[RF] Added old function to get covariance matrices

In older ROOT versions, RooMinimizer::FitResult used to have a method called GetCovarianceMatrix. This commit reinstates that old method for compatibility reasons.
root-project · Nov 15, 2024 · cdb00fd · cdb00fd
1 parent 896ed3f
commit cdb00fd
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diff --git a/roofit/roofitcore/inc/RooMinimizer.h b/roofit/roofitcore/inc/RooMinimizer.h
@@ -60,6 +60,7 @@ class RooMinimizer : public TObject {
       double Edm() const { return fEdm; }
       bool IsValid() const { return fValid; }
       int Status() const { return fStatus; }
+      void GetCovarianceMatrix(TMatrixDSym &cov) const;
 
       bool isParameterFixed(unsigned int ipar) const;
 

diff --git a/roofit/roofitcore/src/RooMinimizer.cxx b/roofit/roofitcore/src/RooMinimizer.cxx
@@ -1179,3 +1179,14 @@ bool RooMinimizer::FitResult::isParameterFixed(unsigned int ipar) const
 {
    return fFixedParams.find(ipar) != fFixedParams.end();
 }
+
+void RooMinimizer::FitResult::GetCovarianceMatrix(TMatrixDSym &covs) const
+{
+   const size_t nParams = fParams.size();
+   covs.ResizeTo(nParams, nParams);
+   for (std::size_t ic = 0; ic < nParams; ic++) {
+      for (std::size_t ii = 0; ii < nParams; ii++) {
+         covs(ic, ii) = covMatrix(fCovMatrix, ic, ii);
+      }
+   }
+}