How can I do Kolmogorov-Smirnov test in RooFit?

ROOT
1

Hi all

I would like to check goodness-of-fit after 1d unbinned fit using the Kolmogorov-Smirnov test.
How can I do the Kolmogorov-Smirnov test in RooFit?

Thanks in advance

2

Hi,

The KS test is currently not interface in RooFit.

The easiest way still do it is to extract both the p.d.f.
and the dataset as a finely binned TH1, e.g.

TH1* h_func = pdf->createHistogram(“h_func”,x) ;
TH1* h_data = data->createHistogram("h_data,x) ;

and use the ROOT implementation of the KS test. The
inline documentation of both createHistogram function
shows details on how to adjust the binning if necessary.

On a separate note, I’m not sure if doing a KS test between
data and a function that was fitted to that data is fundamentally correct
as KS unlike chi^2 has no way to accomodate the information
that the function was already adjusted to the data. You might
want to check that in a statistics text book.

Wouter