A class for fitting histograms with functions. More...

#include <BCHistogramFitter.h>

Inheritance diagram for BCHistogramFitter:

Collaboration diagram for BCHistogramFitter:

Public Member Functions
Constructors and destructors
	BCHistogramFitter ()

	BCHistogramFitter (const char *name)

	BCHistogramFitter (TH1D hist, TF1 func)

	BCHistogramFitter (const char name, TH1D hist, TF1 *func)

	~BCHistogramFitter ()

Member functions (get)
TH1D *	GetHistogram ()

TH1D *	GetHistogramExpected ()

TF1 *	GetFitFunction ()

TGraph *	GetErrorBand ()

TGraph *	GetGraphFitFunction ()

Member functions (set)
int	SetHistogram (TH1D *hist)

int	SetHistogramExpected (const std::vector< double > &parameters)

int	SetFitFunction (TF1 *func)

void	SetFlagIntegration (bool flag)

Member functions (miscellaneous methods)
virtual double	LogLikelihood (const std::vector< double > &parameters)

double	FitFunction (const std::vector< double > &x, const std::vector< double > &parameters)

int	Fit ()

int	Fit (TH1D hist, TF1 func)

void	DrawFit (const char *options="HIST", bool flaglegend=false)

int	CalculatePValueFast (const std::vector< double > &par, unsigned nIterations=100000)

int	CalculatePValueLikelihood (const std::vector< double > &par)

int	CalculatePValueLeastSquares (const std::vector< double > &par, bool weightExpect=true)

int	CalculatePValueKolmogorov (const std::vector< double > &par)

double	CDF (const std::vector< double > &parameters, int index, bool lower=false)

Public Member Functions inherited from BCFitter
	BCFitter ()

	BCFitter (const char *name)

	~BCFitter ()

TGraph *	GetErrorBand ()

TH2D *	GetErrorBandXY () const

TH2D *	GetErrorBandXY_yellow (double level=.68, int nsmooth=0) const

std::vector< double >	GetErrorBand (double level) const

TGraph *	GetErrorBandGraph (double level1, double level2) const

TGraph *	GetFitFunctionGraph (const std::vector< double > &parameters)

TGraph *	GetFitFunctionGraph ()

TGraph *	GetFitFunctionGraph (const std::vector< double > &parameters, double xmin, double xmax, int n=1000)

void	FixDataAxis (unsigned int index, bool fixed)

bool	GetFixedDataAxis (unsigned int index) const

void	SetFillErrorBand (bool flag=true)

void	SetErrorBandHisto (TH2D *h)

void	UnsetFillErrorBand ()

void	SetFitFunctionIndexX (int index)

void	SetFitFunctionIndexY (int index)

void	SetFitFunctionIndices (int indexx, int indexy)

void	SetErrorBandContinuous (bool flag)

int	ReadErrorBandFromFile (const char *file)

void	MCMCIterationInterface ()

void	MarginalizePreprocess ()

void	MarginalizePostprocess ()

void	FillErrorBand ()

Public Member Functions inherited from BCModel
	BCModel (const char *name="model")

	BCModel (const BCModel &bcmodel)

virtual	~BCModel ()

BCModel &	operator= (const BCModel &bcmodel)

const std::string &	GetName () const

double	GetModelAPrioriProbability () const

double	GetModelAPosterioriProbability () const

BCDataSet *	GetDataSet () const

BCDataPoint *	GetDataPointLowerBoundaries () const

BCDataPoint *	GetDataPointUpperBoundaries () const

double	GetDataPointLowerBoundary (unsigned int index) const

double	GetDataPointUpperBoundary (unsigned int index) const

bool	GetFlagBoundaries () const

unsigned	GetNDataPoints () const

BCDataPoint *	GetDataPoint (unsigned int index) const

void	SetName (const char *name)

void	SetModelAPrioriProbability (double probability)

void	SetModelAPosterioriProbability (double probability)

virtual int	AddParameter (BCParameter *parameter)

void	SetDataSet (BCDataSet *dataset)

void	SetSingleDataPoint (BCDataPoint *datapoint)

void	SetSingleDataPoint (BCDataSet *dataset, unsigned int index)

void	SetDataBoundaries (unsigned int index, double lowerboundary, double upperboundary, bool fixed=false)

void	SetDataPointLowerBoundaries (BCDataPoint *datasetlowerboundaries)

void	SetDataPointUpperBoundaries (BCDataPoint *datasetupperboundaries)

void	SetDataPointLowerBoundary (int index, double lowerboundary)

void	SetDataPointUpperBoundary (int index, double upperboundary)

int	SetPrior (int index, TF1 *f)

int	SetPrior (const char name, TF1 f)

int	SetPriorDelta (int index, double value)

int	SetPriorDelta (const char *name, double value)

int	SetPriorGauss (int index, double mean, double sigma)

int	SetPriorGauss (const char *name, double mean, double sigma)

int	SetPriorGauss (int index, double mean, double sigmadown, double sigmaup)

int	SetPriorGauss (const char *name, double mean, double sigmadown, double sigmaup)

int	SetPrior (int index, TH1 *h, bool flag=false)

int	SetPrior (const char name, TH1 h, bool flag=false)

int	SetPriorConstant (int index)

int	SetPriorConstant (const char *name)

int	SetPriorConstantAll ()

void	Copy (const BCModel &bcmodel)

double	APrioriProbability (const std::vector< double > &parameters)

virtual double	LogAPrioriProbability (const std::vector< double > &parameters)

virtual double	Likelihood (const std::vector< double > &params)

double	ProbabilityNN (const std::vector< double > &params)

double	LogProbabilityNN (const std::vector< double > &parameters)

double	Probability (const std::vector< double > &parameter)

double	LogProbability (const std::vector< double > &parameter)

virtual double	SamplingFunction (const std::vector< double > &parameters)

double	Eval (const std::vector< double > &parameters)

virtual double	LogEval (const std::vector< double > &parameters)

virtual void	CorrelateDataPointValues (std::vector< double > &x)

double	GetPvalueFromChi2 (const std::vector< double > &par, int sigma_index)

double	GetPvalueFromKolmogorov (const std::vector< double > &par, int index)

double	GetPvalueFromChi2NDoF (std::vector< double > par, int sigma_index)

BCH1D *	CalculatePValue (std::vector< double > par, bool flag_histogram=false)

double	GetPValue ()

double	GetPValueNDoF ()

double	GetChi2NDoF ()

std::vector< double >	GetChi2Runs (int dataIndex, int sigmaIndex)

void	SetGoFNIterationsMax (int n)

void	SetGoFNIterationsRun (int n)

void	SetGoFNChains (int n)

double	HessianMatrixElement (const BCParameter parameter1, const BCParameter parameter2, std::vector< double > point)

void	PrintSummary ()

void	PrintResults (const char *file)

void	PrintShortFitSummary (int chi2flag=0)

void	PrintHessianMatrix (std::vector< double > parameters)

Additional Inherited Members
Protected Attributes inherited from BCFitter
TH2D *	fErrorBandXY

Protected Attributes inherited from BCModel
std::string	fName

double	fModelAPriori

double	fModelAPosteriori

BCDataSet *	fDataSet

BCDataPoint *	fDataPointLowerBoundaries

BCDataPoint *	fDataPointUpperBoundaries

std::vector< bool >	fDataFixedValues

double	fPValue

double	fChi2NDoF

double	fPValueNDoF

bool	flag_discrete

int	fGoFNIterationsMax

int	fGoFNIterationsRun

int	fGoFNChains

std::vector< TNamed * >	fPriorContainer

bool	fPriorConstantAll

std::vector< bool >	fPriorContainerConstant

std::vector< bool >	fPriorContainerInterpolate

Detailed Description

A class for fitting histograms with functions.

Author: Daniel Kollar; Kevin Kröninger

Version: 1.0

Date: 11.2008 This class allows fitting of a TH1D histogram using a TF1 function.

Definition at line 35 of file BCHistogramFitter.h.

Constructor & Destructor Documentation

BCHistogramFitter::BCHistogramFitter ( )

The default constructor.

Definition at line 30 of file BCHistogramFitter.cxx.

BCHistogramFitter::BCHistogramFitter ( const char * name )

Constructor

Parameters

name	name of the model

Definition at line 48 of file BCHistogramFitter.cxx.

BCHistogramFitter::BCHistogramFitter	(	TH1D *	hist,
		TF1 *	func
	)

Constructor.

Parameters

hist	histogram to fit
func	fit function

Definition at line 66 of file BCHistogramFitter.cxx.

BCHistogramFitter::BCHistogramFitter	(	const char *	name,
		TH1D *	hist,
		TF1 *	func
	)

Constructor

Parameters

name	name of the model
hist	histogram to fit
func	fit function

Definition at line 86 of file BCHistogramFitter.cxx.

BCHistogramFitter::~BCHistogramFitter ( )

The default destructor.

Definition at line 259 of file BCHistogramFitter.cxx.

Member Function Documentation

int BCHistogramFitter::CalculatePValueFast	(	const std::vector< double > &	par,
		unsigned	nIterations = `100000`
	)

Calculate the p-value using fast-MCMC and the likelihood as test statistic. The method is explained in the appendix of http://arxiv.org/abs/1011.1674

Note: Obtain the results with

See Also: BCModel::GetPValue and the value corrected for degrees of freedom with; BCModel::GetPValueNDoF

Parameters

par	The parameter values for which expectations are computed
nIterations	number of pseudo experiments generated by the Markov chain

Returns: An error code

Definition at line 442 of file BCHistogramFitter.cxx.

int BCHistogramFitter::CalculatePValueKolmogorov ( const std::vector< double > & par )

Calculate the p-value using Kolmogorov-Smirnov test. Note that the reference distribution is known only asymptotically. Some explanation is given in http://root.cern.ch/root/htmldoc/TMath.html

Parameters

par	The set of parameter values used in the model, usually the best fit parameters
pvalue	The pvalue

Returns: An error code

Definition at line 554 of file BCHistogramFitter.cxx.

int BCHistogramFitter::CalculatePValueLeastSquares	(	const std::vector< double > &	par,
		bool	weightExpect = `true`
	)

Calculate the p-value using approximate chi^2 distribution of squared difference for conventional weights. Approximation is valid for bin contents >5 and not as as good for little data as CalculatePValueLikelihood, see eq. (32.13), PDG: Statistics, Monte Carlo, Group Theory. Physics Letters B 667, 316-339(2008).

Parameters

par	The set of parameter values used in the model, usually the best fit parameters
pvalue	The pvalue
weight	use the variance from the expected #counts (true) or the measured counts (false)

Returns: An error code

Definition at line 517 of file BCHistogramFitter.cxx.

int BCHistogramFitter::CalculatePValueLikelihood ( const std::vector< double > & par )

Calculate the p-value using approximate chi^2 distribution of scaled likelihood. Approximation is valid for bin contents >5, see eq. (32.12), PDG: Statistics, Monte Carlo, Group Theory. Physics Letters B 667, 316-339(2008).

Parameters

par	The set of parameter values used in the model, usually the best fit parameters
pvalue	The pvalue

Returns: An error code

Definition at line 481 of file BCHistogramFitter.cxx.

double BCHistogramFitter::CDF	(	const std::vector< double > &	,
		int	,
		bool	= `false`
	)

virtual

1dim cumulative distribution function of the probability to get the data f(x_i|param) for a single measurement, assumed to be of identical functional form for all measurements

Parameters

parameters	The parameter values at which point to compute the cdf
index	The data point index starting at 0,1...N-1
lower	only needed for discrete distributions! Return the CDF for the count one less than actually observed, e.g. in Poisson process, if 3 actually observed, then CDF(2) is returned

Reimplemented from BCModel.

Definition at line 576 of file BCHistogramFitter.cxx.

void BCHistogramFitter::DrawFit	(	const char *	options = `"HIST"`,
		bool	flaglegend = `false`
	)

virtual

Draw the fit in the current pad.

Implements BCFitter.

Definition at line 389 of file BCHistogramFitter.cxx.

int BCHistogramFitter::Fit ( )

virtual

Performs the fit.

Returns: An error code.

Implements BCFitter.

Definition at line 351 of file BCHistogramFitter.cxx.

int BCHistogramFitter::Fit	(	TH1D *	hist,
		TF1 *	func
	)

Performs the fit.

Parameters

hist	The histogram (TH1D).
func	The fit function.

Returns: An error code.

Definition at line 328 of file BCHistogramFitter.cxx.

double BCHistogramFitter::FitFunction	(	const std::vector< double > &	x,
		const std::vector< double > &	parameters
	)

virtual

Plots the histogram

Parameters

options	Options for plotting.
filename	Name of the file which the histogram is printed into. The following options are available: F : plots the fit function on top of the data E0 : plots the fit function and the 68% prob. uncertainty band of the fit function on top of the data E1 : plots the expectation from the fit function and the uncertainty bin-by-bin as error bars. Returns the y-value of the 1-dimensional fit function at an x and for a set of parameters.
x	A vector with the x-value.
parameters	A set of parameters.

Reimplemented from BCFitter.

Definition at line 318 of file BCHistogramFitter.cxx.

TGraph* BCHistogramFitter::GetErrorBand ( )

inline

Returns: pointer to the error band

Definition at line 91 of file BCHistogramFitter.h.

TF1* BCHistogramFitter::GetFitFunction ( )

inline

Returns: The fit function

Definition at line 86 of file BCHistogramFitter.h.

TGraph* BCHistogramFitter::GetGraphFitFunction ( )

inline

Returns: pointer to a graph for the fit function

Definition at line 96 of file BCHistogramFitter.h.

TH1D* BCHistogramFitter::GetHistogram ( )

inline

Returns: The data histogram

Definition at line 75 of file BCHistogramFitter.h.

TH1D* BCHistogramFitter::GetHistogramExpected ( )

inline

Returns: The histogram of expected counts

Definition at line 80 of file BCHistogramFitter.h.

double BCHistogramFitter::LogLikelihood ( const std::vector< double > & parameters )

virtual

The log of the prior probability. Overloaded from BCModel.

Parameters

parameters	A vector of doubles containing the parameter values. The log of the conditional probability. Overloaded from BCModel.
parameters	A vector of doubles containing the parameter values.

Implements BCModel.

Definition at line 267 of file BCHistogramFitter.cxx.

int BCHistogramFitter::SetFitFunction ( TF1 * func )

Parameters

func	The fit function

Returns: An error code (1:pass, 0:fail).

Definition at line 220 of file BCHistogramFitter.cxx.

void BCHistogramFitter::SetFlagIntegration ( bool flag )

inline

Sets the flag for integration.
true: use ROOT's TH1D::Integrate()
false: use linear interpolation

Definition at line 126 of file BCHistogramFitter.h.

int BCHistogramFitter::SetHistogram ( TH1D * hist )

Parameters

hist	The histogram containing the data

Returns: An error code (1:pass, 0:fail).

Definition at line 106 of file BCHistogramFitter.cxx.

int BCHistogramFitter::SetHistogramExpected ( const std::vector< double > & parameters )

Parameters

hist	The histogram with the expected counts (typically non-integer values!)

Returns: An error code (1:pass, 0:fail).

Definition at line 162 of file BCHistogramFitter.cxx.

The documentation for this class was generated from the following files:

/home/beaujean/workspace/bat/models/base/BCHistogramFitter.h
/home/beaujean/workspace/bat/models/base/BCHistogramFitter.cxx

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation