SimpleLikelihoodRatioTestStat.h

Go to the documentation of this file.

// @(#)root/roostats:$Id$
// Author: Kyle Cranmer and Sven Kreiss    June 2010
/*************************************************************************
 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers.               *
 * All rights reserved.                                                  *
 *                                                                       *
 * For the licensing terms see $ROOTSYS/LICENSE.                         *
 * For the list of contributors see $ROOTSYS/README/CREDITS.             *
 *************************************************************************/

#ifndef ROOSTATS_SimpleLikelihoodRatioTestStat
#define ROOSTATS_SimpleLikelihoodRatioTestStat




#ifndef ROOT_Rtypes
#include "Rtypes.h"
#endif

#ifndef ROO_NLL_VAR
#include "RooNLLVar.h"
#endif

#ifndef ROO_REAL_VAR
#include "RooRealVar.h"
#endif

#ifndef ROOSTATS_TestStatistic
#include "RooStats/TestStatistic.h"
#endif


namespace RooStats {

   /**

 TestStatistic class that returns -log(L[null] / L[alt]) where
 L is the likelihood.
 It is often called as the LEP Test statistic.

 \ingroup Roostats

 */


   class SimpleLikelihoodRatioTestStat : public TestStatistic {

   public:

      //__________________________________
      SimpleLikelihoodRatioTestStat() :
         fNullPdf(NULL), fAltPdf(NULL)
      {
         // Constructor for proof. Do not use.
         fFirstEval = true;
        fDetailedOutputEnabled = false;
        fDetailedOutput = NULL;
         fNullParameters = NULL;
         fAltParameters = NULL;
    fReuseNll=kFALSE ;
    fNllNull=NULL ;
    fNllAlt=NULL ;
      }

      //__________________________________
      SimpleLikelihoodRatioTestStat(
         RooAbsPdf& nullPdf,
         RooAbsPdf& altPdf
      ) :
         fFirstEval(true)
      {
         // Takes null and alternate parameters from PDF. Can be overridden.

         fNullPdf = &nullPdf;
         fAltPdf = &altPdf;

         RooArgSet * allNullVars = fNullPdf->getVariables();
         fNullParameters = (RooArgSet*) allNullVars->snapshot();
         delete allNullVars; 

         RooArgSet * allAltVars = fAltPdf->getVariables();
         fAltParameters = (RooArgSet*) allAltVars->snapshot();
         delete allAltVars;

         fDetailedOutputEnabled = false;
         fDetailedOutput = NULL;

    fReuseNll=kFALSE ;
    fNllNull=NULL ;
    fNllAlt=NULL ;
      }
      //__________________________________
      SimpleLikelihoodRatioTestStat(
         RooAbsPdf& nullPdf,
         RooAbsPdf& altPdf,
         const RooArgSet& nullParameters,
         const RooArgSet& altParameters
      ) :
         fFirstEval(true)
      {
         // Takes null and alternate parameters from values in nullParameters
         // and altParameters. Can be overridden.
         fNullPdf = &nullPdf;
         fAltPdf = &altPdf;

         fNullParameters = (RooArgSet*) nullParameters.snapshot();
         fAltParameters = (RooArgSet*) altParameters.snapshot();

         fDetailedOutputEnabled = false;
         fDetailedOutput = NULL;

    fReuseNll=kFALSE ;
    fNllNull=NULL ;
    fNllAlt=NULL ;
      }

      //______________________________
      virtual ~SimpleLikelihoodRatioTestStat() {
         if (fNullParameters) delete fNullParameters;
         if (fAltParameters) delete fAltParameters;
    if (fNllNull) delete fNllNull ;
    if (fNllAlt) delete fNllAlt ;
    if (fDetailedOutput) delete fDetailedOutput;
      }

      static void SetAlwaysReuseNLL(Bool_t flag);

      void SetReuseNLL(Bool_t flag) { fReuseNll = flag ; }

      //_________________________________________
      void SetNullParameters(const RooArgSet& nullParameters) {
         if (fNullParameters) delete fNullParameters;
         fFirstEval = true;
         //      if(fNullParameters) delete fNullParameters;
         fNullParameters = (RooArgSet*) nullParameters.snapshot();
      }

      //_________________________________________
      void SetAltParameters(const RooArgSet& altParameters) {
         if (fAltParameters) delete fAltParameters;
         fFirstEval = true;
         //      if(fAltParameters) delete fAltParameters;
         fAltParameters = (RooArgSet*) altParameters.snapshot();
      }

      //______________________________
      bool ParamsAreEqual() {
         // this should be possible with RooAbsCollection
         if (!fNullParameters->equals(*fAltParameters)) return false;

         RooAbsReal* null;
         RooAbsReal* alt;

         TIterator* nullIt = fNullParameters->createIterator();
         TIterator* altIt = fAltParameters->createIterator();
         bool ret = true;
         while ((null = (RooAbsReal*) nullIt->Next()) && (alt = (RooAbsReal*) altIt->Next())) {
            if (null->getVal() != alt->getVal()) ret = false;
         }
         delete nullIt;
         delete altIt;
         return ret;
      }


      // set the conditional observables which will be used when creating the NLL
      // so the pdf's will not be normalized on the conditional observables when computing the NLL 
      virtual void SetConditionalObservables(const RooArgSet& set) {fConditionalObs.removeAll(); fConditionalObs.add(set);}

      //______________________________
      virtual Double_t Evaluate(RooAbsData& data, RooArgSet& nullPOI);

      virtual void EnableDetailedOutput( bool e=true ) { fDetailedOutputEnabled = e; fDetailedOutput = NULL; }
      virtual const RooArgSet* GetDetailedOutput(void) const { return fDetailedOutput; }

      virtual const TString GetVarName() const {
         return "log(L(#mu_{1}) / L(#mu_{0}))";
      }

   private:

      RooAbsPdf* fNullPdf;
      RooAbsPdf* fAltPdf;
      RooArgSet* fNullParameters;
      RooArgSet* fAltParameters;
      RooArgSet fConditionalObs;
      bool fFirstEval;
      
      bool fDetailedOutputEnabled;
      RooArgSet* fDetailedOutput; //!

      RooAbsReal* fNllNull ;  //! transient copy of the null NLL
      RooAbsReal* fNllAlt ; //!  transient copy of the alt NLL
      static Bool_t fgAlwaysReuseNll ;
      Bool_t fReuseNll ;


   protected:
   ClassDef(SimpleLikelihoodRatioTestStat,3)
};

}

#endif