multivarGaus

Tutorial illustrating the multivariate gaussian random number generation

Author: Jorge Lopez
This notebook tutorial was automatically generated with ROOTBOOK-izer from the macro found in the ROOT repository on Wednesday, August 17, 2022 at 09:34 AM.

In [1]:
ROOT::Math::GSLRandomEngine rnd;
rnd.Initialize();

const int dim = 3;
double pars[dim] = {0, 0, 0.5};
double genpars[dim] = {0, 0, 0};
double cov[dim * dim] = {1.0, -0.2, 0.0, -0.2, 1.0, 0.5, 0.0, 0.5, 0.75};

TH1F* hX = new TH1F("hX", "hX;x;Counts", 100, -5, 5);
TH1F* hY = new TH1F("hY", "hY;y;Counts", 100, -5, 5);
TH1F* hZ = new TH1F("hZ", "hZ;z;Counts", 100, -5, 5);

TH2F* hXY = new TH2F("hXY", "hXY;x;y;Counts", 100, -5, 5, 100, -5, 5);
TH2F* hXZ = new TH2F("hXZ", "hXZ;x;z;Counts", 100, -5, 5, 100, -5, 5);
TH2F* hYZ = new TH2F("hYZ", "hYZ;y;z;Counts", 100, -5, 5, 100, -5, 5);

const int MAX = 10000;
for (int evnts = 0; evnts < MAX; ++evnts) {
  rnd.GaussianND(dim, pars, cov, genpars);
  auto x = genpars[0];
  auto y = genpars[1];
  auto z = genpars[2];
  hX->Fill(x);
  hY->Fill(y);
  hZ->Fill(z);
  hXY->Fill(x, y);
  hXZ->Fill(x, z);
  hYZ->Fill(y, z);
}

TCanvas* c = new TCanvas("c", "Multivariate gaussian random numbers");
c->Divide(3, 2);
c->cd(1);
hX->Draw();
c->cd(2);
hY->Draw();
c->cd(3);
hZ->Draw();
c->cd(4);
hXY->Draw("COL");
c->cd(5);
hXZ->Draw("COL");
c->cd(6);
hYZ->Draw("COL");

Draw all canvases

In [2]:
gROOT->GetListOfCanvases()->Draw()