/usr/share/doc/root/test/stressHistoFit.cxx is in root-system-doc 5.34.14-1build1.
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// Authors: David Gonzalez Maline November 2008
//*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*//
// //
// //
// Set of tests for different minimization algorithms and for //
// different objects. The tests are divided into three types: //
// //
// 1. 1D and 2D Objects, including 1D and 2D histograms, 1D and 2D //
// histograms with variable bins, TGraph, TGraphErrors, TGraph2D, //
// TGraph2DErrors //
// 2. Same as before, but trying linear fitters. //
// 3. Unbinned fits with trees of different dimensions. //
// //
// Each test will performed fits with different functions and //
// different minimization algorithms selected. There is an error //
// tolerance for each one of them. There is also the possibility to //
// inspect each one of the test individually changing the //
// defaultOptions variable. //
// //
// //
// An example of output when all the tests run OK is shown below: //
// ****************************************************************************
// * Starting stress H I S T O F I T *
// ****************************************************************************
// Test 1D and 2D objects
// Test 1: 'Histogram 1D Variable' with 'GAUS'...................OK
// Test 2: 'Histogram 1D' with 'GAUS'............................OK
// Test 3: 'TGraph 1D' with 'GAUS'...............................OK
// Test 4: 'TGraphErrors 1D' with 'GAUS'.........................OK
// Test 5: 'THnSparse 1D' with 'GAUS'............................OK
// Test 6: 'Histogram 1D Variable' with 'Polynomial'.............OK
// Test 7: 'Histogram 1D' with 'Polynomial'......................OK
// Test 8: 'TGraph 1D' with 'Polynomial'.........................OK
// Test 9: 'TGraphErrors 1D' with 'Polynomial'...................OK
// Test 10: 'THnSparse 1D' with 'Polynomial'......................OK
// Test 11: 'Histogram 2D Variable' with 'gaus2D'.................OK
// Test 12: 'Histogram 2D' with 'gaus2D'..........................OK
// Test 13: 'TGraph 2D' with 'gaus2D'.............................OK
// Test 14: 'TGraphErrors 2DGE' with 'gaus2D'.....................OK
// Test 15: 'THnSparse 2D' with 'gaus2D'..........................OK
// Test Linear fits
// Test 16: 'Histogram 1D Variable' with 'Polynomial'.............OK
// Test 17: 'Histogram 1D' with 'Polynomial'......................OK
// Test 18: 'TGraph 1D' with 'Polynomial'.........................OK
// Test 19: 'TGraphErrors 1D' with 'Polynomial'...................OK
// Test 20: 'THnSparse 1D' with 'Polynomial'......................OK
// Test 21: 'Histogram 2D Variable' with 'Poly2D'.................OK
// Test 22: 'Histogram 2D' with 'Poly2D'..........................OK
// Test 23: 'TGraph 2D' with 'Poly2D'.............................OK
// Test 24: 'TGraphErrors 2DGE' with 'Poly2D'.....................OK
// Test 25: 'THnSparse 2D' with 'Poly2D'..........................OK
// Test unbinned fits
// Test 26: 'tree' with 'gausn'...................................OK
// Test 27: 'tree' with 'gaus2Dn'.................................OK
// Test 28: 'tree' with 'gausND'..................................OK
// ****************************************************************************
// stressHistoFit: Real Time = 37.49 seconds Cpu Time = 37.24 seconds
// ROOTMARKS = 2663.8 ROOT version: 5.27/01 trunk@32822
// ****************************************************************************
//
// //
//*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*//
#include "TH1.h"
#include "TH2.h"
#include "THnSparse.h"
#include "TGraph.h"
#include "TGraph2D.h"
#include "TGraphErrors.h"
#include "TGraph2DErrors.h"
#include "TTree.h"
#include "TF1.h"
#include "TF2.h"
#include "Math/IFunction.h"
#include "Math/IParamFunction.h"
#include "TMath.h"
#include "Math/DistFunc.h"
#include "TUnuran.h"
#include "TUnuranMultiContDist.h"
#include "Math/MinimizerOptions.h"
#include "TBackCompFitter.h"
#include "TVirtualFitter.h"
#include "Math/WrappedTF1.h"
#include "Math/WrappedMultiTF1.h"
#include "Fit/BinData.h"
#include "Fit/UnBinData.h"
#include "HFitInterface.h"
#include "Fit/Fitter.h"
#include "TRandom3.h"
#include "TROOT.h"
//#include "RConfigure.h"
#include "TBenchmark.h"
#include "TCanvas.h"
#include "TApplication.h"
#include <vector>
#include <string>
#include <cassert>
#include <cmath>
#include "Riostream.h"
using namespace std;
// Next line should not exist. It is now there for testing
// pourpuses.
#undef R__HAS_MATHMORE
unsigned int __DRAW__ = 0;
// set a small tolerance for the tests
// The default of 10*-2 make sometimes Simplex do not converge
const double gDefaultTolerance = 1.E-4;
TRandom3 rndm;
enum cmpOpts {
cmpNone = 0,
cmpPars = 1,
cmpDist = 2,
cmpChi2 = 4,
cmpErr = 8,
};
// Reference structure to compare the fitting results
struct RefValue {
const double* pars;
const double chi;
RefValue(const double* p = 0, const double c = 0.0): pars(p), chi(c) {};
};
// Class that keeps a reference structure and some tolerance values to
// make a comparision between the reference and the result of a
// fit. The options define what has to be compared.
class CompareResult {
public:
struct RefValue* refValue;
int opts;
double tolPar;
double tolChi2;
CompareResult(int _opts = cmpPars, double _tolPar = 3, double _tolChi2 = 0.01):
refValue(0), opts(_opts), tolPar(_tolPar), tolChi2(_tolChi2) {};
CompareResult(CompareResult const& copy):
refValue(copy.refValue), opts(copy.opts),
tolPar(copy.tolPar), tolChi2(copy.tolChi2) {};
void setRefValue(struct RefValue* _refValue)
{
refValue = _refValue;
};
int parameters(int npar, double val, double ref) const
{
int ret = 0;
if ( refValue && (opts & cmpPars) )
{
ret = compareResult(val, refValue->pars[npar], tolPar*ref);
// printf("[TOL:%f]", ref);
}
return ret;
};
int chi2(double val) const
{ return ( refValue && (opts & cmpChi2) ) ? compareResult(val, refValue->chi, tolChi2) : 0; };
public:
// Compares two doubles with a given tolerence
int compareResult(double v1, double v2, double tol = 0.01) const {
if (std::abs(v1-v2) > tol ) return 1;
return 0;
}
};
// Create a variable range in a vector (to be passed to the histogram
// constructor
void FillVariableRange(Double_t v[], Int_t numberOfBins, Double_t minRange, Double_t maxRange)
{
Double_t minLimit = (maxRange-minRange) / (numberOfBins*4);
Double_t maxLimit = (maxRange-minRange)*4/ (numberOfBins);
v[0] = 0;
for ( Int_t i = 1; i < numberOfBins + 1; ++i )
{
Double_t limit = rndm.Uniform(minLimit, maxLimit);
v[i] = v[i-1] + limit;
}
Double_t k = (maxRange-minRange)/v[numberOfBins];
for ( Int_t i = 0; i < numberOfBins + 1; ++i )
{
v[i] = v[i] * k + minRange;
}
}
// Class defining the different algorithms. It contains the library,
// the particular algorithm and the options which will be used to
// invoke the algorithm. It also contains a CompareResult to indicate
// what sort of checking has to be done once the algorithm has been
// used.
class algoType {
public:
const char* type;
const char* algo;
const char* opts;
CompareResult cmpResult;
algoType(): type(0), algo(0), opts(0), cmpResult(0) {}
algoType(const char* s1, const char* s2, const char* s3,
CompareResult _cmpResult):
type(s1), algo(s2), opts(s3), cmpResult(_cmpResult) {}
};
// Different vectors containing the list of algorithms to be used.
vector<algoType> commonAlgos;
vector<algoType> simplexAlgos;
vector<algoType> specialAlgos;
vector<algoType> noGraphAlgos;
vector<algoType> noGraphErrorAlgos;
vector<algoType> graphErrorAlgos;
vector<algoType> histGaus2D;
vector<algoType> linearAlgos;
vector< vector<algoType> > listTH1DAlgos;
vector< vector<algoType> > listAlgosTGraph;
vector< vector<algoType> > listAlgosTGraphError;
vector< vector<algoType> > listLinearAlgos;
vector< vector<algoType> > listTH2DAlgos;
vector< vector<algoType> > listAlgosTGraph2D;
vector< vector<algoType> > listAlgosTGraph2DError;
// Class defining the limits in the parameters of a function.
class ParLimit {
public:
int npar;
double min;
double max;
ParLimit(int _npar = 0, double _min = 0, double _max = 0): npar(_npar), min(_min), max(_max) {};
};
// Set the limits of a function given a vector of ParLimit
void SetParsLimits(vector<ParLimit>& v, TF1* func)
{
for ( vector<ParLimit>::iterator it = v.begin();
it != v.end(); ++it ) {
// printf("Setting parameters: %d, %f, %f\n", (*it)->npar, (*it)->min, (*it)->max);
func->SetParLimits( it->npar, it->min, it->max);
}
}
// Class that defined a fitting function. It will contain:
// The name of the function
// A pointer to the method that implements the function
// origPars is the original parameters used to fill the histogram/object
// fitPars parameters used right before fitting.
// parLimits limits of the parameters to be set before fitting
class fitFunctions {
public:
const char* name;
double (*func)(double*, double*);
unsigned int npars;
vector<double> origPars;
vector<double> fitPars;
vector<ParLimit> parLimits;
fitFunctions() {}
fitFunctions(const char* s1, double (*f)(double*, double*),
unsigned int n,
double* v1, double* v2,
vector<ParLimit>& limits):
name(s1), func(f), npars(n),
origPars(npars), fitPars(npars), parLimits(limits.size())
{
copy(v1, v1 + npars, origPars.begin());
copy(v2, v2 + npars, fitPars.begin());
copy(limits.begin(), limits.end(), parLimits.begin());
}
};
// List of functions that will be used in the test
vector<fitFunctions> l1DFunctions;
vector<fitFunctions> l2DFunctions;
vector<fitFunctions> treeFunctions;
vector<fitFunctions> l1DLinearFunctions;
vector<fitFunctions> l2DLinearFunctions;
// Gaus 1D implementation
Double_t gaus1DImpl(Double_t* x, Double_t* p)
{
return p[2]*TMath::Gaus(x[0], p[0], p[1]);
}
// 1D Polynomial implementation
Double_t poly1DImpl(Double_t *x, Double_t *p)
{
Double_t xx = x[0];
return p[0]*xx*xx*xx+p[1]*xx*xx+p[2]*xx+p[3];
}
// 2D Polynomial implementation
Double_t poly2DImpl(Double_t *x, Double_t *p)
{
Double_t xx = x[0];
Double_t yy = x[1];
return p[0]*xx*xx*xx+p[1]*xx*xx+p[2]*xx +
p[3]*yy*yy*yy+p[4]*yy*yy+p[5]*yy +
p[6];
}
// Gaus 2D Implementation
Double_t gaus2DImpl(Double_t *x, Double_t *p)
{
return p[0]*TMath::Gaus(x[0], p[1], p[2])*TMath::Gaus(x[1], p[3], p[4]);
}
// Gaus 1D Normalized Implementation
double gausNormal(Double_t* x, Double_t* p)
{
return p[2]*TMath::Gaus(x[0],p[0],p[1],1);
}
// Gaus 2D Normalized Implementation
double gaus2dnormal(double *x, double *p) {
double mu_x = p[0];
double sigma_x = p[1];
double mu_y = p[2];
double sigma_y = p[3];
double rho = p[4];
double u = (x[0] - mu_x)/ sigma_x ;
double v = (x[1] - mu_y)/ sigma_y ;
double c = 1 - rho*rho ;
double result = (1 / (2 * TMath::Pi() * sigma_x * sigma_y * sqrt(c)))
* exp (-(u * u - 2 * rho * u * v + v * v ) / (2 * c));
return result;
}
// N-dimensional Gaus
double gausNd(double *x, double *p) {
double f = gaus2dnormal(x,p);
f *= ROOT::Math::normal_pdf(x[2],p[6],p[5]);
f *= ROOT::Math::normal_pdf(x[3],p[8],p[7]);
f *= ROOT::Math::normal_pdf(x[4],p[10],p[9]);
f *= ROOT::Math::normal_pdf(x[5],p[12],p[11]);
if (f <= 0) {
std::cout << "invalid f value " << f << " for x ";
for (int i = 0; i < 6; ++i) std::cout << " " << x[i];
std::cout << "\t P = ";
for (int i = 0; i < 11; ++i) std::cout << " " << p[i];
std::cout << "\n\n ";
return 1.E-300;
}
else if (f > 0) return f;
std::cout << " f is a nan " << f << std::endl;
for (int i = 0; i < 6; ++i) std::cout << " " << x[i];
std::cout << "\t P = ";
for (int i = 0; i < 11; ++i) std::cout << " " << p[i];
std::cout << "\n\n ";
Error("gausNd","f is a nan");
assert(1);
return 0;
}
const double minX = -5.;
const double maxX = +5.;
const double minY = -5.;
const double maxY = +5.;
const int nbinsX = 30;
const int nbinsY = 30;
// Options to indicate how the test has to be run
enum testOpt {
testOptPars = 1, // Check parameters
testOptChi = 2, // Check Chi2 Test
testOptErr = 4, // Show the errors
testOptColor = 8, // Show wrong output in color
testOptDebug = 16, // Print out debug version
testOptCheck = 32, // Make the checkings
};
// Default options that all tests will have
int defaultOptions = testOptColor | testOptCheck;// | testOptDebug;
// Object to manage the fitter depending on the optiones used
template <typename T>
class ObjectWrapper {
public:
T object;
ObjectWrapper(T _obj): object(_obj) {};
template <typename F>
Int_t Fit(F func, const char* opts)
{
if ( opts[0] == 'G' )
{
ROOT::Fit::BinData d;
ROOT::Fit::FillData(d,object,func);
// ROOT::Math::WrappedTF1 f(*func);
ROOT::Math::WrappedMultiTF1 f(*func);
// f->SetDerivPrecision(10e-6);
ROOT::Fit::Fitter fitter;
// printf("Gradient? FIT?!?\n");
fitter.Fit(d, f);
const ROOT::Fit::FitResult & fitResult = fitter.Result();
// one could set directly the fit result in TF1
Int_t iret = fitResult.Status();
if (!fitResult.IsEmpty() ) {
// set in f1 the result of the fit
func->SetChisquare( fitResult.Chi2() );
func->SetNDF( fitResult.Ndf() );
func->SetNumberFitPoints( d.Size() );
func->SetParameters( &(fitResult.Parameters().front()) );
if ( int( fitResult.Errors().size()) >= func->GetNpar() )
func->SetParErrors( &(fitResult.Errors().front()) );
}
// Next line only for debug
// fitResult.Print(std::cout);
return iret;
} else {
// printf("Normal FIT\n");
return object->Fit(func, opts);
}
};
const char* GetName() { return object->GetName(); }
};
// Print the Name of the test
int gTestIndex = 0;
template <typename T>
void printTestName(T* object, TF1* func)
{
gTestIndex++;
string str = "Test ";
if (gTestIndex < 10) str += " "; // add an extra space
str += ROOT::Math::Util::ToString(gTestIndex);
str += ": '";
str += object->GetName();
str += "' with '";
str += func->GetName();
str += "'...";
while ( str.length() != 65 )
str += '.';
printf("%s", str.c_str());
fflush(stdout);
}
// In debug mode, prints the title of the debug table.
void printTitle(TF1* func)
{
printf("\nMin Type | Min Algo | OPT | PARAMETERS ");
int n = func->GetNpar();
for ( int i = 1; i < n; ++i ) {
printf(" ");
}
printf(" | CHI2TEST | ERRORS \n");
fflush(stdout);
}
// In debug mode, separator for the different tests
void printSeparator()
{
fflush(stdout);
printf("*********************************************************************"
"********************************************************************\n");
fflush(stdout);
}
// Sets the color of the output to red or normal
void setColor(int red = 0)
{
char command[13];
if ( red )
snprintf(command,13, "%c[%d;%d;%dm", 0x1B, 1, 1 + 30, 8 + 40);
else
snprintf(command,13, "%c[%d;%d;%dm", 0x1B, 0, 0 + 30, 8 + 40);
printf("%s", command);
}
// Test a fit once it has been done:
// @str1 Name of the library used
// @str2 Name of the algorithm used
// @str3 Options used when fitting
// @func Fitted function
// @cmpResult Object to compare the result. It contains all the reference
// objects as well as the method to compare. It will know whether something has to be tested or not.
// @opts Options of the test, to know what has to be printed or tested.
int testFit(const char* str1, const char* str2, const char* str3,
TF1* func, CompareResult const& cmpResult, int opts)
{
bool debug = opts & testOptDebug;
// so far, status will just count the number of parameters wronly
// calculated. There is no other test of the fitters
int status = 0;
int diff = 0;
double chi2 = 0;
if ( opts & testOptChi || opts & testOptCheck )
chi2 = func->GetChisquare();
fflush(stdout);
if ( opts & testOptPars )
{
int n = func->GetNpar();
double* values = func->GetParameters();
if ( debug )
printf("%-11s | %-11s | %-4s | ", str1, str2, str3);
for ( int i = 0; i < n; ++i ) {
if ( opts & testOptCheck )
diff = cmpResult.parameters(i,
values[i],
std::max(std::sqrt(chi2/func->GetNDF()),1.0)*func->GetParError(i));
status += diff;
if ( opts & testOptColor )
setColor ( diff );
if ( debug )
printf("%10.6f +/-(%-6.3f) ", values[i], func->GetParError(i));
fflush(stdout);
}
setColor(0);
}
if ( opts & testOptChi )
{
if ( debug )
printf(" | chi2: %9.4f | ", chi2);
}
if ( opts & testOptErr )
{
assert(TVirtualFitter::GetFitter() != 0 );
TBackCompFitter* fitter = dynamic_cast<TBackCompFitter*>( TVirtualFitter::GetFitter() );
assert(fitter != 0);
const ROOT::Fit::FitResult& fitResult = fitter->GetFitResult();
if ( debug )
printf("err: ");
int n = func->GetNpar();
for ( int i = 0; i < n; ++i ) {
if ( debug )
printf("%c ", (fitResult.LowerError(i) == fitResult.UpperError(i))?'E':'D');
}
if ( debug )
printf("| ");
}
if ( opts != 0 )
{
setColor(0);
if ( debug )
printf("\n");
}
fflush(stdout);
return status;
}
// Makes all the tests combinations for:
// @object The object to be fitted
// @func The function to be used for the fitting
// @listAlgos All the algorithms that should be tested
// @fitFunction Parameters of the function used to fill the object
template <typename T, typename F>
int testFitters(T* object, F* func, vector< vector<algoType> >& listAlgos, fitFunctions const& fitFunction)
{
// counts the number of parameters wronly calculated
int status = 0;
int numberOfTests = 0;
const double* origpars = &(fitFunction.origPars[0]);
const double* fitpars = &(fitFunction.fitPars[0]);
func->SetParameters(fitpars);
printTestName(object, func);
ROOT::Math::MinimizerOptions::SetDefaultMinimizer(commonAlgos[0].type, commonAlgos[0].algo);
ROOT::Math::MinimizerOptions::SetDefaultTolerance(gDefaultTolerance);
object->Fit(func, "Q0");
if ( defaultOptions & testOptDebug ) printTitle(func);
struct RefValue ref(origpars, func->GetChisquare());
commonAlgos[0].cmpResult.setRefValue(&ref);
int defMinOptions = testOptPars | testOptChi | testOptErr | defaultOptions;
status += testFit(commonAlgos[0].type, commonAlgos[0].algo
, commonAlgos[0].opts, func
, commonAlgos[0].cmpResult, defMinOptions);
numberOfTests += 1;
if ( defaultOptions & testOptDebug )
{
printSeparator();
func->SetParameters(origpars);
status += testFit("Parameters", "Original", "", func, commonAlgos[0].cmpResult, testOptPars | testOptDebug);
func->SetParameters(fitpars);
status += testFit("Parameters", "Initial", "", func, commonAlgos[0].cmpResult, testOptPars | testOptDebug);
printSeparator();
}
for ( unsigned int j = 0; j < listAlgos.size(); ++j )
{
for ( unsigned int i = 0; i < listAlgos[j].size(); ++i )
{
int testFitOptions = testOptPars | testOptChi | testOptErr | defaultOptions;
ROOT::Math::MinimizerOptions::SetDefaultMinimizer(listAlgos[j][i].type, listAlgos[j][i].algo);
func->SetParameters(fitpars);
fflush(stdout);
object->Fit(func, listAlgos[j][i].opts);
listAlgos[j][i].cmpResult.setRefValue(&ref);
status += testFit(listAlgos[j][i].type, listAlgos[j][i].algo, listAlgos[j][i].opts
, func, listAlgos[j][i].cmpResult, testFitOptions);
numberOfTests += 1;
fflush(stdout);
}
}
double percentageFailure = double( status * 100 ) / double( numberOfTests*func->GetNpar() );
if ( defaultOptions & testOptDebug )
{
printSeparator();
printf("Number of fails: %d Total Number of tests %d", status, numberOfTests);
printf(" Percentage of failure: %f\n", percentageFailure );
}
// limit in the percentage of failure!
return (percentageFailure < 4)?0:1;
}
// Test the diferent objects in 1D
int test1DObjects(vector< vector<algoType> >& listH,
vector< vector<algoType> >& listG,
vector< vector<algoType> >& listGE,
vector<fitFunctions>& listOfFunctions)
{
// Counts how many tests failed.
int globalStatus = 0;
// To control if an individual test failed
int status = 0;
TF1* func = 0;
TH1D* h1 = 0;
TH1D* h2 = 0;
THnSparse* s1 = 0;
TGraph* g1 = 0;
TGraphErrors* ge1 = 0;
TCanvas *c0 = 0, *c1 = 0, *c2 = 0, *c3 = 0;
for ( unsigned int j = 0; j < listOfFunctions.size(); ++j )
{
if ( func ) delete func;
func = new TF1( listOfFunctions[j].name, listOfFunctions[j].func, minX, maxX, listOfFunctions[j].npars);
func->SetParameters(&(listOfFunctions[j].origPars[0]));
SetParsLimits(listOfFunctions[j].parLimits, func);
// fill an histogram
if ( h1 ) delete h1;
h1 = new TH1D("histogram1D","h1-title",nbinsX,minX,maxX);
for ( int i = 0; i <= h1->GetNbinsX() + 1; ++i )
h1->Fill( h1->GetBinCenter(i), rndm.Poisson( func->Eval( h1->GetBinCenter(i) ) ) );
double v[nbinsX + 1];
FillVariableRange(v, nbinsX, minX, maxX);
if ( h2 ) delete h2;
h2 = new TH1D("histogram1D_Variable","h2-title",nbinsX, v);
for ( int i = 0; i <= h2->GetNbinsX() + 1; ++i )
h2->Fill( h2->GetBinCenter(i), rndm.Poisson( func->Eval( h2->GetBinCenter(i) ) ) );
delete c0; c0 = new TCanvas("c0-1D", "Histogram1D Variable");
if ( __DRAW__ ) h2->Draw();
ObjectWrapper<TH1D*> owh2(h2);
globalStatus += status = testFitters(&owh2, func, listH, listOfFunctions[j]);
printf("%s\n", (status?"FAILED":"OK"));
delete c1; c1 = new TCanvas("c1_1D", "Histogram1D");
if ( __DRAW__ ) h1->Draw();
ObjectWrapper<TH1D*> owh1(h1);
globalStatus += status = testFitters(&owh1, func, listH, listOfFunctions[j]);
printf("%s\n", (status?"FAILED":"OK"));
delete g1; g1 = new TGraph(h1);
g1->SetName("TGraph1D");
g1->SetTitle("TGraph 1D - title");
if ( c2 ) delete c2;
c2 = new TCanvas("c2_1D","TGraph");
if ( __DRAW__ ) g1->Draw("AB*");
ObjectWrapper<TGraph*> owg1(g1);
globalStatus += status = testFitters(&owg1, func, listG, listOfFunctions[j]);
printf("%s\n", (status?"FAILED":"OK"));
delete ge1; ge1 = new TGraphErrors(h1);
ge1->SetName("TGraphErrors1D");
ge1->SetTitle("TGraphErrors 1D - title");
if ( c3 ) delete c3;
c3 = new TCanvas("c3_1D","TGraphError");
if ( __DRAW__ ) ge1->Draw("AB*");
ObjectWrapper<TGraphErrors*> owge1(ge1);
globalStatus += status = testFitters(&owge1, func, listGE, listOfFunctions[j]);
printf("%s\n", (status?"FAILED":"OK"));
delete s1; s1 = THnSparse::CreateSparse("THnSparse 1D", "THnSparse 1D - title", h1);
ObjectWrapper<THnSparse*> ows1(s1);
globalStatus += status = testFitters(&ows1, func, listH, listOfFunctions[j]);
printf("%s\n", (status?"FAILED":"OK"));
}
if ( ! __DRAW__ )
{
delete func;
delete h1;
delete h2;
delete g1;
delete ge1;
delete c0;
delete c1;
delete c2;
delete c3;
}
return globalStatus;
}
// Test the different objects in 2S
int test2DObjects(vector< vector<algoType> >& listH,
vector< vector<algoType> >& listG,
vector< vector<algoType> >& listGE,
vector<fitFunctions>& listOfFunctions)
{
// Counts how many tests failed.
int globalStatus = 0;
// To control if an individual test failed
int status = 0;
TF2* func = 0;
TH2D* h1 = 0;
TH2D* h2 = 0;
THnSparse* s1 = 0;
TGraph2D* g1 = 0;
TGraph2DErrors* ge1 = 0;
TCanvas *c0 = 0, *c1 = 0, *c2 = 0, *c3 = 0;
for ( unsigned int h = 0; h < listOfFunctions.size(); ++h )
{
if ( func ) delete func;
func = new TF2( listOfFunctions[h].name, listOfFunctions[h].func, minX, maxX, minY, maxY, listOfFunctions[h].npars);
func->SetParameters(&(listOfFunctions[h].origPars[0]));
SetParsLimits(listOfFunctions[h].parLimits, func);
// fill an histogram
if ( h1 ) delete h1;
h1 = new TH2D("histogram2D","h1-title",nbinsX,minX,maxX,nbinsY,minY,maxY);
if ( ge1 ) delete ge1;
ge1 = new TGraph2DErrors((h1->GetNbinsX() + 1) * (h1->GetNbinsY() + 1));
ge1->SetName("Graph2DErrors");
ge1->SetTitle("Graph2D with Errors");
unsigned int counter = 0;
for ( int i = 0; i <= h1->GetNbinsX() + 1; ++i )
for ( int j = 0; j <= h1->GetNbinsY() + 1; ++j )
{
double xc = h1->GetXaxis()->GetBinCenter(i);
double yc = h1->GetYaxis()->GetBinCenter(j);
double content = rndm.Poisson( func->Eval( xc, yc ) );
h1->Fill( xc, yc, content );
ge1->SetPoint(counter, xc, yc, content);
ge1->SetPointError(counter,
h1->GetXaxis()->GetBinWidth(i) / 2,
h1->GetYaxis()->GetBinWidth(j) / 2,
h1->GetBinError(i,j));
counter += 1;
}
if ( h2 ) delete h2;
double x[nbinsX + 1];
FillVariableRange(x, nbinsX, minX, maxX);
double y[nbinsY + 1];
FillVariableRange(y, nbinsY, minY, maxY);
h2 = new TH2D("Histogram 2D Variable","h2-title",nbinsX, x, nbinsY, y);
for ( int i = 0; i <= h2->GetNbinsX() + 1; ++i )
for ( int j = 0; j <= h2->GetNbinsY() + 1; ++j )
{
double xc = h2->GetXaxis()->GetBinCenter(i);
double yc = h2->GetYaxis()->GetBinCenter(j);
double content = rndm.Poisson( func->Eval( xc, yc ) );
h2->Fill( xc, yc, content );
}
if ( c0 ) delete c0;
c0 = new TCanvas("c0_2D", "Histogram2D Variable");
if ( __DRAW__ ) h2->Draw();
ObjectWrapper<TH2D*> owh2(h2);
globalStatus += status = testFitters(&owh2, func, listH, listOfFunctions[h]);
printf("%s\n", (status?"FAILED":"OK"));
if ( c1 ) delete c1;
c1 = new TCanvas("c1_2D", "Histogram2D");
if ( __DRAW__ ) h1->Draw();
ObjectWrapper<TH2D*> owh1(h1);
globalStatus += status = testFitters(&owh1, func, listH, listOfFunctions[h]);
printf("%s\n", (status?"FAILED":"OK"));
if ( g1 ) delete g1;
g1 = new TGraph2D(h1);
g1->SetName("TGraph2D");
g1->SetTitle("TGraph 2D - title");
if ( c2 ) delete c2;
c2 = new TCanvas("c2_2D","TGraph");
if ( __DRAW__ ) g1->Draw("AB*");
ObjectWrapper<TGraph2D*> owg1(g1);
globalStatus += status = testFitters(&owg1, func, listG, listOfFunctions[h]);
printf("%s\n", (status?"FAILED":"OK"));
ge1->SetName("TGraphErrors2DGE");
ge1->SetTitle("TGraphErrors 2DGE - title");
if ( c3 ) delete c3;
c3 = new TCanvas("c3_2DGE","TGraphError");
if ( __DRAW__ ) ge1->Draw("AB*");
ObjectWrapper<TGraph2DErrors*> owge1(ge1);
globalStatus += status = testFitters(&owge1, func, listGE, listOfFunctions[h]);
printf("%s\n", (status?"FAILED":"OK"));
delete s1; s1 = THnSparse::CreateSparse("THnSparse2D", "THnSparse 2D - title", h1);
ObjectWrapper<THnSparse*> ows1(s1);
globalStatus += status = testFitters(&ows1, func, listH, listOfFunctions[h]);
printf("%s\n", (status?"FAILED":"OK"));
}
if ( ! __DRAW__ )
{
delete func;
delete h1;
delete h2;
delete g1;
delete ge1;
delete c0;
delete c1;
delete c2;
delete c3;
}
return globalStatus;
}
// Make a wrapper for the TTree, as the interface for fitting
// differs. This way, the same algorithms (testFit and testFitters)
// can be used for all the objects.
class TreeWrapper {
public:
const char* vars;
const char* cuts;
TTree *tree;
void set(TTree* t, const char* v, const char* c)
{
tree = t;
vars = v;
cuts = c;
}
const char* GetName() const {
return tree->GetName();
}
Int_t Fit(TF1* f1, Option_t* option = "")
{
return tree->UnbinnedFit(f1->GetName(), vars, cuts, option);
}
};
// Test the fittig algorithms for a TTree
int testUnBinnedFit(int n = 10000)
{
// Counts how many tests failed.
int globalStatus = 0;
// To control if an individual test failed
int status = 0;
double origPars[13] = {1,2,3,0.5, 0.5, 0, 3, 0, 4, 0, 5, 1, 10 };
// double fitPars[13] = {1,1,1, 1, 0.1, 0, 2, 0, 3, 0, 4, 0, 9 };
TF2 * func = new TF2("gaus2Dn",gaus2dnormal,-10,-10,-10,10,5);
func->SetParameters(origPars);
TUnuranMultiContDist dist(func);
TUnuran unr(&rndm);
// sampling with vnrou methods
if (! unr.Init(dist,"vnrou")) {
std::cerr << "error in init unuran " << std::endl; return -1;
}
TTree * tree = new TTree("tree","2 var gaus tree");
double x,y,z,u,v,w;
tree->Branch("x",&x,"x/D");
tree->Branch("y",&y,"y/D");
tree->Branch("z",&z,"z/D");
tree->Branch("u",&u,"u/D");
tree->Branch("v",&v,"v/D");
tree->Branch("w",&w,"w/D");
double xx[2];
for (Int_t i=0;i<n;i++) {
unr.SampleMulti(xx);
x = xx[0];
y = xx[1];
z = rndm.Gaus(origPars[5],origPars[6]);
u = rndm.Gaus(origPars[7],origPars[8]);
v = rndm.Gaus(origPars[9],origPars[10]);
w = rndm.Gaus(origPars[11],origPars[12]);
tree->Fill();
}
delete func;
vector< vector<algoType> > listAlgos(2);
listAlgos[0] = commonAlgos;
listAlgos[1] = simplexAlgos;
TreeWrapper tw;
TF1 * f1 = new TF1(treeFunctions[0].name,treeFunctions[0].func,minX,maxY,treeFunctions[0].npars);
f1->SetParameters( &(treeFunctions[0].fitPars[0]) );
f1->FixParameter(2,1);
tw.set(tree, "x", "");
globalStatus += status = testFitters(&tw, f1, listAlgos, treeFunctions[0]);
printf("%s\n", (status?"FAILED":"OK"));
vector<algoType> noCompareInTree;
// exclude Simplex in tree
//noCompareInTree.push_back(algoType( "Minuit2", "Simplex", "Q0", CompareResult(0)));
vector< vector<algoType> > listAlgosND(2);
listAlgosND[0] = commonAlgos;
listAlgosND[1] = noCompareInTree;
TF2 * f2 = new TF2(treeFunctions[1].name,treeFunctions[1].func,minX,maxX,minY,maxY,treeFunctions[1].npars);
f2->SetParameters( &(treeFunctions[1].fitPars[0]) );
tw.set(tree, "x:y", "");
globalStatus += status = testFitters(&tw, f2, listAlgosND, treeFunctions[1]);
printf("%s\n", (status?"FAILED":"OK"));
TF1 * f4 = new TF1("gausND",gausNd,0,1,13);
f4->SetParameters(&(treeFunctions[2].fitPars[0]));
tw.set(tree, "x:y:z:u:v:w", "");
globalStatus += status = testFitters(&tw, f4, listAlgosND, treeFunctions[2]);
printf("%s\n", (status?"FAILED":"OK"));
delete tree;
delete f1;
delete f2;
delete f4;
return globalStatus;
}
// Initialize the data for the tests: List of different algorithms and
// fitting functions.
void init_structures()
{
commonAlgos.push_back( algoType( "Minuit", "Migrad", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "Minuit", "Minimize", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "Minuit", "Scan", "Q0", CompareResult(0)) );
commonAlgos.push_back( algoType( "Minuit", "Seek", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "Minuit2", "Migrad", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "Minuit2", "Minimize", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "Minuit2", "Scan", "Q0", CompareResult(0)) );
commonAlgos.push_back( algoType( "Minuit2", "Fumili2", "Q0", CompareResult()) );
#ifdef R__HAS_MATHMORE
commonAlgos.push_back( algoType( "GSLMultiMin", "conjugatefr", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "GSLMultiMin", "conjugatepr", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "GSLMultiMin", "bfgs2", "Q0", CompareResult()) );
commonAlgos.push_back( algoType( "GSLSimAn", "", "Q0", CompareResult()) );
#endif
// simplex
simplexAlgos.push_back( algoType( "Minuit", "Simplex", "Q0", CompareResult()) );
//simplex MInuit2 does not work well (needs to be checked)
// simplexAlgos.push_back( algoType( "Minuit2", "Simplex", "Q0", CompareResult()) );
specialAlgos.push_back( algoType( "Minuit", "Migrad", "QE0", CompareResult()) );
specialAlgos.push_back( algoType( "Minuit", "Migrad", "QW0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit", "Migrad", "Q0I", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit", "Migrad", "QL0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit", "Migrad", "QLI0", CompareResult()) );
// Gradient algorithms
// No Minuit algorithms to use with the 'G' options until some stuff is fixed.
noGraphAlgos.push_back( algoType( "Minuit", "Migrad", "GQ0", CompareResult()) );
// noGraphAlgos.push_back( algoType( "Minuit", "Minimize", "GQ0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit2", "Migrad", "GQ0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit2", "Minimize", "GQ0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Fumili", "Fumili", "GQ0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit2", "Fumili", "GQ0", CompareResult()) );
// noGraphAlgos.push_back( algoType( "Minuit", "Migrad", "GQE0", CompareResult()) );
noGraphAlgos.push_back( algoType( "Minuit", "Migrad", "GQL0", CompareResult()) );
noGraphErrorAlgos.push_back( algoType( "Fumili", "Fumili", "Q0", CompareResult()) );
#ifdef R__HAS_MATHMORE
noGraphErrorAlgos.push_back( algoType( "GSLMultiFit", "", "Q0", CompareResult()) ); // Not in TGraphError
#endif
// Same as TH1D (but different comparision scheme!): commonAlgos,
histGaus2D.push_back( algoType( "Minuit", "Migrad", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit", "Minimize", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit", "Scan", "Q0", CompareResult(0)) );
histGaus2D.push_back( algoType( "Minuit", "Seek", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit2", "Migrad", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit2", "Minimize", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit2", "Scan", "Q0", CompareResult(0)) );
histGaus2D.push_back( algoType( "Minuit2", "Fumili2", "Q0", CompareResult(cmpPars,6)) );
#ifdef R__HAS_MATHMORE
histGaus2D.push_back( algoType( "GSLMultiMin", "conjugatefr", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "GSLMultiMin", "conjugatepr", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "GSLMultiMin", "bfgs2", "Q0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "GSLSimAn", "", "Q0", CompareResult(cmpPars,6)) );
#endif // treeFail
histGaus2D.push_back( algoType( "Minuit", "Simplex", "Q0", CompareResult(cmpPars,6)) );
// minuit2 simplex fails in 2d
//histGaus2D.push_back( algoType( "Minuit2", "Simplex", "Q0", CompareResult(cmpPars,6)) );
// special algos
histGaus2D.push_back( algoType( "Minuit", "Migrad", "QE0", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit", "Migrad", "QW0", CompareResult()) );
// noGraphAlgos
histGaus2D.push_back( algoType( "Minuit", "Migrad", "Q0I", CompareResult(cmpPars,6)) );
histGaus2D.push_back( algoType( "Minuit", "Migrad", "QL0", CompareResult()) );
histGaus2D.push_back( algoType( "Minuit", "Migrad", "QLI0", CompareResult()) );
// Gradient algorithms
histGaus2D.push_back( algoType( "Minuit", "Migrad", "GQ0", CompareResult()) );
histGaus2D.push_back( algoType( "Minuit", "Minimize", "GQ0", CompareResult()) );
histGaus2D.push_back( algoType( "Minuit2", "Migrad", "GQ0", CompareResult()) );
histGaus2D.push_back( algoType( "Minuit2", "Minimize", "GQ0", CompareResult()) );
histGaus2D.push_back( algoType( "Fumili", "Fumili", "GQ0", CompareResult()) );
histGaus2D.push_back( algoType( "Minuit2", "Fumili", "GQ0", CompareResult()) );
// histGaus2D.push_back( algoType( "Minuit", "Migrad", "GQE0", CompareResult()) );
histGaus2D.push_back( algoType( "Minuit", "Migrad", "GQL0", CompareResult()) );
// noGraphErrorAlgos
histGaus2D.push_back( algoType( "Fumili", "Fumili", "Q0", CompareResult(cmpPars,6)) );
#ifdef R__HAS_MATHMORE
histGaus2D.push_back( algoType( "GSLMultiFit", "", "Q0", CompareResult(cmpPars,6)) );
#endif
graphErrorAlgos.push_back( algoType( "Minuit", "Migrad", "Q0EX0", CompareResult()) );
graphErrorAlgos.push_back( algoType( "Minuit2", "Migrad", "Q0EX0", CompareResult()) );
// For testing the liear fitter we can force the use by setting Linear the default minimizer and use
// teh G option. In this case the fit is linearized using the gradient as the linear components
// Option "G" has not to be set as first option character to avoid using Fitter class in
// the test program
// Use option "X" to force Chi2 calculations
linearAlgos.push_back( algoType( "Linear", "", "Q0XG", CompareResult()) );
listLinearAlgos.push_back( linearAlgos );
listTH1DAlgos.push_back( commonAlgos );
listTH1DAlgos.push_back( simplexAlgos );
listTH1DAlgos.push_back( specialAlgos );
listTH1DAlgos.push_back( noGraphAlgos );
listTH1DAlgos.push_back( noGraphErrorAlgos );
listAlgosTGraph.push_back( commonAlgos );
listAlgosTGraph.push_back( simplexAlgos );
listAlgosTGraph.push_back( specialAlgos );
listAlgosTGraph.push_back( noGraphErrorAlgos );
listAlgosTGraphError.push_back( commonAlgos );
listAlgosTGraphError.push_back( simplexAlgos );
listAlgosTGraphError.push_back( specialAlgos );
listAlgosTGraphError.push_back( graphErrorAlgos );
listTH2DAlgos.push_back( histGaus2D );
listAlgosTGraph2D.push_back( commonAlgos );
listAlgosTGraph2D.push_back( specialAlgos );
listAlgosTGraph2D.push_back( noGraphErrorAlgos );
listAlgosTGraph2DError.push_back( commonAlgos );
listAlgosTGraph2DError.push_back( specialAlgos );
listAlgosTGraph2DError.push_back( graphErrorAlgos );
vector<ParLimit> emptyLimits(0);
double gausOrig[] = { 0., 3., 200.};
double gausFit[] = {0.5, 3.7, 250.};
vector<ParLimit> gaus1DLimits;
gaus1DLimits.push_back( ParLimit(1, 0, 5) );
l1DFunctions.push_back( fitFunctions("GAUS", gaus1DImpl, 3, gausOrig, gausFit, gaus1DLimits) );
double poly1DOrig[] = { 2, 3, 4, 200};
double poly1DFit[] = { 6.4, -2.3, 15.4, 210.5};
l1DFunctions.push_back( fitFunctions("Polynomial", poly1DImpl, 4, poly1DOrig, poly1DFit, emptyLimits) );
// range os -5,5
double gaus2DOrig[] = { 500., +.5, 2.7, -.5, 3.0 };
double gaus2DFit[] = { 510., .0, 1.8, -1.0, 1.6};
l2DFunctions.push_back( fitFunctions("gaus2D", gaus2DImpl, 5, gaus2DOrig, gaus2DFit, emptyLimits) );
double gausnOrig[3] = {1,2,1};
double treeOrig[13] = {1,2,3,0.5, 0.5, 0, 3, 0, 4, 0, 5, 1, 10 };
double treeFit[13] = {1,1,1, 1, 0.1, 0, 2, 0, 3, 0, 4, 0, 9 };
treeFunctions.push_back( fitFunctions("gausn", gausNormal, 3, gausnOrig, treeFit, emptyLimits ));
treeFunctions.push_back( fitFunctions("gaus2Dn", gaus2dnormal, 5, treeOrig, treeFit, emptyLimits));
treeFunctions.push_back( fitFunctions("gausND", gausNd, 13, treeOrig, treeFit, emptyLimits));
l1DLinearFunctions.push_back( fitFunctions("Polynomial", poly1DImpl, 4, poly1DOrig, poly1DFit, emptyLimits) );
double poly2DOrig[] = { 2, 3, 4, 5, 6, 7, 200, };
double poly2DFit[] = { 6.4, -2.3, 15.4, 3, 10, -3, 210.5};
l2DLinearFunctions.push_back( fitFunctions("Poly2D", poly2DImpl, 7, poly2DOrig, poly2DFit, emptyLimits) );
}
int stressHistoFit()
{
rndm.SetSeed(10);
init_structures();
int iret = 0;
TBenchmark bm;
bm.Start("stressHistoFit");
cout << "****************************************************************************" <<endl;
cout << "* Starting stress H I S T O F I T *" <<endl;
cout << "****************************************************************************" <<endl;
std::cout << "\nTest 1D and 2D objects\n\n";
iret += test1DObjects(listTH1DAlgos, listAlgosTGraph, listAlgosTGraphError, l1DFunctions);
iret += test2DObjects(listTH2DAlgos, listAlgosTGraph2D, listAlgosTGraph2DError, l2DFunctions);
std::cout << "\nTest Linear fits\n\n";
iret += test1DObjects(listLinearAlgos, listLinearAlgos, listLinearAlgos, l1DLinearFunctions);
iret += test2DObjects(listLinearAlgos, listLinearAlgos, listLinearAlgos, l2DLinearFunctions);
//defaultOptions = testOptColor | testOptCheck;
// tree test
std::cout << "\nTest unbinned fits\n\n";
iret += testUnBinnedFit(2000); // reduce statistics
bm.Stop("stressHistoFit");
std::cout <<"\n****************************************************************************\n";
bm.Print("stressHistoFit");
const double reftime = 124; // ref time on pcbrun4
double rootmarks = 800 * reftime / bm.GetCpuTime("stressHistoFit");
std::cout << " ROOTMARKS = " << rootmarks << " ROOT version: " << gROOT->GetVersion() << "\t"
<< gROOT->GetSvnBranch() << "@" << gROOT->GetSvnRevision() << std::endl;
std::cout <<"****************************************************************************\n";
return iret;
}
int main(int argc, char** argv)
{
TApplication* theApp = 0;
if (argc > 1) {
bool debug = atoi(argv[1]);
if (debug) defaultOptions = testOptDebug;
}
if (argc > 2) __DRAW__ = 1;
if ( __DRAW__ )
theApp = new TApplication("App",&argc,argv);
int ret = stressHistoFit();
if ( __DRAW__ ) {
theApp->Run();
delete theApp;
theApp = 0;
}
return ret;
}
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