#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;
 }