ROOT 6.08/07 Reference Guide |
TestStatistic that returns the ratio of profiled likelihoods.
By default the calculation is:
\[ \log{ \frac{ \lambda(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { \lambda(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } } \]
where \( \lambda \) is the profile likelihood ratio, so the MLE for the null and alternate are subtracted off.
If SetSubtractMLE(false)
then it calculates:
\[ \log{ \frac{ L(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { L(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } } \]
where \( L \) is the Likelihood function.
The values of the parameters of interest for the alternative hypothesis are taken at the time of the construction. If empty, it treats all free parameters as nuisance parameters.
The value of the parameters of interest for the null hypotheses are given at each call of Evaluate.
This test statistic is often called the Tevatron test statistic, because it has been used by the Tevatron experiments.
Definition at line 73 of file RatioOfProfiledLikelihoodsTestStat.h.
Public Member Functions | |
RatioOfProfiledLikelihoodsTestStat () | |
RatioOfProfiledLikelihoodsTestStat (RooAbsPdf &nullPdf, RooAbsPdf &altPdf, const RooArgSet *altPOI=0) | |
~RatioOfProfiledLikelihoodsTestStat (void) | |
virtual void | EnableDetailedOutput (bool e=true) |
virtual Double_t | Evaluate (RooAbsData &data, RooArgSet &nullParamsOfInterest) |
evaluate the ratio of profile likelihood More... | |
virtual const RooArgSet * | GetDetailedOutput (void) const |
return detailed output: for fits this can be pulls, processing time, ... The returned pointer will not loose validity until another call to Evaluate. More... | |
virtual const TString | GetVarName () const |
Double_t | ProfiledLikelihood (RooAbsData &data, RooArgSet &poi, RooAbsPdf &pdf) |
returns -logL(poi, conditonal MLE of nuisance params) subtract off the global MLE or not depending on the option It is the numerator or the denominator of the ratio (depending on the pdf) L.M. More... | |
virtual void | SetConditionalObservables (const RooArgSet &set) |
void | SetMinimizer (const char *minimizer) |
void | SetPrintLevel (Int_t printLevel) |
void | SetReuseNLL (Bool_t flag) |
void | SetStrategy (Int_t strategy) |
void | SetSubtractMLE (bool subtract) |
void | SetTolerance (Double_t tol) |
Public Member Functions inherited from RooStats::TestStatistic | |
virtual | ~TestStatistic () |
virtual bool | PValueIsRightTail (void) const |
Defines the sign convention of the test statistic. Overwrite function if necessary. More... | |
Static Public Member Functions | |
static void | SetAlwaysReuseNLL (Bool_t flag) |
Private Attributes | |
RooArgSet * | fAltPOI |
ProfileLikelihoodTestStat | fAltProfile |
RooArgSet * | fDetailedOutput |
bool | fDetailedOutputEnabled |
ProfileLikelihoodTestStat | fNullProfile |
Bool_t | fSubtractMLE |
Static Private Attributes | |
static Bool_t | fgAlwaysReuseNll = kTRUE |
#include <RooStats/RatioOfProfiledLikelihoodsTestStat.h>
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Definition at line 77 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 88 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 106 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 121 of file RatioOfProfiledLikelihoodsTestStat.h.
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evaluate the ratio of profile likelihood
Implements RooStats::TestStatistic.
Definition at line 51 of file RatioOfProfiledLikelihoodsTestStat.cxx.
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return detailed output: for fits this can be pulls, processing time, ... The returned pointer will not loose validity until another call to Evaluate.
Reimplemented from RooStats::TestStatistic.
Definition at line 158 of file RatioOfProfiledLikelihoodsTestStat.h.
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Implements RooStats::TestStatistic.
Definition at line 171 of file RatioOfProfiledLikelihoodsTestStat.h.
Double_t RooStats::RatioOfProfiledLikelihoodsTestStat::ProfiledLikelihood | ( | RooAbsData & | data, |
RooArgSet & | poi, | ||
RooAbsPdf & | |||
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returns -logL(poi, conditonal MLE of nuisance params) subtract off the global MLE or not depending on the option It is the numerator or the denominator of the ratio (depending on the pdf) L.M.
: not sure why this method is needed now
Definition at line 32 of file RatioOfProfiledLikelihoodsTestStat.cxx.
Definition at line 24 of file RatioOfProfiledLikelihoodsTestStat.cxx.
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Definition at line 153 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 134 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 146 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 129 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 138 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 175 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 142 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 182 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 180 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 187 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 186 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 184 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 179 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 183 of file RatioOfProfiledLikelihoodsTestStat.h.