Skip to content

[RF] Don't deep clone the RooAbsArg in RooAbsReal::getPropagatedError #10762

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 1 commit into from
Jun 15, 2022
Merged

[RF] Don't deep clone the RooAbsArg in RooAbsReal::getPropagatedError #10762

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
81 changes: 39 additions & 42 deletions roofit/roofitcore/src/RooAbsReal.cxx
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -2658,68 +2658,65 @@ RooPlot* RooAbsReal::plotAsymOn(RooPlot *frame, const RooAbsCategoryLValue& asym
/// \f$ \mathrm{Cov}(mathbf{a},mathbf{a}') \f$ = the covariance matrix from the fit result.
///

double RooAbsReal::getPropagatedError(const RooFitResult &fr, const RooArgSet &nset_in) const
double RooAbsReal::getPropagatedError(const RooFitResult &fr, const RooArgSet &nset) const
{
// Calling getParameters() might be costly, but necessary to get the right
// parameters in the RooAbsReal. The RooFitResult only stores snapshots.
RooArgSet allParamsInAbsReal;
getParameters(&nset, allParamsInAbsReal);

// Strip out parameters with zero error
RooArgList paramList;
for(auto * rrvInFitResult : static_range_cast<RooRealVar*>(fr.floatParsFinal())) {
if (rrvInFitResult->getError() > 1e-20) {
auto * rrvInAbsReal = static_cast<RooRealVar*>(allParamsInAbsReal.find(*rrvInFitResult));

if(rrvInAbsReal->getVal() != rrvInFitResult->getVal()) {
throw std::runtime_error(
std::string("RooAbsReal::getPropagatedError(): the parameters of the RooAbsReal don't have") +
"the same values as in the fit result! The logic of getPropagatedError is broken in this case.");
}

// Strip out parameters with zero error
RooArgList fpf_stripped;
RooFIter fi = fr.floatParsFinal().fwdIterator();
RooRealVar *frv;
while ((frv = (RooRealVar *)fi.next())) {
if (frv->getError() > 1e-20) {
fpf_stripped.add(*frv);
}
}

// Clone self for internal use
std::unique_ptr<RooAbsReal> cloneFunc{static_cast<RooAbsReal*>(cloneTree())};
RooArgSet errorParams;
cloneFunc->getObservables(&fpf_stripped, errorParams);

RooArgSet nset;
if (nset_in.empty()) {
cloneFunc->getParameters(&errorParams, nset);
} else {
cloneFunc->getObservables(&nset_in, nset);
}

// Make list of parameter instances of cloneFunc in order of error matrix
RooArgList paramList;
const RooArgList &fpf = fpf_stripped;
vector<int> fpf_idx;
for (Int_t i = 0; i < fpf.getSize(); i++) {
RooAbsArg *par = errorParams.find(fpf[i].GetName());
if (par) {
paramList.add(*par);
fpf_idx.push_back(i);
}
paramList.add(*rrvInAbsReal);
}
}

vector<double> plusVar, minusVar ;
std::vector<double> plusVar, minusVar ;
plusVar.reserve(paramList.size());
minusVar.reserve(paramList.size());

// Create vector of plus,minus variations for each parameter
TMatrixDSym V(paramList.getSize()==fr.floatParsFinal().getSize()?
fr.covarianceMatrix():
TMatrixDSym V(paramList.size() == fr.floatParsFinal().size() ?
fr.covarianceMatrix() :
fr.reducedCovarianceMatrix(paramList)) ;

for (Int_t ivar=0 ; ivar<paramList.getSize() ; ivar++) {

RooRealVar& rrv = (RooRealVar&)fpf[fpf_idx[ivar]] ;
auto& rrv = static_cast<RooRealVar&>(paramList[ivar]);

double cenVal = rrv.getVal() ;
double errVal = sqrt(V(ivar,ivar)) ;

// Make Plus variation
((RooRealVar*)paramList.at(ivar))->setVal(cenVal+errVal) ;
plusVar.push_back(cloneFunc->getVal(nset)) ;
rrv.setVal(cenVal+errVal) ;
plusVar.push_back(getVal(nset)) ;

// Make Minus variation
((RooRealVar*)paramList.at(ivar))->setVal(cenVal-errVal) ;
minusVar.push_back(cloneFunc->getVal(nset)) ;
rrv.setVal(cenVal-errVal) ;
minusVar.push_back(getVal(nset)) ;

((RooRealVar*)paramList.at(ivar))->setVal(cenVal) ;
rrv.setVal(cenVal) ;
}

// Re-evaluate this RooAbsReal with the central parameters just to be
// extra-safe that a call to `getPropagatedError()` doesn't change any state.
// It should not be necessarry because thanks to the dirty flag propagation
// the RooAbsReal is re-evaluated anyway the next time getVal() is called.
// Still there are imaginable corner cases where it would not be triggered,
// for example if the user changes the RooFit operation more after the error
// propagation.
getVal(nset);

TMatrixDSym C(paramList.getSize()) ;
vector<double> errVec(paramList.getSize()) ;
for (int i=0 ; i<paramList.getSize() ; i++) {
Expand Down