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RooStats::RatioOfProfiledLikelihoodsTestStat Class Reference

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 RooArgSetGetDetailedOutput (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

RooArgSetfAltPOI
 
ProfileLikelihoodTestStat fAltProfile
 
RooArgSetfDetailedOutput
 
bool fDetailedOutputEnabled
 
ProfileLikelihoodTestStat fNullProfile
 
Bool_t fSubtractMLE
 

Static Private Attributes

static Bool_t fgAlwaysReuseNll = kTRUE
 

#include <RooStats/RatioOfProfiledLikelihoodsTestStat.h>

Inheritance diagram for RooStats::RatioOfProfiledLikelihoodsTestStat:
[legend]

Constructor & Destructor Documentation

◆ RatioOfProfiledLikelihoodsTestStat() [1/2]

RooStats::RatioOfProfiledLikelihoodsTestStat::RatioOfProfiledLikelihoodsTestStat ( )
inline

Definition at line 77 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ RatioOfProfiledLikelihoodsTestStat() [2/2]

RooStats::RatioOfProfiledLikelihoodsTestStat::RatioOfProfiledLikelihoodsTestStat ( RooAbsPdf nullPdf,
RooAbsPdf altPdf,
const RooArgSet altPOI = 0 
)
inline

Definition at line 88 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ ~RatioOfProfiledLikelihoodsTestStat()

RooStats::RatioOfProfiledLikelihoodsTestStat::~RatioOfProfiledLikelihoodsTestStat ( void  )
inline

Definition at line 106 of file RatioOfProfiledLikelihoodsTestStat.h.

Member Function Documentation

◆ EnableDetailedOutput()

virtual void RooStats::RatioOfProfiledLikelihoodsTestStat::EnableDetailedOutput ( bool  e = true)
inlinevirtual

Definition at line 121 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ Evaluate()

Double_t RooStats::RatioOfProfiledLikelihoodsTestStat::Evaluate ( RooAbsData data,
RooArgSet nullParamsOfInterest 
)
virtual

evaluate the ratio of profile likelihood

Implements RooStats::TestStatistic.

Definition at line 51 of file RatioOfProfiledLikelihoodsTestStat.cxx.

◆ GetDetailedOutput()

virtual const RooArgSet* RooStats::RatioOfProfiledLikelihoodsTestStat::GetDetailedOutput ( void  ) const
inlinevirtual

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.

◆ GetVarName()

virtual const TString RooStats::RatioOfProfiledLikelihoodsTestStat::GetVarName ( ) const
inlinevirtual

Implements RooStats::TestStatistic.

Definition at line 171 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ ProfiledLikelihood()

Double_t RooStats::RatioOfProfiledLikelihoodsTestStat::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.

: not sure why this method is needed now

Definition at line 32 of file RatioOfProfiledLikelihoodsTestStat.cxx.

◆ SetAlwaysReuseNLL()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetAlwaysReuseNLL ( Bool_t  flag)
static

Definition at line 24 of file RatioOfProfiledLikelihoodsTestStat.cxx.

◆ SetConditionalObservables()

virtual void RooStats::RatioOfProfiledLikelihoodsTestStat::SetConditionalObservables ( const RooArgSet set)
inlinevirtual

Definition at line 153 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetMinimizer()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetMinimizer ( const char *  minimizer)
inline

Definition at line 134 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetPrintLevel()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetPrintLevel ( Int_t  printLevel)
inline

Definition at line 146 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetReuseNLL()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetReuseNLL ( Bool_t  flag)
inline

Definition at line 129 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetStrategy()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetStrategy ( Int_t  strategy)
inline

Definition at line 138 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetSubtractMLE()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetSubtractMLE ( bool  subtract)
inline

Definition at line 175 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetTolerance()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetTolerance ( Double_t  tol)
inline

Definition at line 142 of file RatioOfProfiledLikelihoodsTestStat.h.

Member Data Documentation

◆ fAltPOI

RooArgSet* RooStats::RatioOfProfiledLikelihoodsTestStat::fAltPOI
private

Definition at line 182 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fAltProfile

ProfileLikelihoodTestStat RooStats::RatioOfProfiledLikelihoodsTestStat::fAltProfile
private

Definition at line 180 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fDetailedOutput

RooArgSet* RooStats::RatioOfProfiledLikelihoodsTestStat::fDetailedOutput
private

Definition at line 187 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fDetailedOutputEnabled

bool RooStats::RatioOfProfiledLikelihoodsTestStat::fDetailedOutputEnabled
private

Definition at line 186 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fgAlwaysReuseNll

Bool_t RooStats::RatioOfProfiledLikelihoodsTestStat::fgAlwaysReuseNll = kTRUE
staticprivate

Definition at line 184 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fNullProfile

ProfileLikelihoodTestStat RooStats::RatioOfProfiledLikelihoodsTestStat::fNullProfile
private

Definition at line 179 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fSubtractMLE

Bool_t RooStats::RatioOfProfiledLikelihoodsTestStat::fSubtractMLE
private

Definition at line 183 of file RatioOfProfiledLikelihoodsTestStat.h.


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