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Reference Guide
RooStats::FeldmanCousins Class Reference

The FeldmanCousins class (like the Feldman-Cousins technique) is essentially a specific configuration of the more general NeymanConstruction.

It is a concrete implementation of the IntervalCalculator interface that, which uses the NeymanConstruction in a particular way. As the name suggests, it returns a ConfidenceInterval. In particular, it produces a RooStats::PointSetInterval, which is a concrete implementation of the ConfInterval interface.

The Neyman Construction is not a uniquely defined statistical technique, it requires that one specify an ordering rule or ordering principle, which is usually encoded by choosing a specific test statistic and limits of integration (corresponding to upper/lower/central limits). As a result, this class must be configured with the corresponding information before it can produce an interval.

In the case of the Feldman-Cousins approach, the ordering principle is the likelihood ratio – motivated by the Neyman-Pearson lemma. When nuisance parameters are involved, the profile likelihood ratio is the natural generalization. One may either choose to perform the construction over the full space of the nuisance parameters, or restrict the nuisance parameters to their conditional MLE (eg. profiled values).

Definition at line 34 of file FeldmanCousins.h.

Public Member Functions

 FeldmanCousins (RooAbsData &data, ModelConfig &model)
 Common constructor. More...
 
virtual ~FeldmanCousins ()
 destructor More...
 
void AdditionalNToysFactor (double fact)
 
virtual Double_t ConfidenceLevel () const
 Get the Confidence level for the test. More...
 
void CreateConfBelt (bool flag=true)
 
void FluctuateNumDataEntries (bool flag=true)
 
ConfidenceBeltGetConfidenceBelt ()
 
virtual PointSetIntervalGetInterval () const
 Main interface to get a ConfInterval (will be a PointSetInterval) More...
 
RooAbsDataGetPointsToScan ()
 
TestStatSamplerGetTestStatSampler () const
 Returns instance of TestStatSampler. More...
 
void SaveBeltToFile (bool flag=true)
 
virtual void SetConfidenceLevel (Double_t cl)
 set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More...
 
virtual void SetData (RooAbsData &)
 Set the DataSet. More...
 
virtual void SetModel (const ModelConfig &)
 set the model More...
 
void SetNBins (Int_t bins)
 
virtual void SetNuisanceParameters (const RooArgSet &)
 specify the nuisance parameters (eg. the rest of the parameters) More...
 
void SetParameterPointsToTest (RooAbsData &pointsToTest)
 User-defined set of points to test. More...
 
virtual void SetParameters (const RooArgSet &)
 specify the parameters of interest in the interval More...
 
virtual void SetPdf (RooAbsPdf &)
 Set the Pdf. More...
 
void SetPOIPointsToTest (RooAbsData &poiToTest)
 User-defined set of points to test. More...
 
virtual void SetTestSize (Double_t size)
 set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) More...
 
virtual Double_t Size () const
 Get the size of the test (eg. rate of Type I error) More...
 
void UseAdaptiveSampling (bool flag=true)
 
- Public Member Functions inherited from RooStats::IntervalCalculator
virtual ~IntervalCalculator ()
 

Private Member Functions

void CreateParameterPoints () const
 initializes fPointsToTest data member (mutable) More...
 
void CreateTestStatSampler () const
 initializes fTestStatSampler data member (mutable) More...
 

Private Attributes

Bool_t fAdaptiveSampling
 
Double_t fAdditionalNToysFactor
 
ConfidenceBeltfConfBelt
 
Bool_t fCreateBelt
 
RooAbsDatafData
 
Bool_t fDoProfileConstruction
 
Bool_t fFluctuateData
 
ModelConfigfModel
 
Int_t fNbins
 
RooAbsDatafPointsToTest
 
RooAbsDatafPOIToTest
 
Bool_t fSaveBeltToFile
 
Double_t fSize
 
ToyMCSamplerfTestStatSampler
 

#include <RooStats/FeldmanCousins.h>

Inheritance diagram for RooStats::FeldmanCousins:
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Constructor & Destructor Documentation

◆ FeldmanCousins()

FeldmanCousins::FeldmanCousins ( RooAbsData data,
ModelConfig model 
)

Common constructor.

standard constructor

Definition at line 68 of file FeldmanCousins.cxx.

◆ ~FeldmanCousins()

FeldmanCousins::~FeldmanCousins ( )
virtual

destructor

Definition at line 89 of file FeldmanCousins.cxx.

Member Function Documentation

◆ AdditionalNToysFactor()

void RooStats::FeldmanCousins::AdditionalNToysFactor ( double  fact)
inline

Definition at line 97 of file FeldmanCousins.h.

◆ ConfidenceLevel()

virtual Double_t RooStats::FeldmanCousins::ConfidenceLevel ( ) const
inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 51 of file FeldmanCousins.h.

◆ CreateConfBelt()

void RooStats::FeldmanCousins::CreateConfBelt ( bool  flag = true)
inline

Definition at line 107 of file FeldmanCousins.h.

◆ CreateParameterPoints()

void FeldmanCousins::CreateParameterPoints ( ) const
private

initializes fPointsToTest data member (mutable)

specify the parameter points to perform the construction.

allow ability to profile on some nuisance parameters

Definition at line 141 of file FeldmanCousins.cxx.

◆ CreateTestStatSampler()

void FeldmanCousins::CreateTestStatSampler ( ) const
private

initializes fTestStatSampler data member (mutable)

specify the Test Statistic and create a ToyMC test statistic sampler

Definition at line 113 of file FeldmanCousins.cxx.

◆ FluctuateNumDataEntries()

void RooStats::FeldmanCousins::FluctuateNumDataEntries ( bool  flag = true)
inline

Definition at line 101 of file FeldmanCousins.h.

◆ GetConfidenceBelt()

ConfidenceBelt* RooStats::FeldmanCousins::GetConfidenceBelt ( )
inline

Definition at line 93 of file FeldmanCousins.h.

◆ GetInterval()

PointSetInterval * FeldmanCousins::GetInterval ( ) const
virtual

Main interface to get a ConfInterval (will be a PointSetInterval)

Main interface to get a RooStats::ConfInterval.

It constructs a RooStats::PointSetInterval.

Implements RooStats::IntervalCalculator.

Definition at line 225 of file FeldmanCousins.cxx.

◆ GetPointsToScan()

RooAbsData* RooStats::FeldmanCousins::GetPointsToScan ( )
inline

Definition at line 88 of file FeldmanCousins.h.

◆ GetTestStatSampler()

TestStatSampler * FeldmanCousins::GetTestStatSampler ( ) const

Returns instance of TestStatSampler.

Use to change properties of TestStatSampler, e.g. GetTestStatSampler.SetTestSize(Double_t size);

Definition at line 104 of file FeldmanCousins.cxx.

◆ SaveBeltToFile()

void RooStats::FeldmanCousins::SaveBeltToFile ( bool  flag = true)
inline

Definition at line 103 of file FeldmanCousins.h.

◆ SetConfidenceLevel()

virtual void RooStats::FeldmanCousins::SetConfidenceLevel ( Double_t  cl)
inlinevirtual

set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 84 of file FeldmanCousins.h.

◆ SetData()

virtual void RooStats::FeldmanCousins::SetData ( RooAbsData )
inlinevirtual

Set the DataSet.

Implements RooStats::IntervalCalculator.

Definition at line 53 of file FeldmanCousins.h.

◆ SetModel()

void FeldmanCousins::SetModel ( const ModelConfig model)
virtual

set the model

Implements RooStats::IntervalCalculator.

Definition at line 98 of file FeldmanCousins.cxx.

◆ SetNBins()

void RooStats::FeldmanCousins::SetNBins ( Int_t  bins)
inline

Definition at line 99 of file FeldmanCousins.h.

◆ SetNuisanceParameters()

virtual void RooStats::FeldmanCousins::SetNuisanceParameters ( const RooArgSet )
inlinevirtual

specify the nuisance parameters (eg. the rest of the parameters)

Definition at line 67 of file FeldmanCousins.h.

◆ SetParameterPointsToTest()

void RooStats::FeldmanCousins::SetParameterPointsToTest ( RooAbsData pointsToTest)
inline

User-defined set of points to test.

Definition at line 72 of file FeldmanCousins.h.

◆ SetParameters()

virtual void RooStats::FeldmanCousins::SetParameters ( const RooArgSet )
inlinevirtual

specify the parameters of interest in the interval

Definition at line 62 of file FeldmanCousins.h.

◆ SetPdf()

virtual void RooStats::FeldmanCousins::SetPdf ( RooAbsPdf )
inlinevirtual

Set the Pdf.

Definition at line 57 of file FeldmanCousins.h.

◆ SetPOIPointsToTest()

void RooStats::FeldmanCousins::SetPOIPointsToTest ( RooAbsData poiToTest)
inline

User-defined set of points to test.

Definition at line 77 of file FeldmanCousins.h.

◆ SetTestSize()

virtual void RooStats::FeldmanCousins::SetTestSize ( Double_t  size)
inlinevirtual

set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 82 of file FeldmanCousins.h.

◆ Size()

virtual Double_t RooStats::FeldmanCousins::Size ( ) const
inlinevirtual

Get the size of the test (eg. rate of Type I error)

Implements RooStats::IntervalCalculator.

Definition at line 49 of file FeldmanCousins.h.

◆ UseAdaptiveSampling()

void RooStats::FeldmanCousins::UseAdaptiveSampling ( bool  flag = true)
inline

Definition at line 95 of file FeldmanCousins.h.

Member Data Documentation

◆ fAdaptiveSampling

Bool_t RooStats::FeldmanCousins::fAdaptiveSampling
private

Definition at line 137 of file FeldmanCousins.h.

◆ fAdditionalNToysFactor

Double_t RooStats::FeldmanCousins::fAdditionalNToysFactor
private

Definition at line 138 of file FeldmanCousins.h.

◆ fConfBelt

ConfidenceBelt* RooStats::FeldmanCousins::fConfBelt
mutableprivate

Definition at line 136 of file FeldmanCousins.h.

◆ fCreateBelt

Bool_t RooStats::FeldmanCousins::fCreateBelt
private

Definition at line 143 of file FeldmanCousins.h.

◆ fData

RooAbsData& RooStats::FeldmanCousins::fData
private

Definition at line 124 of file FeldmanCousins.h.

◆ fDoProfileConstruction

Bool_t RooStats::FeldmanCousins::fDoProfileConstruction
private

Definition at line 141 of file FeldmanCousins.h.

◆ fFluctuateData

Bool_t RooStats::FeldmanCousins::fFluctuateData
private

Definition at line 140 of file FeldmanCousins.h.

◆ fModel

ModelConfig& RooStats::FeldmanCousins::fModel
private

Definition at line 123 of file FeldmanCousins.h.

◆ fNbins

Int_t RooStats::FeldmanCousins::fNbins
private

Definition at line 139 of file FeldmanCousins.h.

◆ fPointsToTest

RooAbsData* RooStats::FeldmanCousins::fPointsToTest
mutableprivate

Definition at line 134 of file FeldmanCousins.h.

◆ fPOIToTest

RooAbsData* RooStats::FeldmanCousins::fPOIToTest
mutableprivate

Definition at line 135 of file FeldmanCousins.h.

◆ fSaveBeltToFile

Bool_t RooStats::FeldmanCousins::fSaveBeltToFile
private

Definition at line 142 of file FeldmanCousins.h.

◆ fSize

Double_t RooStats::FeldmanCousins::fSize
private

Definition at line 122 of file FeldmanCousins.h.

◆ fTestStatSampler

ToyMCSampler* RooStats::FeldmanCousins::fTestStatSampler
mutableprivate

Definition at line 133 of file FeldmanCousins.h.

Libraries for RooStats::FeldmanCousins:
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The documentation for this class was generated from the following files: