#include "TFile.h" #include "TROOT.h" #include "TH1F.h" #include "TCanvas.h" #include "TSystem.h" #include #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; using std::cout, std::endl; // ------------------------------------------------------- void TwoSidedFrequentistUpperLimitWithBands(const char *infile = "", const char *workspaceName = "combined", const char *modelConfigName = "ModelConfig", const char *dataName = "obsData") { double confidenceLevel = 0.95; // degrade/improve number of pseudo-experiments used to define the confidence belt. // value of 1 corresponds to default number of toys in the tail, which is 50/(1-confidenceLevel) double additionalToysFac = 0.5; int nPointsToScan = 20; // number of steps in the parameter of interest int nToyMC = 200; // number of toys used to define the expected limit and band // ------------------------------------------------------- // 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 *inputFile = TFile::Open(filename); // ------------------------------------------------------- // Now get the data and workspace // get the workspace out of the file RooWorkspace *w = (RooWorkspace *)inputFile->Get(workspaceName); // 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); cout << "Found data and ModelConfig:" << endl; mc->Print(); // ------------------------------------------------------- // 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(additionalToysFac); // improve sampling that defines confidence belt // fc.UseAdaptiveSampling(true); // speed it up a bit, but 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. // fc.GetTestStatSampler()->SetTestStatistic(&onesided); // ((ToyMCSampler*) fc.GetTestStatSampler())->SetGenerateBinned(true); ToyMCSampler *toymcsampler = (ToyMCSampler *)fc.GetTestStatSampler(); ProfileLikelihoodTestStat *testStat = dynamic_cast(toymcsampler->GetTestStatistic()); // 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 for the main measurement 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 std::unique_ptr one{mc->GetPdf()->generateSimGlobal(*mc->GetGlobalObservables(), 1)}; const RooArgSet *values = one->get(); std::unique_ptr allVars{mc->GetPdf()->getVariables()}; allVars->assign(*values); // 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; } } histOfUL->Fill(thisUL); // for few events, data is often the same, and UL is often the same // cout << "thisUL = " << thisUL<Draw(); c1->SaveAs("two-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 = 0, band1sigDown = 0, bandMedian = 0, band1sigUp = 0, band2sigUp = 0; 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; }