HypoTestInverter class for performing an hypothesis test inversion by scanning the hypothesis test results of an HypoTestCalculator for various values of the parameter of interest.

By looking at the confidence level curve of the result an upper limit, where it intersects the desired confidence level, can be derived. The class implements the RooStats::IntervalCalculator interface and returns an RooStats::HypoTestInverterResult class. The result is a SimpleInterval, which via the method UpperLimit returns to the user the upper limit value.

The HypoTestInverter implements various option for performing the scan. HypoTestInverter::RunFixedScan will scan using a fixed grid the parameter of interest. HypoTestInverter::RunAutoScan will perform an automatic scan to find optimally the curve and it will stop until the desired precision is obtained. The confidence level value at a given point can be done via HypoTestInverter::RunOnePoint. The class can scan the CLs+b values or alternativly CLs (if the method HypoTestInverter::UseCLs has been called).

Contributions to this class have been written by Giovanni Petrucciani and Annapaola Decosa

Definition at line 61 of file HypoTestInverter.h.

Public Types
enum	ECalculatorType { kUndefined = 0, kHybrid = 1, kFrequentist = 2, kAsymptotic = 3 }

Public Member Functions
	HypoTestInverter ()

	HypoTestInverter (HypoTestCalculatorGeneric &hc, RooRealVar *scannedVariable=0, double size=0.05)

	HypoTestInverter (HybridCalculator &hc, RooRealVar *scannedVariable=0, double size=0.05)

	HypoTestInverter (FrequentistCalculator &hc, RooRealVar *scannedVariable, double size=0.05)

	HypoTestInverter (AsymptoticCalculator &hc, RooRealVar *scannedVariable, double size=0.05)

	HypoTestInverter (RooAbsData &data, ModelConfig &sb, ModelConfig &b, RooRealVar *scannedVariable=0, ECalculatorType type=kFrequentist, double size=0.05)
	Constructor from a model for B model and a model for S+B. More...

virtual	~HypoTestInverter ()

void	Clear ()

virtual Double_t	ConfidenceLevel () const
	Get the Confidence level for the test. More...

HypoTestCalculatorGeneric *	GetHypoTestCalculator () const

virtual HypoTestInverterResult *	GetInterval () const
	Main interface to get a ConfInterval, pure virtual. More...

SamplingDistribution *	GetLowerLimitDistribution (bool rebuild=false, int nToys=100)

TestStatistic *	GetTestStatistic () const

SamplingDistribution *	GetUpperLimitDistribution (bool rebuild=false, int nToys=100)

SamplingDistribution *	RebuildDistributions (bool isUpper=true, int nToys=100, TList clsDist=0, TList clsbDist=0, TList clbDist=0, const char outputfile="HypoTestInverterRebuiltDist.root")

bool	RunFixedScan (int nBins, double xMin, double xMax, bool scanLog=false) const

bool	RunLimit (double &limit, double &limitErr, double absTol=0, double relTol=0, const double *hint=0) const

bool	RunOnePoint (double thisX, bool adaptive=false, double clTarget=-1) const

void	SetAutoScan ()

virtual void	SetConfidenceLevel (Double_t cl)
	set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval) More...

virtual void	SetData (RooAbsData &)
	Set the DataSet ( add to the the workspace if not already there ?) More...

void	SetFixedScan (int nBins, double xMin=1, double xMax=-1, bool scanLog=false)

void	SetMaximumToys (int ntoys)

virtual void	SetModel (const ModelConfig &)
	Set the Model. More...

void	SetNumErr (double err)

virtual void	SetTestSize (Double_t size)
	set the size of the test (rate of Type I error) ( e.g. 0.05 for a 95% Confidence Interval) More...

bool	SetTestStatistic (TestStatistic &stat)

void	SetVerbose (int level=1)

virtual Double_t	Size () const
	Get the size of the test (eg. rate of Type I error) More...

void	UseCLs (bool on=true)

Public Member Functions inherited from RooStats::IntervalCalculator
virtual	~IntervalCalculator ()

Static Public Member Functions
static void	SetCloseProof (Bool_t flag)

Protected Member Functions
	HypoTestInverter (const HypoTestInverter &rhs)

void	CreateResults () const

HypoTestResult *	Eval (HypoTestCalculatorGeneric &hc, bool adaptive, double clsTarget) const

HypoTestInverter &	operator= (const HypoTestInverter &rhs)

Static Protected Member Functions
static void	CheckInputModels (const HypoTestCalculatorGeneric &hc, const RooRealVar &scanVar)

static RooRealVar *	GetVariableToScan (const HypoTestCalculatorGeneric &hc)

Private Attributes
ECalculatorType	fCalcType

HypoTestCalculatorGeneric *	fCalculator0

std::unique_ptr< HypoTestCalculatorGeneric >	fHC

std::unique_ptr< TGraphErrors >	fLimitPlot

int	fMaxToys

int	fNBins

double	fNumErr

HypoTestInverterResult *	fResults

bool	fScanLog

RooRealVar *	fScannedVariable
	pointer to the generic hypotest calculator used More...

double	fSize

int	fTotalToysRun
	plot of limits More...

bool	fUseCLs

int	fVerbose

double	fXmax

double	fXmin

Static Private Attributes
static double	fgAbsAccuracy = 0.05

static std::string	fgAlgo = "logSecant"

static double	fgCLAccuracy = 0.005

static bool	fgCloseProof = false

static unsigned int	fgNToys = 500

static double	fgRelAccuracy = 0.05

#include <RooStats/HypoTestInverter.h>

Inheritance diagram for RooStats::HypoTestInverter:

[legend]

Member Enumeration Documentation

◆ ECalculatorType

enum RooStats::HypoTestInverter::ECalculatorType

Enumerator
kUndefined
kHybrid
kFrequentist
kAsymptotic

Definition at line 65 of file HypoTestInverter.h.

Constructor & Destructor Documentation

◆ HypoTestInverter() [1/7]

HypoTestInverter::HypoTestInverter ( )

Definition at line 140 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [2/7]

HypoTestInverter::HypoTestInverter	(	HypoTestCalculatorGeneric &	hc,
		RooRealVar *	scannedVariable = `0`,
		double	size = `0.05`
	)

Definition at line 157 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [3/7]

HypoTestInverter::HypoTestInverter	(	HybridCalculator &	hc,
		RooRealVar *	scannedVariable = `0`,
		double	size = `0.05`
	)

Definition at line 211 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [4/7]

HypoTestInverter::HypoTestInverter	(	FrequentistCalculator &	hc,
		RooRealVar *	scannedVariable,
		double	size = `0.05`
	)

Definition at line 245 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [5/7]

HypoTestInverter::HypoTestInverter	(	AsymptoticCalculator &	hc,
		RooRealVar *	scannedVariable,
		double	size = `0.05`
	)

Definition at line 275 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [6/7]

HypoTestInverter::HypoTestInverter	(	RooAbsData &	data,
		ModelConfig &	sbModel,
		ModelConfig &	bModel,
		RooRealVar *	scannedVariable = `0`,
		ECalculatorType	type = `kFrequentist`,
		double	size = `0.05`
	)

Constructor from a model for B model and a model for S+B.

An HypoTestCalculator (Hybrid of Frequentis) will be created using the S+B model as the null and the B model as the alternate If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model

Definition at line 314 of file HypoTestInverter.cxx.

◆ ~HypoTestInverter()

HypoTestInverter::~HypoTestInverter ( )

virtual

Definition at line 381 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [7/7]

HypoTestInverter::HypoTestInverter ( const HypoTestInverter & rhs )

protected

Definition at line 345 of file HypoTestInverter.cxx.

Member Function Documentation

◆ CheckInputModels()

void HypoTestInverter::CheckInputModels	(	const HypoTestCalculatorGeneric &	hc,
		const RooRealVar &	scanVar
	)

staticprotected

Definition at line 102 of file HypoTestInverter.cxx.

◆ Clear()

void HypoTestInverter::Clear ( )

Definition at line 410 of file HypoTestInverter.cxx.

◆ ConfidenceLevel()

virtual Double_t RooStats::HypoTestInverter::ConfidenceLevel ( ) const

inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 133 of file HypoTestInverter.h.

◆ CreateResults()

void HypoTestInverter::CreateResults ( ) const

protected

Definition at line 417 of file HypoTestInverter.cxx.

◆ Eval()

HypoTestResult * HypoTestInverter::Eval	(	HypoTestCalculatorGeneric &	hc,
		bool	adaptive,
		double	clsTarget
	)		const

protected

Definition at line 477 of file HypoTestInverter.cxx.

◆ GetHypoTestCalculator()

HypoTestCalculatorGeneric* RooStats::HypoTestInverter::GetHypoTestCalculator ( ) const

inline

Definition at line 140 of file HypoTestInverter.h.

◆ GetInterval()

HypoTestInverterResult * HypoTestInverter::GetInterval ( ) const

virtual

Main interface to get a ConfInterval, pure virtual.

Implements RooStats::IntervalCalculator.

Definition at line 446 of file HypoTestInverter.cxx.

◆ GetLowerLimitDistribution()

SamplingDistribution * HypoTestInverter::GetLowerLimitDistribution	(	bool	rebuild = `false`,
		int	nToys = `100`
	)

Definition at line 983 of file HypoTestInverter.cxx.

◆ GetTestStatistic()

TestStatistic * HypoTestInverter::GetTestStatistic ( void ) const

Definition at line 390 of file HypoTestInverter.cxx.

◆ GetUpperLimitDistribution()

SamplingDistribution * HypoTestInverter::GetUpperLimitDistribution	(	bool	rebuild = `false`,
		int	nToys = `100`
	)

Definition at line 1006 of file HypoTestInverter.cxx.

◆ GetVariableToScan()

RooRealVar * HypoTestInverter::GetVariableToScan ( const HypoTestCalculatorGeneric & hc )

staticprotected

Definition at line 82 of file HypoTestInverter.cxx.

◆ operator=()

HypoTestInverter & HypoTestInverter::operator= ( const HypoTestInverter & rhs )

protected

Definition at line 358 of file HypoTestInverter.cxx.

◆ RebuildDistributions()

SamplingDistribution * HypoTestInverter::RebuildDistributions	(	bool	isUpper = `true`,
		int	nToys = `100`,
		TList *	clsDist = `0`,
		TList *	clsbDist = `0`,
		TList *	clbDist = `0`,
		const char *	outputfile = `"HypoTestInverterRebuiltDist.root"`
	)

Definition at line 1034 of file HypoTestInverter.cxx.

◆ RunFixedScan()

bool HypoTestInverter::RunFixedScan	(	int	nBins,
		double	xMin,
		double	xMax,
		bool	scanLog = `false`
	)		const

Definition at line 565 of file HypoTestInverter.cxx.

◆ RunLimit()

bool HypoTestInverter::RunLimit	(	double &	limit,
		double &	limitErr,
		double	absTol = `0`,
		double	relTol = `0`,
		const double *	hint = `0`
	)		const

Definition at line 719 of file HypoTestInverter.cxx.

◆ RunOnePoint()

bool HypoTestInverter::RunOnePoint	(	double	thisX,
		bool	adaptive = `false`,
		double	clTarget = `-1`
	)		const

Definition at line 628 of file HypoTestInverter.cxx.

◆ SetAutoScan()

void RooStats::HypoTestInverter::SetAutoScan ( )

inline

Definition at line 110 of file HypoTestInverter.h.

◆ SetCloseProof()

void HypoTestInverter::SetCloseProof ( Bool_t flag )

static

Definition at line 76 of file HypoTestInverter.cxx.

◆ SetConfidenceLevel()

virtual void RooStats::HypoTestInverter::SetConfidenceLevel ( Double_t cl )

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 129 of file HypoTestInverter.h.

◆ SetData()

void HypoTestInverter::SetData ( RooAbsData & )

virtual

Set the DataSet ( add to the the workspace if not already there ?)

Implements RooStats::IntervalCalculator.

Definition at line 1030 of file HypoTestInverter.cxx.

◆ SetFixedScan()

void RooStats::HypoTestInverter::SetFixedScan	(	int	nBins,
		double	xMin = `1`,
		double	xMax = `-1`,
		bool	scanLog = `false`
	)

inline

Definition at line 103 of file HypoTestInverter.h.

◆ SetMaximumToys()

void RooStats::HypoTestInverter::SetMaximumToys ( int ntoys )

inline

Definition at line 160 of file HypoTestInverter.h.

◆ SetModel()

virtual void RooStats::HypoTestInverter::SetModel ( const ModelConfig & )

inlinevirtual

Set the Model.

Implements RooStats::IntervalCalculator.

Definition at line 124 of file HypoTestInverter.h.

◆ SetNumErr()

void RooStats::HypoTestInverter::SetNumErr ( double err )

inline

Definition at line 163 of file HypoTestInverter.h.

◆ SetTestSize()

virtual void RooStats::HypoTestInverter::SetTestSize ( Double_t size )

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 127 of file HypoTestInverter.h.

◆ SetTestStatistic()

bool HypoTestInverter::SetTestStatistic ( TestStatistic & stat )

Definition at line 400 of file HypoTestInverter.cxx.

◆ SetVerbose()

void RooStats::HypoTestInverter::SetVerbose ( int level = 1 )

inline

Definition at line 157 of file HypoTestInverter.h.

◆ Size()

virtual Double_t RooStats::HypoTestInverter::Size ( ) const

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 131 of file HypoTestInverter.h.

◆ UseCLs()

void RooStats::HypoTestInverter::UseCLs ( bool on = true )

bool RooStats::HypoTestInverter::fScanLog

private

Definition at line 210 of file HypoTestInverter.h.

◆ fScannedVariable

RooRealVar* RooStats::HypoTestInverter::fScannedVariable

private

pointer to the generic hypotest calculator used

Definition at line 206 of file HypoTestInverter.h.

◆ fSize

double RooStats::HypoTestInverter::fSize

private

Definition at line 211 of file HypoTestInverter.h.

◆ fTotalToysRun

int RooStats::HypoTestInverter::fTotalToysRun

mutableprivate

plot of limits

Definition at line 201 of file HypoTestInverter.h.

◆ fUseCLs

bool RooStats::HypoTestInverter::fUseCLs

private

Definition at line 209 of file HypoTestInverter.h.

◆ fVerbose

int RooStats::HypoTestInverter::fVerbose

private

Definition at line 212 of file HypoTestInverter.h.

◆ fXmax

double RooStats::HypoTestInverter::fXmax

private

Definition at line 216 of file HypoTestInverter.h.

◆ fXmin

double RooStats::HypoTestInverter::fXmin

private

Definition at line 215 of file HypoTestInverter.h.

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

roofit/roostats/inc/RooStats/HypoTestInverter.h
roofit/roostats/src/HypoTestInverter.cxx

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Static Protected Member Functions

Private Attributes

Static Private Attributes

Member Enumeration Documentation

◆ ECalculatorType

Constructor & Destructor Documentation

◆ HypoTestInverter() [1/7]

◆ HypoTestInverter() [2/7]

◆ HypoTestInverter() [3/7]

◆ HypoTestInverter() [4/7]

◆ HypoTestInverter() [5/7]

◆ HypoTestInverter() [6/7]

◆ ~HypoTestInverter()

◆ HypoTestInverter() [7/7]

Member Function Documentation

◆ CheckInputModels()

◆ Clear()

◆ ConfidenceLevel()

◆ CreateResults()

◆ Eval()

◆ GetHypoTestCalculator()

◆ GetInterval()

◆ GetLowerLimitDistribution()

◆ GetTestStatistic()

◆ GetUpperLimitDistribution()

◆ GetVariableToScan()

◆ operator=()

◆ RebuildDistributions()

◆ RunFixedScan()

◆ RunLimit()

◆ RunOnePoint()

◆ SetAutoScan()

◆ SetCloseProof()

◆ SetConfidenceLevel()

◆ SetData()

◆ SetFixedScan()

◆ SetMaximumToys()

◆ SetModel()

◆ SetNumErr()

◆ SetTestSize()

◆ SetTestStatistic()

◆ SetVerbose()

◆ Size()

◆ UseCLs()

Member Data Documentation

◆ fCalcType

◆ fCalculator0

◆ fgAbsAccuracy

◆ fgAlgo

◆ fgCLAccuracy

◆ fgCloseProof

◆ fgNToys

◆ fgRelAccuracy

◆ fHC

◆ fLimitPlot

◆ fMaxToys

◆ fNBins

◆ fNumErr

◆ fResults

◆ fScanLog

◆ fScannedVariable

◆ fSize

◆ fTotalToysRun

◆ fUseCLs

◆ fVerbose

◆ fXmax

◆ fXmin