RooFit: MINUIT covariance matrix code

Dear Experts,

I would like to understand which is the meaning of the code returned by the “covQual()” method in the RooFitResult class.
I didn’t find any hint, neither in the RooFit documentation nor in the MINUIT manual.

I’m fitting some toys MC with and without background. Without background (signal only), the fit looks successfull, and covQual() returns 3.
Here an example from a logfile:


** 14 **MIGRAD 1000 1


FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
[#1] INFO:Minization – RooNLLVar::evaluatePartition(nll_time_signal_BDTGA_dataSet_time_BdDPi) first = 0 last = 449750 Likelihood offset now set to 1.32794e+06
START MIGRAD MINIMIZATION. STRATEGY 2. CONVERGENCE WHEN EDM .LT. 1.00e-03
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=0 FROM HESSE STATUS=OK 14 CALLS 15 TOTAL
EDM=605.934 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 S -2.98289e-02 1.24441e-02 2.01364e-03 1.11887e+04
2 Sbar 2.08351e-02 1.24154e-02 2.01361e-03 -1.43043e+02
ERR DEF= 0.5
MIGRAD MINIMIZATION HAS CONVERGED.
MIGRAD WILL VERIFY CONVERGENCE AND ERROR MATRIX.
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-569.946 FROM MIGRAD STATUS=CONVERGED 40 CALLS 41 TOTAL
EDM=3.29816e-05 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 S -4.19364e-01 1.07885e-02 4.42235e-05 -1.04684e+00
2 Sbar 2.60331e-02 1.24263e-02 5.12343e-05 -1.60639e+00
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 94 NPAR= 2 ERR DEF=0.5
1.164e-04 7.695e-08
7.695e-08 1.544e-04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2
1 0.00057 1.000 0.001
2 0.00057 0.001 1.000
[#1] INFO:Minization – Command timer: Real time 0:10:17, CP time 615.910
[#1] INFO:Minization – Session timer: Real time 2:37:09, CP time 9413.660, 2 slices


** 19 **HESSE 1000


COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-569.946 FROM HESSE STATUS=OK 10 CALLS 51 TOTAL
EDM=3.29824e-05 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 S -4.19364e-01 1.07885e-02 8.84470e-06 -1.05034e-01
2 Sbar 2.60331e-02 1.24263e-02 1.02469e-05 6.50832e-03
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 94 NPAR= 2 ERR DEF=0.5
1.164e-04 7.835e-08
7.835e-08 1.544e-04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2
1 0.00058 1.000 0.001
2 0.00058 0.001 1.000
[#1] INFO:Minization – Command timer: Real time 0:02:25, CP time 145.420
[#1] INFO:Minization – Session timer: Real time 2:39:34, CP time 9559.080, 3 slices
[#1] INFO:Minization – RooMinuit::optimizeConst: deactivating const optimization

When the background is on, I do the same fit on the sWeighted data. The fit looks ok as well (maybe the EDM is a bit too high?), but now covQual returns -1.


** 14 **MIGRAD 1000 1


FIRST CALL TO USER FUNCTION AT NEW START POINT, WITH IFLAG=4.
[#1] INFO:Minization – RooNLLVar::evaluatePartition(nll_time_signal_BDTGA_dataSet_time_BdDPi) first = 0 last = 883781 Likelihood offset now set to 1.33014e+06
START MIGRAD MINIMIZATION. STRATEGY 2. CONVERGENCE WHEN EDM .LT. 1.00e-03
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=2.32831e-10 FROM HESSE STATUS=OK 14 CALLS 15 TOTAL
EDM=646.073 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 S -2.98289e-02 1.24492e-02 2.01364e-03 1.15475e+04
2 Sbar 2.08351e-02 1.23407e-02 2.01361e-03 2.04190e+02
ERR DEF= 0.5
MIGRAD MINIMIZATION HAS CONVERGED.
MIGRAD WILL VERIFY CONVERGENCE AND ERROR MATRIX.
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-605.835 FROM MIGRAD STATUS=CONVERGED 40 CALLS 41 TOTAL
EDM=6.79414e-05 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 S -4.29915e-01 1.06948e-02 4.51286e-05 -1.22375e+00
2 Sbar 1.29028e-02 1.23244e-02 5.23943e-05 2.45333e+00
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 94 NPAR= 2 ERR DEF=0.5
1.144e-04 7.474e-08
7.474e-08 1.519e-04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2
1 0.00057 1.000 0.001
2 0.00057 0.001 1.000
[#1] INFO:Minization – Command timer: Real time 0:19:01, CP time 1130.830
[#1] INFO:Minization – Session timer: Real time 4:31:17, CP time 16163.950, 2 slices


** 19 **HESSE 1000


COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-605.835 FROM HESSE STATUS=OK 10 CALLS 51 TOTAL
EDM=6.79403e-05 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 S -4.29915e-01 1.06946e-02 9.02571e-06 -1.07687e-01
2 Sbar 1.29028e-02 1.23244e-02 1.04789e-05 3.22571e-03
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 94 NPAR= 2 ERR DEF=0.5
1.144e-04 7.528e-08
7.528e-08 1.519e-04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2
1 0.00057 1.000 0.001
2 0.00057 0.001 1.000
[#1] INFO:Minization – Command timer: Real time 0:04:50, CP time 287.780
[#1] INFO:Minization – Session timer: Real time 4:36:07, CP time 16451.730, 3 slices
[#1] INFO:Fitting – RooAbsPdf::fitTo(time_signal_BDTGA) Calculating sum-of-weights-squared correction matrix for covariance matrix


** 24 **HESSE 1000


[#1] INFO:Minization – RooNLLVar::evaluatePartition(nll_time_signal_BDTGA_dataSet_time_BdDPi) first = 0 last = 883781 Likelihood offset now set to 1.5474e+06
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=-2.32831e-10 FROM HESSE STATUS=OK 14 CALLS 65 TOTAL
EDM=5.61479 STRATEGY= 2 ERROR MATRIX ACCURATE
EXT PARAMETER INTERNAL INTERNAL
NO. NAME VALUE ERROR STEP SIZE VALUE
1 S -4.29915e-01 9.85975e-03 3.87289e-05 -1.07687e-01
2 Sbar 1.29028e-02 1.14103e-02 4.45650e-05 3.22571e-03
ERR DEF= 0.5
EXTERNAL ERROR MATRIX. NDIM= 94 NPAR= 2 ERR DEF=0.5
9.721e-05 6.344e-08
6.344e-08 1.302e-04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2
1 0.00056 1.000 0.001
2 0.00056 0.001 1.000
[#1] INFO:Minization – Command timer: Real time 0:06:43, CP time 400.410
[#1] INFO:Minization – Session timer: Real time 4:42:51, CP time 16852.140, 4 slices
setting parameter 0 error to 0.0116002
setting parameter 1 error to 0.0133117
[#1] INFO:Minization – RooMinuit::optimizeConst: deactivating const optimization

Thank you for your help.

Hi,

See the definition here

root.cern.ch/root/html/ROOT__Mi … trixStatus

Lorenzo

[quote=“moneta”]Hi,

See the definition here

root.cern.ch/root/html/ROOT__Mi … trixStatus

Lorenzo[/quote]

Hi,

thank you very much.

Vincenzo.