[RF] Properly close file and set histo directories in RooStats tutorial

In absense of the memory regulator, one needs to be more correct with
object ownership and closing files.

(cherry picked from commit c4b53f8)

Author: guitargeek

tutorials/roostats/TwoSidedFrequentistUpperLimitWithBands.py

@@ -225,6 +225,7 @@
 
 # make a histogram of parameter vs. threshold
 histOfThresholds = ROOT.TH1F("histOfThresholds", "", parameterScan.numEntries(), firstPOI.getMin(), firstPOI.getMax())
+histOfThresholds.SetDirectory(ROOT.nullptr) # so th histogram doesn't get attached to the file with the workspace
 histOfThresholds.GetXaxis().SetTitle(firstPOI.GetName())
 histOfThresholds.GetYaxis().SetTitle("Threshold")
 
@@ -271,6 +272,7 @@
 
 # Now we generate background only and find distribution of upper limits
 histOfUL = ROOT.TH1F("histOfUL", "", 100, 0, firstPOI.getMax())
+histOfUL.SetDirectory(ROOT.nullptr) # make sure the histogram doesn't get attached to the file with the workspace
 histOfUL.GetXaxis().SetTitle("Upper Limit (background only)")
 histOfUL.GetYaxis().SetTitle("Entries")
 for imc in range(nToyMC):
@@ -340,6 +342,10 @@
     # for few events, data is often the same, and UL is often the same
     # print("thisUL = ", thisUL)
 
+# At this point we can close the input file, since the RooWorkspace is not used
+# anymore.
+inputFile.Close()
+
 histOfUL.Draw()
 c1.SaveAs("two-sided_upper_limit_output.pdf")
 
@@ -356,7 +362,6 @@
 
 # Now find bands and power constraint
 bins = histOfUL.GetIntegral()
-cumulative = ROOT.TH1F()
 cumulative = histOfUL.Clone("cumulative")
 cumulative.SetContent(bins)
 band2sigDown = 0