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 inteval 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

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

Definition at line 71 of file LikelihoodInterval.h.

Public Member Functions
	LikelihoodInterval (const char *name=0)
	default constructor More...

	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 snaphot of best parameter of interest for interval. 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 retun false if the bounds have not been found More...

const RooArgSet *	GetBestFitParameters () 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...

RooAbsReal *	GetLikelihoodRatio ()
	return the profile log-likelihood ratio function More...

virtual RooArgSet *	GetParameters () 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...

ConfInterval &	operator= (const ConfInterval &other)
	operator= More...

Public Member Functions inherited from TNamed
	TNamed ()

	TNamed (const char name, const char title)

	TNamed (const TString &name, const TString &title)

	TNamed (const TNamed &named)
	TNamed copy ctor. More...

virtual	~TNamed ()

virtual void	Clear (Option_t *option="")
	Set name and title to empty strings (""). More...

virtual TObject *	Clone (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...

TNamed &	operator= (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...

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 TObject *	DrawClone (Option_t *option="") const
	Draw a clone of this object in the current pad. 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 TObject *	FindObject (const char *name) const
	Must be redefined in derived classes. More...

virtual TObject *	FindObject (const TObject *obj) const
	Must be redefined in derived classes. More...

virtual Option_t *	GetDrawOption () 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_t *	GetOption () 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...

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...

Bool_t	IsOnHeap () const

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...

void *	operator new (size_t sz)

void *	operator new (size_t sz, void *vp)

void *	operator new[] (size_t sz)

void *	operator new[] (size_t sz, void *vp)

TObject &	operator= (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, Bool_t set)
	Set or unset the user status bits as specified in f. More...

void	SetBit (UInt_t f)

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...

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
RooArgSet *	fBestFitParams
	parameters of interest for this interval More...

Double_t	fConfidenceLevel
	likelihood ratio function used to make contours (managed internally) More...

std::shared_ptr< RooFunctor >	fFunctor
	transient pointer to minimizer class used to find limits and contour More...

RooAbsReal *	fLikelihoodRatio
	snapshot of the model parameters with best fit value (managed internally) More...

std::map< std::string, double >	fLowerLimits
	Requested confidence level (eg. 0.95 for 95% CL) More...

std::shared_ptr< ROOT::Math::IMultiGenFunction >	fMinFunc
	transient pointer to functor class used by the minimizer More...

std::shared_ptr< ROOT::Math::Minimizer >	fMinimizer
	map with cached upper bound values More...

RooArgSet	fParameters

std::map< std::string, double >	fUpperLimits
	map with cached lower bound values More...

Additional Inherited Members
Public Types inherited from TObject
enum	{ kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff }

enum	{ kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }

enum	EStatusBits { kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = 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:

[legend]

Constructor & Destructor Documentation

◆ LikelihoodInterval() [1/2]

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

explicit

default constructor

Default constructor with name and title.

Definition at line 60 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 snaphot of best parameter of interest for interval.

Definition at line 69 of file LikelihoodInterval.cxx.

◆ ~LikelihoodInterval()

LikelihoodInterval::~LikelihoodInterval ( )

virtual

destructor

Destructor.

Definition at line 82 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 149 of file LikelihoodInterval.cxx.

◆ ConfidenceLevel()

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

inlinevirtual

return confidence level

Implements RooStats::ConfInterval.

Definition at line 92 of file LikelihoodInterval.h.

◆ CreateMinimizer()

bool LikelihoodInterval::CreateMinimizer ( )

protected

internal function to create the minimizer for finding the contours

Definition at line 200 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 retun false if the bounds have not been found

Definition at line 276 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 126 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 funciton specify the number of contour point found. In case of error a zero is returned

Definition at line 351 of file LikelihoodInterval.cxx.

◆ GetLikelihoodRatio()

RooAbsReal* RooStats::LikelihoodInterval::GetLikelihoodRatio ( )

inline

return the profile log-likelihood ratio function

Definition at line 123 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 141 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 93 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 102 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 170 of file LikelihoodInterval.cxx.

◆ ResetLimits()

void LikelihoodInterval::ResetLimits ( )

protected

reset the cached limit values

Definition at line 193 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 89 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 106 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 184 of file LikelihoodInterval.cxx.

Member Data Documentation

◆ fBestFitParams

RooArgSet* RooStats::LikelihoodInterval::fBestFitParams

private

parameters of interest for this interval

Definition at line 139 of file LikelihoodInterval.h.

◆ fConfidenceLevel

Double_t RooStats::LikelihoodInterval::fConfidenceLevel

private

likelihood ratio function used to make contours (managed internally)

Definition at line 141 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 145 of file LikelihoodInterval.h.

◆ fLikelihoodRatio

RooAbsReal* RooStats::LikelihoodInterval::fLikelihoodRatio

private

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

Definition at line 140 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 142 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 146 of file LikelihoodInterval.h.

◆ fMinimizer

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

private

map with cached upper bound values

Definition at line 144 of file LikelihoodInterval.h.

◆ fParameters

RooArgSet RooStats::LikelihoodInterval::fParameters

private

Definition at line 138 of file LikelihoodInterval.h.

◆ fUpperLimits

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

private

map with cached lower bound values

Definition at line 143 of file LikelihoodInterval.h.

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

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

References

Public Member Functions

Protected Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ LikelihoodInterval() [1/2]

◆ LikelihoodInterval() [2/2]

◆ ~LikelihoodInterval()

Member Function Documentation

◆ CheckParameters()

◆ ConfidenceLevel()

◆ CreateMinimizer()

◆ FindLimits()

◆ GetBestFitParameters()

◆ GetContourPoints()

◆ GetLikelihoodRatio()

◆ GetParameters()

◆ IsInInterval()

◆ LowerLimit() [1/2]

◆ LowerLimit() [2/2]

◆ ResetLimits()

◆ SetConfidenceLevel()

◆ UpperLimit() [1/2]

◆ UpperLimit() [2/2]

Member Data Documentation

◆ fBestFitParams

◆ fConfidenceLevel

◆ fFunctor

◆ fLikelihoodRatio

◆ fLowerLimits

◆ fMinFunc

◆ fMinimizer

◆ fParameters

◆ fUpperLimits