Transfer covarariance matrix to an output file

[Chirag_Rathi]

Hello everyone,

I am working on a project that requires me to fit data points to an exponential function. I am using the ROOT framework for the finding the best-fit parameters. I have done that part and I am exporting the best-fit values into a text file along with some descriptive statistics like errors on the fitted parameters, the chi-squared and reduced chi-squared values etc. I am also trying to transfer a covariance matrix to the output file but I am not able to do it. So, how do I transfer the covariance matrix to an output file in ROOT?

I would highly appreciate it if I could get some help on this issue.

[dastudillo]

Fitting histograms

Scroll down to “The fit result object” and see the examples; basically you need a TFitResultPtr and then use Print(“V”).

[Chirag_Rathi]

Thank you for your response. As of now, I am able to transfer the covariance matrix into a .root file. However, I would like to export the covariance matrices to a .txt file. Is there a way to do that?

Any helpful suggestions will be highly appreciated!

[jonas]

That depends. Are you using C++ or Python?

[Chirag_Rathi]

I am using C++. But I can also use Python if that will get the job done.

[jonas]

There is no quick way to do that in RooFit, but you can write your own little function for that:

/// Save the covariance matrix of a RooFitResult in a text file.
void saveRooFitCovMatrix(RooFitResult const &rooFitResult,
                         std::string const &filename)
{
   auto const &cov = rooFitResult.covarianceMatrix();

   std::ofstream ofile;
   ofile.open(filename.c_str(), std::ios::out);

   // to get max precision
   ofile.precision(std::numeric_limits<double>::max_digits10);

   for (int iRow = 0; iRow < cov.GetNrows(); ++iRow) {
      for (int iCol = 0; iCol < cov.GetNcols(); ++iCol) {
         ofile << cov(iRow, iCol);
         if (iCol != cov.GetNcols() - 1)
            ofile << ", ";
      }
      ofile << "\n";
   }

   ofile.close();
}

You would use it like:

std::unique_ptr<RooFitResult> result{model.fitTo(*data, Save())};
saveRooFitCovMatrix(*result, "covarianceMatrix.txt");

The output would look like:

0.00090086395306402506, 1.7919161569678971e-05
1.7919161569678971e-05, 0.00048056506926952091

I hope this solution works for you!

Cheers,
Jonas

[Chirag_Rathi]

Thank you very much! It worked! I made some changes to your code as I wanted to calculate and append the multiple covariance matrices to the text file. But I used your code heavily as a reference. Thank you very much once again!