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RooProfileLL.h
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1/*****************************************************************************
2 * Project: RooFit *
3 * *
4 * Copyright (c) 2000-2005, Regents of the University of California *
5 * and Stanford University. All rights reserved. *
6 * *
7 * Redistribution and use in source and binary forms, *
8 * with or without modification, are permitted according to the terms *
9 * listed in LICENSE (http://roofit.sourceforge.net/license.txt) *
10 *****************************************************************************/
11
12#ifndef ROOPROFILELL
13#define ROOPROFILELL
14
15#include "RooAbsReal.h"
16#include "RooMinimizer.h"
17#include "RooRealProxy.h"
18#include "RooSetProxy.h"
19#include <map>
20#include <string>
21
22class RooProfileLL : public RooAbsReal {
23public:
24
25 RooProfileLL() ;
26 RooProfileLL(const char *name, const char *title, RooAbsReal& nll, const RooArgSet& observables);
27 RooProfileLL(const RooProfileLL& other, const char* name=0) ;
28 TObject* clone(const char* newname) const override { return new RooProfileLL(*this,newname); }
29
30 void setAlwaysStartFromMin(bool flag) { _startFromMin = flag ; }
31 bool alwaysStartFromMin() const { return _startFromMin ; }
32
34 RooAbsReal& nll() { return const_cast<RooAbsReal&>(_nll.arg()) ; }
35 const RooArgSet& bestFitParams() const ;
36 const RooArgSet& bestFitObs() const ;
37
38 RooAbsReal* createProfile(const RooArgSet& paramsOfInterest) override ;
39
40 bool redirectServersHook(const RooAbsCollection& /*newServerList*/, bool /*mustReplaceAll*/, bool /*nameChange*/, bool /*isRecursive*/) override ;
41
42 void clearAbsMin() { _absMinValid = false ; }
43
44 Int_t numEval() const { return _neval ; }
45
46
47protected:
48
49 void validateAbsMin() const ;
50 void initializeMinimizer() const ;
51
52 RooRealProxy _nll ; ///< Input -log(L) function
53 RooSetProxy _obs ; ///< Parameters of profile likelihood
54 RooSetProxy _par ; ///< Marginalised parameters of likelihood
55 bool _startFromMin ; ///< Always start minimization for global minimum?
56
57 TIterator* _piter ; ///<! Iterator over profile likelihood parameters to be minimized
58 TIterator* _oiter ; ///<! Iterator of profile likelihood output parameter(s)
59
60 mutable std::unique_ptr<RooMinimizer> _minimizer = nullptr ; ///<! Internal minimizer instance
61
62 mutable bool _absMinValid ; ///< flag if absmin is up-to-date
63 mutable double _absMin ; ///< absolute minimum of -log(L)
64 mutable RooArgSet _paramAbsMin ; ///< Parameter values at absolute minimum
65 mutable RooArgSet _obsAbsMin ; ///< Observable values at absolute minimum
66 mutable std::map<std::string,bool> _paramFixed ; ///< Parameter constant status at last time of use
67 mutable Int_t _neval ; ///< Number evaluations used in last minimization
68 double evaluate() const override ;
69
70
71private:
72
73 ClassDefOverride(RooProfileLL,0) // Real-valued function representing profile likelihood of external (likelihood) function
74};
75
76#endif
#define ClassDefOverride(name, id)
Definition: Rtypes.h:339
char name[80]
Definition: TGX11.cxx:110
RooAbsCollection is an abstract container object that can hold multiple RooAbsArg objects.
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:64
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:57
RooMinimizer is a wrapper class around ROOT::Fit:Fitter that provides a seamless interface between th...
Definition: RooMinimizer.h:42
Class RooProfileLL implements the profile likelihood estimator for a given likelihood and set of para...
Definition: RooProfileLL.h:22
const RooArgSet & bestFitObs() const
RooArgSet _paramAbsMin
Parameter values at absolute minimum.
Definition: RooProfileLL.h:64
RooSetProxy _obs
Parameters of profile likelihood.
Definition: RooProfileLL.h:53
Int_t _neval
Number evaluations used in last minimization.
Definition: RooProfileLL.h:67
RooAbsReal * createProfile(const RooArgSet &paramsOfInterest) override
Optimized implementation of createProfile for profile likelihoods.
RooProfileLL()
Default constructor Should only be used by proof.
void initializeMinimizer() const
TIterator * _piter
! Iterator over profile likelihood parameters to be minimized
Definition: RooProfileLL.h:57
void clearAbsMin()
Definition: RooProfileLL.h:42
bool alwaysStartFromMin() const
Definition: RooProfileLL.h:31
RooAbsReal & nll()
Definition: RooProfileLL.h:34
bool _absMinValid
flag if absmin is up-to-date
Definition: RooProfileLL.h:62
std::map< std::string, bool > _paramFixed
Parameter constant status at last time of use.
Definition: RooProfileLL.h:66
RooMinimizer * minimizer()
Definition: RooProfileLL.h:33
void setAlwaysStartFromMin(bool flag)
Definition: RooProfileLL.h:30
bool _startFromMin
Always start minimization for global minimum?
Definition: RooProfileLL.h:55
std::unique_ptr< RooMinimizer > _minimizer
! Internal minimizer instance
Definition: RooProfileLL.h:60
RooArgSet _obsAbsMin
Observable values at absolute minimum.
Definition: RooProfileLL.h:65
TIterator * _oiter
! Iterator of profile likelihood output parameter(s)
Definition: RooProfileLL.h:58
void validateAbsMin() const
Check that parameters and likelihood value for 'best fit' are still valid.
RooSetProxy _par
Marginalised parameters of likelihood.
Definition: RooProfileLL.h:54
double _absMin
absolute minimum of -log(L)
Definition: RooProfileLL.h:63
double evaluate() const override
Evaluate profile likelihood by minimizing likelihood w.r.t.
TObject * clone(const char *newname) const override
Definition: RooProfileLL.h:28
RooRealProxy _nll
Input -log(L) function.
Definition: RooProfileLL.h:52
bool redirectServersHook(const RooAbsCollection &, bool, bool, bool) override
Function that is called at the end of redirectServers().
Int_t numEval() const
Definition: RooProfileLL.h:44
const RooArgSet & bestFitParams() const
const T & arg() const
Return reference to object held in proxy.
Iterator abstract base class.
Definition: TIterator.h:30
Mother of all ROOT objects.
Definition: TObject.h:37