## \file ## \ingroup tutorial_roofit ## \notebook ## ## 'LIKELIHOOD AND MINIMIZATION' RooFit tutorial macro #605 ## ## Working with the profile likelihood estimator ## ## \macro_image ## \macro_code ## \macro_output ## ## \date February 2018 ## \authors Clemens Lange, Wouter Verkerke (C version) import ROOT # Create model and dataset # ----------------------------------------------- # Observable x = ROOT.RooRealVar("x", "x", -20, 20) # Model (intentional strong correlations) mean = ROOT.RooRealVar("mean", "mean of g1 and g2", 0, -10, 10) sigma_g1 = ROOT.RooRealVar("sigma_g1", "width of g1", 3) g1 = ROOT.RooGaussian("g1", "g1", x, mean, sigma_g1) sigma_g2 = ROOT.RooRealVar("sigma_g2", "width of g2", 4, 3.0, 6.0) g2 = ROOT.RooGaussian("g2", "g2", x, mean, sigma_g2) frac = ROOT.RooRealVar("frac", "frac", 0.5, 0.0, 1.0) model = ROOT.RooAddPdf("model", "model", [g1, g2], [frac]) # Generate 1000 events data = model.generate({x}, 1000) # Construct plain likelihood # --------------------------------------------------- # Construct unbinned likelihood nll = model.createNLL(data, NumCPU=2) # Minimize likelihood w.r.t all parameters before making plots ROOT.RooMinimizer(nll).migrad() # Plot likelihood scan frac frame1 = frac.frame(Bins=10, Range=(0.01, 0.95), Title="LL and profileLL in frac") nll.plotOn(frame1, ShiftToZero=True) # Plot likelihood scan in sigma_g2 frame2 = sigma_g2.frame(Bins=10, Range=(3.3, 5.0), Title="LL and profileLL in sigma_g2") nll.plotOn(frame2, ShiftToZero=True) # Construct profile likelihood in frac # ----------------------------------------------------------------------- # The profile likelihood estimator on nll for frac will minimize nll w.r.t # all floating parameters except frac for each evaluation pll_frac = nll.createProfile({frac}) # Plot the profile likelihood in frac pll_frac.plotOn(frame1, LineColor="r") # Adjust frame maximum for visual clarity frame1.SetMinimum(0) frame1.SetMaximum(3) # Construct profile likelihood in sigma_g2 # ------------------------------------------------------------------------------- # The profile likelihood estimator on nll for sigma_g2 will minimize nll # w.r.t all floating parameters except sigma_g2 for each evaluation pll_sigmag2 = nll.createProfile({sigma_g2}) # Plot the profile likelihood in sigma_g2 pll_sigmag2.plotOn(frame2, LineColor="r") # Adjust frame maximum for visual clarity frame2.SetMinimum(0) frame2.SetMaximum(3) # Make canvas and draw ROOT.RooPlots c = ROOT.TCanvas("rf605_profilell", "rf605_profilell", 800, 400) c.Divide(2) c.cd(1) ROOT.gPad.SetLeftMargin(0.15) frame1.GetYaxis().SetTitleOffset(1.4) frame1.Draw() c.cd(2) ROOT.gPad.SetLeftMargin(0.15) frame2.GetYaxis().SetTitleOffset(1.4) frame2.Draw() c.SaveAs("rf605_profilell.png")