ROOT::Fit: Constraint change of two parameters

ROOT
1

Dear rooters,

following the idea presented here,
how to propagate errors adding a penalty to the minimizer

I wonder if this similar procedure is correct: if two parameters are free, but they have no physical meaning unless 0 < par[0] + par[1] < 1, the constraint to be added will be

//-- Ancillary functions for the constraint
TF1 * f_par = new TF1("f_par", " double( 0 > [0] + [1] || [0] + [1] > 1 )"  ) // =1 if params out of range
ROOT::Math::WrappedMultiTF1 wf_par ( * f_par , 1 );
ROOT::Fit::PoissonLLFunction likelihood_F_par(data_h, wf_par );

auto nll = [&](const double *x) { return likelihood_F(x) -  likelihood_F_par(x); };

fitter.FitFCN(2,nll,0,data_h.Size(),false);

Is this correct?

Thank you for your time.

Best regards,
Alvaro.

ROOT Version: 6.10
Platform: CC7
Compiler: gcc 4.8

2

Hi,

I am not sure what you are doing is fully correct. Adding a Poisson contraints has a meaning of saying that there is an auxilliary measurement. It is equivalent like adding a Gamma constraint to the parameter/
Here instead you want to constraint the parameters in a specific range, this is different. Maybe a penalty term, which adds very large value to the likelihood outside the range could be used

Lorenzo