Covariance Matrix of Dataset

Roofit and RooStats
1

Hi,

I am looking at:

root.cern.ch/doc/v608/classRooDataSet.html

But I do not see any way of getting the covariance matrix of a dataset. Is this implemented?

Cheers.

2

Hi,

I don;t think RooDataSet provides a direct way to estimate the covariance. However you can use the data in the ROoDataSet and fill a TRobustEstimator class and compute the covariance.
See the documentation of TRobustEstimator

Lorenzo