#include <PdfDiagonalizer.h>

Public Member Functions
RooAbsPdf *	diagonalize (RooAbsPdf &pdf)
const RooArgList &	diagonalParams ()
const RooArgList &	originalParams ()
	PdfDiagonalizer (const char name, RooWorkspace w, RooFitResult &result)
Private Attributes
RooArgList	eigenVars_
std::string	name_
RooArgList	parameters_
RooArgList	replacements_

Detailed Description

Definition at line 11 of file PdfDiagonalizer.h.

Constructor & Destructor Documentation

PdfDiagonalizer::PdfDiagonalizer	(	const char *	name,
		RooWorkspace *	w,
		RooFitResult &	result
	)

Definition at line 13 of file PdfDiagonalizer.cc.

References Clusterizer1DCommons::add(), eigenVars_, i, j, n, parameters_, replacements_, mathSSE::sqrt(), and makeHLTPrescaleTable::values.

                                                                                        :
    name_(name),
    parameters_(result.floatParsFinal())
{
    int n = parameters_.getSize();

    TMatrixDSym cov(result.covarianceMatrix()); 
    TMatrixDSymEigen eigen(cov);

    const TMatrixD& vectors = eigen.GetEigenVectors();
    const TVectorD& values  = eigen.GetEigenValues();

    char buff[10240];

    // create unit gaussians per eigen-vector
    for (int i = 0; i < n; ++i) {
        snprintf(buff,sizeof(buff),"%s_eig%d[-5,5]", name, i);
        eigenVars_.add(*w->factory(buff));
    }
    // put them in a list, with a one at the end to set the mean
    RooArgList eigvVarsPlusOne(eigenVars_);
    if (w->var("_one_") == 0) w->factory("_one_[1]");
    eigvVarsPlusOne.add(*w->var("_one_"));

    // then go create the linear combinations
    // each is equal to the transpose matrx times the square root of the eigenvalue (so that we get unit gaussians)
    for (int i = 0; i < n; ++i) {   
        RooArgList coeffs;
        for (int j = 0; j < n; ++j) {
            snprintf(buff,sizeof(buff),"%s_eigCoeff_%d_%d[%g]", name, i, j, vectors(i,j)*sqrt(values(j)));
            coeffs.add(*w->factory(buff)); 
        }
        snprintf(buff,sizeof(buff),"%s_eigBase_%d[%g]", name, i, (dynamic_cast<RooAbsReal*>(parameters_.at(i)))->getVal());
        coeffs.add(*w->factory(buff)); 
        snprintf(buff,sizeof(buff),"%s_eigLin_%d", name, i);
        RooAddition *add = new RooAddition(buff,buff,coeffs,eigvVarsPlusOne);
        w->import(*add);
        replacements_.add(*add);
    }
}

Member Function Documentation

RooAbsPdf * PdfDiagonalizer::diagonalize ( RooAbsPdf & pdf )

Definition at line 54 of file PdfDiagonalizer.cc.

References i, n, name_, parameters_, replacements_, and run_regression::ret.

{
    if (!pdf.dependsOn(parameters_)) return 0;

    // now do the customization
    RooCustomizer custom(pdf, name_.c_str());
    for (int i = 0, n = parameters_.getSize(); i < n; ++i) { 
        if (pdf.dependsOn(*parameters_.at(i))) {
            custom.replaceArg(*parameters_.at(i), *replacements_.at(i));
        }
    }

    RooAbsPdf *ret = dynamic_cast<RooAbsPdf *>(custom.build());
    ret->SetName((std::string(pdf.GetName()) + "_" + name_).c_str());
    return ret;
}