[RF] Compute global correlations for external covariance matrices - #23245
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[RF] Compute global correlations for external covariance matrices#23245guitargeek wants to merge 1 commit into
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When the covariance matrix of a fit result is set via
RooFitResult::setCovarianceMatrix(), as happens for weighted fits with
the SumW2Error or AsymptoticError corrections, the global correlation
coefficients were left unset. RooFitResult::globalCorr() then silently
returned zero for every parameter, and Print("v") showed "<none>".
Compute the global correlation coefficients directly from the provided
matrix, using rho_k^2 = 1 - 1/[V_kk * (V^-1)_kk] = 1 - 1/(C^-1)_kk. For
a matrix coming out of a regular fit this reproduces the values reported
by Minuit exactly, as checked by the new test.
Also fill the legacy global-correlation list in printMultiline() when
possible, so that verbose printing shows the global correlations without
requiring a prior call to one of the globalCorr() accessors.
Closes root-project#12935.
🤖 Done with the help of AI
Test Results 23 files 23 suites 3d 15h 21m 54s ⏱️ For more details on these failures, see this check. Results for commit 204dcef. |
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When the covariance matrix of a fit result is set via RooFitResult::setCovarianceMatrix(), as happens for weighted fits with the SumW2Error or AsymptoticError corrections, the global correlation coefficients were left unset. RooFitResult::globalCorr() then silently returned zero for every parameter, and Print("v") showed "".
Compute the global correlation coefficients directly from the provided matrix, using rho_k^2 = 1 - 1/[V_kk * (V^-1)_kk] = 1 - 1/(C^-1)_kk. For a matrix coming out of a regular fit this reproduces the values reported by Minuit exactly, as checked by the new test.
Also fill the legacy global-correlation list in printMultiline() when possible, so that verbose printing shows the global correlations without requiring a prior call to one of the globalCorr() accessors.
Closes #12935.
🤖 Done with the help of AI