SPlot.cxx

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// @(#)root/roostats:$Id: SPlot.cxx 36025 2010-10-01 16:16:41Z moneta $
// Author: Kyle Cranmer   28/07/2008

/*************************************************************************
 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers.               *
 * All rights reserved.                                                  *
 *                                                                       *
 * For the licensing terms see $ROOTSYS/LICENSE.                         *
 * For the list of contributors see $ROOTSYS/README/CREDITS.             *
 *************************************************************************/

/*****************************************************************************
 * Project: RooStats
 * Package: RooFit/RooStats  
 *
 * Authors:                     
 *   Original code from M. Pivk as part of MLFit package from BaBar.
 *   Modifications:
 *     Giacinto Piacquadio, Maurizio Pierini: modifications for new RooFit version
 *     George H. Lewis, Kyle Cranmer: generalized for weighted events
 * 
 * Porting to RooStats (with permission) by Kyle Cranmer, July 2008
 *
 *****************************************************************************/



//_________________________________________________
//BEGIN_HTML
// This class calculates sWeights used to create an sPlot.  
// The code is based on 
// ``SPlot: A statistical tool to unfold data distributions,'' 
//  Nucl. Instrum. Meth. A 555, 356 (2005) 
//  [arXiv:physics/0402083].
//
// An SPlot gives us  the distribution of some variable, x in our 
// data sample for a given species (eg. signal or background).  
// The result is similar to a likelihood projection plot, but no cuts are made, 
//  so every event contributes to the distribution.
//
// [Usage]
// To use this class, you first must have a pdf that includes
// yields for (possibly several) different species.
// Create an instance of the class by supplying a data set,
// the pdf, and a list of the yield variables.  The SPlot Class
// will calculate SWeights and include these as columns in the RooDataSet.
//END_HTML
//

#include <vector>
#include <map>

#include "RooStats/SPlot.h"
#include "RooAbsPdf.h"
#include "RooDataSet.h"
#include "RooRealVar.h"
#include "RooGlobalFunc.h"
#include "TTree.h"
#include "RooStats/RooStatsUtils.h" 


#include "TMatrixD.h"


ClassImp(RooStats::SPlot) ;

using namespace RooStats;



//__________________________________________________________________
SPlot::~SPlot()
{
  if(fSData)
    delete fSData;

}

//____________________________________________________________________
SPlot::SPlot():
  TNamed()
{
  // Default constructor

  RooArgList Args;

  fSWeightVars = Args;

  fSData = NULL;

}

//_________________________________________________________________
SPlot::SPlot(const char* name, const char* title):
  TNamed(name, title)
{

  RooArgList Args;

  fSWeightVars = Args;

  fSData = NULL;

}

//___________________________________________________________________
SPlot::SPlot(const char* name, const char* title, const RooDataSet &data):
  TNamed(name, title)
{
  //Constructor from a RooDataSet
  //No sWeighted variables are present
  
  RooArgList Args;
  
  fSWeightVars = Args;

  fSData = (RooDataSet*) &data;
}


//____________________________________________________________________
SPlot::SPlot(const SPlot &other):
  TNamed(other)
{
  // Copy Constructor from another SPlot
  
  RooArgList Args = (RooArgList) other.GetSWeightVars();
  
  fSWeightVars.addClone(Args);

  fSData = (RooDataSet*) other.GetSDataSet();
  
}


//______________________________________________________________________
SPlot::SPlot(const char* name, const char* title, RooDataSet& data, RooAbsPdf* pdf, 
             const RooArgList &yieldsList, const RooArgSet &projDeps, 
             bool includeWeights, bool cloneData, const char* newName):
  TNamed(name, title)
{
  if(cloneData == 1)
    fSData = (RooDataSet*) data.Clone(newName);
  else
    fSData = (RooDataSet*) &data;

  // Add check that yieldsList contains all RooRealVars
  TIterator* iter = yieldsList.createIterator() ;
  RooAbsArg* arg ;
  while((arg=(RooAbsArg*)iter->Next())) {
    if (!dynamic_cast<RooRealVar*>(arg)) {
      coutE(InputArguments) << "SPlot::SPlot(" << GetName() << ") input argument " 
                            << arg->GetName() << " is not of type RooRealVar " << endl ;
      throw string(Form("SPlot::SPlot(%s) input argument %s is not of type RooRealVar",GetName(),arg->GetName())) ;
    }
  }
  delete iter ;

  //Construct a new SPlot class,
  //calculate sWeights, and include them
  //in the RooDataSet of this class.

  this->AddSWeight(pdf, yieldsList, projDeps, includeWeights);
}


//___________________________________________________________________________
RooDataSet* SPlot::SetSData(RooDataSet* data)
{
  if(data)    {
    fSData = (RooDataSet*) data;
    return fSData;
  }  else
    return NULL;
}

//__________________________________________________________________________
RooDataSet* SPlot::GetSDataSet() const
{
  return fSData;
}  

//____________________________________________________________________________
Double_t SPlot::GetSWeight(Int_t numEvent, const char* sVariable) const
{

  if(numEvent > fSData->numEntries() )
    {
      coutE(InputArguments)  << "Invalid Entry Number" << endl;
      return -1;
    }

  if(numEvent < 0)
    {
      coutE(InputArguments)  << "Invalid Entry Number" << endl;
      return -1;    
    }

  Double_t totalYield = 0;

  std::string varname(sVariable);
  varname += "_sw";


  if(fSWeightVars.find(sVariable) )
    {
      RooArgSet Row(*fSData->get(numEvent));
      totalYield += Row.getRealValue(sVariable); 
      
      return totalYield;
    }

  if( fSWeightVars.find(varname.c_str())  )
    {

      RooArgSet Row(*fSData->get(numEvent));
      totalYield += Row.getRealValue(varname.c_str() ); 
      
      return totalYield;
    }
  
  else
    coutE(InputArguments) << "InputVariable not in list of sWeighted variables" << endl;
    
  return -1;
}


//____________________________________________________________________
Double_t SPlot::GetSumOfEventSWeight(Int_t numEvent) const
{

  //Sum the SWeights for a particular event.
  //This sum should equal the total weight of that event.
  //This method is intended to be used as a check.


  if(numEvent > fSData->numEntries() )
    {
      coutE(InputArguments)  << "Invalid Entry Number" << endl;
      return -1;
    }

  if(numEvent < 0)
    {
      coutE(InputArguments)  << "Invalid Entry Number" << endl;
      return -1;    
    }

  Int_t numSWeightVars = this->GetNumSWeightVars();

  Double_t eventSWeight = 0;

  RooArgSet Row(*fSData->get(numEvent));
  
  for (Int_t i = 0; i < numSWeightVars; i++) 
    eventSWeight += Row.getRealValue(fSWeightVars.at(i)->GetName() );
 
  return  eventSWeight;
}


//_________________________________________________________________
Double_t SPlot::GetYieldFromSWeight(const char* sVariable) const
{


  //Sum the SWeights for a particular specie over all events
  //This should equal the total (weighted) yield of that specie
  //This method is intended as a check.

  Double_t totalYield = 0;

  std::string varname(sVariable);
  varname += "_sw";


  if(fSWeightVars.find(sVariable) )
    {
      for(Int_t i=0; i < fSData->numEntries(); i++)
        {
          RooArgSet Row(*fSData->get(i));
          totalYield += Row.getRealValue(sVariable); 
        }
      
      return totalYield;
    }

  if( fSWeightVars.find(varname.c_str())  )
    {
      for(Int_t i=0; i < fSData->numEntries(); i++)
        {
          RooArgSet Row(*fSData->get(i));
          totalYield += Row.getRealValue(varname.c_str() ); 
        }
      
      return totalYield;
    }
  
  else
    coutE(InputArguments) << "InputVariable not in list of sWeighted variables" << endl;
    
  return -1;
}


//______________________________________________________________________
RooArgList SPlot::GetSWeightVars() const
{
   
  //Return a RooArgList containing the SWeights

  RooArgList Args = fSWeightVars;
   
  return  Args;
   
}

//__________________________________________________________________ 
Int_t SPlot::GetNumSWeightVars() const
{
  //Return the number of SWeights
  //In other words, return the number of
  //species that we are trying to extract.
  
  RooArgList Args = fSWeightVars;
  
  return Args.getSize();
}


//____________________________________________________________________
void SPlot::AddSWeight( RooAbsPdf* pdf, const RooArgList &yieldsTmp, 
                        const RooArgSet &projDeps, bool includeWeights) 
{  

  //
  // Method which adds the sWeights to the dataset.
  // Input is the PDF, a RooArgList of the yields (floating)
  // and a RooArgSet of the projDeps.
  //
  // The projDeps will not be normalized over when calculating the SWeights
  // and will be considered parameters, not observables.
  //
  // The SPlot will contain two new variables for each specie of name "varname":
  //
  // L_varname is the value of the pdf for the variable "varname" at values of this event
  // varname_sw is the value of the sWeight for the variable "varname" for this event
  
  // Find Parameters in the PDF to be considered fixed when calculating the SWeights
  // and be sure to NOT include the yields in that list
  //


  RooFit::MsgLevel currentLevel =  RooMsgService::instance().globalKillBelow();
  
  RooArgList* constParameters = (RooArgList*)pdf->getParameters(fSData) ;
  constParameters->remove(yieldsTmp, kTRUE, kTRUE);
  

  // Set these parameters constant and store them so they can later
  // be set to not constant
  std::vector<RooRealVar*> constVarHolder;  

  for(Int_t i = 0; i < constParameters->getSize(); i++) 
    {
      RooRealVar* varTemp = ( dynamic_cast<RooRealVar*>( constParameters->at(i) ) );
      if(varTemp &&  varTemp->isConstant() == 0 )
        {
          varTemp->setConstant();
          constVarHolder.push_back(varTemp);
        }
    }
  
  // Fit yields to the data with all other variables held constant
  // This is necessary because SPlot assumes the yields minimixe -Log(likelihood)

  pdf->fitTo(*fSData, RooFit::Extended(kTRUE), RooFit::SumW2Error(kTRUE), RooFit::PrintLevel(-1), RooFit::PrintEvalErrors(-1) );

  // Hold the value of the fitted yields
  std::vector<double> yieldsHolder;
  
  for(Int_t i = 0; i < yieldsTmp.getSize(); i++)   
    yieldsHolder.push_back( ((RooRealVar*) yieldsTmp.at(i))->getVal());
  
  Int_t nspec = yieldsTmp.getSize();
  RooArgList yields = *(RooArgList*)yieldsTmp.snapshot(kFALSE);
  
  if(currentLevel <= RooFit::DEBUG)
    {
      coutI(InputArguments) << "Printing Yields" << endl;
      yields.Print();
    }
  
  // The list of variables to normalize over when calculating PDF values.

  RooArgSet vars(*fSData->get() );
  vars.remove(projDeps, kTRUE, kTRUE);
  
  // Attach data set

  // const_cast<RooAbsPdf*>(pdf)->attachDataSet(*fSData);

  pdf->attachDataSet(*fSData);

  // first calculate the pdf values for all species and all events
  std::vector<RooRealVar*> yieldvars ;
  RooArgSet* parameters = pdf->getParameters(fSData) ;

  std::vector<Double_t> yieldvalues ;
  for (Int_t k = 0; k < nspec; ++k) 
    {
      RooRealVar* thisyield = dynamic_cast<RooRealVar*>(yields.at(k)) ;
      if (thisyield) { 
         RooRealVar* yieldinpdf = dynamic_cast<RooRealVar*>(parameters->find(thisyield->GetName() )) ;

         if (yieldinpdf) { 
            coutI(InputArguments)<< "yield in pdf: " << yieldinpdf->GetName() << " " << thisyield->getVal() << endl;
      
            yieldvars.push_back(yieldinpdf) ;
            yieldvalues.push_back(thisyield->getVal()) ;
         }
      }
    }
  
  Int_t numevents = fSData->numEntries() ;
  
  std::vector<std::vector<Double_t> > pdfvalues(numevents,std::vector<Double_t>(nspec,0)) ; 

      
  // set all yield to zero
  for(Int_t m=0; m<nspec; ++m) yieldvars[m]->setVal(0) ;
   

  // For every event and for every specie,
  // calculate the value of the component pdf for that specie
  // by setting the yield of that specie to 1
  // and all others to 0.  Evaluate the pdf for each event
  // and store the values.

  for (Int_t ievt = 0; ievt <numevents; ievt++) 
    {
      //   if (ievt % 100 == 0) 
      //  coutP(Eval)  << ".";


      //FIX THIS PART, EVALUATION PROGRESS!!

      RooStats::SetParameters(fSData->get(ievt), pdf->getVariables()); 

      //   RooArgSet row(*fSData->get(ievt));
       
      for(Int_t k = 0; k < nspec; ++k) 
        {
          //Check that range of yields is at least (0,1), and fix otherwise
          if(yieldvars[k]->getMin() > 0) 
            {
              coutW(InputArguments)  << "Minimum Range for " << yieldvars[k]->GetName() << " must be 0.  ";
              coutW(InputArguments)  << "Setting min range to 0" << std::endl;
              yieldvars[k]->setMin(0);
            }

          if(yieldvars[k]->getMax() < 1) 
            {
              coutW(InputArguments)  << "Maximum Range for " << yieldvars[k]->GetName() << " must be 1.  ";
              coutW(InputArguments)  << "Setting max range to 1" << std::endl;
              yieldvars[k]->setMax(1);
            }

          // set this yield to 1
          yieldvars[k]->setVal( 1 ) ;
          // evaluate the pdf    
          Double_t f_k = pdf->getVal(&vars) ;
          pdfvalues[ievt][k] = f_k ;
          if( !(f_k>1 || f_k<1) ) 
            coutW(InputArguments) << "Strange pdf value: " << ievt << " " << k << " " << f_k << std::endl ;
          yieldvars[k]->setVal( 0 ) ;
        }
    }
   
  // check that the likelihood normalization is fine
  std::vector<Double_t> norm(nspec,0) ;
  for (Int_t ievt = 0; ievt <numevents ; ievt++) 
    {
      Double_t dnorm(0) ;
      for(Int_t k=0; k<nspec; ++k) dnorm += yieldvalues[k] * pdfvalues[ievt][k] ;
      for(Int_t j=0; j<nspec; ++j) norm[j] += pdfvalues[ievt][j]/dnorm ;
    }
   
  coutI(Contents) << "likelihood norms: "  ;

  for(Int_t k=0; k<nspec; ++k)  coutI(Contents) << norm[k] << " " ;
  coutI(Contents) << std::endl ;
   
  // Make a TMatrixD to hold the covariance matrix.
  TMatrixD covInv(nspec, nspec);
  for (Int_t i = 0; i < nspec; i++) for (Int_t j = 0; j < nspec; j++) covInv(i,j) = 0;
   
  coutI(Contents) << "Calculating covariance matrix";


  // Calculate the inverse covariance matrix, using weights
  for (Int_t ievt = 0; ievt < numevents; ++ievt) 
    {
      
      fSData->get(ievt) ;
     
      // Calculate contribution to the inverse of the covariance
      // matrix. See BAD 509 V2 eqn. 15

      // Sum for the denominator
      Double_t dsum(0);
      for(Int_t k = 0; k < nspec; ++k) 
        dsum += pdfvalues[ievt][k] * yieldvalues[k] ;
       
      for(Int_t n=0; n<nspec; ++n)
        for(Int_t j=0; j<nspec; ++j) 
          {
            if(includeWeights == kTRUE)
              covInv(n,j) +=  fSData->weight()*pdfvalues[ievt][n]*pdfvalues[ievt][j]/(dsum*dsum) ;
            else 
              covInv(n,j) +=  pdfvalues[ievt][n]*pdfvalues[ievt][j]/(dsum*dsum) ;
          }

      //ADDED WEIGHT ABOVE

    }
   
  // Covariance inverse should now be computed!
   
  // Invert to get the covariance matrix
  if (covInv.Determinant() <=0) 
    {
      coutE(Eval) << "SPlot Error: covariance matrix is singular; I can't invert it!" << std::endl;
      covInv.Print();
      return;
    }
   
  TMatrixD covMatrix(TMatrixD::kInverted,covInv);
   
  //check cov normalization
  if(currentLevel <= RooFit::DEBUG)
    {
      coutI(Eval) << "Checking Likelihood normalization:  " << std::endl;
      coutI(Eval) << "Yield of specie  Sum of Row in Matrix   Norm" << std::endl; 
      for(Int_t k=0; k<nspec; ++k) 
        {
          Double_t covnorm(0) ;
          for(Int_t m=0; m<nspec; ++m) covnorm += covInv[k][m]*yieldvalues[m] ;
          Double_t sumrow(0) ;
          for(Int_t m = 0; m < nspec; ++m) sumrow += covMatrix[k][m] ;
          coutI(Eval)  << yieldvalues[k] << " " << sumrow << " " << covnorm << endl ;
        }
    }
  
  // calculate for each event the sWeight (BAD 509 V2 eq. 21)
  coutI(Eval) << "Calculating sWeight" << std::endl;
  std::vector<RooRealVar*> sweightvec ;
  std::vector<RooRealVar*> pdfvec ;  
  RooArgSet sweightset ;
   
  // Create and label the variables
  // used to store the SWeights

  fSWeightVars.Clear();

  for(Int_t k=0; k<nspec; ++k) 
    {
       std::string wname = std::string(yieldvars[k]->GetName()) + "_sw";
       RooRealVar* var = new RooRealVar(wname.c_str(),wname.c_str(),0) ;
       sweightvec.push_back( var) ;
       sweightset.add(*var) ;
       fSWeightVars.add(*var);
    
       wname = "L_" + std::string(yieldvars[k]->GetName());
       var = new RooRealVar(wname.c_str(),wname.c_str(),0) ;
       pdfvec.push_back( var) ;
       sweightset.add(*var) ;
    }

  // Create and fill a RooDataSet
  // with the SWeights
 
  RooDataSet* sWeightData = new RooDataSet("dataset", "dataset with sWeights", sweightset);
  
  for(Int_t ievt = 0; ievt < numevents; ++ievt) 
    {

      fSData->get(ievt) ;
       
      // sum for denominator
      Double_t dsum(0);
      for(Int_t k = 0; k < nspec; ++k)   dsum +=  pdfvalues[ievt][k] * yieldvalues[k] ;
      // covariance weighted pdf for each specief
      for(Int_t n=0; n<nspec; ++n) 
        {
          Double_t nsum(0) ;
          for(Int_t j=0; j<nspec; ++j) nsum += covMatrix(n,j) * pdfvalues[ievt][j] ;     
           

          //Add the sWeights here!!
          //Include weights,
          //ie events weights are absorbed into sWeight


          if(includeWeights == kTRUE) sweightvec[n]->setVal(fSData->weight() * nsum/dsum) ;
          else  sweightvec[n]->setVal( nsum/dsum) ;

          pdfvec[n]->setVal( pdfvalues[ievt][n] ) ;

          if( !(fabs(nsum/dsum)>=0 ) ) 
            {
              coutE(Contents) << "error: " << nsum/dsum << endl ;
              return;
            }
        }
      
      sWeightData->add(sweightset) ;
    }

    
  // Add the SWeights to the original data set

  fSData->merge(sWeightData);

  //Restore yield values

  for(Int_t i = 0; i < yieldsTmp.getSize(); i++) 
    ((RooRealVar*) yieldsTmp.at(i))->setVal(yieldsHolder.at(i));
   
  //Make any variables that were forced to constant no longer constant

  for(Int_t i=0; i < (Int_t) constVarHolder.size(); i++) 
    constVarHolder.at(i)->setConstant(kFALSE);

  return;

}

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