Chi2 fit with non diagonal variance matrix

ROOT
#1

Hello,

I want to perform a chi2 fit to a histogram (histogram is a TH1 and the function a TF1). In the usual chi2 fit, it is assumed the histogram bin population is uncorrelated so, the covariance V matrix is diagonal.

However, I know that my in histogram the bins are correlated, so my V is not diagonal. Is there a way to instruct the TH1::Fit to use a non diagonal covariance matrix?

Thanks
Salva

PS: the chi2 defined as: chi2 = (observed - expected)^T V^{-1} (observed - expected)

#2

I think @moneta can help you with this question.

#3

Hi Salva,

We don’t have in ROOT support for fitting an histogram or Graph with correlated data points. You will have to create yourself your Chi2 functions and minimise yourself.
The ROOT::Fit::Fitter class can help you doing this, as is shown in the tutorial line3Dfit.C, where in this case the distance line-point is minimised.
See https://root.cern.ch/doc/master/line3Dfit_8C.html

Lorenzo

#4

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