[RF] Fix codegen of RooMultiVarGaussian

The codegen implementation for this class was broken because the
function only took one template parameter, which resulted in overload
resolution failure when the passed argument types were different.

This is fixed now, and a unit test is added to prevent future
regressions.

Also, a workaround around a Clad issue is removed from the tests, and
the tolerance parameter of some tests is adjusted, because changing a
prior test had an effect on the random number generation of the Landau
tests.

Author: guitargeek

roofit/roofitcore/inc/RooFit/Detail/MathFuncs.h

@@ -787,8 +787,8 @@ double bernsteinIntegral(double xlo, double xhi, double xmin, double xmax, Doubl
    return norm * (xmax - xmin);
 }
 
-template <typename DoubleArray>
-double multiVarGaussian(int n, DoubleArray x, DoubleArray mu, DoubleArray covI)
+template <typename XArray, typename MuArray, typename CovArray>
+double multiVarGaussian(int n, XArray x, MuArray mu, CovArray covI)
 {
    double result = 0.0;
 

roofit/roofitcore/test/testRooFuncWrapper.cxx

@@ -25,6 +25,7 @@
 #include <RooHistFunc.h>
 #include <RooHistPdf.h>
 #include <RooMinimizer.h>
+#include <RooMultiVarGaussian.h>
 #include <RooPoisson.h>
 #include <RooPolynomial.h>
 #include <RooRealSumPdf.h>
@@ -448,12 +449,8 @@ FactoryTestParams param11{"ClassFactory1D",
                              RooRealVar mu{"mu", "mu", 5, 0, 10};
                              RooRealVar sigma{"sigma", "sigma", 2.0, 0.1, 10};
 
-                             // TODO: When Clad issue #635 is solved, we can
-                             // actually use a complete Gaussian here, also
-                             // with sigma.
                              std::unique_ptr<RooAbsPdf> pdf{RooClassFactory::makePdfInstance(
-                                //"model", "std::exp(-0.5 * (x - mu)*(x - mu) / (sigma * sigma))", {x, mu, sigma})};
-                                "model", "std::exp(-0.5 * (x - mu)*(x - mu))", {x, mu})};
+                                "model", "std::exp(-0.5 * (x - mu)*(x - mu) / (sigma * sigma))", {x, mu, sigma})};
                              ws.import(*pdf);
                              ws.defineSet("observables", "x");
                           },
@@ -463,6 +460,34 @@ FactoryTestParams param11{"ClassFactory1D",
                           5e-3, // increase tolerance because the numeric integration algos are still different
                           /*randomizeParameters=*/true};
 
+FactoryTestParams param12{"RooMultiVarGaussian",
+                          [](RooWorkspace &ws) {
+                             RooRealVar x("x", "x variable", -5, 5);
+                             RooRealVar y("y", "y variable", -5, 5);
+
+                             RooArgList vars(x, y);
+
+                             RooRealVar mean_x("mean_x", "mean of x", 1.0, -5, 5);
+                             RooRealVar mean_y("mean_y", "mean of y", -1.0, -5, 5);
+                             RooArgList means(mean_x, mean_y);
+
+                             TMatrixDSym cov(2);
+                             cov(0, 0) = 1.0; // Var(x)
+                             cov(1, 1) = 1.5; // Var(y)
+                             cov(0, 1) = 0.3; // Cov(x,y)
+                             cov(1, 0) = 0.3;
+
+                             RooMultiVarGaussian mvgauss("model", "Multivariate Gaussian", vars, means, cov);
+
+                             ws.import(mvgauss);
+                             ws.defineSet("observables", vars);
+                          },
+                          [](RooAbsPdf &pdf, RooAbsData &data, RooWorkspace &, RooFit::EvalBackend backend) {
+                             return std::unique_ptr<RooAbsReal>{pdf.createNLL(data, backend)};
+                          },
+                          5e-3, // increase tolerance because the numeric integration algos are still different
+                          /*randomizeParameters=*/true};
+
 FactoryTestParams makeTestParams(const char *name, std::vector<std::string> const &expressions,
                                  double fitResultTolerance, bool randomizeParameters = true)
 {
@@ -515,11 +540,11 @@ auto testValues = testing::Values(
    // We're testing several Landau configurations, because the underlying
    // ROOT::Math::landau_cdf is defined piecewise. Like this, we're covering
    // all possible code paths in the pullback.
-   makeTestParams("RooLandau1", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[1., 0.01, 50.])"}, 6e-3, false),
-   makeTestParams("RooLandau2", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[2.1, 0.01, 50.])"}, 6e-3, false),
-   makeTestParams("RooLandau3", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[10., 0.01, 50.])"}, 6e-3, false),
-   makeTestParams("RooLandau4", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[0.3, 0.01, 50.])"}, 6e-3, false),
-   makeTestParams("RooLandau5", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[0.07, 0.01, 50.])"}, 6e-3, false),
+   makeTestParams("RooLandau1", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[1., 0.01, 50.])"}, 7e-3, false),
+   makeTestParams("RooLandau2", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[2.1, 0.01, 50.])"}, 7e-3, false),
+   makeTestParams("RooLandau3", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[10., 0.01, 50.])"}, 7e-3, false),
+   makeTestParams("RooLandau4", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[0.3, 0.01, 50.])"}, 7e-3, false),
+   makeTestParams("RooLandau5", {"Landau::model(x[5., 0., 30.], ml[6., 1., 30.], sl[0.07, 0.01, 50.])"}, 7e-3, false),
    makeTestParams(
       "RooRealSumPdf1",
       {"Gaussian::gx(x[-10,10],m[0],1.0)", "Chebychev::ch(x,{0.1,0.2,-0.3})", "RealSumPdf::model({gx, ch}, {f[0,1]})"},
@@ -530,7 +555,8 @@ auto testValues = testing::Values(
                   {"x[-10., 10.]", "mean[1., -10., 10.]", "sigma[1., 0.1, 10.]",
                    "expr::gauss_func('std::exp(-0.5*(x - mean) * (x - mean) / (sigma * sigma))', {x, mean, sigma})",
                    "WrapperPdf::model(gauss_func)"},
-                  6e-3, true));
+                  6e-3, true),
+   param12);
 
 INSTANTIATE_TEST_SUITE_P(RooFuncWrapper, FactoryTest, testValues,
                          [](testing::TestParamInfo<FactoryTest::ParamType> const &paramInfo) {