#include "TFile.h" #include "TROOT.h" #include "TH1F.h" #include "TCanvas.h" #include "TSystem.h" #include "RooWorkspace.h" #include "RooSimultaneous.h" #include "RooAbsData.h" #include "RooStats/ModelConfig.h" #include "RooStats/FeldmanCousins.h" #include "RooStats/ToyMCSampler.h" #include "RooStats/PointSetInterval.h" #include "RooStats/ConfidenceBelt.h" #include "RooStats/RooStatsUtils.h" #include "RooStats/ProfileLikelihoodTestStat.h" using namespace RooFit; using namespace RooStats; // ------------------------------------------------------- // The actual macro void OneSidedFrequentistUpperLimitWithBands(const char *infile = "", const char *workspaceName = "combined", const char *modelConfigName = "ModelConfig", const char *dataName = "obsData") { double confidenceLevel = 0.95; int nPointsToScan = 12; int nToyMC = 150; // ------------------------------------------------------- // First part is just to access a user-defined file // or create the standard example file if it doesn't exist const char *filename = ""; if (!strcmp(infile, "")) { filename = "results/example_combined_GaussExample_model.root"; bool fileExist = !gSystem->AccessPathName(filename); // note opposite return code // if file does not exists generate with histfactory if (!fileExist) { // Normally this would be run on the command line cout << "will run standard hist2workspace example" << endl; gROOT->ProcessLine(".! prepareHistFactory ."); gROOT->ProcessLine(".! hist2workspace config/example.xml"); cout << "\n\n---------------------" << endl; cout << "Done creating example input" << endl; cout << "---------------------\n\n" << endl; } } else filename = infile; // Try to open the file TFile *file = TFile::Open(filename); // if input file was specified but not found, quit if (!file) { cout << "StandardRooStatsDemoMacro: Input file " << filename << " is not found" << endl; return; } // ------------------------------------------------------- // Now get the data and workspace // get the workspace out of the file RooWorkspace *w = (RooWorkspace *)file->Get(workspaceName); if (!w) { cout << "workspace not found" << endl; return; } // get the modelConfig out of the file ModelConfig *mc = (ModelConfig *)w->obj(modelConfigName); // get the modelConfig out of the file RooAbsData *data = w->data(dataName); // make sure ingredients are found if (!data || !mc) { w->Print(); cout << "data or ModelConfig was not found" << endl; return; } // ------------------------------------------------------- // Now get the POI for convenience // you may want to adjust the range of your POI RooRealVar *firstPOI = (RooRealVar *)mc->GetParametersOfInterest()->first(); /* firstPOI->setMin(0);*/ /* firstPOI->setMax(10);*/ // -------------------------------------------- // Create and use the FeldmanCousins tool // to find and plot the 95% confidence interval // on the parameter of interest as specified // in the model config // REMEMBER, we will change the test statistic // so this is NOT a Feldman-Cousins interval FeldmanCousins fc(*data, *mc); fc.SetConfidenceLevel(confidenceLevel); fc.AdditionalNToysFactor( 0.5); // degrade/improve sampling that defines confidence belt: in this case makes the example faster /* fc.UseAdaptiveSampling(true); // speed it up a bit, don't use for expected limits*/ fc.SetNBins(nPointsToScan); // set how many points per parameter of interest to scan fc.CreateConfBelt(true); // save the information in the belt for plotting // ------------------------------------------------------- // Feldman-Cousins is a unified limit by definition // but the tool takes care of a few things for us like which values // of the nuisance parameters should be used to generate toys. // so let's just change the test statistic and realize this is // no longer "Feldman-Cousins" but is a fully frequentist Neyman-Construction. /* ProfileLikelihoodTestStatModified onesided(*mc->GetPdf());*/ /* fc.GetTestStatSampler()->SetTestStatistic(&onesided);*/ /* ((ToyMCSampler*) fc.GetTestStatSampler())->SetGenerateBinned(true); */ ToyMCSampler *toymcsampler = (ToyMCSampler *)fc.GetTestStatSampler(); ProfileLikelihoodTestStat *testStat = dynamic_cast(toymcsampler->GetTestStatistic()); testStat->SetOneSided(true); // Since this tool needs to throw toy MC the PDF needs to be // extended or the tool needs to know how many entries in a dataset // per pseudo experiment. // In the 'number counting form' where the entries in the dataset // are counts, and not values of discriminating variables, the // datasets typically only have one entry and the PDF is not // extended. if (!mc->GetPdf()->canBeExtended()) { if (data->numEntries() == 1) fc.FluctuateNumDataEntries(false); else cout << "Not sure what to do about this model" << endl; } if (mc->GetGlobalObservables()) { cout << "will use global observables for unconditional ensemble" << endl; mc->GetGlobalObservables()->Print(); toymcsampler->SetGlobalObservables(*mc->GetGlobalObservables()); } // Now get the interval PointSetInterval *interval = fc.GetInterval(); ConfidenceBelt *belt = fc.GetConfidenceBelt(); // print out the interval on the first Parameter of Interest cout << "\n95% interval on " << firstPOI->GetName() << " is : [" << interval->LowerLimit(*firstPOI) << ", " << interval->UpperLimit(*firstPOI) << "] " << endl; // get observed UL and value of test statistic evaluated there RooArgSet tmpPOI(*firstPOI); double observedUL = interval->UpperLimit(*firstPOI); firstPOI->setVal(observedUL); double obsTSatObsUL = fc.GetTestStatSampler()->EvaluateTestStatistic(*data, tmpPOI); // Ask the calculator which points were scanned RooDataSet *parameterScan = (RooDataSet *)fc.GetPointsToScan(); RooArgSet *tmpPoint; // make a histogram of parameter vs. threshold TH1F *histOfThresholds = new TH1F("histOfThresholds", "", parameterScan->numEntries(), firstPOI->getMin(), firstPOI->getMax()); histOfThresholds->GetXaxis()->SetTitle(firstPOI->GetName()); histOfThresholds->GetYaxis()->SetTitle("Threshold"); // loop through the points that were tested and ask confidence belt // what the upper/lower thresholds were. // For FeldmanCousins, the lower cut off is always 0 for (Int_t i = 0; i < parameterScan->numEntries(); ++i) { tmpPoint = (RooArgSet *)parameterScan->get(i)->clone("temp"); // cout <<"get threshold"<GetAcceptanceRegionMax(*tmpPoint); double poiVal = tmpPoint->getRealValue(firstPOI->GetName()); histOfThresholds->Fill(poiVal, arMax); } TCanvas *c1 = new TCanvas(); c1->Divide(2); c1->cd(1); histOfThresholds->SetMinimum(0); histOfThresholds->Draw(); c1->cd(2); // ------------------------------------------------------- // Now we generate the expected bands and power-constraint // First: find parameter point for mu=0, with conditional MLEs for nuisance parameters std::unique_ptr nll{mc->GetPdf()->createNLL(*data)}; std::unique_ptr profile{nll->createProfile(*mc->GetParametersOfInterest())}; firstPOI->setVal(0.); profile->getVal(); // this will do fit and set nuisance parameters to profiled values RooArgSet *poiAndNuisance = new RooArgSet(); if (mc->GetNuisanceParameters()) poiAndNuisance->add(*mc->GetNuisanceParameters()); poiAndNuisance->add(*mc->GetParametersOfInterest()); w->saveSnapshot("paramsToGenerateData", *poiAndNuisance); RooArgSet *paramsToGenerateData = (RooArgSet *)poiAndNuisance->snapshot(); cout << "\nWill use these parameter points to generate pseudo data for bkg only" << endl; paramsToGenerateData->Print("v"); RooArgSet unconditionalObs; unconditionalObs.add(*mc->GetObservables()); unconditionalObs.add(*mc->GetGlobalObservables()); // comment this out for the original conditional ensemble double CLb = 0; double CLbinclusive = 0; // Now we generate background only and find distribution of upper limits TH1F *histOfUL = new TH1F("histOfUL", "", 100, 0, firstPOI->getMax()); histOfUL->GetXaxis()->SetTitle("Upper Limit (background only)"); histOfUL->GetYaxis()->SetTitle("Entries"); for (int imc = 0; imc < nToyMC; ++imc) { // set parameters back to values for generating pseudo data // cout << "\n get current nuis, set vals, print again" << endl; w->loadSnapshot("paramsToGenerateData"); // poiAndNuisance->Print("v"); std::unique_ptr toyData; // now generate a toy dataset if (!mc->GetPdf()->canBeExtended()) { if (data->numEntries() == 1) toyData = std::unique_ptr{mc->GetPdf()->generate(*mc->GetObservables(), 1)}; else cout << "Not sure what to do about this model" << endl; } else { // cout << "generating extended dataset"<{mc->GetPdf()->generate(*mc->GetObservables(), Extended())}; } // generate global observables // need to be careful for simpdf // RooDataSet* globalData = mc->GetPdf()->generate(*mc->GetGlobalObservables(),1); RooSimultaneous *simPdf = dynamic_cast(mc->GetPdf()); if (!simPdf) { std::unique_ptr one{mc->GetPdf()->generate(*mc->GetGlobalObservables(), 1)}; const RooArgSet *values = one->get(); std::unique_ptr allVars{mc->GetPdf()->getVariables()}; allVars->assign(*values); } else { // try fix for sim pdf for (auto const& tt : simPdf->indexCat()) { auto const& catName = tt.first; // Get pdf associated with state from simpdf RooAbsPdf *pdftmp = simPdf->getPdf(catName.c_str()); // Generate only global variables defined by the pdf associated with this state std::unique_ptr globtmp{pdftmp->getObservables(*mc->GetGlobalObservables())}; std::unique_ptr tmp{pdftmp->generate(*globtmp, 1)}; // Transfer values to output placeholder globtmp->assign(*tmp->get(0)); } } // globalData->Print("v"); // unconditionalObs = *globalData->get(); // mc->GetGlobalObservables()->Print("v"); // delete globalData; // cout << "toy data = " << endl; // toyData->get()->Print("v"); // get test stat at observed UL in observed data firstPOI->setVal(observedUL); double toyTSatObsUL = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData, tmpPOI); // toyData->get()->Print("v"); // cout <<"obsTSatObsUL " <numEntries(); ++i) { tmpPoint = (RooArgSet *)parameterScan->get(i)->clone("temp"); double arMax = belt->GetAcceptanceRegionMax(*tmpPoint); firstPOI->setVal(tmpPoint->getRealValue(firstPOI->GetName())); // double thisTS = profile->getVal(); double thisTS = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData, tmpPOI); // cout << "poi = " << firstPOI->getVal() // << " max is " << arMax << " this profile = " << thisTS << endl; // cout << "thisTS = " << thisTS<getVal(); } else { break; } } /* // loop over points in belt to find upper limit for this toy data double thisUL = 0; for(Int_t i=0; iGetNbinsX(); ++i){ tmpPoint = (RooArgSet*) parameterScan->get(i)->clone("temp"); cout <<"---------------- "<Print("v"); cout << "from hist " << histOfThresholds->GetBinCenter(i+1) <GetBinContent(i+1); // cout << " threshold from Hist = aMax " << arMax<GetAcceptanceRegionMax(*tmpPoint); // cout << "from scan arMax2 = "<< arMax2 << endl; // not the same due to TH1F not TH1D // cout << "scan - hist" << arMax2-arMax << endl; firstPOI->setVal( histOfThresholds->GetBinCenter(i+1)); // double thisTS = profile->getVal(); double thisTS = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData,tmpPOI); // cout << "poi = " << firstPOI->getVal() // << " max is " << arMax << " this profile = " << thisTS << endl; // cout << "thisTS = " << thisTS<getVal(); } else{ break; } } */ histOfUL->Fill(thisUL); // for few events, data is often the same, and UL is often the same // cout << "thisUL = " << thisUL<Draw(); c1->SaveAs("one-sided_upper_limit_output.pdf"); // if you want to see a plot of the sampling distribution for a particular scan point: /* SamplingDistPlot sampPlot; int indexInScan = 0; tmpPoint = (RooArgSet*) parameterScan->get(indexInScan)->clone("temp"); firstPOI->setVal( tmpPoint->getRealValue(firstPOI->GetName()) ); toymcsampler->SetParametersForTestStat(tmpPOI); SamplingDistribution* samp = toymcsampler->GetSamplingDistribution(*tmpPoint); sampPlot.AddSamplingDistribution(samp); sampPlot.Draw(); */ // Now find bands and power constraint Double_t *bins = histOfUL->GetIntegral(); TH1F *cumulative = (TH1F *)histOfUL->Clone("cumulative"); cumulative->SetContent(bins); double band2sigDown, band1sigDown, bandMedian, band1sigUp, band2sigUp; for (int i = 1; i <= cumulative->GetNbinsX(); ++i) { if (bins[i] < RooStats::SignificanceToPValue(2)) band2sigDown = cumulative->GetBinCenter(i); if (bins[i] < RooStats::SignificanceToPValue(1)) band1sigDown = cumulative->GetBinCenter(i); if (bins[i] < 0.5) bandMedian = cumulative->GetBinCenter(i); if (bins[i] < RooStats::SignificanceToPValue(-1)) band1sigUp = cumulative->GetBinCenter(i); if (bins[i] < RooStats::SignificanceToPValue(-2)) band2sigUp = cumulative->GetBinCenter(i); } cout << "-2 sigma band " << band2sigDown << endl; cout << "-1 sigma band " << band1sigDown << " [Power Constraint)]" << endl; cout << "median of band " << bandMedian << endl; cout << "+1 sigma band " << band1sigUp << endl; cout << "+2 sigma band " << band2sigUp << endl; // print out the interval on the first Parameter of Interest cout << "\nobserved 95% upper-limit " << interval->UpperLimit(*firstPOI) << endl; cout << "CLb strict [P(toy>obs|0)] for observed 95% upper-limit " << CLb << endl; cout << "CLb inclusive [P(toy>=obs|0)] for observed 95% upper-limit " << CLbinclusive << endl; }