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Reference Guide
RooStats::LikelihoodInterval Class Reference

LikelihoodInterval is a concrete implementation of the RooStats::ConfInterval interface.

It implements a connected N-dimensional intervals based on the contour of a likelihood ratio. The boundary of the interval is equivalent to a MINUIT/MINOS contour about the maximum likelihood estimator

The interval does not need to be an ellipse (eg. it is not the HESSE error matrix). The level used to make the contour is the same as that used in MINOS, eg. it uses Wilks' theorem, which states that under certain regularity conditions the function -2* log (profile likelihood ratio) is asymptotically distributed as a chi^2 with N-dof, where N is the number of parameters of interest.

Note, a boundary on the parameter space (eg. s>= 0) or a degeneracy (eg. mass of signal if Nsig = 0) can lead to violations of the conditions necessary for Wilks' theorem to be true.

Also note, one can use any RooAbsReal as the function that will be used in the contour; however, the level of the contour is based on Wilks' theorem as stated above.

References

  1. F. James., Minuit.Long writeup D506, CERN, 1998.

Definition at line 34 of file LikelihoodInterval.h.

Public Member Functions

 LikelihoodInterval (const char *name, RooAbsReal *, const RooArgSet *, RooArgSet *=0)
 Alternate constructor taking a pointer to the profile likelihood ratio, parameter of interest and optionally a snapshot of best parameter of interest for interval. More...
 
 LikelihoodInterval (const char *name=0)
 default constructor More...
 
virtual ~LikelihoodInterval ()
 destructor More...
 
Bool_t CheckParameters (const RooArgSet &) const
 check if parameters are correct (i.e. they are the POI of this interval) More...
 
virtual Double_t ConfidenceLevel () const
 return confidence level More...
 
Bool_t FindLimits (const RooRealVar &param, double &lower, double &upper)
 find both lower and upper interval boundaries for a given parameter return false if the bounds have not been found More...
 
const RooArgSetGetBestFitParameters () const
 return a pointer to a snapshot with best fit parameter of interest More...
 
Int_t GetContourPoints (const RooRealVar &paramX, const RooRealVar &paramY, Double_t *x, Double_t *y, Int_t npoints=30)
 return the 2D-contour points for the given subset of parameters by default make the contour using 30 points. More...
 
RooAbsRealGetLikelihoodRatio ()
 return the profile log-likelihood ratio function More...
 
virtual RooArgSetGetParameters () const
 return a cloned list of parameters of interest. User manages the return object More...
 
virtual Bool_t IsInInterval (const RooArgSet &) const
 check if given point is in the interval More...
 
Double_t LowerLimit (const RooRealVar &param)
 return the lower bound of the interval on a given parameter More...
 
Double_t LowerLimit (const RooRealVar &param, bool &status)
 Compute lower limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero. More...
 
virtual void SetConfidenceLevel (Double_t cl)
 set the confidence level for the interval (e.g 0.682 for a 1-sigma interval) More...
 
Double_t UpperLimit (const RooRealVar &param)
 return the upper bound of the interval on a given parameter More...
 
Double_t UpperLimit (const RooRealVar &param, bool &status)
 Compute upper limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero. More...
 
- Public Member Functions inherited from RooStats::ConfInterval
 ConfInterval (const char *name=0)
 constructor given name and title More...
 
virtual ~ConfInterval ()
 destructor More...
 
ConfIntervaloperator= (const ConfInterval &other)
 operator= More...
 
- Public Member Functions inherited from TNamed
 TNamed ()
 
 TNamed (const char *name, const char *title)
 
 TNamed (const TNamed &named)
 TNamed copy ctor. More...
 
 TNamed (const TString &name, const TString &title)
 
virtual ~TNamed ()
 TNamed destructor. More...
 
virtual void Clear (Option_t *option="")
 Set name and title to empty strings (""). More...
 
virtual TObjectClone (const char *newname="") const
 Make a clone of an object using the Streamer facility. More...
 
virtual Int_t Compare (const TObject *obj) const
 Compare two TNamed objects. More...
 
virtual void Copy (TObject &named) const
 Copy this to obj. More...
 
virtual void FillBuffer (char *&buffer)
 Encode TNamed into output buffer. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
virtual Bool_t IsSortable () const
 
virtual void ls (Option_t *option="") const
 List TNamed name and title. More...
 
TNamedoperator= (const TNamed &rhs)
 TNamed assignment operator. More...
 
virtual void Print (Option_t *option="") const
 Print TNamed name and title. More...
 
virtual void SetName (const char *name)
 Set the name of the TNamed. More...
 
virtual void SetNameTitle (const char *name, const char *title)
 Set all the TNamed parameters (name and title). More...
 
virtual void SetTitle (const char *title="")
 Set the title of the TNamed. More...
 
virtual Int_t Sizeof () const
 Return size of the TNamed part of the TObject. More...
 
- Public Member Functions inherited from TObject
 TObject ()
 TObject constructor. More...
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
virtual ~TObject ()
 TObject destructor. More...
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad. More...
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action. More...
 
ULong_t CheckedHash ()
 Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object. More...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. More...
 
virtual void Delete (Option_t *option="")
 Delete this object. More...
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object. More...
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects. More...
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs. More...
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad). More...
 
virtual void Dump () const
 Dump contents of object on stdout. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
virtual void Execute (const char *method, const char *params, Int_t *error=0)
 Execute method on this object with the given parameter string, e.g. More...
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=0)
 Execute method on this object with parameters stored in the TObjArray. More...
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py). More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. More...
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes. More...
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes. More...
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Option_tGetOption () const
 
virtual UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. More...
 
Bool_t HasInconsistentHash () const
 Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e. More...
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname". More...
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl. More...
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas. More...
 
void InvertBit (UInt_t f)
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
R__ALWAYS_INLINE Bool_t IsOnHeap () const
 
R__ALWAYS_INLINE Bool_t IsZombie () const
 
void MayNotUse (const char *method) const
 Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary). More...
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. More...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
voidoperator new (size_t sz)
 
voidoperator new (size_t sz, void *vp)
 
voidoperator new[] (size_t sz)
 
voidoperator new[] (size_t sz, void *vp)
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator. More...
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself. More...
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list. More...
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory. More...
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list. More...
 
void ResetBit (UInt_t f)
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename. More...
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out". More...
 
void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object. More...
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id. More...
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
R__ALWAYS_INLINE Bool_t TestBit (UInt_t f) const
 
Int_t TestBits (UInt_t f) const
 
virtual void UseCurrentStyle ()
 Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory. More...
 

Protected Member Functions

bool CreateMinimizer ()
 internal function to create the minimizer for finding the contours More...
 
void ResetLimits ()
 reset the cached limit values More...
 
- Protected Member Functions inherited from TObject
virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected). More...
 
void MakeZombie ()
 

Private Attributes

RooArgSetfBestFitParams
 parameters of interest for this interval More...
 
Double_t fConfidenceLevel
 likelihood ratio function used to make contours (managed internally) More...
 
std::shared_ptr< RooFunctorfFunctor
 transient pointer to minimizer class used to find limits and contour More...
 
RooAbsRealfLikelihoodRatio
 snapshot of the model parameters with best fit value (managed internally) More...
 
std::map< std::string, doublefLowerLimits
 Requested confidence level (eg. 0.95 for 95% CL) More...
 
std::shared_ptr< ROOT::Math::IMultiGenFunctionfMinFunc
 transient pointer to functor class used by the minimizer More...
 
std::shared_ptr< ROOT::Math::MinimizerfMinimizer
 map with cached upper bound values More...
 
RooArgSet fParameters
 
std::map< std::string, doublefUpperLimits
 map with cached lower bound values More...
 

Additional Inherited Members

- Public Types inherited from TObject
enum  {
  kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kInconsistent = 0x08000000,
  kBitMask = 0x00ffffff
}
 
enum  { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }
 
enum  EDeprecatedStatusBits { kObjInCanvas = BIT(3) }
 
enum  EStatusBits {
  kCanDelete = BIT(0), kMustCleanup = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5),
  kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13)
}
 
- Static Public Member Functions inherited from TObject
static Long_t GetDtorOnly ()
 Return destructor only flag. More...
 
static Bool_t GetObjectStat ()
 Get status of object stat flag. More...
 
static void SetDtorOnly (void *obj)
 Set destructor only flag. More...
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable. More...
 
- Protected Attributes inherited from TNamed
TString fName
 
TString fTitle
 

#include <RooStats/LikelihoodInterval.h>

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

◆ LikelihoodInterval() [1/2]

LikelihoodInterval::LikelihoodInterval ( const char *  name = 0)
explicit

default constructor

Default constructor with name and title.

Definition at line 84 of file LikelihoodInterval.cxx.

◆ LikelihoodInterval() [2/2]

LikelihoodInterval::LikelihoodInterval ( const char *  name,
RooAbsReal lr,
const RooArgSet params,
RooArgSet bestParams = 0 
)

Alternate constructor taking a pointer to the profile likelihood ratio, parameter of interest and optionally a snapshot of best parameter of interest for interval.

Definition at line 93 of file LikelihoodInterval.cxx.

◆ ~LikelihoodInterval()

LikelihoodInterval::~LikelihoodInterval ( )
virtual

destructor

Destructor.

Definition at line 106 of file LikelihoodInterval.cxx.

Member Function Documentation

◆ CheckParameters()

Bool_t LikelihoodInterval::CheckParameters ( const RooArgSet parameterPoint) const
virtual

check if parameters are correct (i.e. they are the POI of this interval)

check that the parameters are correct

Implements RooStats::ConfInterval.

Definition at line 173 of file LikelihoodInterval.cxx.

◆ ConfidenceLevel()

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

return confidence level

Implements RooStats::ConfInterval.

Definition at line 55 of file LikelihoodInterval.h.

◆ CreateMinimizer()

bool LikelihoodInterval::CreateMinimizer ( )
protected

internal function to create the minimizer for finding the contours

Definition at line 224 of file LikelihoodInterval.cxx.

◆ FindLimits()

bool LikelihoodInterval::FindLimits ( const RooRealVar param,
double lower,
double upper 
)

find both lower and upper interval boundaries for a given parameter return false if the bounds have not been found

Definition at line 303 of file LikelihoodInterval.cxx.

◆ GetBestFitParameters()

const RooArgSet* RooStats::LikelihoodInterval::GetBestFitParameters ( ) const
inline

return a pointer to a snapshot with best fit parameter of interest

Definition at line 87 of file LikelihoodInterval.h.

◆ GetContourPoints()

Int_t LikelihoodInterval::GetContourPoints ( const RooRealVar paramX,
const RooRealVar paramY,
Double_t x,
Double_t y,
Int_t  npoints = 30 
)

return the 2D-contour points for the given subset of parameters by default make the contour using 30 points.

The User has to preallocate the x and y array which will return the set of x and y points defining the contour. The return value of the function specify the number of contour point found. In case of error a zero is returned

Definition at line 378 of file LikelihoodInterval.cxx.

◆ GetLikelihoodRatio()

RooAbsReal* RooStats::LikelihoodInterval::GetLikelihoodRatio ( )
inline

return the profile log-likelihood ratio function

Definition at line 84 of file LikelihoodInterval.h.

◆ GetParameters()

RooArgSet * LikelihoodInterval::GetParameters ( ) const
virtual

return a cloned list of parameters of interest. User manages the return object

returns list of parameters

Implements RooStats::ConfInterval.

Definition at line 165 of file LikelihoodInterval.cxx.

◆ IsInInterval()

Bool_t LikelihoodInterval::IsInInterval ( const RooArgSet parameterPoint) const
virtual

check if given point is in the interval

This is the main method to satisfy the RooStats::ConfInterval interface.

It returns true if the parameter point is in the interval.

Implements RooStats::ConfInterval.

Definition at line 117 of file LikelihoodInterval.cxx.

◆ LowerLimit() [1/2]

Double_t RooStats::LikelihoodInterval::LowerLimit ( const RooRealVar param)
inline

return the lower bound of the interval on a given parameter

Definition at line 65 of file LikelihoodInterval.h.

◆ LowerLimit() [2/2]

Double_t LikelihoodInterval::LowerLimit ( const RooRealVar param,
bool status 
)

Compute lower limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero.

Definition at line 194 of file LikelihoodInterval.cxx.

◆ ResetLimits()

void LikelihoodInterval::ResetLimits ( )
protected

reset the cached limit values

Definition at line 217 of file LikelihoodInterval.cxx.

◆ SetConfidenceLevel()

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

set the confidence level for the interval (e.g 0.682 for a 1-sigma interval)

Implements RooStats::ConfInterval.

Definition at line 52 of file LikelihoodInterval.h.

◆ UpperLimit() [1/2]

Double_t RooStats::LikelihoodInterval::UpperLimit ( const RooRealVar param)
inline

return the upper bound of the interval on a given parameter

Definition at line 69 of file LikelihoodInterval.h.

◆ UpperLimit() [2/2]

Double_t LikelihoodInterval::UpperLimit ( const RooRealVar param,
bool status 
)

Compute upper limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero.

Definition at line 208 of file LikelihoodInterval.cxx.

Member Data Documentation

◆ fBestFitParams

RooArgSet* RooStats::LikelihoodInterval::fBestFitParams
private

parameters of interest for this interval

Definition at line 100 of file LikelihoodInterval.h.

◆ fConfidenceLevel

Double_t RooStats::LikelihoodInterval::fConfidenceLevel
private

likelihood ratio function used to make contours (managed internally)

Definition at line 102 of file LikelihoodInterval.h.

◆ fFunctor

std::shared_ptr<RooFunctor> RooStats::LikelihoodInterval::fFunctor
private

transient pointer to minimizer class used to find limits and contour

Definition at line 106 of file LikelihoodInterval.h.

◆ fLikelihoodRatio

RooAbsReal* RooStats::LikelihoodInterval::fLikelihoodRatio
private

snapshot of the model parameters with best fit value (managed internally)

Definition at line 101 of file LikelihoodInterval.h.

◆ fLowerLimits

std::map<std::string, double> RooStats::LikelihoodInterval::fLowerLimits
private

Requested confidence level (eg. 0.95 for 95% CL)

Definition at line 103 of file LikelihoodInterval.h.

◆ fMinFunc

std::shared_ptr<ROOT::Math::IMultiGenFunction> RooStats::LikelihoodInterval::fMinFunc
private

transient pointer to functor class used by the minimizer

Definition at line 107 of file LikelihoodInterval.h.

◆ fMinimizer

std::shared_ptr<ROOT::Math::Minimizer > RooStats::LikelihoodInterval::fMinimizer
private

map with cached upper bound values

Definition at line 105 of file LikelihoodInterval.h.

◆ fParameters

RooArgSet RooStats::LikelihoodInterval::fParameters
private

Definition at line 99 of file LikelihoodInterval.h.

◆ fUpperLimits

std::map<std::string, double> RooStats::LikelihoodInterval::fUpperLimits
private

map with cached lower bound values

Definition at line 104 of file LikelihoodInterval.h.

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