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14 changes: 13 additions & 1 deletion roofit/roofitcore/src/RooBinIntegrator.cxx
Original file line number Diff line number Diff line change
Expand Up @@ -94,7 +94,19 @@ RooBinIntegrator::RooBinIntegrator(const RooAbsFunc &function, int numBins)
tmp->push_back(_xmin[i]+j*(_xmax[i]-_xmin[i])/_numBins) ;
}
}
_binb.emplace_back(tmp->begin(), tmp->end());
std::vector<double> binb{tmp->begin(), tmp->end()};

// The bin boundaries provided by the integrand only include the boundaries
// that lie strictly inside the integration range. To integrate correctly
// over partial bins at the edges of the range, the integration limits need
// to be added as the outermost boundaries (if not already present).
if (binb.empty() || binb.front() > _xmin[i]) {
binb.insert(binb.begin(), _xmin[i]);
}
if (binb.back() < _xmax[i]) {
binb.push_back(_xmax[i]);
}
_binb.emplace_back(std::move(binb));

}
checkLimits();
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93 changes: 93 additions & 0 deletions roofit/roofitcore/test/testRooRealIntegral.cxx
Original file line number Diff line number Diff line change
Expand Up @@ -389,6 +389,99 @@ TEST(RooRealIntegral, RooLinearVarModelIntegratedOverVariableClones)
EXPECT_TRUE(static_cast<RooRealIntegral &>(*integral2).numIntRealVars().empty());
}

// Make sure the RooBinIntegrator gives correct results when the integration
// range boundaries lie inside the bins of the integrand, i.e. the range cuts
// through bins. Previously, the RooBinIntegrator only summed the bins that were
// fully contained in the range and dropped the partial bins at the edges,
// because the integration limits were not added as the outermost bin
// boundaries. Covers GitHub issue #22858.
TEST(RooRealIntegral, RooBinIntegratorPartialRange)
{
using namespace RooFit;

RooHelpers::LocalChangeMsgLevel changeMsgLvl(RooFit::WARNING);

RooRealVar x{"x", "x", 0., 10.};
x.setBins(5); // five bins of width 2: edges at 0, 2, 4, 6, 8, 10

const double heights[5] = {1.0, 3.0, 2.0, 4.0, 1.5};

RooDataHist dh{"dh", "", x};
for (int i = 0; i < 5; ++i) {
dh.set(i, heights[i], 0.0);
}

// We compare the analytic RooHistPdf integral (which is known to be correct)
// against the numeric one that uses the RooBinIntegrator, for various ranges
// that cut through the bins in different ways.
auto checkRange = [&](const char *name, double lo, double hi) {
x.setRange(name, lo, hi);

RooHistPdf analytic{"analytic", "", x, dh, 0};
RooHistPdf numeric{"numeric", "", x, dh, 0};
numeric.forceNumInt(true);

std::unique_ptr<RooAbsReal> integAna{analytic.createIntegral(x, Range(name))};
std::unique_ptr<RooAbsReal> integNum{numeric.createIntegral(x, Range(name))};

EXPECT_NEAR(integNum->getVal(), integAna->getVal(), 1e-12)
<< "RooBinIntegrator disagrees with the analytic integral for range [" << lo << ", " << hi << "]";
};

checkRange("full", 0.0, 10.0); // full range
checkRange("partial", 3.0, 7.0); // both boundaries cut through bins (the original report)
checkRange("aligned", 2.0, 8.0); // boundaries coincide with bin edges
checkRange("singlebin", 3.0, 3.5); // range entirely inside a single bin
checkRange("leftpart", 3.0, 10.0); // only the lower boundary cuts through a bin
checkRange("rightpart", 0.0, 7.0); // only the upper boundary cuts through a bin

// Explicitly check the value from the original bug report as well.
x.setRange("report", 3.0, 7.0);
RooHistPdf numeric{"numeric", "", x, dh, 0};
numeric.forceNumInt(true);
std::unique_ptr<RooAbsReal> integNum{numeric.createIntegral(x, Range("report"))};
const double binWidth = 2.0;
const double expected = (heights[1] * 1.0 + heights[2] * 2.0 + heights[3] * 1.0) / binWidth; // = 5.5
EXPECT_NEAR(integNum->getVal(), expected, 1e-12);
}

// Like RooBinIntegratorPartialRange, but for a two-dimensional integrand to
// make sure the fix for GitHub issue #22858 also holds for the N-dimensional
// recursive integration path, where the range cuts through bins in every
// dimension. This is the case most likely to regress silently.
TEST(RooRealIntegral, RooBinIntegratorPartialRange2D)
{
using namespace RooFit;

RooHelpers::LocalChangeMsgLevel changeMsgLvl(RooFit::WARNING);

RooRealVar x{"x", "x", 0., 10.};
RooRealVar y{"y", "y", 0., 6.};
x.setBins(5); // edges at 0, 2, 4, 6, 8, 10
y.setBins(3); // edges at 0, 2, 4, 6

RooDataHist dh{"dh", "", {x, y}};
// Fill all 5x3 bins with distinct, non-trivial heights.
for (int i = 0; i < dh.numEntries(); ++i) {
dh.get(i);
dh.set(i, 1.0 + 0.5 * i, 0.0);
}

// The sub-ranges cut through the bins in both dimensions.
x.setRange("sub", 3.0, 7.0); // cuts the x bins [2,4] and [6,8]
y.setRange("sub", 1.0, 5.0); // cuts the y bins [0,2] and [4,6]

RooHistPdf analytic{"analytic", "", {x, y}, dh, 0};
RooHistPdf numeric{"numeric", "", {x, y}, dh, 0};
numeric.forceNumInt(true);

std::unique_ptr<RooAbsReal> integAna{analytic.createIntegral({x, y}, Range("sub"))};
std::unique_ptr<RooAbsReal> integNum{numeric.createIntegral({x, y}, Range("sub"))};

EXPECT_NEAR(integNum->getVal(), integAna->getVal(), 1e-12)
<< "RooBinIntegrator disagrees with the analytic integral for the 2D sub-range";
}

// Make sure that RooFit realizes that Gaussian(x, mu, sigma(x)) needs to be
// integrated analytically.
// Covers GitHub issue #14320.
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