFitStatus() );
NLL_Values.push_back( ToyResult->GetFitResult( (int)i )->GetMinimumValue() );
}
ResultFormatter::AddBranch( outputTree, "Fit_Status", fitStatus );
ResultFormatter::AddBranch( outputTree, "NLL", NLL_Values );
outputTree->Write("",TObject::kOverwrite);
//ResultFormatter::AddBranch( outputTree, "Fit_RealTime", RealTimes );
//ResultFormatter::AddBranch( outputTree, "Fit_CPUTime", CPUTimes );
// Ntuples are 'stupid' objects in ROOT and the basic one can only handle float type objects
/*TNtuple * parameterNTuple;
parameterNTuple = new TNtuple("RapidFitResult", "RapidFitResult", ToyResult->GetFlatResultHeader());
Float_t * resultArr;
for( int resultIndex = 0; resultIndex < ToyResult->NumberResults(); ++resultIndex )
{
vector<double> result = ToyResult->GetFlatResult(resultIndex);
resultArr = new Float_t [result.size()];
copy( result.begin(), result.end(), resultArr);
parameterNTuple->Fill( resultArr );
delete [] resultArr;
}*/
//cout << "Storing Correlation Matrix" << endl;
if( ToyResult->GetFitResult(0)->GetResultParameterSet() != NULL )
{
if( !ToyResult->GetFitResult(0)->GetResultParameterSet()->GetAllFloatNames().empty() )
{
vector<double> MatrixElements; vector<string> MatrixNames;
TTree * tree = new TTree("corr_matrix", "Elements from Correlation Matricies");
tree->Branch("MartrixElements", "std::vector<double>", &MatrixElements );
tree->Branch("MartrixNames", "std::vector<string>", &MatrixNames );
for( int resultIndex = 0; resultIndex < ToyResult->NumberResults(); ++resultIndex )
{
TMatrixDSym* thisMatrix = ToyResult->GetFitResult(resultIndex)->GetCovarianceMatrix()->thisMatrix;
if( thisMatrix == NULL ) continue;
MatrixNames = ToyResult->GetFitResult(resultIndex)->GetCovarianceMatrix()->theseParameters;
if( MatrixNames.empty() ) continue;
double* MatrixArray = thisMatrix->GetMatrixArray();
if( MatrixArray == NULL ) continue;
MatrixElements.clear();
for( unsigned int i=0; i< (unsigned) thisMatrix->GetNoElements(); ++i )
{
MatrixElements.push_back( MatrixArray[i] );
}
if( thisMatrix->GetNoElements() > 0 ) tree->Fill();
}
tree->Write("",TObject::kOverwrite);
}
}
//cout << "Saving XML and runtime" << endl;
if( !inputXML.empty() )
{
TTree* XMLTree = new TTree( "FittingXML", "FittingXML" );
vector<string> thisXML = inputXML;
XMLTree->Branch( "FittingXML", "std::vector<string>", &thisXML );
XMLTree->Fill();
XMLTree->Write("",TObject::kOverwrite);
}
if( !runtimeArgs.empty() )
{
TTree* RuntimeTree = new TTree( "RuntimeArgs", "RuntimeArgs" );
vector<string> thisRuntime = runtimeArgs;
RuntimeTree->Branch( "RuntimeArgs", "std::vector<string>", &thisRuntime );
RuntimeTree->Fill();
RuntimeTree->Write("",TObject::kOverwrite);
}
if( !XMLForProjections.empty() )
{
TTree* ProjectionXML = new TTree( "XMLForProjections", "XMLForProjections" );
string thisXML = XMLForProjections;
ProjectionXML->Branch( "ProjectionXML", "std::string", &thisXML );
ProjectionXML->Fill();
ProjectionXML->Write("",TObject::kOverwrite);
}
if( !XMLForToys.empty() )
{
TTree* ToyXML = new TTree( "XMLForToys", "XMLForToys" );
string thisXML = XMLForToys;
ToyXML->Branch( "ToyXML", "std::string", &thisXML );
ToyXML->Fill();
ToyXML->Write("",TObject::kOverwrite);
}
rootFile->Write("",TObject::kOverwrite);
rootFile->Close();
// THIS SHOULD BE SAFE... BUT THIS IS ROOT so 'of course' it isn't...
//delete parameterNTuple;
//delete rootFile;
}
TGraphErrors *FitConfidence::choleskyBands( TFitResultPtr fitResult, TF1 * f, int nSamples, int nPoints, Reporter* rp, double x1, double x2 ){
int nP = f->GetNpar();
// INFO( FitConfidence::classname(), "Num Params : " << nP );
TMatrixDSym cov = fitResult->GetCovarianceMatrix();
double *covArray = new double[ nP * nP ]; // number of parameters x number of parameters
covArray = cov.GetMatrixArray();
// for ( int i = 0; i < 9; i++ ){
// INFO( FitConfidence::classname(), "[" << i << "] = " << covArray[ i ] );
// }
double *fCov = new double[ nP * nP ];
fCov = cov.GetMatrixArray();
double *fCovSqrt = new double[ nP * nP ];
calcCholesky( nP, fCov, fCovSqrt );
// for ( int i = 0; i < 9; i++ ){
// INFO( FitConfidence::classname(), "[" << i << "] = " << fCovSqrt[ i ] );
// }
// calculate instead
if ( -1.0 == x1 && -1.0 == x2 )
f->GetRange( x1, x2 );
double step = ( x2 - x1 ) / (double) nPoints;
double x[ nPoints + 1 ];
double y[ nPoints + 1 ];
// double yup[ nPoints + 1 ];
// double ydown[ nPoints + 1 ];
double yerr[ nPoints + 1 ];
vector<double> samples;
int i = 0;
for (double xx = x1; xx < x2; xx+= step) {
x[i] = xx;
TH1D *hDistributionAtX = new TH1D("hDistributionAtX","",200,f->Eval(x[i]) - .2,f->Eval(x[i]) + .2);
for (int n = 0; n < nSamples; n++ ) {
double val = randomSqrtCov(x[i],f,nP,fCovSqrt);
hDistributionAtX->Fill( val );
samples.push_back( val );
}
//hDistributionAtX->DrawCopy();
y[i] = f->Eval(x[i]);
yerr[i] = hDistributionAtX->GetRMS();
// cross check - should always give the same result
// but very innefficient
//yerr[i] = choleskyUncertainty( xx, fitResult, f, nSamples );
// rp.savePage();
hDistributionAtX->Delete();
i++;
}
TGraphErrors * g = new TGraphErrors( i - 1, x, y, 0, yerr );
return g;
}
void fitToys2(){
int count=0,countNotFail=0;
gStyle->SetOptStat(0);
TCanvas *c1 = new TCanvas("c1","c1",800,600);c1->cd();
//TCanvas *c2 = new TCanvas("c2","c2",800,600);c2->cd();
//c1->cd();
TF1* fit = new TF1("fit","[0]*pow(x,[1])",103,163);
fit->SetParameters(1.28542e+08,-3.90422);
fit->SetParError(0,1.27534e+09);
fit->SetParError(1,2.06166);
TH1F* h_counts = new TH1F("h_counts","",2,0,2);
TH1F* h_HiggsWindowFit = new TH1F("h_HiggsWindowFit","# events in Higgs window from fit",80,0,40);
TH1F* h_pull = new TH1F("h_pull","(fit - generated)/(fit error)",160,-8,8);
TH1F* h_pull_fail = new TH1F("h_pull_fail","(fit - generated)/(fit error)",160,-8,8);
TH1F* h_pull_lowErr = new TH1F("h_pull_lowErr","(fit - generated)/(fit error)",160,-8,8);
TH1F* h_pull_highErr = new TH1F("h_pull_highErr","(fit - generated)/(fit error)",160,-8,8);
TH1F* h_diff = new TH1F("h_diff","(fit - generated)",160,-40,40);
TH1F* h_pullU = new TH1F("h_pullU","(fit - generated)/(fit error)",160,-8,8);
TH1F* h_diffU = new TH1F("h_diffU","(fit - generated)",160,-40,40);
TH1F* h_pullL = new TH1F("h_pullL","(fit - generated)/(fit error)",160,-8,8);
TH1F* h_diffL = new TH1F("h_diffL","(fit - generated)",160,-40,40);
h_pullL->SetLineColor(kRed);h_pullL->SetMarkerColor(kRed);
h_diffL->SetLineColor(kRed);h_diffL->SetMarkerColor(kRed);
h_pullU->SetLineColor(kBlue);h_pullU->SetMarkerColor(kBlue);
h_diffU->SetLineColor(kBlue);h_diffU->SetMarkerColor(kBlue);
h_pull_fail->SetFillColor(kRed);
// TRandom3 rr;
for(int j=0;j<10;j++){
TH1F* h = new TH1F("h","",60,103,163);
for(int i=0;i<5200;i++){
//for(int i=0;i<rr.Poisson(52);i++){
h->Fill(fit->GetRandom(103,163));
}
//h->Draw("PE");
reject=true;
TF1* fitCurve = new TF1("fitCurve",fpow,103,163,2);
Double_t avg_l = h->Integral(h->FindBin(103),h->FindBin(118))/float(118-103),avg_u = h->Integral(h->FindBin(133),h->FindBin(163))/float(163-133),avgX_l=(118-103)/2.,avgX_u=(163-133)/2.;
cout<<avg_l<<" "<<avg_u<<" "<<avgX_l<<" "<<avgX_u<<endl;
Double_t param1= (log(avg_l) - log(avg_u))/(log(avgX_l) - log(avgX_u));
Double_t param0= /*7e14;*/avg_l/pow(avgX_l, param1);
cout<<"param0: "<<param0<<" param1: "<<param1<<endl;
fitCurve->SetParameter(0,param0);
fitCurve->SetParameter(1,param1);
int status = h->Fit(fitCurve,"L","",103,163);
//Then to get the result
TFitResultPtr fitResult = h->Fit(fitCurve,"SLLMEV0","",103,163);
TMatrixDSym cov = fitResult->GetCovarianceMatrix();
fitResult->Print("V");
h->GetXaxis()->SetRangeUser(100,164.9);
reject=false;
float YieldBinWidth=h->GetBinWidth(1);
Double_t PowYieldSig = h->Integral(h->FindBin(120),h->FindBin(131-.1))/YieldBinWidth;
Double_t PowYieldSigFit = fitCurve->Integral(120,131)/YieldBinWidth;
Double_t PowYieldSigFitErr = fitCurve->IntegralError(120,131,fitResult->GetParams(),cov.GetMatrixArray() )/YieldBinWidth;
Double_t PowSBloYield = h->Integral(h->FindBin(103),h->FindBin(118-.1))/YieldBinWidth;
Double_t PowSBloYieldFit = fitCurve->Integral(103,118)/YieldBinWidth;
Double_t PowSBloYieldFitErr = fitCurve->IntegralError(103,118,fitResult->GetParams(),cov.GetMatrixArray() )/YieldBinWidth;
Double_t PowSBhiYield = h->Integral(h->FindBin(133),h->FindBin(163-.1))/YieldBinWidth;
Double_t PowSBhiYieldFit = fitCurve->Integral(133,163)/YieldBinWidth;
Double_t PowSBhiYieldFitErr = fitCurve->IntegralError(133,163,fitResult->GetParams(),cov.GetMatrixArray() )/YieldBinWidth;
cout<<"gMinuit->fStatus : "<< gMinuit->fStatus <<" gMinuit->fCstatu : "<< gMinuit->fCstatu<<endl;
cout<<" low sideband yield from histo: "<<PowSBloYield<<" and from fit: "<<PowSBloYieldFit<<" +- "<<PowSBloYieldFitErr<<endl;
cout<<" higgs window yield from histo: "<<PowYieldSig <<" and from fit: "<<PowYieldSigFit<<" +- "<<PowYieldSigFitErr<<endl;
cout<<" high sideband yield from histo: "<<PowSBhiYield<<" and from fit: "<<PowSBhiYieldFit<<" +- "<<PowSBhiYieldFitErr<<endl;
reject=true;
TString str = (TString)gMinuit->fCstatu;
cout<<"str: "<<str;
h_counts->Fill(0);
if(str.Contains("FAILURE")){
double pull_fail = (PowYieldSigFit-9.11)/PowYieldSigFitErr;
h_pull_fail->Fill(pull_fail);
// continue;
}
h_counts->Fill(1);
double pull = (PowYieldSigFit-9.11)/PowYieldSigFitErr;
double pull_lowErr = (PowYieldSigFit-(9.11-1.6))/PowYieldSigFitErr;
double pull_highErr = (PowYieldSigFit-(9.11+1.6))/PowYieldSigFitErr;
double diff = (PowYieldSigFit-9.11);
double pullL = (PowSBloYieldFit-PowSBloYield)/PowSBloYieldFitErr;
double diffL = (PowSBloYieldFit-PowSBloYield);
double pullU = (PowSBhiYieldFit-PowSBhiYield)/PowSBhiYieldFitErr;
double diffU = (PowSBhiYieldFit-PowSBhiYield);
h_pull->Fill(pull);
h_pull_lowErr->Fill(pull_lowErr);
h_pull_highErr->Fill(pull_highErr);
h_diff->Fill(diff);
h_pullU->Fill(pullU);
h_diffU->Fill(diffU);
h_pullL->Fill(pullL);
h_diffL->Fill(diffL);
h_HiggsWindowFit->Fill(PowYieldSigFit);
}
/*
TFile fout("InvarMassFitToys.root","RECREATE");
fout.cd();
h_diff->Write();
h_diffL->Write();
h_diffU->Write();
h_pull->Write();
h_pull_lowErr->Write();
h_pull_highErr->Write();
h_pullL->Write();
h_pullU->Write();
h_HiggsWindowFit->Write();
h_counts->Write();
fout.Close();
*/
//h->Draw();
h_diffU->Draw();h_diff->Draw("SAMES");h_diffL->Draw("SAMES");
TLegend *legd = new TLegend(.6,.55,.8,.85,"","brNDC");
legd->SetFillStyle(0);legd->SetBorderSize(0);
legd->AddEntry(h_diff,"Higgs window","l");
legd->AddEntry(h_diffL,"lower sideband","l");
legd->AddEntry(h_diffU,"upper sideband","l");
legd->Draw();
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__diff.png");
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__diff.pdf");
//c2->cd();
h_pullU->Draw();h_pull->Draw("SAMES");h_pullL->Draw("SAMES");
legd->Draw();
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__pull.png");
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__pull.pdf");
h_diff->Fit("gaus");h_diff->SetTitle("Higgs window (fit - generated) with Gaussian fit");
h_diff->Draw();
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__diff_gausFit.png");
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__diff_gausFit.pdf");
h_pull->Fit("gaus");h_pull->SetTitle("Higgs window pull with Gaussian fit");//h_pull_fail->Fit("gaus");
h_pull->Draw();//h_pull_fail->Draw("SAMES");
c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__pull_gausFit_withFail.png");
c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__pull_gausFit_withFail.pdf");
h_HiggsWindowFit->Fit("gaus");
h_HiggsWindowFit->Draw();
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__HiggsWindow_gausFit.png");
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__HiggsWindow_gausFit.pdf");
h_counts->Draw();
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__counts.png");
//c1->Print("Plots/Higgs/Exclusive_WeDataInvMassFit_toys__counts.pdf");
}
