Hi,
I have one quick question on the EDM and weighted fits with RooFit.
I paste here the final output of my fit.
As you can see there is a step where the EDM is:
EDM=8.76222e-06
which is totally fine.
The next step is: "[#1] INFO:Fitting – RooAbsPdf::fitTo(TotalPDFq2Bin_7) Calculating sum-of-weights-squared correction matrix for covariance matrix"
After this step, the values of the parameters are same as the previous step, but the EDM become:
EDM=483.198
Is there an obvious reason for that ?
Do you have any suggestion to improve or debug this problem ?
By the way, the fit look really good by eye.
Thank you very much.
- Mauro.
** 13 **MIGRAD 2000 1
FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
START MIGRAD MINIMIZATION. STRATEGY 1. CONVERGENCE WHEN EDM .LT. 1.00e-03
FCN=-81661.9 FROM MIGRAD STATUS=INITIATE 16 CALLS 17 TOTAL
EDM= unknown STRATEGY= 1 NO ERROR MATRIX
EXT PARAMETER CURRENT GUESS STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 AfbS 0.00000e+00 2.00000e-01 2.01358e-01 -4.65480e+03
2 FlS 5.00000e-01 1.00000e-01 2.01358e-01 1.56026e+03
3 nBkgComb 3.00000e+02 1.00000e+00 1.00000e+00 -1.24390e-01
4 nSig 8.00000e+03 1.00000e+00 1.00000e+00 -1.66585e-01
ERR DEF= 0.5
MIGRAD MINIMIZATION HAS CONVERGED.
MIGRAD WILL VERIFY CONVERGENCE AND ERROR MATRIX.
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-82773.2 FROM MIGRAD STATUS=CONVERGED 95 CALLS 96 TOTAL
EDM=8.77042e-06 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 AfbS 3.40431e-01 7.80899e-03 1.60258e-03 2.20180e-01
2 FlS 3.40332e-01 6.94907e-03 2.84704e-03 4.87964e-03
3 nBkgComb 2.55290e+02 3.32030e+01 6.36195e+00 -7.86336e-05
4 nSig 9.41465e+03 1.01268e+02 1.94753e+01 -3.98627e-06
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 4 ERR DEF=0.5
6.098e-05 -1.151e-05 2.787e-02 -2.779e-02
-1.151e-05 4.829e-05 -1.518e-04 1.477e-04
2.787e-02 -1.518e-04 1.102e+03 -8.429e+02
-2.779e-02 1.477e-04 -8.429e+02 1.026e+04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2 3 4
1 0.23780 1.000 -0.212 0.107 -0.035
2 0.21320 -0.212 1.000 -0.001 0.000
3 0.27023 0.107 -0.001 1.000 -0.251
4 0.25082 -0.035 0.000 -0.251 1.000
** 18 **HESSE 2000
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-82773.2 FROM HESSE STATUS=OK 23 CALLS 119 TOTAL
EDM=8.76222e-06 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 AfbS 3.40431e-01 7.80353e-03 6.41034e-05 3.47375e-01
2 FlS 3.40332e-01 6.94421e-03 1.13882e-04 -3.25029e-01
3 nBkgComb 2.55290e+02 3.32161e+01 2.54478e-01 2.55290e+02
4 nSig 9.41465e+03 1.01304e+02 7.79013e-01 9.41465e+03
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 4 ERR DEF=0.5
6.090e-05 -1.132e-05 2.785e-02 -2.785e-02
-1.132e-05 4.823e-05 -1.552e-04 1.554e-04
2.785e-02 -1.552e-04 1.103e+03 -8.479e+02
-2.785e-02 1.554e-04 -8.479e+02 1.026e+04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2 3 4
1 0.23499 1.000 -0.209 0.107 -0.035
2 0.21004 -0.209 1.000 -0.001 0.000
3 0.27138 0.107 -0.001 1.000 -0.252
4 0.25213 -0.035 0.000 -0.252 1.000
[#1] INFO:Fitting – RooAbsPdf::fitTo(TotalPDFq2Bin_7) Calculating sum-of-weights-squared correction matrix for covariance matrix
** 23 **HESSE 2000
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-92191.8 FROM HESSE STATUS=OK 29 CALLS 148 TOTAL
EDM=483.198 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 AfbS 3.40431e-01 7.77936e-03 1.28207e-05 3.47375e-01
2 FlS 3.40332e-01 6.69576e-03 2.32319e-03 -3.25029e-01
3 nBkgComb 2.55290e+02 3.23374e+01 5.19135e+00 2.55290e+02
4 nSig 9.41465e+03 9.65032e+01 1.58919e+01 9.41465e+03
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 4 ERR DEF=0.5
6.052e-05 -1.010e-05 2.892e-02 -2.839e-02
-1.010e-05 4.484e-05 -1.071e-02 1.051e-02
2.892e-02 -1.071e-02 1.046e+03 -7.945e+02
-2.839e-02 1.051e-02 -7.945e+02 9.313e+03
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2 3 4
1 0.22082 1.000 -0.194 0.115 -0.038
2 0.19576 -0.194 1.000 -0.049 0.016
3 0.27671 0.115 -0.049 1.000 -0.255
4 0.25474 -0.038 0.016 -0.255 1.000