RooXYChi2Var.cxx

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/*****************************************************************************
 * Project: RooFit                                                           *
 * Package: RooFitCore                                                       *
 * @(#)root/roofitcore:$Id$
 * Authors:                                                                  *
 *   WV, Wouter Verkerke, UC Santa Barbara, verkerke@slac.stanford.edu       *
 *   DK, David Kirkby,    UC Irvine,         dkirkby@uci.edu                 *
 *                                                                           *
 * Copyright (c) 2000-2005, Regents of the University of California          *
 *                          and Stanford University. All rights reserved.    *
 *                                                                           *
 * Redistribution and use in source and binary forms,                        *
 * with or without modification, are permitted according to the terms        *
 * listed in LICENSE (http://roofit.sourceforge.net/license.txt)             *
 *****************************************************************************/

//////////////////////////////////////////////////////////////////////////////
//
// Class RooXYChi2Var implements a simple chi^2 calculation from a unbinned
// dataset with values x,y with errors on y (and optionally on x) and a function.
// The function can be either a RooAbsReal, or an extended RooAbsPdf where
// the function value is calculated as the probability density times the
// expected number of events
// The chi^2 is calculated as
//
//              / (Data[y]-) - func \+2
//  Sum[point] |  ------------------ |
//              \     Data[ErrY]    /
//
//

#include "RooFit.h"

#include "RooXYChi2Var.h"
#include "RooDataSet.h"
#include "RooAbsReal.h"

#include "Riostream.h"

#include "RooRealVar.h"

//#include "RooGaussKronrodIntegrator1D.h"
#include "RooAbsDataStore.h"
#include "RooRealBinding.h"
#include "RooNumIntFactory.h"

using namespace std;

ClassImp(RooXYChi2Var);
;


////////////////////////////////////////////////////////////////////////////////
/// coverity[UNINIT_CTOR]

RooXYChi2Var::RooXYChi2Var()
{
  _funcInt = 0 ;
  _rrvIter = _rrvArgs.createIterator() ;
}


////////////////////////////////////////////////////////////////////////////////
///
///  RooXYChi2Var constructor with function and X-Y values dataset
///
/// An X-Y dataset is a weighted dataset with one or more observables X where the weight is interpreted
/// as the Y value and the weight error is interpreted as the Y value error. The weight must have an
/// non-zero error defined at each point for the chi^2 calculation to be meaningful.
///
/// To store errors associated with the x and y values in a RooDataSet, call RooRealVar::setAttribute("StoreError")
/// on each X-type observable for which the error should be stored and add datapoints to the dataset as follows
///
/// RooDataSet::add(xset,yval,yerr) where xset is the RooArgSet of x observables (with or without errors) and yval and yerr
///                                 are the Double_t values that correspond to the Y and its error
///

RooXYChi2Var::RooXYChi2Var(const char *name, const char* title, RooAbsReal& func, RooDataSet& xydata, Bool_t integrate) :
  RooAbsOptTestStatistic(name,title,func,xydata,RooArgSet(),0,0,1,RooFit::Interleave,0,0),
  _extended(kFALSE),
  _integrate(integrate),
  _intConfig(*defaultIntegratorConfig()),
  _funcInt(0)
{
  _extended = kFALSE ;
  _yvar = 0 ;

  initialize() ;
}


////////////////////////////////////////////////////////////////////////////////
///
///  RooXYChi2Var constructor with function and X-Y values dataset
///
/// An X-Y dataset is a weighted dataset with one or more observables X where given yvar is interpreted
/// as the Y value. The Y variable must have a non-zero error defined at each point for the chi^2 calculation to be meaningful.
///
/// To store errors associated with the x and y values in a RooDataSet, call RooRealVar::setAttribute("StoreError")
/// on each X-type observable for which the error should be stored and add datapoints to the dataset as follows
///
/// RooDataSet::add(xset,yval,yerr) where xset is the RooArgSet of x observables (with or without errors) and yval and yerr
///                                 are the Double_t values that correspond to the Y and its error
///

RooXYChi2Var::RooXYChi2Var(const char *name, const char* title, RooAbsReal& func, RooDataSet& xydata, RooRealVar& yvar, Bool_t integrate) :
  RooAbsOptTestStatistic(name,title,func,xydata,RooArgSet(),0,0,1,RooFit::Interleave,0,0),
  _extended(kFALSE),
  _integrate(integrate),
  _intConfig(*defaultIntegratorConfig()),
  _funcInt(0)
{
  _extended = kFALSE ;
  _yvar = (RooRealVar*) _dataClone->get()->find(yvar.GetName()) ;

  initialize() ;
}


////////////////////////////////////////////////////////////////////////////////
///
/// RooXYChi2Var constructor with an extended p.d.f. and X-Y values dataset
/// The value of the function that defines the chi^2 in this form is takes as
/// the p.d.f. times the expected number of events
///
/// An X-Y dataset is a weighted dataset with one or more observables X where the weight is interpreted
/// as the Y value and the weight error is interpreted as the Y value error. The weight must have an
/// non-zero error defined at each point for the chi^2 calculation to be meaningful.
///
/// To store errors associated with the x and y values in a RooDataSet, call RooRealVar::setAttribute("StoreError")
/// on each X-type observable for which the error should be stored and add datapoints to the dataset as follows
///
/// RooDataSet::add(xset,yval,yerr) where xset is the RooArgSet of x observables (with or without errors) and yval and yerr
///                                 are the Double_t values that correspond to the Y and its error
///

RooXYChi2Var::RooXYChi2Var(const char *name, const char* title, RooAbsPdf& extPdf, RooDataSet& xydata, Bool_t integrate) :
  RooAbsOptTestStatistic(name,title,extPdf,xydata,RooArgSet(),0,0,1,RooFit::Interleave,0,0),
  _extended(kTRUE),
  _integrate(integrate),
  _intConfig(*defaultIntegratorConfig()),
  _funcInt(0)
{
  if (!extPdf.canBeExtended()) {
    throw(string(Form("RooXYChi2Var::ctor(%s) ERROR: Input p.d.f. must be an extendible",GetName()))) ;
  }
  _yvar = 0 ;
  initialize() ;
}




////////////////////////////////////////////////////////////////////////////////
///
/// RooXYChi2Var constructor with an extended p.d.f. and X-Y values dataset
/// The value of the function that defines the chi^2 in this form is takes as
/// the p.d.f. times the expected number of events
///
/// An X-Y dataset is a weighted dataset with one or more observables X where the weight is interpreted
/// as the Y value and the weight error is interpreted as the Y value error. The weight must have an
/// non-zero error defined at each point for the chi^2 calculation to be meaningful.
///
/// To store errors associated with the x and y values in a RooDataSet, call RooRealVar::setAttribute("StoreError")
/// on each X-type observable for which the error should be stored and add datapoints to the dataset as follows
///
/// RooDataSet::add(xset,yval,yerr) where xset is the RooArgSet of x observables (with or without errors) and yval and yerr
///                                 are the Double_t values that correspond to the Y and its error
///

RooXYChi2Var::RooXYChi2Var(const char *name, const char* title, RooAbsPdf& extPdf, RooDataSet& xydata, RooRealVar& yvar, Bool_t integrate) :
  RooAbsOptTestStatistic(name,title,extPdf,xydata,RooArgSet(),0,0,1,RooFit::Interleave,0,0),
  _extended(kTRUE),
  _integrate(integrate),
  _intConfig(*defaultIntegratorConfig()),
  _funcInt(0)
{
  if (!extPdf.canBeExtended()) {
    throw(string(Form("RooXYChi2Var::ctor(%s) ERROR: Input p.d.f. must be an extendible",GetName()))) ;
  }
  _yvar = (RooRealVar*) _dataClone->get()->find(yvar.GetName()) ;
  initialize() ;
}




////////////////////////////////////////////////////////////////////////////////
/// Copy constructor

RooXYChi2Var::RooXYChi2Var(const RooXYChi2Var& other, const char* name) :
  RooAbsOptTestStatistic(other,name),
  _extended(other._extended),
  _integrate(other._integrate),
  _intConfig(other._intConfig),
  _funcInt(0)
{
  _yvar = other._yvar ? (RooRealVar*) _dataClone->get()->find(other._yvar->GetName()) : 0 ;
  initialize() ;

}




////////////////////////////////////////////////////////////////////////////////
/// Common constructor initialization

void RooXYChi2Var::initialize()
{
  TIterator* iter = _funcObsSet->createIterator() ;
  RooAbsArg* arg ;
  while((arg=(RooAbsArg*)iter->Next())) {
    RooRealVar* var = dynamic_cast<RooRealVar*>(arg) ;
    if (var) {
      _rrvArgs.add(*var) ;
    }
  }
  if (_yvar) {
    _rrvArgs.add(*_yvar) ;
  }
  delete iter ;
  _rrvIter = _rrvArgs.createIterator() ;

  // Define alternate numeric integrator configuration for bin integration
  // We expect bin contents to very only very slowly so a non-adaptive
  // Gauss-Kronrod integrator is expected to perform well (if RooFitMore is available)
  _intConfig.setEpsRel(1e-7) ;
  _intConfig.setEpsAbs(1e-7) ;
#ifdef R__HAS_MATHMORE
  _intConfig.method1D().setLabel("RooGaussKronrodIntegrator1D") ;
#endif
  _intConfig.methodND().setLabel("RooAdaptiveIntegratorND") ;

  initIntegrator() ;

}



////////////////////////////////////////////////////////////////////////////////
/// Initialize bin content integrator

void RooXYChi2Var::initIntegrator()
{
  if (!_funcInt) {
    _funcInt = _funcClone->createIntegral(_rrvArgs,_rrvArgs,_intConfig,"bin") ;
    _rrvIter->Reset() ;
    RooRealVar* x ;
    while((x=(RooRealVar*)_rrvIter->Next())) {
      _binList.push_back(&x->getBinning("bin",kFALSE,kTRUE)) ;
    }
  }

}



////////////////////////////////////////////////////////////////////////////////
/// Destructor

RooXYChi2Var::~RooXYChi2Var()
{
  delete _rrvIter ;
  if (_funcInt) delete _funcInt ;
}




////////////////////////////////////////////////////////////////////////////////
/// Calculate contribution to internal error due to error on 'x' coordinates
/// at point i

Double_t RooXYChi2Var::xErrorContribution(Double_t ydata) const
{
  RooRealVar* var ;
  Double_t ret(0) ;

  _rrvIter->Reset() ;
  while((var=(RooRealVar*)_rrvIter->Next())) {

    if (var->hasAsymError()) {

      // Get value at central X
      Double_t cxval = var->getVal() ;
      Double_t xerrLo = -var->getAsymErrorLo() ;
      Double_t xerrHi = var->getAsymErrorHi() ;
      Double_t xerr = (xerrLo+xerrHi)/2 ;

      // Get value at X-eps
      var->setVal(cxval - xerr/100) ;
      Double_t fxmin = fy() ;

      // Get value at X+eps
      var->setVal(cxval + xerr/100) ;
      Double_t fxmax = fy() ;

      // Calculate slope
      Double_t slope = (fxmax-fxmin)/(2*xerr/100.) ;

//       cout << "xerrHi = " << xerrHi << " xerrLo = " << xerrLo << " slope = " << slope << endl ;

      // Asymmetric X error, decide which one to use
      if ((ydata>cxval && fxmax>fxmin) || (ydata<=cxval && fxmax<=fxmin)) {
   // Use right X error
   ret += pow(xerrHi*slope,2) ;
      } else {
   // Use left X error
   ret += pow(xerrLo*slope,2) ;
      }

    } else if (var->hasError()) {

      // Get value at central X
      Double_t cxval = var->getVal() ;
      Double_t xerr = var->getError() ;

      // Get value at X-eps
      var->setVal(cxval - xerr/100) ;
      Double_t fxmin = fy() ;

      // Get value at X+eps
      var->setVal(cxval + xerr/100) ;
      Double_t fxmax = fy() ;

      // Calculate slope
      Double_t slope = (fxmax-fxmin)/(2*xerr/100.) ;

//       cout << var << " " ;
//       var->Print() ;

//       cout << var->GetName() << " xerr = " << xerr << " slope = " << slope << endl ;

      // Symmetric X error
      ret += pow(xerr*slope,2) ;
    }
  }
  return ret ;
}




////////////////////////////////////////////////////////////////////////////////
/// Return function value requested bu present configuration
///
/// If integration is required, the function value integrated
/// over the bin volume divided by the bin volume is returned,
/// otherwise the value at the bin center is returned.
/// The bin volume is defined by the error on the 'X' coordinates
///
/// If an extended p.d.f. is used as function, its value is
/// also multiplied by the expected number of events here

Double_t RooXYChi2Var::fy() const
{
  // Get function value
  Double_t yfunc ;
  if (!_integrate) {
    yfunc = _funcClone->getVal(_dataClone->get()) ;
  } else {
    Double_t volume(1) ;
    _rrvIter->Reset() ;
    for (list<RooAbsBinning*>::const_iterator iter = _binList.begin() ; iter != _binList.end() ; ++iter) {
      RooRealVar* x = (RooRealVar*) _rrvIter->Next() ;
      Double_t xmin = x->getVal() + x->getErrorLo() ;
      Double_t xmax = x->getVal() + x->getErrorHi() ;
      (*iter)->setRange(xmin,xmax) ;
      x->setShapeDirty() ;
      volume *= (xmax - xmin) ;
    }
    Double_t ret = _funcInt->getVal() ;
    return ret / volume ;
  }
  if (_extended) {
    RooAbsPdf* pdf = (RooAbsPdf*) _funcClone ;
    // Multiply with expected number of events
    yfunc *= pdf->expectedEvents(_dataClone->get()) ;
  }
  return yfunc ;
}



////////////////////////////////////////////////////////////////////////////////
/// Calculate chi^2 in partition from firstEvent to lastEvent using given stepSize

Double_t RooXYChi2Var::evaluatePartition(std::size_t firstEvent, std::size_t lastEvent, std::size_t stepSize) const
{
  Double_t result(0), carry(0);

  // Loop over bins of dataset
  RooDataSet* xydata = (RooDataSet*) _dataClone ;

  _dataClone->store()->recalculateCache( _projDeps, firstEvent, lastEvent, stepSize,kFALSE ) ;

  for (auto i=firstEvent ; i<lastEvent ; i+=stepSize) {

    // get the data values for this event
    xydata->get(i);

    if (!xydata->valid()) {
      continue ;
    }

//     cout << "xydata = " << endl ;
//     xydata->get()->Print("v") ;
    //xydata->store()->dump() ;

    // Get function value
    Double_t yfunc = fy() ;

    // Get data value and error
    Double_t ydata ;
    Double_t eylo,eyhi ;
    if (_yvar) {
      ydata = _yvar->getVal() ;
      eylo = -1*_yvar->getErrorLo() ;
      eyhi = _yvar->getErrorHi() ;
    } else {
      ydata = xydata->weight() ;
      xydata->weightError(eylo,eyhi) ;
    }

    // Calculate external error
    Double_t eExt = yfunc-ydata ;

    // Pick upper or lower error bar depending on sign of external error
    Double_t eInt = (eExt>0) ? eyhi : eylo ;

    // Add contributions due to error in x coordinates
    Double_t eIntX2 = _integrate ? 0 : xErrorContribution(ydata) ;

//     cout << "fy = " << yfunc << " eExt = " << eExt << " eInt = " << eInt << " eIntX2 = " << eIntX2 << endl ;

    // Return 0 if eInt=0, special handling in MINUIT will follow
    if (eInt==0.) {
      coutE(Eval) << "RooXYChi2Var::RooXYChi2Var(" << GetName() << ") INFINITY ERROR: data point " << i
        << " has zero error, but function is not zero (f=" << yfunc << ")" << endl ;
      return 0 ;
    }

    // Add chi2 term
    Double_t term = eExt*eExt/(eInt*eInt+ eIntX2);
    Double_t y = term - carry;
    Double_t t = result + y;
    carry = (t - result) - y;
    result = t;
  }

  _evalCarry = carry;
  return result ;
}



RooArgSet RooXYChi2Var::requiredExtraObservables() const
{
  // Inform base class that observable yvar cannot be optimized away from the dataset
  if (_yvar) return RooArgSet(*_yvar) ;
  return RooArgSet() ;
}