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| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
|
@@ -21,12 +21,12 @@ | |
| from ostap.core.meta_info import root_info | ||
| from ostap.core.core import Ostap, VE, valid_pointer, iszero, isequal | ||
| from ostap.core.ostap_types import string_types , integer_types | ||
| import ostap.math.linalg | ||
| import ostap.fitting.variables | ||
| import ostap.fitting.printable | ||
| import ostap.math.linalg as LA | ||
| from ostap.logger.colorized import allright, attention | ||
| from ostap.logger.utils import pretty_float, pretty_ve, pretty_2ve | ||
| import ROOT, math, sys | ||
| import ROOT, math, sys, ctypes | ||
| # ============================================================================= | ||
| from ostap.logger.logger import getLogger | ||
| if '__main__' == __name__ : logger = getLogger ( 'ostap.fitting.roofitresult' ) | ||
|
|
@@ -205,16 +205,19 @@ def _rfr_cov_matrix_ ( self , var1 , var2 , *vars ) : | |
| ## get the covariance matrix | ||
| # @author Vanya BELYAEV [email protected] | ||
| # @date 2011-06-07 | ||
| def _rfr_covmatrix_ ( self ) : | ||
| def _rfr_covmatrix_ ( self , tmatrix = False ) : | ||
| """Get covariance ( matrix | ||
| >>> result = ... | ||
| >>> cov = results.covmatrix() | ||
| >>> print corr | ||
| """ | ||
|
|
||
| cm = self.covarianceMatrix () | ||
| N = cm.GetNrows() | ||
|
|
||
| if tmatrix : return cm ## RETURN NATIVE ROOT TMAtrixSym<double | ||
|
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| N = cm.GetNrows() | ||
|
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||
| import ostap.math.linalg | ||
| m = Ostap.Math.SymMatrix ( N )() | ||
|
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|
|
@@ -621,7 +624,7 @@ def _rfr_table_ ( rr , title = '' , prefix = '' , more_vars = {} ) : | |
| else : n = '' | ||
|
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||
| rows.append ( ( 'Estimated distance to minimum' , n , ' ' + s , '' ) ) | ||
|
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| cq = r.covQual() | ||
| cn = '' | ||
| if -1 == cq : | ||
|
|
@@ -652,9 +655,9 @@ def _rfr_table_ ( rr , title = '' , prefix = '' , more_vars = {} ) : | |
|
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||
| with_globcorr = not ( (6,24) <= root_info < (6,28) ) | ||
| with_globcorr = True or not ( (6,24) <= root_info < (6,28) ) | ||
| with_globcorr = True | ||
| with_globcorr = not ( (6,24) <= root_info < (6,26) ) | ||
|
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||
| with_globcorr = True | ||
|
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| if with_globcorr : rows = [ ( '', 'Unit', 'Value' , 'Global/max correlation [%]') ] + rows | ||
| else : rows = [ ( '', 'Unit', 'Value' , 'Max correlation [%]') ] + rows | ||
|
|
@@ -778,6 +781,47 @@ def _rfr_print_ ( self , opts = 'v' ) : | |
| result = result.encode ('utf-8') | ||
| return result | ||
|
|
||
| # ============================================================================= | ||
| ## Get global correlation coeffcient | ||
| # @code | ||
| # fit_reuslt = /// | ||
| # coeff = fit_results.global_cc ( 3 ) | ||
| # @endcode | ||
| # @see Ostap::Utils::global_cc | ||
| def _rfr_global_cc_ ( rfr , par ) : | ||
| """Get global correlation coeffcient | ||
| - see `Ostap.Utils.global_cc ` | ||
| >>> fit_reuslt = /// | ||
| >>> coeff = fit_results.global_cc ( 3 ) | ||
| """ | ||
| if par is None : | ||
|
|
||
| ## get all values at once | ||
| values = Ostap.Utils.global_cc ( rfr ) | ||
| if len ( values ) != len ( rfr ) : | ||
| raise ValueError( "Error from Ostap::Utils::global_cc" ) | ||
| return tuple ( v for v in values ) | ||
|
|
||
| elif isinstance ( par , string_types ) : | ||
|
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||
| index = rfr.floatParsFinal().index ( par ) | ||
| if index < 0 : raise KeyError ( 'Invalid parameter %s' % par ) | ||
| return _rfr_global_cc_ ( rfr , index ) | ||
|
|
||
| elif isinstance ( par , ROOT.RooAbsArg ) : | ||
| return _rfr_global_cc_ ( rfr , par.name ) | ||
|
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||
| index = par | ||
| assert isinstance ( index , integer_types ) and 0 <= index , \ | ||
| 'Invald index %s/%s' % ( par , index ) | ||
|
|
||
| if not 0 <= index < len ( rfr ) : | ||
| raise IndexError("Invalid index %s/%s" % ( par , index ) ) | ||
|
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| return Ostap.Utils.global_cc ( rfr , index ) | ||
|
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||
| # ============================================================================= | ||
| ## Get global correlation coefficient for the parameter | ||
| # \f$ \rho_k = \sqrt{ 1 - \left[ C_{kk} V_{kk}\right]^{-1} } \f$ | ||
|
|
@@ -789,7 +833,7 @@ def _rfr_print_ ( self , opts = 'v' ) : | |
| # It should be accessible via <code>RooFitResult::globalCorr</code> method | ||
| # but often it results in segfault | ||
| # @see RooFitResult::globalCorr | ||
| def _rfr_global_corr_ ( self , par ) : | ||
| def _rfr_global_corr_ ( rfr , par ) : | ||
| """ Get global correlation coefficient for the parameter | ||
| rho_k = sqrt ( 1 - 1/( C_{kk} V_{kk}) ) | ||
| - where C is covariance matrix and V is inverse | ||
|
|
@@ -799,31 +843,52 @@ def _rfr_global_corr_ ( self , par ) : | |
| - see `RooFitResult.globalCorr` | ||
| """ | ||
| if isinstance ( par , string_types ) : | ||
| index = self.floatParsFinal().index ( par ) | ||
| if index < 0 : return -1 | ||
| index = rfr.floatParsFinal().index ( par ) | ||
| if index < 0 : return -1 | ||
| elif isinstance ( par , integer_types ) : | ||
| if not 0 <= par < len ( self.floatParsFinal () ) : return -1 | ||
| if not 0 <= par < len ( rfr.floatParsFinal () ) : return -1 | ||
| index = par | ||
| elif isinstance ( par , ROOT.RooAbsArg ) : | ||
| return _rfr_global_corr_ ( self , par.name ) | ||
| return _rfr_global_corr_ ( rfr , par.name ) | ||
| else : return -1 | ||
|
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||
| np = len ( rfr ) | ||
|
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||
| ## get the covariance matrix and invert it! | ||
| v = self.covmatrix() | ||
| if not v.InvertChol () : return -1 | ||
| return _rfr_global_cc_ (rfr , par ) | ||
|
|
||
| ## get the covariance matrix | ||
| c = self.covmatrix() | ||
| ## ## ostap.math.linalg2 machinery fails for large matrices | ||
| ## if 10 >= np or ( np , 'double' ) in LA.LinAlgT.known_ssymmatrices : | ||
|
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||
| ## ## get the covariance matrix and invert it | ||
| ## mc = self.covmatrix () | ||
| ## if not mc.InvertChol () : return -1 | ||
|
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||
| ## ## get the covariance matrix | ||
| ## cm = self.covmatrix() | ||
|
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| ## else : ## use TMatrixTSym | ||
|
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|
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| ## cm = self.covarianceMatrix() | ||
| ## mc = type ( cm ) ( cm ) | ||
| ## det = ctypes.c_double(0) | ||
| ## mc.Invert( det ) | ||
| ## det = det.value | ||
| ## if iszero ( det ) : return -1 | ||
|
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||
|
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| ## cv = cm ( index , index ) * mc ( index , index ) | ||
| ## rho2 = 1.0 - 1.0 / cv | ||
| ## if rho2 < 0 : return -1 | ||
| ## return math.sqrt ( rho2 ) | ||
|
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||
| cv = c ( index , index ) * v ( index , index ) | ||
|
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| rho2 = 1.0 - 1.0 / cv | ||
| if rho2 < 0 : return -1.0 | ||
|
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| return math.sqrt ( rho2 ) | ||
|
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||
| # ============================================================================= | ||
| ## | ||
| ## The size of the problem == number of floating parameters | ||
| def _rfr_len_ ( rfr ) : | ||
| """ The size of the problem == number of floating parameters | ||
| """ | ||
| return len ( rfr.floatParsFinal() ) | ||
|
|
||
| # ============================================================================= | ||
| ## Symmetrized Kullback-Leibler divergency between two RooFitResult objects | ||
|
|
@@ -1051,6 +1116,8 @@ def _rm_contour_ ( self , | |
| ROOT.RooFitResult . global_corr = _rfr_global_corr_ | ||
| ROOT.RooFitResult . kullback = _rfr_kullback_ | ||
| ROOT.RooFitResult . kullback_leibler = _rfr_kullback_ | ||
| ROOT.RooFitResult . __len__ = _rfr_len_ | ||
| ROOT.RooFitResult . global_cc = _rfr_global_cc_ | ||
|
|
||
| _new_methods_ += [ | ||
| ROOT.RooFitResult . __repr__ , | ||
|
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||
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