Added correction factor for RooMultiPdf

roofit/roofit/CMakeLists.txt

@@ -16,7 +16,6 @@ endif()
 
 ROOT_STANDARD_LIBRARY_PACKAGE(RooFit
   HEADERS
-    RooMultiPdf.h
     Roo2DKeysPdf.h
     RooArgusBG.h
     RooBCPEffDecay.h
@@ -82,7 +81,6 @@ ROOT_STANDARD_LIBRARY_PACKAGE(RooFit
     RooVoigtian.h
     RooJohnson.h
   SOURCES
-    src/RooMultiPdf.cxx
     src/Roo2DKeysPdf.cxx
     src/RooArgusBG.cxx
     src/RooBCPEffDecay.cxx

roofit/roofit/inc/LinkDef1.h

@@ -2,8 +2,7 @@
 #pragma link off all globals;
 #pragma link off all classes;
 #pragma link off all functions;
-#pragma link C++ class Roo2DKeysPdf+ ;
-#pragma link C++ class RooMultiPdf + ;
+#pragma link C++ class Roo2DKeysPdf + ;
 #pragma link C++ class RooArgusBG+ ;
 #pragma link C++ class RooBCPEffDecay+ ;
 #pragma link C++ class RooBCPGenDecay+ ;
@@ -59,6 +58,7 @@
 #pragma link C++ class RooSpline+ ;
 #pragma link C++ class RooStepFunction+ ;
 #pragma link C++ class RooMultiBinomial+ ;
+
 /* #pragma link C++ class std::vector< TVector2 >; */
 /* #pragma link C++ class std::vector< TVector2 >::iterator ; */
 /* #pragma link C++ class RooPolyMorph2D+ ; */

roofit/roofit/test/CMakeLists.txt

@@ -20,7 +20,7 @@ ROOT_ADD_GTEST(testRooLandau testRooLandau.cxx LIBRARIES RooFit)
 ROOT_ADD_GTEST(testRooParamHistFunc testRooParamHistFunc.cxx LIBRARIES Gpad RooFit)
 ROOT_ADD_GTEST(testRooPoisson testRooPoisson.cxx LIBRARIES RooFit)
 ROOT_ADD_GTEST(testRooStepFunc testRooStepFunc.cxx LIBRARIES RooFit)
-ROOT_ADD_GTEST(testRooMultiPdf testRooMultiPdf.cxx LIBRARIES RooFit)
+
 if(mathmore)
   ROOT_EXECUTABLE(testRooFit testRooFit.cxx LIBRARIES RooFit MathMore)
   ROOT_ADD_TEST(test-fit-testRooFit COMMAND testRooFit)

roofit/roofitcore/CMakeLists.txt

@@ -171,6 +171,7 @@ ROOT_STANDARD_LIBRARY_PACKAGE(RooFitCore
     RooMsgService.h
     RooMultiCategory.h
     RooMultiVarGaussian.h
+    RooMultiPdf.h
     RooNameReg.h
     RooNormSetCache.h
     RooNumCdf.h
@@ -366,6 +367,7 @@ ROOT_STANDARD_LIBRARY_PACKAGE(RooFitCore
     src/RooMsgService.cxx
     src/RooMultiCategory.cxx
     src/RooMultiVarGaussian.cxx
+    src/RooMultiPdf.cxx
     src/RooNLLVarNew.cxx
     src/RooNameReg.cxx
     src/RooNormSetCache.cxx

roofit/roofitcore/inc/LinkDef.h

@@ -133,6 +133,7 @@
 #pragma read sourceClass="RooMappedCategory::Entry" targetClass="RooMappedCategory::Entry" version="[1]" include="RooFitLegacy/RooCatTypeLegacy.h" \
     source="RooCatType _cat" target="_catIdx" code="{ _catIdx = onfile._cat.getVal(); }"
 #pragma link C++ class RooMultiCategory+ ;
+#pragma link C++ class RooMultiPdf + ;
 #pragma link off class RooNameReg+ ;
 #pragma link C++ class RooNumConvolution+ ;
 #pragma link C++ class RooNumConvPdf+ ;

roofit/roofitcore/inc/RooAbsArg.h

@@ -667,9 +667,6 @@ class RooAbsArg : public TNamed, public RooPrintable {
 
   mutable bool _localNoInhibitDirty = false; //! Prevent 'AlwaysDirty' mode for this node
 
-/*   RooArgSet _leafNodeCache ; //! Cached leaf nodes */
-/*   RooArgSet _branchNodeCache //! Cached branch nodes     */
-
   mutable RooWorkspace *_myws = nullptr; //! In which workspace do I live, if any
 
   std::size_t _dataToken = std::numeric_limits<std::size_t>::max(); //! Set by the RooFitDriver for this arg to retrieve its result in the run context

roofit/roofitcore/inc/RooAbsCollection.h

@@ -362,6 +362,8 @@ class RooAbsCollection : public TObject, public RooPrintable {
 
   void useHashMapForFind(bool flag) const;
 
+  void removeConstantParameters();
+
   // For use in the RooArgList/Set(std::vector<RooAbsArgPtrOrDouble> const&) constructor.
   // Can be replaced with std::variant when C++17 is the minimum supported standard.
   struct RooAbsArgPtrOrDouble {

roofit/roofitcore/inc/RooAbsPdf.h

@@ -26,15 +26,7 @@
 class RooArgSet ;
 class RooAbsGenContext ;
 class RooFitResult ;
-class RooExtendPdf ;
-class RooCategory ;
-class TPaveText;
-class TH1F;
-class TH2F;
-class TList ;
-class RooMinimizer ;
 class RooNumGenConfig ;
-class RooRealIntegral ;
 
 
 class RooAbsPdf : public RooAbsReal {
@@ -165,18 +157,22 @@ class RooAbsPdf : public RooAbsReal {
     return RooFit::makeOwningPtr(createNLLImpl(data, *RooFit::Detail::createCmdList(&cmdArgs...)));
   }
 
-  // Constraint management
-  virtual RooArgSet* getConstraints(const RooArgSet& /*observables*/, RooArgSet const& /*constrainedParams*/, RooArgSet& /*pdfParams*/) const
+  // Constraint management. Interface to retrieve constraint terms on this pdf. Default implementation returns null.
+  virtual std::unique_ptr<RooArgSet> getConstraints(const RooArgSet & /*observables*/,
+                                                    RooArgSet const & /*constrainedParams*/,
+                                                    RooArgSet & /*pdfParams*/) const
   {
-    // Interface to retrieve constraint terms on this pdf. Default implementation returns null
-    return nullptr ;
+     return nullptr;
   }
-  RooArgSet* getAllConstraints(const RooArgSet& observables, RooArgSet& constrainedParams,
-                               bool stripDisconnected=true) const ;
+
+  std::unique_ptr<RooArgSet>
+  getAllConstraints(const RooArgSet &observables, RooArgSet &constrainedParams, bool stripDisconnected = true) const;
 
   // Project p.d.f into lower dimensional p.d.f
   virtual RooAbsPdf* createProjection(const RooArgSet& iset) ;
 
+  virtual double getCorrection() const;
+
   // Create cumulative density function from p.d.f
   RooFit::OwningPtr<RooAbsReal> createCdf(const RooArgSet& iset, const RooArgSet& nset=RooArgSet()) ;
   RooFit::OwningPtr<RooAbsReal> createCdf(const RooArgSet& iset, const RooCmdArg& arg1, const RooCmdArg& arg2={},

roofit/roofitcore/inc/RooFit/Detail/RooNormalizedPdf.h

@@ -47,6 +47,8 @@ class RooNormalizedPdf : public RooAbsPdf {
 
    bool selfNormalized() const override { return true; }
 
+   inline double getCorrection() const override { return _pdf->getCorrection(); }
+
    bool forceAnalyticalInt(const RooAbsArg & /*dep*/) const override { return true; }
    /// Forward determination of analytical integration capabilities to input p.d.f
    Int_t getAnalyticalIntegralWN(RooArgSet &allVars, RooArgSet &analVars, const RooArgSet * /*normSet*/,

roofit/roofitcore/inc/RooHelpers.h

@@ -88,6 +88,11 @@ void checkRangeOfParameters(const RooAbsReal *callingClass, std::initializer_lis
                             double max = std::numeric_limits<double>::max(), bool limitsInAllowedRange = false,
                             std::string const &extraMessage = "");
 
+/// set all RooRealVars to constants. return true if at least one changed status
+bool setAllConstant(const RooAbsCollection &coll, bool constant = true);
+
+bool freezeAllDisassociatedRooMultiPdfParameters(const RooArgSet &multiPdfs, const RooArgSet &allRooMultiPdfParams,
+                                                 bool freeze = true, bool freezeDisassParams_verb = false);
 
 } // namespace RooHelpers
 

roofit/roofit/inc/RooMultiPdf.h → roofit/roofitcore/inc/RooMultiPdf.h

@@ -18,7 +18,7 @@ class RooMultiPdf : public RooAbsPdf {
    TObject *clone(const char *newname) const override { return new RooMultiPdf(*this, newname); }
 
    inline bool checkIndexDirty() const { return _oldIndex != x; }
-   inline double getCorrection() const { return cFactor * static_cast<RooAbsReal *>(corr.at(x))->getVal(); }
+   inline double getCorrection() const override { return cFactor * static_cast<RooAbsReal *>(corr.at(x))->getVal(); }
    inline RooAbsPdf *getCurrentPdf() const { return getPdf(getCurrentIndex()); }
    int getNumPdfs() const { return c.size(); }
 

roofit/roofitcore/inc/RooProdPdf.h

@@ -78,7 +78,8 @@ class RooProdPdf : public RooAbsPdf {
   bool isDirectGenSafe(const RooAbsArg& arg) const override ;
 
   // Constraint management
-  RooArgSet* getConstraints(const RooArgSet& observables, RooArgSet const& constrainedParams, RooArgSet &pdfParams) const override ;
+  std::unique_ptr<RooArgSet> getConstraints(const RooArgSet &observables, RooArgSet const &constrainedParams,
+                                            RooArgSet &pdfParams) const override;
 
   std::list<double>* plotSamplingHint(RooAbsRealLValue& obs, double xlo, double xhi) const override ;
   std::list<double>* binBoundaries(RooAbsRealLValue& /*obs*/, double /*xlo*/, double /*xhi*/) const override ;

roofit/roofitcore/src/FitHelpers.cxx

@@ -33,6 +33,7 @@
 #include <RooFuncWrapper.h>
 #include <RooLinkedList.h>
 #include <RooMinimizer.h>
+#include <RooConstVar.h>
 #include <RooRealVar.h>
 #include <RooSimultaneous.h>
 #include <RooFormulaVar.h>
@@ -763,7 +764,7 @@ std::unique_ptr<RooAbsReal> createNLL(RooAbsPdf &pdf, RooAbsData &data, const Ro
       RooFit::Detail::CompileContext ctx{normSet};
       ctx.setLikelihoodMode(true);
       std::unique_ptr<RooAbsArg> head = pdf.compileForNormSet(normSet, ctx);
-      std::unique_ptr<RooAbsPdf> pdfClone = std::unique_ptr<RooAbsPdf>{static_cast<RooAbsPdf *>(head.release())};
+      std::unique_ptr<RooAbsPdf> pdfClone = std::unique_ptr<RooAbsPdf>{&dynamic_cast<RooAbsPdf &>(*head.release())};
 
       // reset attributes
       pdf.setAttribute("SplitRange", false);
@@ -810,8 +811,26 @@ std::unique_ptr<RooAbsReal> createNLL(RooAbsPdf &pdf, RooAbsData &data, const Ro
             takeGlobalObservablesFromData);
       }
 
+      const double correction = pdfClone->getCorrection();
       nllWrapper->addOwnedComponents(std::move(nll));
       nllWrapper->addOwnedComponents(std::move(pdfClone));
+
+      if (correction > 0) {
+         oocoutI(&pdf, Fitting) << "[FitHelpers] Detected correction term from RooAbsPdf::getCorrection(). "
+                                << "Adding penalty to NLL." << std::endl;
+
+         // Convert the multiplicative correction to an additive term in -log L
+         auto penaltyTerm = std::make_unique<RooConstVar>((baseName + "_Penalty").c_str(),
+                                                          "Penalty term from getCorrection()", correction);
+
+         auto correctedNLL = std::make_unique<RooAddition>(
+            // add penalty and NLL
+            (baseName + "_corrected").c_str(), "NLL + penalty", RooArgSet(*nllWrapper, *penaltyTerm));
+
+         // transfer ownership of terms
+         correctedNLL->addOwnedComponents(std::move(nllWrapper), std::move(penaltyTerm));
+         nllWrapper = std::move(correctedNLL);
+      }
       return nllWrapper;
    }
 
@@ -888,6 +907,23 @@ std::unique_ptr<RooAbsReal> createNLL(RooAbsPdf &pdf, RooAbsData &data, const Ro
    throw std::runtime_error("RooFit was not built with the legacy evaluation backend");
 #endif
 
+   if (const double correction = pdf.getCorrection(); correction > 0) {
+      oocoutI(&pdf, Fitting) << "[FitHelpers] Detected correction term from RooAbsPdf::getCorrection(). "
+                             << "Adding penalty to NLL." << std::endl;
+
+      // Convert the multiplicative correction to an additive term in -log L
+      auto penaltyTerm = std::make_unique<RooConstVar>((baseName + "_Penalty").c_str(),
+                                                       "Penalty term from getCorrection()", correction);
+
+      auto correctedNLL = std::make_unique<RooAddition>(
+         // add penalty and NLL
+         (baseName + "_corrected").c_str(), "NLL + penalty", RooArgSet(*nll, *penaltyTerm));
+
+      // transfer ownership of terms
+      correctedNLL->addOwnedComponents(std::move(nll), std::move(penaltyTerm));
+      nll = std::move(correctedNLL);
+   }
+
    return nll;
 }