ROOT 6.10/09 Reference Guide |
Hypothesis Test Calculator based on the asymptotic formulae for the profile likelihood ratio.
Performs hypothesis tests using asymptotic formula for the profile likelihood and Asimov data set
See G. Cowan, K. Cranmer, E. Gross and O. Vitells: Asymptotic formulae for likelihood- based tests of new physics. Eur. Phys. J., C71:1–19, 2011. It provides method to perform an hypothesis tests using the likelihood function and computes the p values for the null and the alternate using the asymptotic formulae for the profile likelihood ratio described in the given paper.
The calculator provides methods to produce the Asimov dataset, i.e a dataset generated where the observed values are equal to the expected ones. The Asimov data set is then used to compute the observed asymptotic p-value for the alternate hypothesis and the asymptotic expected p-values.
The asymptotic formulae are valid only for one POI (parameter of interest). So the calculator works only for one-dimensional (one POI) model. If more than one POI exists consider as POI only the first one is used.
Definition at line 27 of file AsymptoticCalculator.h.
Public Member Functions | |
AsymptoticCalculator (RooAbsData &data, const ModelConfig &altModel, const ModelConfig &nullModel, bool nominalAsimov=false) | |
constructor for asymptotic calculator from Data set and ModelConfig More... | |
~AsymptoticCalculator () | |
const RooArgSet & | GetBestFitParams () const |
return best fit value for all parameters More... | |
const RooArgSet & | GetBestFitPoi () const |
return snapshot of the best fit parameter More... | |
virtual HypoTestResult * | GetHypoTest () const |
re-implement HypoTest computation using the asymptotic More... | |
const RooRealVar * | GetMuHat () const |
return best fit parameter (firs of poi) More... | |
bool | Initialize () const |
initialize the calculator by performing a global fit and make the Asimov data set More... | |
bool | IsOneSidedDiscovery () const |
bool | IsTwoSided () const |
virtual void | SetAlternateModel (const ModelConfig &altModel) |
virtual void | SetData (RooAbsData &data) |
virtual void | SetNullModel (const ModelConfig &nullModel) |
re-implementation of setters since they are needed to re-initialize the calculator More... | |
void | SetOneSided (bool on) |
set test statistic for one sided (upper limits) More... | |
void | SetOneSidedDiscovery (bool on) |
set the test statistics for one-sided discovery More... | |
void | SetQTilde (bool on) |
set using of qtilde, by default is controlled if RoORealVar is limited or not More... | |
void | SetTwoSided () |
set the test statistics for two sided (in case of upper limits for discovery does not make really sense) More... | |
Public Member Functions inherited from RooStats::HypoTestCalculatorGeneric | |
HypoTestCalculatorGeneric (const RooAbsData &data, const ModelConfig &altModel, const ModelConfig &nullModel, TestStatSampler *sampler=0) | |
Constructor. More... | |
~HypoTestCalculatorGeneric () | |
const ModelConfig * | GetAlternateModel (void) const |
const RooAbsData * | GetData (void) const |
virtual const RooArgSet * | GetFitInfo () const |
const ModelConfig * | GetNullModel (void) const |
TestStatSampler * | GetTestStatSampler (void) const |
void | UseSameAltToys () |
to re-use same toys for alternate hypothesis More... | |
Public Member Functions inherited from RooStats::HypoTestCalculator | |
virtual | ~HypoTestCalculator () |
virtual void | SetCommonModel (const ModelConfig &model) |
Static Public Member Functions | |
static RooAbsData * | GenerateAsimovData (const RooAbsPdf &pdf, const RooArgSet &observables) |
generate the asimov data for the observables (not the global ones) need to deal with the case of a sim pdf More... | |
static double | GetExpectedPValues (double pnull, double palt, double nsigma, bool usecls, bool oneSided=true) |
function given the null and the alt p value - return the expected one given the N - sigma value More... | |
static RooAbsData * | MakeAsimovData (RooAbsData &data, const ModelConfig &model, const RooArgSet &poiValues, RooArgSet &globObs, const RooArgSet *genPoiValues=0) |
make the asimov data from the ModelConfig and list of poi - return data set and snapshot of global obs poiValues is the snapshot of POI used for finding the best nuisance parameter values (conditioned at these values) genPoiValues is optionally a different set of POI values used for generating. More... | |
static RooAbsData * | MakeAsimovData (const ModelConfig &model, const RooArgSet &allParamValues, RooArgSet &globObs) |
make a nominal asimov data from the ModelConfig and parameter values The parameter values (including the nuisance) could be given from a fit to data or be at the nominal values More... | |
static void | SetPrintLevel (int level) |
set print level (static function) More... | |
Static Protected Member Functions | |
static double | EvaluateNLL (RooAbsPdf &pdf, RooAbsData &data, const RooArgSet *condObs, const RooArgSet *poiSet=0) |
static void | FillBins (const RooAbsPdf &pdf, const RooArgList &obs, RooAbsData &data, int &index, double &binVolume, int &ibin) |
fill bins by looping recursively on observables More... | |
static RooAbsData * | GenerateAsimovDataSinglePdf (const RooAbsPdf &pdf, const RooArgSet &obs, const RooRealVar &weightVar, RooCategory *channelCat=0) |
compute the asimov data set for an observable of a pdf use the number of bins sets in the observables to do : (possibility to change number of bins) implement integration over bin content More... | |
static RooAbsData * | GenerateCountingAsimovData (RooAbsPdf &pdf, const RooArgSet &obs, const RooRealVar &weightVar, RooCategory *channelCat=0) |
generate counting Asimov data for the case when the pdf cannot be extended assume pdf is a RooPoisson or can be decomposed in a product of RooPoisson, otherwise we cannot know how to make the Asimov data sets in the other cases More... | |
static bool | SetObsToExpected (RooAbsPdf &pdf, const RooArgSet &obs) |
set observed value to the expected one works for Gaussian, Poisson or LogNormal assumes mean parameter value is the argument not constant and not depending on observables (if more than two arguments are not constant will use first one but print a warning !) need to iterate on the components of the Poisson to get n and nu (nu can be a RooAbsReal) (code from G. More... | |
static bool | SetObsToExpected (RooProdPdf &prod, const RooArgSet &obs) |
iterate a Prod pdf to find all the Poisson or Gaussian part to set the observed value to expected one More... | |
Private Attributes | |
RooAbsData * | fAsimovData |
RooArgSet | fAsimovGlobObs |
RooArgSet | fBestFitParams |
RooArgSet | fBestFitPoi |
bool | fIsInitialized |
double | fNLLAsimov |
double | fNLLObs |
bool | fNominalAsimov |
bool | fOneSided |
bool | fOneSidedDiscovery |
int | fUseQTilde |
flag to check if calculator is initialized More... | |
Static Private Attributes | |
static int | fgPrintLevel = 1 |
Additional Inherited Members | |
Protected Member Functions inherited from RooStats::HypoTestCalculatorGeneric | |
virtual int | CheckHook (void) const |
virtual void | PostHook () const |
virtual int | PreAltHook (RooArgSet *, double) const |
virtual void | PreHook () const |
virtual int | PreNullHook (RooArgSet *, double) const |
Protected Attributes inherited from RooStats::HypoTestCalculatorGeneric | |
const ModelConfig * | fAltModel |
unsigned int | fAltToysSeed |
const RooAbsData * | fData |
TestStatSampler * | fDefaultSampler |
TestStatistic * | fDefaultTestStat |
const ModelConfig * | fNullModel |
TestStatSampler * | fTestStatSampler |
#include <RooStats/AsymptoticCalculator.h>
AsymptoticCalculator::AsymptoticCalculator | ( | RooAbsData & | data, |
const ModelConfig & | altModel, | ||
const ModelConfig & | nullModel, | ||
bool | nominalAsimov = false |
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constructor for asymptotic calculator from Data set and ModelConfig
Definition at line 92 of file AsymptoticCalculator.cxx.
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Definition at line 40 of file AsymptoticCalculator.h.
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Definition at line 289 of file AsymptoticCalculator.cxx.
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fill bins by looping recursively on observables
Definition at line 850 of file AsymptoticCalculator.cxx.
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generate the asimov data for the observables (not the global ones) need to deal with the case of a sim pdf
Definition at line 1122 of file AsymptoticCalculator.cxx.
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compute the asimov data set for an observable of a pdf use the number of bins sets in the observables to do : (possibility to change number of bins) implement integration over bin content
Definition at line 1044 of file AsymptoticCalculator.cxx.
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generate counting Asimov data for the case when the pdf cannot be extended assume pdf is a RooPoisson or can be decomposed in a product of RooPoisson, otherwise we cannot know how to make the Asimov data sets in the other cases
Definition at line 1006 of file AsymptoticCalculator.cxx.
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return best fit value for all parameters
Definition at line 103 of file AsymptoticCalculator.h.
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return snapshot of the best fit parameter
Definition at line 99 of file AsymptoticCalculator.h.
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function given the null and the alt p value - return the expected one given the N - sigma value
Definition at line 801 of file AsymptoticCalculator.cxx.
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re-implement HypoTest computation using the asymptotic
It performs an hypothesis tests using the likelihood function and computes the p values for the null and the alternate using the asymptotic formulae for the profile likelihood ratio.
See G. Cowan, K. Cranmer, E. Gross and O. Vitells. Asymptotic formulae for likelihood- based tests of new physics. Eur. Phys. J., C71:1–19, 2011. The formulae are valid only for one POI. If more than one POI exists consider as POI only the first one
Reimplemented from RooStats::HypoTestCalculatorGeneric.
Definition at line 469 of file AsymptoticCalculator.cxx.
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inline |
return best fit parameter (firs of poi)
Definition at line 101 of file AsymptoticCalculator.h.
bool AsymptoticCalculator::Initialize | ( | ) | const |
initialize the calculator by performing a global fit and make the Asimov data set
Initialize the calculator The initialization will perform a global fit of the model to the data and build an Asimov data set.
It will then also fit the model to the Asimov data set to find the likelihood value of the Asimov data set nominalAsimov is an option for using Asimov data set obtained using nominal nuisance parameter values By default the nuisance parameters are fitted to the data NOTE: If a fit has been done before, one for speeding up could set all the initial parameters to the fit value and in addition set the null snapshot to the best fit
Definition at line 130 of file AsymptoticCalculator.cxx.
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Definition at line 92 of file AsymptoticCalculator.h.
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Definition at line 91 of file AsymptoticCalculator.h.
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make the asimov data from the ModelConfig and list of poi - return data set and snapshot of global obs poiValues is the snapshot of POI used for finding the best nuisance parameter values (conditioned at these values) genPoiValues is optionally a different set of POI values used for generating.
static function to the an Asimov data set given an observed dat set, a model and a snapshot of poi.
By default the same POI are used for generating and for finding the nuisance parameters
Return the asimov data set + global observables set to values satisfying the constraints
Definition at line 1192 of file AsymptoticCalculator.cxx.
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make a nominal asimov data from the ModelConfig and parameter values The parameter values (including the nuisance) could be given from a fit to data or be at the nominal values
static function to the an Asimov data set given the model and the values of all parameters including the nuisance Return the asimov data set + global observables set to values satisfying the constraints
Definition at line 1295 of file AsymptoticCalculator.cxx.
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Reimplemented from RooStats::HypoTestCalculatorGeneric.
Definition at line 81 of file AsymptoticCalculator.h.
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Reimplemented from RooStats::HypoTestCalculatorGeneric.
Definition at line 85 of file AsymptoticCalculator.h.
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re-implementation of setters since they are needed to re-initialize the calculator
Reimplemented from RooStats::HypoTestCalculatorGeneric.
Definition at line 77 of file AsymptoticCalculator.h.
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set observed value to the expected one works for Gaussian, Poisson or LogNormal assumes mean parameter value is the argument not constant and not depending on observables (if more than two arguments are not constant will use first one but print a warning !) need to iterate on the components of the Poisson to get n and nu (nu can be a RooAbsReal) (code from G.
Petrucciani and extended by L.M.)
Definition at line 952 of file AsymptoticCalculator.cxx.
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iterate a Prod pdf to find all the Poisson or Gaussian part to set the observed value to expected one
Definition at line 915 of file AsymptoticCalculator.cxx.
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set test statistic for one sided (upper limits)
Definition at line 67 of file AsymptoticCalculator.h.
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set the test statistics for one-sided discovery
Definition at line 74 of file AsymptoticCalculator.h.
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set print level (static function)
Definition at line 85 of file AsymptoticCalculator.cxx.
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set using of qtilde, by default is controlled if RoORealVar is limited or not
Definition at line 96 of file AsymptoticCalculator.h.
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set the test statistics for two sided (in case of upper limits for discovery does not make really sense)
Definition at line 71 of file AsymptoticCalculator.h.
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Definition at line 144 of file AsymptoticCalculator.h.
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Definition at line 145 of file AsymptoticCalculator.h.
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Definition at line 147 of file AsymptoticCalculator.h.
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Definition at line 146 of file AsymptoticCalculator.h.
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Definition at line 140 of file AsymptoticCalculator.h.
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Definition at line 138 of file AsymptoticCalculator.h.
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Definition at line 142 of file AsymptoticCalculator.h.
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Definition at line 141 of file AsymptoticCalculator.h.
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Definition at line 137 of file AsymptoticCalculator.h.
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Definition at line 135 of file AsymptoticCalculator.h.
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Definition at line 136 of file AsymptoticCalculator.h.
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flag to check if calculator is initialized
Definition at line 139 of file AsymptoticCalculator.h.