LauAbsPdf.cc

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// Copyright University of Warwick 2004 - 2013.
// Distributed under the Boost Software License, Version 1.0.
// (See accompanying file LICENSE_1_0.txt or copy at http://www.boost.org/LICENSE_1_0.txt)

// Authors:
// Thomas Latham
// John Back
// Paul Harrison

#include <algorithm>
#include <iostream>
#include <map>
#include <vector>

#include "TSystem.h"

#include "LauAbsPdf.hh"
#include "LauRandom.hh"
#include "LauIntegrals.hh"
#include "LauKinematics.hh"

ClassImp(LauAbsPdf)

// Constructor for the abstract PDF class.
LauAbsPdf::LauAbsPdf(const TString& theVarName, const std::vector<LauParameter*>& params,
                Double_t minAbscissa, Double_t maxAbscissa) :
        varNames_(),
        param_(params),
        norm_(0.0),
        maxHeight_(0.0),
        heightUpToDate_(kFALSE),
        minAbscissas_(),
        maxAbscissas_(),
        randomFun_(LauRandom::randomFun()),
        cachePDF_(kFALSE),
        unNormPDFVal_(0.0),
        nNormPoints_(50),
        integMethod_(GaussLegendre),
        withinNormCalc_(kFALSE),
        withinGeneration_(kFALSE),
        normWeightsDone_(kFALSE)
{
        // Store the variable name
        varNames_.insert( std::make_pair( 0, theVarName ) );

        // Store the min and max values
        minAbscissas_.push_back( minAbscissa );
        maxAbscissas_.push_back( maxAbscissa );
}

LauAbsPdf::LauAbsPdf(const std::vector<TString>& theVarNames, const std::vector<LauParameter*>& params,
                const LauFitData& minAbscissas, const LauFitData& maxAbscissas) :
        varNames_(),
        param_(params),
        norm_(0.0),
        maxHeight_(0.0),
        heightUpToDate_(kFALSE),
        minAbscissas_(),
        maxAbscissas_(),
        randomFun_(LauRandom::randomFun()),
        cachePDF_(kFALSE),
        unNormPDFVal_(0.0),
        nNormPoints_(50),
        integMethod_(GaussLegendre),
        withinNormCalc_(kFALSE),
        withinGeneration_(kFALSE),
        normWeightsDone_(kFALSE)
{
        // Check that we have at least one variable
        if ( theVarNames.empty() ) {
                std::cerr << "ERROR in LauAbsPdf::LauAbsPdf : No variables supplied." << std::endl;
                gSystem->Exit(EXIT_FAILURE);
        }

        // Store the variable names
        for ( UInt_t i(0); i < theVarNames.size(); ++i ) {
                varNames_.insert( std::make_pair( i, theVarNames[i] ) );
        }

        // Store the min and max abcissas for every variable
        UInt_t nVars = varNames_.size();
        minAbscissas_.resize( nVars );
        maxAbscissas_.resize( nVars );
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t varIndex = iter->first;
                const TString& theVarName = iter->second;
                LauFitData::const_iterator min_iter = minAbscissas.find( theVarName );
                LauFitData::const_iterator max_iter = maxAbscissas.find( theVarName );
                if ( min_iter == minAbscissas.end() || max_iter == maxAbscissas.end() ) {
                        std::cerr << "ERROR in LauAbsPdf::LauAbsPdf : Either min or max abscissa not provided for variable \"" << theVarName << "\"." << std::endl;
                        gSystem->Exit(EXIT_FAILURE);
                }
                minAbscissas_[ varIndex ] = min_iter->second;
                maxAbscissas_[ varIndex ] = max_iter->second;
        }
}

std::vector<TString> LauAbsPdf::varNames() const
{
        std::vector<TString> theVarNames;
        theVarNames.reserve( varNames_.size() );
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                theVarNames.push_back( iter->second );
        }
        return theVarNames;
}

UInt_t LauAbsPdf::nFixedParameters() const
{
        LauParamFixed pred;
        return std::count_if(param_.begin(),param_.end(),pred);
}

Double_t LauAbsPdf::getMinAbscissa( const TString& theVarName ) const
{
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t index = iter->first;
                const TString& name = iter->second;
                if ( name == theVarName ) {
                        return minAbscissas_[ index ];
                }
        }

        std::cerr << "ERROR in LauAbsPdf::getMinAbscissa : Variable \"" << theVarName << "\" not found." << std::endl;
        return 0.0;
}

Double_t LauAbsPdf::getMaxAbscissa( const TString& theVarName ) const
{
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t index = iter->first;
                const TString& name = iter->second;
                if ( name == theVarName ) {
                        return maxAbscissas_[ index ];
                }
        }

        std::cerr << "ERROR in LauAbsPdf::getMaxAbscissa : Variable \"" << theVarName << "\" not found." << std::endl;
        return 0.0;
}

LauFitData LauAbsPdf::getMinAbscissas() const
{
        LauFitData minAbscissas;
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t varIndex = iter->first;
                const TString& theVarName = iter->second;
                minAbscissas[ theVarName ] = minAbscissas_[ varIndex ];
        }
        return minAbscissas;
}

LauFitData LauAbsPdf::getMaxAbscissas() const
{
        LauFitData maxAbscissas;
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t varIndex = iter->first;
                const TString& theVarName = iter->second;
                maxAbscissas[ theVarName ] = maxAbscissas_[ varIndex ];
        }
        return maxAbscissas;
}

LauFitData LauAbsPdf::getRanges() const
{
        LauFitData minVals = this->getMinAbscissas();
        LauFitData maxVals = this->getMaxAbscissas();
        LauFitData range;

        for ( LauFitData::const_iterator iter = maxVals.begin(); iter != maxVals.end(); ++iter ) {
                const TString& theVarName = iter->first; 
                Double_t maxVal = iter->second;
                Double_t minVal = minVals.find(theVarName)->second;
                range[theVarName] = maxVal - minVal;
        }

        return range;
}

void LauAbsPdf::setMinAbscissa(const TString& theVarName, Double_t minAbscissa)
{
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t index = iter->first;
                const TString& name = iter->second;
                if ( name == theVarName ) {
                        minAbscissas_[ index ] = minAbscissa;
                        return;
                }
        }

        std::cerr << "ERROR in LauAbsPdf::setMinAbscissa : Variable \"" << theVarName << "\" not found." << std::endl;
}

void LauAbsPdf::setMaxAbscissa(const TString& theVarName, Double_t maxAbscissa)
{
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                UInt_t index = iter->first;
                const TString& name = iter->second;
                if ( name == theVarName ) {
                        maxAbscissas_[ index ] = maxAbscissa;
                        return;
                }
        }

        std::cerr << "ERROR in LauAbsPdf::setMaxAbscissa : Variable \"" << theVarName << "\" not found." << std::endl;
}

Bool_t LauAbsPdf::checkRange(const LauAbscissas& abscissas) const
{
        // This method assumes the ordering of the abscissas provided match
        // those of the min and max vectors

        // check that the size is correct
        UInt_t nVars = abscissas.size();
        if ( this->isDPDependent() ) {
                nVars = abscissas.size() - 2; // if we depend on the DP we'll have been provided with the DP co-ordinates as well
        }
        if ( nVars != minAbscissas_.size() || nVars != maxAbscissas_.size() ) {
                std::cerr << "ERROR in LauAbsPdf::checkRange : Unexpected number of absicssas: " << nVars << std::endl;
                std::cerr << "                               : " << this->IsA()->GetName() << " expects " << minAbscissas_.size() << std::endl;
                return kFALSE;
        }

        for ( UInt_t i(0); i < nVars; ++i ) {
                Double_t abscissa = abscissas[i];
                Double_t minVal = minAbscissas_[i];
                Double_t maxVal = maxAbscissas_[i];
                if ( (abscissa <  minVal) || (abscissa > maxVal) ) {
                        std::cerr << "ERROR in LauAbsPdf::checkRange : " << abscissa << " outside allowed range: [" << minVal << "," << maxVal << "]" << std::endl;
                        return kFALSE;
                }
        }
        return kTRUE;
}

void LauAbsPdf::cacheInfo(const LauFitDataTree& inputData)
{
        Bool_t hasBranch(kTRUE);
        for ( std::map<UInt_t,TString>::const_iterator iter = varNames_.begin(); iter != varNames_.end(); ++iter ) {
                hasBranch &= inputData.haveBranch( iter->second );
                if (!hasBranch) {
                        std::cerr << "ERROR in LauAbsPdf::cacheInfo : Input data does not contain variable \"" << iter->second << "\"." << std::endl;
                        return;
                }
        }

        // determine whether we are caching our PDF value
        Bool_t doCaching( this->nFixedParameters() == this->nParameters() );
        this->cachePDF( doCaching );

        // clear the vectors and reserve enough space
        UInt_t nEvents = inputData.nEvents();
        abscissas_.clear(); abscissas_.reserve(nEvents);
        unNormPDFValues_.clear(); unNormPDFValues_.reserve(nEvents);

        for (UInt_t iEvt = 0; iEvt < nEvents; ++iEvt) {

                const LauFitData& dataValues = inputData.getData(iEvt);

                LauAbscissas myData;
                // add all our variables into the data
                for ( std::map<UInt_t,TString>::const_iterator var_iter = varNames_.begin(); var_iter != varNames_.end(); ++var_iter ) {
                        LauFitData::const_iterator iter = dataValues.find( var_iter->second );
                        myData.push_back( iter->second );
                }
                // if we're DP dependent then we'll need the DP co-ordinates as well
                if ( this->isDPDependent() ) {
                        LauFitData::const_iterator iter = dataValues.find( "m13Sq" );
                        myData.push_back( iter->second );
                        iter = dataValues.find( "m23Sq" );
                        myData.push_back( iter->second );
                }

                if (!this->checkRange(myData)) {
                        gSystem->Exit(EXIT_FAILURE);
                }

                abscissas_.push_back( myData );

                if (this->cachePDF()) {
                        this->calcLikelihoodInfo( myData );
                        unNormPDFValues_.push_back( this->getUnNormLikelihood() );
                }
        }

        if (!this->cachePDF()) {
                // in this case we seem to be doing a fit where the parameters are floating
                // so need to mark that the PDF height is no longer up to date
                this->heightUpToDate(kFALSE);
        }
}

LauFitData LauAbsPdf::generate(const LauKinematics* kinematics)
{
        this->withinGeneration(kTRUE);

        // Check that the PDF height is up to date
        // N.B. this must now called every time (the method will simply
        // return if there is nothing to do)
        this->calcPDFHeight( kinematics );

        Bool_t gotAbscissa(kFALSE);
        if (randomFun_ == 0) {
                std::cerr << "ERROR in LauAbsPdf::generate : Please set the random number generator for this PDF by using the setRandomFun(TRandom*) function." << std::endl;
                this->withinGeneration(kFALSE);
                gSystem->Exit(EXIT_FAILURE);
        }

        if ( this->isDPDependent() && !kinematics ) {
                std::cerr << "ERROR in LauAbsPdf::generate : PDF depends on the DP and an invalid kinematics pointer has been provided." << std::endl;
                this->withinGeneration(kFALSE);
                gSystem->Exit(EXIT_FAILURE);
        }

        // container for holding the generated abscissa(s)
        LauAbscissas genAbscissa(1);

        // Generate the value of the abscissa.
        Double_t genPDFVal(0.0);
        Double_t PDFheight = this->getMaxHeight()*(1.0+1e-11);
        while (!gotAbscissa) {

                if ( this->isDPDependent() ) {
                        genAbscissa.resize(3);
                        genAbscissa[1] = kinematics->getm13Sq();
                        genAbscissa[2] = kinematics->getm23Sq();
                }
                genAbscissa[0] = randomFun_->Rndm()*this->getRange() + this->getMinAbscissa();

                this->calcLikelihoodInfo(genAbscissa);
                genPDFVal = this->getUnNormLikelihood();

                if (randomFun_->Rndm() <= genPDFVal/PDFheight) {gotAbscissa = kTRUE;}

                if (genPDFVal > PDFheight) {
                        std::cerr << "WARNING in LauAbsPdf::generate : genPDFVal = " << genPDFVal << " is larger than the maximum PDF height " << this->getMaxHeight() << " for the abscissa = " << genAbscissa[0] << "." << std::endl;
                        std::cerr << "                               : Need to reset height to be larger than " << genPDFVal << " by using the setMaxHeight(Double_t) function and re-run the Monte Carlo generation!" << std::endl;
                }
        }

        LauFitData genData;
        genData[ this->varName() ] = genAbscissa[0];

        this->withinGeneration(kFALSE);

        return genData;
}

Double_t LauAbsPdf::getLikelihood() const
{
        if (TMath::Abs(norm_) > 1e-10) {
                return unNormPDFVal_/norm_;
        } else {
                return 0.0;
        }
}

Double_t LauAbsPdf::getLikelihood( const TString& theVarName ) const
{
        if ( theVarName != this->varName() ) {
                std::cerr << "ERROR in LauAbsPdf::getLikelihood : Unrecognised variable name \"" << theVarName << "\", cannot determine likelihood." << std::endl;
                return 0.0;
        }
        return this->getLikelihood();
}

void LauAbsPdf::calcLikelihoodInfo(UInt_t iEvt)
{
        if (this->cachePDF() && (unNormPDFValues_.size() == abscissas_.size())) {
                unNormPDFVal_ = unNormPDFValues_[iEvt];
        } else {
                this->calcLikelihoodInfo( abscissas_[iEvt] );
        }
}

LauParameter* LauAbsPdf::findParameter(const TString& parName)
{
        for ( std::vector<LauParameter*>::iterator iter = param_.begin(); iter != param_.end(); ++iter ) {
                if ((*iter)->name().Contains(parName)) {
                        return (*iter);
                }
        }

        std::cerr << "ERROR in LauAbsPdf::findParameter : Parameter \"" << parName << "\" not found." << std::endl;
        return 0;
}

const LauParameter* LauAbsPdf::findParameter(const TString& parName) const
{
        for ( std::vector<LauParameter*>::const_iterator iter = param_.begin(); iter != param_.end(); ++iter ) {
                if ((*iter)->name().Contains(parName)) {
                        return (*iter);
                }
        }

        std::cerr << "ERROR in LauAbsPdf::findParameter : Parameter \"" << parName << "\" not found." << std::endl;
        return 0;
}

Double_t LauAbsPdf::getParValue(const TString& parName) const
{
        const LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                return par->value();
        } else {
                return 0.0;
        }
}

Double_t LauAbsPdf::getParMin(const TString& parName) const
{
        const LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                return par->minValue();
        } else {
                return 0.0;
        }
}

Double_t LauAbsPdf::getParMax(const TString& parName) const
{
        const LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                return par->maxValue();
        } else {
                return 0.0;
        }
}

Double_t LauAbsPdf::getParRange(const TString& parName) const
{
        const LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                return (par->maxValue() - par->minValue());
        } else {
                return 0.0;
        }
}

Bool_t LauAbsPdf::parFixed(const TString& parName) const
{
        const LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                return par->fixed();
        } else {
                return kTRUE;
        }
}

Bool_t LauAbsPdf::parClone(const TString& parName) const
{
        const LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                return par->clone();
        } else {
                return kTRUE;
        }
}

void LauAbsPdf::setParValue(const TString& parName, Double_t value)
{
        LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                par->value(value);
        }
}

void LauAbsPdf::setParMin(const TString& parName, Double_t minValue)
{
        LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                par->minValue(minValue);
        }
}

void LauAbsPdf::setParMax(const TString& parName, Double_t maxValue)
{
        LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                par->maxValue(maxValue);
        }
}

void LauAbsPdf::setParRange(const TString& parName, Double_t minValue, Double_t maxValue)
{
        LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                par->range(minValue, maxValue);
        }
}

void LauAbsPdf::fixPar(const TString& parName)
{
        LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                par->fixed(kTRUE);
        }
}

void LauAbsPdf::floatPar(const TString& parName)
{
        LauParameter* par = this->findParameter(parName);
        if (par != 0) {
                par->fixed(kFALSE);
        }
}

void LauAbsPdf::updatePulls()
{
        for ( std::vector<LauParameter*>::const_iterator iter = param_.begin(); iter != param_.end(); ++iter ) {
                if (!(*iter)->fixed()) {
                        (*iter)->updatePull();
                }
        }
}

void LauAbsPdf::addParameters(std::vector<LauParameter*>& params)
{
        for ( std::vector<LauParameter*>::iterator iter = params.begin(); iter != params.end(); ++iter ) {
                param_.push_back(*iter);
        }
}

void LauAbsPdf::calcNorm()
{
        this->withinNormCalc(kTRUE);

        if ( this->nInputVars() > 1 ) {
                std::cerr << "ERROR in LauAbsPdf::calcNorm : Numeric integration only works for 1D PDFs." << std::endl;
                gSystem->Exit(EXIT_FAILURE);
        }

        IntMethod sumMethod = this->integMethod();

        Double_t normFac = (sumMethod == GaussLegendre) ? this->integrGaussLegendre() : this->integTrapezoid();

        this->setNorm(normFac);

        this->withinNormCalc(kFALSE);
} 

Double_t LauAbsPdf::integrGaussLegendre()
{
        if (!this->normWeightsDone()) {
                this->getNormWeights();
        }

        // Now compute the integral
        Double_t norm(0.0);
        for (UInt_t i = 0; i < normWeights_.size(); i++) {
                this->calcLikelihoodInfo(normAbscissas_[i]);
                Double_t fun = this->getUnNormLikelihood();
                Double_t intFactor = 0.5 * this->getRange();
                norm += normWeights_[i]*intFactor*fun;
        } 
        
        //std::cout<<"====================================================="<<std::endl;        
        //std::cout<<"NORM = "<<norm<<std::endl;

        //std::cout<<"====================================================="<<std::endl;        
        return norm;
}

void LauAbsPdf::getNormWeights()
{
        // Check whether we've already calculated the weights
        if (this->normWeightsDone()) {
                std::cerr << "WARNING in LauAbsPdf::getNormWeights : Already calculated weights, not doing it again." << std::endl;
                return;
        }

        // Avoid integral if we have no points in x space
        if (nNormPoints_ == 0) {
                std::cerr << "ERROR in LauAbsPdf::getNormWeights : Zero points specified, this is daft!" << std::endl;
                return;
        }

        // Calculate the normalisation weights and abscissas
        Double_t precision(1e-6);

        Double_t intMean = 0.5*(this->getMaxAbscissa() + this->getMinAbscissa());
        Double_t range = this->getMaxAbscissa() - this->getMinAbscissa();
        Double_t halfRange = 0.5*range;

        std::vector<Double_t> abscissas;
        LauIntegrals funIntegrals(precision);
        funIntegrals.calcGaussLegendreWeights(nNormPoints_, abscissas, normWeights_);

        //std::cout<<"====================================================="<<std::endl;        
        //std::cout<<"NORM POINTS = "<<nNormPoints_<<std::endl;

        //std::cout<<"====================================================="<<std::endl;        
        
        Int_t nWeights = static_cast<Int_t>(normWeights_.size());
        normAbscissas_.resize(nWeights);

        // Use same number of abscissas for x and y co-ordinates
        Int_t m = (nWeights + 1)/2;
        for (Int_t i = 0; i < m; ++i) {

                Int_t ii = nWeights - 1 - i; // symmetric i index

                Double_t dx = halfRange*abscissas[i];
                Double_t tmpVal = intMean - dx;
                normAbscissas_[i].push_back( tmpVal );

                tmpVal = intMean + dx;
                normAbscissas_[ii].push_back( tmpVal );

        }

        this->normWeightsDone(kTRUE);
}

Double_t LauAbsPdf::integTrapezoid()
{
        Double_t abscVal, tnm, sum, del;
        Int_t it, j;

        static Double_t norm(0.0);
        Double_t range = this->getRange();

        if (this->nNormPoints()==1){

                LauAbscissas abscissa(1);
                abscissa[0] = this->getMinAbscissa();
                this->calcLikelihoodInfo(abscissa);
                Double_t funAbsMin = this->getUnNormLikelihood();

                abscissa[0] = this->getMinAbscissa();
                this->calcLikelihoodInfo(abscissa);
                Double_t funAbsMax = this->getUnNormLikelihood();

                norm = 0.5*range*(funAbsMin+funAbsMax);
                return norm;

        } else {
                for (it=1, j=1; j< this->nNormPoints()-1; j++) {it<<=1;}
                tnm=it;
                del=range/tnm;
                abscVal= this->getMinAbscissa()+ 0.5*del;

                for (sum = 0.0, j=1; j<it; j++, abscVal+=del) {

                        LauAbscissas abscissa(1);
                        abscissa[0] = abscVal;
                        this->calcLikelihoodInfo(abscissa);
                        Double_t funVal = this->getUnNormLikelihood();

                        sum+=funVal;
                }

                norm = 0.5*(norm + sum*range/tnm);
                return norm;
        }
}