/************************************************************************** * Copyright(c) 1998-1999, ALICE Experiment at CERN, All rights reserved. * * * * Author: The ALICE Off-line Project. * * Contributors are mentioned in the code where appropriate. * * * * Permission to use, copy, modify and distribute this software and its * * documentation strictly for non-commercial purposes is hereby granted * * without fee, provided that the above copyright notice appears in all * * copies and that both the copyright notice and this permission notice * * appear in the supporting documentation. The authors make no claims * * about the suitability of this software for any purpose. It is * * provided "as is" without express or implied warranty. * **************************************************************************/ /////////////////////////////////////////////////////////////////////////// // Class TStatToolkit // // Subset of matheamtical functions not included in the TMath // /////////////////////////////////////////////////////////////////////////// #include "TMath.h" #include "Riostream.h" #include "TH1F.h" #include "TH2F.h" #include "TH3.h" #include "TF1.h" #include "TTree.h" #include "TChain.h" #include "TObjString.h" #include "TLinearFitter.h" #include "TGraph2D.h" #include "TGraph.h" #include "TGraphErrors.h" #include "TMultiGraph.h" #include "TCanvas.h" #include "TLatex.h" #include "TCut.h" // // includes neccessary for test functions // #include "TSystem.h" #include "TRandom.h" #include "TStopwatch.h" #include "TTreeStream.h" #include "TStatToolkit.h" ClassImp(TStatToolkit) // Class implementation to enable ROOT I/O TStatToolkit::TStatToolkit() : TObject() { // // Default constructor // } /////////////////////////////////////////////////////////////////////////// TStatToolkit::~TStatToolkit() { // // Destructor // } //_____________________________________________________________________________ void TStatToolkit::EvaluateUni(Int_t nvectors, Double_t *data, Double_t &mean , Double_t &sigma, Int_t hh) { // // Robust estimator in 1D case MI version - (faster than ROOT version) // // For the univariate case // estimates of location and scatter are returned in mean and sigma parameters // the algorithm works on the same principle as in multivariate case - // it finds a subset of size hh with smallest sigma, and then returns mean and // sigma of this subset // if (hh==0) hh=(nvectors+2)/2; Double_t faclts[]={2.6477,2.5092,2.3826,2.2662,2.1587,2.0589,1.9660,1.879,1.7973,1.7203,1.6473}; Int_t *index=new Int_t[nvectors]; TMath::Sort(nvectors, data, index, kFALSE); Int_t nquant = TMath::Min(Int_t(Double_t(((hh*1./nvectors)-0.5)*40))+1, 11); Double_t factor = faclts[TMath::Max(0,nquant-1)]; Double_t sumx =0; Double_t sumx2 =0; Int_t bestindex = -1; Double_t bestmean = 0; Double_t bestsigma = (data[index[nvectors-1]]-data[index[0]]+1.); // maximal possible sigma bestsigma *=bestsigma; for (Int_t i=0; i0 ? 1./Double_t(hh-1):1; for (Int_t i=hh; i0){ // fix proper normalization - Anja factor = faclts[nquant-1]; } // // Double_t sumx =0; Double_t sumx2 =0; Int_t bestindex = -1; Double_t bestmean = 0; Double_t bestsigma = -1; for (Int_t i=0; iGetNbinsX(); Float_t nentries = his->GetEntries(); Float_t sum =0; Float_t mean = 0; Float_t sigma2 = 0; Float_t ncumul=0; for (Int_t ibin=1;ibinGetBinContent(ibin); Float_t fraction = Float_t(ncumul)/Float_t(nentries); if (fraction>down && fractionGetBinContent(ibin); mean+=his->GetBinCenter(ibin)*his->GetBinContent(ibin); sigma2+=his->GetBinCenter(ibin)*his->GetBinCenter(ibin)*his->GetBinContent(ibin); } } mean/=sum; sigma2= TMath::Sqrt(TMath::Abs(sigma2/sum-mean*mean)); if (param){ (*param)[0] = his->GetMaximum(); (*param)[1] = mean; (*param)[2] = sigma2; } if (verbose) printf("Mean\t%f\t Sigma2\t%f\n", mean,sigma2); } void TStatToolkit::LTM(TH1 * his, TVectorD *param , Float_t fraction, Bool_t verbose){ // // LTM : Trimmed mean on histogram - Modified version for binned data // // Robust statistic to estimate properties of the distribution // See http://en.wikipedia.org/w/index.php?title=Trimmed_estimator&oldid=582847999 // // New faster version is under preparation // if (!param) return; (*param)[0]=0; (*param)[1]=0; (*param)[2]=0; Int_t nbins = his->GetNbinsX(); Int_t nentries = (Int_t)his->GetEntries(); if (nentries<=0) return; Double_t *data = new Double_t[nentries]; Int_t npoints=0; for (Int_t ibin=1;ibinGetBinContent(ibin); Float_t xcenter= his->GetBinCenter(ibin); for (Int_t ic=0; icGetMaximum(); (*param)[1] = mean; (*param)[2] = sigma; } } Double_t TStatToolkit::FitGaus(TH1* his, TVectorD *param, TMatrixD */*matrix*/, Float_t xmin, Float_t xmax, Bool_t verbose){ // // Fit histogram with gaussian function // // Prameters: // return value- chi2 - if negative ( not enough points) // his - input histogram // param - vector with parameters // xmin, xmax - range to fit - if xmin=xmax=0 - the full histogram range used // Fitting: // 1. Step - make logarithm // 2. Linear fit (parabola) - more robust - always converge // 3. In case of small statistic bins are averaged // static TLinearFitter fitter(3,"pol2"); TVectorD par(3); TVectorD sigma(3); TMatrixD mat(3,3); if (his->GetMaximum()<4) return -1; if (his->GetEntries()<12) return -1; if (his->GetRMS()GetEntries()*his->GetBinWidth(1)/TMath::Sqrt((TMath::TwoPi()*his->GetRMS())); Int_t dsmooth = TMath::Nint(6./TMath::Sqrt(maxEstimate)); if (maxEstimate<1) return -1; Int_t nbins = his->GetNbinsX(); Int_t npoints=0; // if (xmin>=xmax){ xmin = his->GetXaxis()->GetXmin(); xmax = his->GetXaxis()->GetXmax(); } for (Int_t iter=0; iter<2; iter++){ fitter.ClearPoints(); npoints=0; for (Int_t ibin=1;ibinGetBinContent(ibin); for (Int_t delta = -dsmooth; delta<=dsmooth; delta++){ if (ibin+delta>1 &&ibin+deltaGetBinContent(ibin+delta); countB++; } } entriesI/=countB; Double_t xcenter= his->GetBinCenter(ibin); if (xcenterxmax) continue; Double_t error=1./TMath::Sqrt(countB); Float_t cont=2; if (iter>0){ if (par[0]+par[1]*xcenter+par[2]*xcenter*xcenter>20) return 0; cont = TMath::Exp(par[0]+par[1]*xcenter+par[2]*xcenter*xcenter); if (cont>1.) error = 1./TMath::Sqrt(cont*Float_t(countB)); } if (entriesI>1&&cont>1){ fitter.AddPoint(&xcenter,TMath::Log(Float_t(entriesI)),error); npoints++; } } if (npoints>3){ fitter.Eval(); fitter.GetParameters(par); }else{ break; } } if (npoints<=3){ return -1; } fitter.GetParameters(par); fitter.GetCovarianceMatrix(mat); if (TMath::Abs(par[1])Print(); printf("Chi2=%f\n",chi2); TF1 * f1= new TF1("f1","[0]*exp(-(x-[1])^2/(2*[2]*[2]))",his->GetXaxis()->GetXmin(),his->GetXaxis()->GetXmax()); f1->SetParameter(0, (*param)[0]); f1->SetParameter(1, (*param)[1]); f1->SetParameter(2, (*param)[2]); f1->Draw("same"); } return chi2; } Double_t TStatToolkit::FitGaus(Float_t *arr, Int_t nBins, Float_t xMin, Float_t xMax, TVectorD *param, TMatrixD */*matrix*/, Bool_t verbose){ // // Fit histogram with gaussian function // // Prameters: // nbins: size of the array and number of histogram bins // xMin, xMax: histogram range // param: paramters of the fit (0-Constant, 1-Mean, 2-Sigma) // matrix: covariance matrix -- not implemented yet, pass dummy matrix!!! // // Return values: // >0: the chi2 returned by TLinearFitter // -3: only three points have been used for the calculation - no fitter was used // -2: only two points have been used for the calculation - center of gravity was uesed for calculation // -1: only one point has been used for the calculation - center of gravity was uesed for calculation // -4: invalid result!! // // Fitting: // 1. Step - make logarithm // 2. Linear fit (parabola) - more robust - always converge // static TLinearFitter fitter(3,"pol2"); static TMatrixD mat(3,3); static Double_t kTol = mat.GetTol(); fitter.StoreData(kFALSE); fitter.ClearPoints(); TVectorD par(3); TVectorD sigma(3); TMatrixD matA(3,3); TMatrixD b(3,1); Float_t rms = TMath::RMS(nBins,arr); Float_t max = TMath::MaxElement(nBins,arr); Float_t binWidth = (xMax-xMin)/(Float_t)nBins; Float_t meanCOG = 0; Float_t rms2COG = 0; Float_t sumCOG = 0; Float_t entries = 0; Int_t nfilled=0; for (Int_t i=0; i0) nfilled++; } if (max<4) return -4; if (entries<12) return -4; if (rms1){ Double_t xcenter = xMin+(ibin+0.5)*binWidth; Float_t error = 1./TMath::Sqrt(entriesI); Float_t val = TMath::Log(Float_t(entriesI)); fitter.AddPoint(&xcenter,val,error); if (npoints<3){ matA(npoints,0)=1; matA(npoints,1)=xcenter; matA(npoints,2)=xcenter*xcenter; b(npoints,0)=val; meanCOG+=xcenter*entriesI; rms2COG +=xcenter*entriesI*xcenter; sumCOG +=entriesI; } npoints++; } } Double_t chi2 = 0; if (npoints>=3){ if ( npoints == 3 ){ //analytic calculation of the parameters for three points matA.Invert(); TMatrixD res(1,3); res.Mult(matA,b); par[0]=res(0,0); par[1]=res(0,1); par[2]=res(0,2); chi2 = -3.; } else { // use fitter for more than three points fitter.Eval(); fitter.GetParameters(par); fitter.GetCovarianceMatrix(mat); chi2 = fitter.GetChisquare()/Float_t(npoints); } if (TMath::Abs(par[1])307 ) return -4; (*param)[0] = TMath::Exp(lnparam0); if (verbose){ par.Print(); mat.Print(); param->Print(); printf("Chi2=%f\n",chi2); TF1 * f1= new TF1("f1","[0]*exp(-(x-[1])^2/(2*[2]*[2]))",xMin,xMax); f1->SetParameter(0, (*param)[0]); f1->SetParameter(1, (*param)[1]); f1->SetParameter(2, (*param)[2]); f1->Draw("same"); } return chi2; } if (npoints == 2){ //use center of gravity for 2 points meanCOG/=sumCOG; rms2COG /=sumCOG; (*param)[0] = max; (*param)[1] = meanCOG; (*param)[2] = TMath::Sqrt(TMath::Abs(meanCOG*meanCOG-rms2COG)); chi2=-2.; } if ( npoints == 1 ){ meanCOG/=sumCOG; (*param)[0] = max; (*param)[1] = meanCOG; (*param)[2] = binWidth/TMath::Sqrt(12); chi2=-1.; } return chi2; } Float_t TStatToolkit::GetCOG(const Short_t *arr, Int_t nBins, Float_t xMin, Float_t xMax, Float_t *rms, Float_t *sum) { // // calculate center of gravity rms and sum for array 'arr' with nBins an a x range xMin to xMax // return COG; in case of failure return xMin // Float_t meanCOG = 0; Float_t rms2COG = 0; Float_t sumCOG = 0; Int_t npoints = 0; Float_t binWidth = (xMax-xMin)/(Float_t)nBins; for (Int_t ibin=0; ibin0 ){ meanCOG += xcenter*entriesI; rms2COG += xcenter*entriesI*xcenter; sumCOG += entriesI; npoints++; } } if ( sumCOG == 0 ) return xMin; meanCOG/=sumCOG; if ( rms ){ rms2COG /=sumCOG; (*rms) = TMath::Sqrt(TMath::Abs(meanCOG*meanCOG-rms2COG)); if ( npoints == 1 ) (*rms) = binWidth/TMath::Sqrt(12); } if ( sum ) (*sum) = sumCOG; return meanCOG; } /////////////////////////////////////////////////////////////// ////////////// TEST functions ///////////////////////// /////////////////////////////////////////////////////////////// void TStatToolkit::TestGausFit(Int_t nhistos){ // // Test performance of the parabolic - gaussian fit - compare it with // ROOT gauss fit // nhistos - number of histograms to be used for test // TTreeSRedirector *pcstream = new TTreeSRedirector("fitdebug.root","recreate"); Float_t *xTrue = new Float_t[nhistos]; Float_t *sTrue = new Float_t[nhistos]; TVectorD **par1 = new TVectorD*[nhistos]; TVectorD **par2 = new TVectorD*[nhistos]; TMatrixD dummy(3,3); TH1F **h1f = new TH1F*[nhistos]; TF1 *myg = new TF1("myg","gaus"); TF1 *fit = new TF1("fit","gaus"); gRandom->SetSeed(0); //init for (Int_t i=0;iRndm(); gSystem->Sleep(2); sTrue[i]= .75+gRandom->Rndm()*.5; myg->SetParameters(1,xTrue[i],sTrue[i]); h1f[i]->FillRandom("myg"); } TStopwatch s; s.Start(); //standard gaus fit for (Int_t i=0; iFit(fit,"0q"); (*par1[i])(0) = fit->GetParameter(0); (*par1[i])(1) = fit->GetParameter(1); (*par1[i])(2) = fit->GetParameter(2); } s.Stop(); printf("Gaussian fit\t"); s.Print(); s.Start(); //TStatToolkit gaus fit for (Int_t i=0; iGetArray()+1,h1f[i]->GetNbinsX(),h1f[i]->GetXaxis()->GetXmin(),h1f[i]->GetXaxis()->GetXmax(),par2[i],&dummy); } s.Stop(); printf("Parabolic fit\t"); s.Print(); //write stream for (Int_t i=0;iGetXaxis(); TAxis * yaxis = his->GetYaxis(); // TAxis * zaxis = his->GetZaxis(); Int_t nbinx = xaxis->GetNbins(); Int_t nbiny = yaxis->GetNbins(); char name[1000]; Int_t icount=0; TGraph2D *graph = new TGraph2D(nbinx*nbiny); TF1 f1("f1","gaus"); for (Int_t ix=0; ixGetBinCenter(ix); Float_t ycenter = yaxis->GetBinCenter(iy); snprintf(name,1000,"%s_%d_%d",his->GetName(), ix,iy); TH1 *projection = his->ProjectionZ(name,ix-delta0,ix+delta0,iy-delta1,iy+delta1); Float_t stat= 0; if (type==0) stat = projection->GetMean(); if (type==1) stat = projection->GetRMS(); if (type==2 || type==3){ TVectorD vec(3); TStatToolkit::LTM((TH1F*)projection,&vec,0.7); if (type==2) stat= vec[1]; if (type==3) stat= vec[0]; } if (type==4|| type==5){ projection->Fit(&f1); if (type==4) stat= f1.GetParameter(1); if (type==5) stat= f1.GetParameter(2); } //printf("%d\t%f\t%f\t%f\n", icount,xcenter, ycenter, stat); graph->SetPoint(icount,xcenter, ycenter, stat); icount++; } return graph; } TGraphErrors * TStatToolkit::MakeStat1D(TH2 * his, Int_t deltaBin, Double_t fraction, Int_t returnType, Int_t markerStyle, Int_t markerColor){ // // function to retrieve the "mean and RMS estimate" of 2D histograms // // Robust statistic to estimate properties of the distribution // See http://en.wikipedia.org/wiki/Trimmed_estimator // // deltaBin - number of bins to integrate (bin+-deltaBin) // fraction - fraction of values for the LTM and for the gauss fit // returnType - // 0 - mean value // 1 - RMS // 2 - LTM mean // 3 - LTM sigma // 4 - Gaus fit mean - on LTM range // 5 - Gaus fit sigma - on LTM range // TAxis * xaxis = his->GetXaxis(); Int_t nbinx = xaxis->GetNbins(); char name[1000]; Int_t icount=0; // TVectorD vecX(nbinx); TVectorD vecXErr(nbinx); TVectorD vecY(nbinx); TVectorD vecYErr(nbinx); // TF1 f1("f1","gaus"); TVectorD vecLTM(3); for (Int_t ix=0; ixGetBinCenter(ix); snprintf(name,1000,"%s_%d",his->GetName(), ix); TH1 *projection = his->ProjectionY(name,TMath::Max(ix-deltaBin,1),TMath::Min(ix+deltaBin,nbinx)); Double_t stat= 0; Double_t err =0; TStatToolkit::LTM((TH1F*)projection,&vecLTM,fraction); // if (returnType==0) { stat = projection->GetMean(); err = projection->GetMeanError(); } if (returnType==1) { stat = projection->GetRMS(); err = projection->GetRMSError(); } if (returnType==2 || returnType==3){ if (returnType==2) stat= vecLTM[1]; if (returnType==3) stat= vecLTM[2]; } if (returnType==4|| returnType==5){ projection->Fit(&f1,"QNR","QNR"); if (returnType==4) { stat= f1.GetParameter(1); err=f1.GetParError(1); } if (returnType==5) { stat= f1.GetParameter(2); err=f1.GetParError(2); } } vecX[icount]=xcenter; vecY[icount]=stat; vecYErr[icount]=err; icount++; delete projection; } TGraphErrors *graph = new TGraphErrors(icount,vecX.GetMatrixArray(), vecY.GetMatrixArray(),0, vecYErr.GetMatrixArray()); graph->SetMarkerStyle(markerStyle); graph->SetMarkerColor(markerColor); return graph; } TString* TStatToolkit::FitPlane(TTree *tree, const char* drawCommand, const char* formula, const char* cuts, Double_t & chi2, Int_t &npoints, TVectorD &fitParam, TMatrixD &covMatrix, Float_t frac, Int_t start, Int_t stop,Bool_t fix0){ // // fit an arbitrary function, specified by formula into the data, specified by drawCommand and cuts // returns chi2, fitParam and covMatrix // returns TString with fitted formula // TString formulaStr(formula); TString drawStr(drawCommand); TString cutStr(cuts); TString ferr("1"); TString strVal(drawCommand); if (strVal.Contains(":")){ TObjArray* valTokens = strVal.Tokenize(":"); drawStr = valTokens->At(0)->GetName(); ferr = valTokens->At(1)->GetName(); delete valTokens; } formulaStr.ReplaceAll("++", "~"); TObjArray* formulaTokens = formulaStr.Tokenize("~"); Int_t dim = formulaTokens->GetEntriesFast(); fitParam.ResizeTo(dim); covMatrix.ResizeTo(dim,dim); TLinearFitter* fitter = new TLinearFitter(dim+1, Form("hyp%d",dim)); fitter->StoreData(kTRUE); fitter->ClearPoints(); Int_t entries = tree->Draw(drawStr.Data(), cutStr.Data(), "goff", stop-start, start); if (entries == -1) { delete formulaTokens; return new TString("An ERROR has occured during fitting!"); } Double_t **values = new Double_t*[dim+1] ; for (Int_t i=0; iDraw(ferr.Data(), cutStr.Data(), "goff", stop-start, start); if (entries == -1) { delete formulaTokens; delete []values; return new TString("An ERROR has occured during fitting!"); } Double_t *errors = new Double_t[entries]; memcpy(errors, tree->GetV1(), entries*sizeof(Double_t)); for (Int_t i = 0; i < dim + 1; i++){ Int_t centries = 0; if (i < dim) centries = tree->Draw(((TObjString*)formulaTokens->At(i))->GetName(), cutStr.Data(), "goff", stop-start,start); else centries = tree->Draw(drawStr.Data(), cutStr.Data(), "goff", stop-start,start); if (entries != centries) { delete []errors; delete []values; return new TString("An ERROR has occured during fitting!"); } values[i] = new Double_t[entries]; memcpy(values[i], tree->GetV1(), entries*sizeof(Double_t)); } // add points to the fitter for (Int_t i = 0; i < entries; i++){ Double_t x[1000]; for (Int_t j=0; jAddPoint(x, values[dim][i], errors[i]); } fitter->Eval(); if (frac>0.5 && frac<1){ fitter->EvalRobust(frac); }else{ if (fix0) { fitter->FixParameter(0,0); fitter->Eval(); } } fitter->GetParameters(fitParam); fitter->GetCovarianceMatrix(covMatrix); chi2 = fitter->GetChisquare(); npoints = entries; TString *preturnFormula = new TString(Form("( %f+",fitParam[0])), &returnFormula = *preturnFormula; for (Int_t iparam = 0; iparam < dim; iparam++) { returnFormula.Append(Form("%s*(%f)",((TObjString*)formulaTokens->At(iparam))->GetName(),fitParam[iparam+1])); if (iparam < dim-1) returnFormula.Append("+"); } returnFormula.Append(" )"); for (Int_t j=0; jAt(0)->GetName(); ferr = valTokens->At(1)->GetName(); delete valTokens; } formulaStr.ReplaceAll("++", "~"); TObjArray* formulaTokens = formulaStr.Tokenize("~"); Int_t dim = formulaTokens->GetEntriesFast(); fitParam.ResizeTo(dim); covMatrix.ResizeTo(dim,dim); TLinearFitter* fitter = new TLinearFitter(dim+1, Form("hyp%d",dim)); fitter->StoreData(kTRUE); fitter->ClearPoints(); Int_t entries = tree->Draw(drawStr.Data(), cutStr.Data(), "goff", stop-start, start); if (entries == -1) { delete formulaTokens; return new TString("An ERROR has occured during fitting!"); } Double_t **values = new Double_t*[dim+1] ; for (Int_t i=0; iDraw(ferr.Data(), cutStr.Data(), "goff", stop-start, start); if (entries == -1) { delete formulaTokens; delete [] values; return new TString("An ERROR has occured during fitting!"); } Double_t *errors = new Double_t[entries]; memcpy(errors, tree->GetV1(), entries*sizeof(Double_t)); for (Int_t i = 0; i < dim + 1; i++){ Int_t centries = 0; if (i < dim) centries = tree->Draw(((TObjString*)formulaTokens->At(i))->GetName(), cutStr.Data(), "goff", stop-start,start); else centries = tree->Draw(drawStr.Data(), cutStr.Data(), "goff", stop-start,start); if (entries != centries) { delete []errors; delete []values; delete formulaTokens; return new TString("An ERROR has occured during fitting!"); } values[i] = new Double_t[entries]; memcpy(values[i], tree->GetV1(), entries*sizeof(Double_t)); } // add points to the fitter for (Int_t i = 0; i < entries; i++){ Double_t x[1000]; for (Int_t j=0; jAddPoint(x, values[dim][i], errors[i]); } if (constrain>0){ for (Int_t i = 0; i < dim; i++){ Double_t x[1000]; for (Int_t j=0; jAddPoint(x, 0, constrain); } } fitter->Eval(); if (frac>0.5 && frac<1){ fitter->EvalRobust(frac); } fitter->GetParameters(fitParam); fitter->GetCovarianceMatrix(covMatrix); chi2 = fitter->GetChisquare(); npoints = entries; TString *preturnFormula = new TString(Form("( %f+",fitParam[0])), &returnFormula = *preturnFormula; for (Int_t iparam = 0; iparam < dim; iparam++) { returnFormula.Append(Form("%s*(%f)",((TObjString*)formulaTokens->At(iparam))->GetName(),fitParam[iparam+1])); if (iparam < dim-1) returnFormula.Append("+"); } returnFormula.Append(" )"); for (Int_t j=0; jAt(0)->GetName(); ferr = valTokens->At(1)->GetName(); delete valTokens; } formulaStr.ReplaceAll("++", "~"); TObjArray* formulaTokens = formulaStr.Tokenize("~"); Int_t dim = formulaTokens->GetEntriesFast(); fitParam.ResizeTo(dim); covMatrix.ResizeTo(dim,dim); TString fitString="x0"; for (Int_t i=1; iStoreData(kTRUE); fitter->ClearPoints(); Int_t entries = tree->Draw(drawStr.Data(), cutStr.Data(), "goff", stop-start, start); if (entries == -1) { delete formulaTokens; return new TString("An ERROR has occured during fitting!"); } Double_t **values = new Double_t*[dim+1] ; for (Int_t i=0; iDraw(ferr.Data(), cutStr.Data(), "goff", stop-start, start); if (entries == -1) { delete []values; delete formulaTokens; return new TString("An ERROR has occured during fitting!"); } Double_t *errors = new Double_t[entries]; memcpy(errors, tree->GetV1(), entries*sizeof(Double_t)); for (Int_t i = 0; i < dim + 1; i++){ Int_t centries = 0; if (i < dim) centries = tree->Draw(((TObjString*)formulaTokens->At(i))->GetName(), cutStr.Data(), "goff", stop-start,start); else centries = tree->Draw(drawStr.Data(), cutStr.Data(), "goff", stop-start,start); if (entries != centries) { delete []errors; delete []values; delete formulaTokens; return new TString("An ERROR has occured during fitting!"); } values[i] = new Double_t[entries]; memcpy(values[i], tree->GetV1(), entries*sizeof(Double_t)); } // add points to the fitter for (Int_t i = 0; i < entries; i++){ Double_t x[1000]; for (Int_t j=0; jAddPoint(x, values[dim][i], errors[i]); } fitter->Eval(); if (frac>0.5 && frac<1){ fitter->EvalRobust(frac); } fitter->GetParameters(fitParam); fitter->GetCovarianceMatrix(covMatrix); chi2 = fitter->GetChisquare(); npoints = entries; TString *preturnFormula = new TString("("), &returnFormula = *preturnFormula; for (Int_t iparam = 0; iparam < dim; iparam++) { returnFormula.Append(Form("%s*(%f)",((TObjString*)formulaTokens->At(iparam))->GetName(),fitParam[iparam])); if (iparam < dim-1) returnFormula.Append("+"); } returnFormula.Append(" )"); for (Int_t j=0; jGetEntries(); i++){ Bool_t isOK=kTRUE; TString str =arrFit->At(i)->GetName(); for (Int_t isub=0; isubGetEntries(); isub++){ if (str.Contains(arrSub->At(isub)->GetName())==0) isOK=kFALSE; } if (isOK) index=i; } delete arrFit; delete arrSub; return index; } TString TStatToolkit::FilterFit(const TString &input, const TString filter, TVectorD ¶m, TMatrixD & covar){ // // Filter fit expression make sub-fit // TObjArray *array0= input.Tokenize("++"); TObjArray *array1= filter.Tokenize("++"); //TString *presult=new TString("(0"); TString result="(0.0"; for (Int_t i=0; iGetEntries(); i++){ Bool_t isOK=kTRUE; TString str(array0->At(i)->GetName()); for (Int_t j=0; jGetEntries(); j++){ if (str.Contains(array1->At(j)->GetName())==0) isOK=kFALSE; } if (isOK) { result+="+"+str; result+=Form("*(%f)",param[i+1]); printf("%f\t%f\t%s\n",param[i+1], TMath::Sqrt(covar(i+1,i+1)),str.Data()); } } result+="-0.)"; delete array0; delete array1; return result; } void TStatToolkit::Update1D(Double_t delta, Double_t sigma, Int_t s1, TMatrixD &vecXk, TMatrixD &covXk){ // // Update parameters and covariance - with one measurement // Input: // vecXk - input vector - Updated in function // covXk - covariance matrix - Updated in function // delta, sigma, s1 - new measurement, rms of new measurement and the index of measurement const Int_t knMeas=1; Int_t knElem=vecXk.GetNrows(); TMatrixD mat1(knElem,knElem); // update covariance matrix TMatrixD matHk(1,knElem); // vector to mesurement TMatrixD vecYk(knMeas,1); // Innovation or measurement residual TMatrixD matHkT(knElem,knMeas); // helper matrix Hk transpose TMatrixD matSk(knMeas,knMeas); // Innovation (or residual) covariance TMatrixD matKk(knElem,knMeas); // Optimal Kalman gain TMatrixD covXk2(knElem,knElem); // helper matrix TMatrixD covXk3(knElem,knElem); // helper matrix TMatrixD vecZk(1,1); TMatrixD measR(1,1); vecZk(0,0)=delta; measR(0,0)=sigma*sigma; // // reset matHk for (Int_t iel=0;ielGetEntries(); i++){paramM(i,0)=param(i);} if (filter.Length()==0){ TStatToolkit::Update1D(mean, sigma, 0, paramM, covar);// }else{ for (Int_t i=0; iGetEntries(); i++){ Bool_t isOK=kTRUE; TString str(array0->At(i)->GetName()); for (Int_t j=0; jGetEntries(); j++){ if (str.Contains(array1->At(j)->GetName())==0) isOK=kFALSE; } if (isOK) { TStatToolkit::Update1D(mean, sigma, i+1, paramM, covar);// } } } for (Int_t i=0; i<=array0->GetEntries(); i++){ param(i)=paramM(i,0); } delete array0; delete array1; } TString TStatToolkit::MakeFitString(const TString &input, const TVectorD ¶m, const TMatrixD & covar, Bool_t verbose){ // // // TObjArray *array0= input.Tokenize("++"); TString result=Form("(%f",param[0]); printf("%f\t%f\t\n", param[0], TMath::Sqrt(covar(0,0))); for (Int_t i=0; iGetEntries(); i++){ TString str(array0->At(i)->GetName()); result+="+"+str; result+=Form("*(%f)",param[i+1]); if (verbose) printf("%f\t%f\t%s\n", param[i+1], TMath::Sqrt(covar(i+1,i+1)),str.Data()); } result+="-0.)"; delete array0; return result; } TGraphErrors * TStatToolkit::MakeGraphErrors(TTree * tree, const char * expr, const char * cut, Int_t mstyle, Int_t mcolor, Float_t msize, Float_t offset){ // // Query a graph errors // return TGraphErrors specified by expr and cut // Example usage TStatToolkit::MakeGraphError(tree,"Y:X:ErrY","X>0", 25,2,0.4) // tree - tree with variable // expr - examp const Int_t entries = tree->Draw(expr,cut,"goff"); if (entries<=0) { TStatToolkit t; t.Error("TStatToolkit::MakeGraphError",Form("Empty or Not valid expression (%s) or cut *%s)", expr,cut)); return 0; } if ( tree->GetV2()==0){ TStatToolkit t; t.Error("TStatToolkit::MakeGraphError",Form("Not valid expression (%s) ", expr)); return 0; } TGraphErrors * graph=0; if ( tree->GetV3()!=0){ graph = new TGraphErrors (entries, tree->GetV2(),tree->GetV1(),0,tree->GetV3()); }else{ graph = new TGraphErrors (entries, tree->GetV2(),tree->GetV1(),0,0); } graph->SetMarkerStyle(mstyle); graph->SetMarkerColor(mcolor); graph->SetLineColor(mcolor); if (msize>0) graph->SetMarkerSize(msize); for(Int_t i=0;iGetN();i++) graph->GetX()[i]+=offset; return graph; } TGraph * TStatToolkit::MakeGraphSparse(TTree * tree, const char * expr, const char * cut, Int_t mstyle, Int_t mcolor, Float_t msize, Float_t offset){ // // Make a sparse draw of the variables // Format of expr : Var:Run or Var:Run:ErrorY or Var:Run:ErrorY:ErrorX // offset : points can slightly be shifted in x for better visibility with more graphs // // Written by Weilin.Yu // updated & merged with QA-code by Patrick Reichelt // const Int_t entries = tree->Draw(expr,cut,"goff"); if (entries<=0) { TStatToolkit t; t.Error("TStatToolkit::MakeGraphSparse",Form("Empty or Not valid expression (%s) or cut (%s)", expr, cut)); return 0; } // TGraph * graph = (TGraph*)gPad->GetPrimitive("Graph"); // 2D Double_t *graphY, *graphX; graphY = tree->GetV1(); graphX = tree->GetV2(); // sort according to run number Int_t *index = new Int_t[entries*4]; TMath::Sort(entries,graphX,index,kFALSE); // define arrays for the new graph Double_t *unsortedX = new Double_t[entries]; Int_t *runNumber = new Int_t[entries]; Double_t count = 0.5; // evaluate arrays for the new graph according to the run-number Int_t icount=0; //first entry unsortedX[index[0]] = count; runNumber[0] = graphX[index[0]]; // loop the rest of entries for(Int_t i=1;iGetV3()) { if (tree->GetV4()) { graphNew = new TGraphErrors(entries,unsortedX,graphY,tree->GetV4(),tree->GetV3()); } else { graphNew = new TGraphErrors(entries,unsortedX,graphY,0,tree->GetV3()); } } else { graphNew = new TGraphErrors(entries,unsortedX,graphY,0,0); } // with "Set(...)", the x-axis is being sorted graphNew->GetXaxis()->Set(newNbins,newBins); // set the bins for the x-axis, apply shifting of points Char_t xName[50]; for(Int_t i=0;iGetXaxis()->SetBinLabel(i+1,xName); graphNew->GetX()[i]+=offset; } graphNew->GetHistogram()->SetTitle(""); graphNew->SetMarkerStyle(mstyle); graphNew->SetMarkerColor(mcolor); if (msize>0) graphNew->SetMarkerSize(msize); delete [] unsortedX; delete [] runNumber; delete [] index; delete [] newBins; // return graphNew; } // // functions used for the trending // Int_t TStatToolkit::MakeStatAlias(TTree * tree, const char * expr, const char * cut, const char * alias) { // // Add alias using statistical values of a given variable. // (by MI, Patrick Reichelt) // // tree - input tree // expr - variable expression // cut - selection criteria // Output - return number of entries used to define variable // In addition mean, rms, median, and robust mean and rms (choosing fraction of data with smallest RMS) // /* Example usage: 1.) create the robust estimators for variable expr="QA.TPC.CPass1.meanTPCncl" and create a corresponding aliases with the prefix alias[0]="ncl", calculated using fraction alias[1]="0.90" TStatToolkit::MakeStatAlias(tree,"QA.TPC.CPass1.meanTPCncl","QA.TPC.CPass1.status>0","ncl:0.9"); root [4] tree->GetListOfAliases().Print() OBJ: TNamed ncl_Median (130.964333+0) OBJ: TNamed ncl_Mean (122.120387+0) OBJ: TNamed ncl_RMS (33.509623+0) OBJ: TNamed ncl_Mean90 (131.503862+0) OBJ: TNamed ncl_RMS90 (3.738260+0) */ // Int_t entries = tree->Draw(expr,cut,"goff"); if (entries<=1){ printf("Expression or cut not valid:\t%s\t%s\n", expr, cut); return 0; } // TObjArray* oaAlias = TString(alias).Tokenize(":"); if (oaAlias->GetEntries()<2) return 0; Float_t entryFraction = atof( oaAlias->At(1)->GetName() ); // Double_t median = TMath::Median(entries,tree->GetV1()); Double_t mean = TMath::Mean(entries,tree->GetV1()); Double_t rms = TMath::RMS(entries,tree->GetV1()); Double_t meanEF=0, rmsEF=0; TStatToolkit::EvaluateUni(entries, tree->GetV1(), meanEF, rmsEF, entries*entryFraction); // tree->SetAlias(Form("%s_Median",oaAlias->At(0)->GetName()), Form("(%f+0)",median)); tree->SetAlias(Form("%s_Mean",oaAlias->At(0)->GetName()), Form("(%f+0)",mean)); tree->SetAlias(Form("%s_RMS",oaAlias->At(0)->GetName()), Form("(%f+0)",rms)); tree->SetAlias(Form("%s_Mean%d",oaAlias->At(0)->GetName(),Int_t(entryFraction*100)), Form("(%f+0)",meanEF)); tree->SetAlias(Form("%s_RMS%d",oaAlias->At(0)->GetName(),Int_t(entryFraction*100)), Form("(%f+0)",rmsEF)); delete oaAlias; return entries; } Int_t TStatToolkit::SetStatusAlias(TTree * tree, const char * expr, const char * cut, const char * alias) { // // Add alias to trending tree using statistical values of a given variable. // (by MI, Patrick Reichelt) // // format of expr : varname (e.g. meanTPCncl) // format of cut : char like in TCut // format of alias: alias:query:entryFraction(EF) (fraction of entries used for uniformity evaluation) // e.g.: varname_Out:(abs(varname-meanEF)>6.*rmsEF):0.8 // available internal variables are: 'varname, Median, Mean, MeanEF, RMS, RMSEF' // in the alias, 'varname' will be replaced by its content, and 'EF' by the percentage (e.g. MeanEF -> Mean80) // /* Example usage: 1.) Define robust mean (possible, but easier done with TStatToolkit::MakeStatAlias(...)) TStatToolkit::SetStatusAlias(tree, "meanTPCnclF", "meanTPCnclF>0", "meanTPCnclF_MeanEF:MeanEF:0.80") ; root [10] tree->GetListOfAliases()->Print() Collection name='TList', class='TList', size=1 OBJ: TNamed meanTPCnclF_Mean80 0.899308 2.) create alias outlyers - 6 sigma cut TStatToolkit::SetStatusAlias(tree, "meanTPCnclF", "meanTPCnclF>0", "meanTPCnclF_Out:(abs(meanTPCnclF-MeanEF)>6.*RMSEF):0.8") meanTPCnclF_Out ==> (abs(meanTPCnclF-0.899308)>6.*0.016590) 3.) the same functionality as in 2.) TStatToolkit::SetStatusAlias(tree, "meanTPCnclF", "meanTPCnclF>0", "varname_Out2:(abs(varname-MeanEF)>6.*RMSEF):0.8") meanTPCnclF_Out2 ==> (abs(meanTPCnclF-0.899308)>6.*0.016590) */ // Int_t entries = tree->Draw(expr,cut,"goff"); if (entries<=1){ printf("Expression or cut not valid:\t%s\t%s\n", expr, cut); return 0; } // TObjArray* oaVar = TString(expr).Tokenize(":"); char varname[50]; snprintf(varname,50,"%s", oaVar->At(0)->GetName()); // TObjArray* oaAlias = TString(alias).Tokenize(":"); if (oaAlias->GetEntries()<3) return 0; Float_t entryFraction = atof( oaAlias->At(2)->GetName() ); // Double_t median = TMath::Median(entries,tree->GetV1()); Double_t mean = TMath::Mean(entries,tree->GetV1()); Double_t rms = TMath::RMS(entries,tree->GetV1()); Double_t meanEF=0, rmsEF=0; TStatToolkit::EvaluateUni(entries, tree->GetV1(), meanEF, rmsEF, entries*entryFraction); // TString sAlias( oaAlias->At(0)->GetName() ); sAlias.ReplaceAll("varname",varname); sAlias.ReplaceAll("MeanEF", Form("Mean%1.0f",entryFraction*100) ); sAlias.ReplaceAll("RMSEF", Form("RMS%1.0f",entryFraction*100) ); TString sQuery( oaAlias->At(1)->GetName() ); sQuery.ReplaceAll("varname",varname); sQuery.ReplaceAll("MeanEF", Form("%f",meanEF) ); sQuery.ReplaceAll("RMSEF", Form("%f",rmsEF) ); //make sure to replace 'RMSEF' before 'RMS'... sQuery.ReplaceAll("Median", Form("%f",median) ); sQuery.ReplaceAll("Mean", Form("%f",mean) ); sQuery.ReplaceAll("RMS", Form("%f",rms) ); printf("define alias:\t%s = %s\n", sAlias.Data(), sQuery.Data()); // char query[200]; char aname[200]; snprintf(query,200,"%s", sQuery.Data()); snprintf(aname,200,"%s", sAlias.Data()); tree->SetAlias(aname, query); delete oaVar; delete oaAlias; return entries; } TMultiGraph* TStatToolkit::MakeStatusMultGr(TTree * tree, const char * expr, const char * cut, const char * alias, Int_t igr) { // // Compute a trending multigraph that shows for which runs a variable has outliers. // (by MI, Patrick Reichelt) // // format of expr : varname:xaxis (e.g. meanTPCncl:run) // format of cut : char like in TCut // format of alias: (1):(varname_Out==0):(varname_Out)[:(varname_Warning):...] // in the alias, 'varname' will be replaced by its content (e.g. varname_Out -> meanTPCncl_Out) // note: the aliases 'varname_Out' etc have to be defined by function TStatToolkit::SetStatusAlias(...) // counter igr is used to shift the multigraph in y when filling a TObjArray. // TObjArray* oaVar = TString(expr).Tokenize(":"); if (oaVar->GetEntries()<2) return 0; char varname[50]; char var_x[50]; snprintf(varname,50,"%s", oaVar->At(0)->GetName()); snprintf(var_x ,50,"%s", oaVar->At(1)->GetName()); // TString sAlias(alias); sAlias.ReplaceAll("varname",varname); TObjArray* oaAlias = TString(sAlias.Data()).Tokenize(":"); if (oaAlias->GetEntries()<3) return 0; // char query[200]; TMultiGraph* multGr = new TMultiGraph(); Int_t marArr[6] = {24+igr%2, 20+igr%2, 20+igr%2, 20+igr%2, 22, 23}; Int_t colArr[6] = {kBlack, kBlack, kRed, kOrange, kMagenta, kViolet}; Double_t sizArr[6] = {1.2, 1.1, 1.0, 1.0, 1, 1}; const Int_t ngr = oaAlias->GetEntriesFast(); for (Int_t i=0; iAt(i)->GetName(), var_x); multGr->Add( (TGraphErrors*) TStatToolkit::MakeGraphSparse(tree,query,cut,marArr[i],colArr[i],sizArr[i]) ); } snprintf(query,200, "%f*(%s-0.5):%s", 1.+igr, oaAlias->At(2)->GetName(), var_x); multGr->Add( (TGraphErrors*) TStatToolkit::MakeGraphSparse(tree,query,cut,marArr[2],colArr[2],sizArr[2]) ); // multGr->SetName(varname); multGr->SetTitle(varname); // used for y-axis labels. // details to be included! delete oaVar; delete oaAlias; return multGr; } void TStatToolkit::AddStatusPad(TCanvas* c1, Float_t padratio, Float_t bottommargin) { // // add pad to bottom of canvas for Status graphs (by Patrick Reichelt) // call function "DrawStatusGraphs(...)" afterwards // TCanvas* c1_clone = (TCanvas*) c1->Clone("c1_clone"); c1->Clear(); // produce new pads c1->cd(); TPad* pad1 = new TPad("pad1", "pad1", 0., padratio, 1., 1.); pad1->Draw(); pad1->SetNumber(1); // so it can be called via "c1->cd(1);" c1->cd(); TPad* pad2 = new TPad("pad2", "pad2", 0., 0., 1., padratio); pad2->Draw(); pad2->SetNumber(2); // draw original canvas into first pad c1->cd(1); c1_clone->DrawClonePad(); pad1->SetBottomMargin(0.001); pad1->SetRightMargin(0.01); // set up second pad c1->cd(2); pad2->SetGrid(3); pad2->SetTopMargin(0); pad2->SetBottomMargin(bottommargin); // for the long x-axis labels (runnumbers) pad2->SetRightMargin(0.01); } void TStatToolkit::DrawStatusGraphs(TObjArray* oaMultGr) { // // draw Status graphs into active pad of canvas (by MI, Patrick Reichelt) // ...into bottom pad, if called after "AddStatusPad(...)" // const Int_t nvars = oaMultGr->GetEntriesFast(); TGraph* grAxis = (TGraph*) ((TMultiGraph*) oaMultGr->At(0))->GetListOfGraphs()->At(0); grAxis->SetMaximum(0.5*nvars+0.5); grAxis->SetMinimum(0); grAxis->GetYaxis()->SetLabelSize(0); Int_t entries = grAxis->GetN(); printf("entries (via GetN()) = %d\n",entries); grAxis->GetXaxis()->SetLabelSize(5.7*TMath::Min(TMath::Max(5./entries,0.01),0.03)); grAxis->GetXaxis()->LabelsOption("v"); grAxis->Draw("ap"); // // draw multigraphs & names of status variables on the y axis for (Int_t i=0; iAt(i))->Draw("p"); TLatex* ylabel = new TLatex(-0.1, 0.5*i+0.5, ((TMultiGraph*) oaMultGr->At(i))->GetTitle()); ylabel->SetTextAlign(32); //hor:right & vert:centered ylabel->SetTextSize(0.025/gPad->GetHNDC()); ylabel->Draw(); } } void TStatToolkit::DrawHistogram(TTree * tree, const char* drawCommand, const char* cuts, const char* histoname, const char* histotitle, Int_t nsigma, Float_t fraction ) { // // Draw histogram from TTree with robust range // Only for 1D so far! // // Parameters: // - histoname: name of histogram // - histotitle: title of histgram // - fraction: fraction of data to define the robust mean // - nsigma: nsigma value for range // TString drawStr(drawCommand); TString cutStr(cuts); Int_t dim = 1; if(!tree) { cerr<<" Tree pointer is NULL!"<Draw(drawStr.Data(), cutStr.Data(), "goff"); if (entries == -1) { cerr<<"TTree draw returns -1"<GetV1()) dim = 1; if(tree->GetV2()) dim = 2; if(tree->GetV3()) dim = 3; if(dim > 2){ cerr<<"TTree has more than 2 dimensions (not yet supported)"<GetV1(),meanX,rmsX, fraction*entries); if(dim==2){ TStatToolkit::EvaluateUni(entries, tree->GetV1(),meanY,rmsY, fraction*entries); TStatToolkit::EvaluateUni(entries, tree->GetV2(),meanX,rmsX, fraction*entries); } TH1* hOut; if(dim==1){ hOut = new TH1F(histoname, histotitle, 200, meanX-nsigma*rmsX, meanX+nsigma*rmsX); for (Int_t i=0; iFill(tree->GetV1()[i]); hOut->GetXaxis()->SetTitle(tree->GetHistogram()->GetXaxis()->GetTitle()); hOut->Draw(); } else if(dim==2){ hOut = new TH2F(histoname, histotitle, 200, meanX-nsigma*rmsX, meanX+nsigma*rmsX,200, meanY-nsigma*rmsY, meanY+nsigma*rmsY); for (Int_t i=0; iFill(tree->GetV2()[i],tree->GetV1()[i]); hOut->GetXaxis()->SetTitle(tree->GetHistogram()->GetXaxis()->GetTitle()); hOut->GetYaxis()->SetTitle(tree->GetHistogram()->GetYaxis()->GetTitle()); hOut->Draw("colz"); } }