/// \file /// \ingroup tutorial_roofit /// \notebook -nodraw /// Numeric algorithm tuning: configuration and customization of how numeric (partial) integrals are executed /// /// \macro_code /// \macro_output /// /// \date July 2008 /// \author Wouter Verkerke #include "RooRealVar.h" #include "RooDataSet.h" #include "RooGaussian.h" #include "TCanvas.h" #include "TAxis.h" #include "RooPlot.h" #include "RooNumIntConfig.h" #include "RooLandau.h" #include "RooArgSet.h" #include using namespace RooFit; void rf901_numintconfig() { // A d j u s t g l o b a l 1 D i n t e g r a t i o n p r e c i s i o n // ---------------------------------------------------------------------------- // Print current global default configuration for numeric integration strategies RooAbsReal::defaultIntegratorConfig()->Print("v"); // Example: Change global precision for 1D integrals from 1e-7 to 1e-6 // // The relative epsilon (change as fraction of current best integral estimate) and // absolute epsilon (absolute change w.r.t last best integral estimate) can be specified // separately. For most pdf integrals the relative change criterium is the most important, // however for certain non-pdf functions that integrate out to zero a separate absolute // change criterium is necessary to declare convergence of the integral // // NB: This change is for illustration only. In general the precision should be at least 1e-7 // for normalization integrals for MINUIT to succeed. // RooAbsReal::defaultIntegratorConfig()->setEpsAbs(1e-6); RooAbsReal::defaultIntegratorConfig()->setEpsRel(1e-6); // N u m e r i c i n t e g r a t i o n o f l a n d a u p d f // ------------------------------------------------------------------ RooRealVar x("x", "x", -10, 10); RooLandau landau("landau", "landau", x, 0.0, 0.1); // Disable analytic integration from demonstration purposes landau.forceNumInt(true); // Activate debug-level messages for topic integration to be able to follow actions below RooMsgService::instance().addStream(DEBUG, Topic(Integration)); // Calculate integral over landau with default choice of numeric integrator std::unique_ptr intLandau{landau.createIntegral(x)}; double val = intLandau->getVal(); cout << " [1] int_dx landau(x) = " << setprecision(15) << val << endl; // S a m e w i t h c u s t o m c o n f i g u r a t i o n // ----------------------------------------------------------- // Construct a custom configuration which uses the adaptive Gauss-Kronrod technique // for closed 1D integrals RooNumIntConfig customConfig(*RooAbsReal::defaultIntegratorConfig()); #ifdef R__HAS_MATHMORE customConfig.method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D"); #else Warning("rf901_numintconfig","ROOT is built without Mathmore (GSL) support. Cannot use RooAdaptiveGaussKronrodIntegrator1D"); #endif // Calculate integral over landau with custom integral specification std::unique_ptr intLandau2{landau.createIntegral(x, NumIntConfig(customConfig))}; double val2 = intLandau2->getVal(); cout << " [2] int_dx landau(x) = " << val2 << endl; // A d j u s t i n g d e f a u l t c o n f i g f o r a s p e c i f i c p d f // ------------------------------------------------------------------------------------- // Another possibility: associate custom numeric integration configuration as default for object 'landau' landau.setIntegratorConfig(customConfig); // Calculate integral over landau custom numeric integrator specified as object default std::unique_ptr intLandau3{landau.createIntegral(x)}; double val3 = intLandau3->getVal(); cout << " [3] int_dx landau(x) = " << val3 << endl; // Another possibility: Change global default for 1D numeric integration strategy on finite domains #ifdef R__HAS_MATHMORE RooAbsReal::defaultIntegratorConfig()->method1D().setLabel("RooAdaptiveGaussKronrodIntegrator1D"); // A d j u s t i n g p a r a m e t e r s o f a s p e c i f i c t e c h n i q u e // --------------------------------------------------------------------------------------- // Adjust maximum number of steps of RooIntegrator1D in the global default configuration RooAbsReal::defaultIntegratorConfig()->getConfigSection("RooIntegrator1D").setRealValue("maxSteps", 30); // Example of how to change the parameters of a numeric integrator // (Each config section is a RooArgSet with RooRealVars holding real-valued parameters // and RooCategories holding parameters with a finite set of options) customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").setRealValue("maxSeg", 50); customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").setCatLabel("method", "15Points"); // Example of how to print set of possible values for "method" category customConfig.getConfigSection("RooAdaptiveGaussKronrodIntegrator1D").find("method")->Print("v"); #endif }