ROOT 6.14/05 Reference Guide |
The FeldmanCousins class (like the Feldman-Cousins technique) is essentially a specific configuration of the more general NeymanConstruction.
It is a concrete implementation of the IntervalCalculator interface that, which uses the NeymanConstruction in a particular way. As the name suggests, it returns a ConfidenceInterval. In particular, it produces a RooStats::PointSetInterval, which is a concrete implementation of the ConfInterval interface.
The Neyman Construction is not a uniquely defined statistical technique, it requires that one specify an ordering rule or ordering principle, which is usually encoded by choosing a specific test statistic and limits of integration (corresponding to upper/lower/central limits). As a result, this class must be configured with the corresponding information before it can produce an interval.
In the case of the Feldman-Cousins approach, the ordering principle is the likelihood ratio – motivated by the Neyman-Pearson lemma. When nuisance parameters are involved, the profile likelihood ratio is the natural generalization. One may either choose to perform the construction over the full space of the nuisance parameters, or restrict the nuisance parameters to their conditional MLE (eg. profiled values).
Definition at line 34 of file FeldmanCousins.h.
Public Member Functions | |
FeldmanCousins (RooAbsData &data, ModelConfig &model) | |
Common constructor. More... | |
virtual | ~FeldmanCousins () |
destructor More... | |
void | AdditionalNToysFactor (double fact) |
virtual Double_t | ConfidenceLevel () const |
Get the Confidence level for the test. More... | |
void | CreateConfBelt (bool flag=true) |
void | FluctuateNumDataEntries (bool flag=true) |
ConfidenceBelt * | GetConfidenceBelt () |
virtual PointSetInterval * | GetInterval () const |
Main interface to get a ConfInterval (will be a PointSetInterval) More... | |
RooAbsData * | GetPointsToScan () |
TestStatSampler * | GetTestStatSampler () const |
Returns instance of TestStatSampler. More... | |
void | SaveBeltToFile (bool flag=true) |
virtual void | SetConfidenceLevel (Double_t cl) |
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More... | |
virtual void | SetData (RooAbsData &) |
Set the DataSet. More... | |
virtual void | SetModel (const ModelConfig &) |
set the model More... | |
void | SetNBins (Int_t bins) |
virtual void | SetNuisanceParameters (const RooArgSet &) |
specify the nuisance parameters (eg. the rest of the parameters) More... | |
void | SetParameterPointsToTest (RooAbsData &pointsToTest) |
User-defined set of points to test. More... | |
virtual void | SetParameters (const RooArgSet &) |
specify the parameters of interest in the interval More... | |
virtual void | SetPdf (RooAbsPdf &) |
Set the Pdf. More... | |
void | SetPOIPointsToTest (RooAbsData &poiToTest) |
User-defined set of points to test. More... | |
virtual void | SetTestSize (Double_t size) |
set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) More... | |
virtual Double_t | Size () const |
Get the size of the test (eg. rate of Type I error) More... | |
void | UseAdaptiveSampling (bool flag=true) |
Public Member Functions inherited from RooStats::IntervalCalculator | |
virtual | ~IntervalCalculator () |
Private Member Functions | |
void | CreateParameterPoints () const |
initializes fPointsToTest data member (mutable) More... | |
void | CreateTestStatSampler () const |
initializes fTestStatSampler data member (mutable) More... | |
#include <RooStats/FeldmanCousins.h>
FeldmanCousins::FeldmanCousins | ( | RooAbsData & | data, |
ModelConfig & | model | ||
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destructor
Definition at line 89 of file FeldmanCousins.cxx.
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Definition at line 97 of file FeldmanCousins.h.
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Get the Confidence level for the test.
Implements RooStats::IntervalCalculator.
Definition at line 51 of file FeldmanCousins.h.
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Definition at line 107 of file FeldmanCousins.h.
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initializes fPointsToTest data member (mutable)
specify the parameter points to perform the construction.
allow ability to profile on some nuisance parameters
Definition at line 141 of file FeldmanCousins.cxx.
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initializes fTestStatSampler data member (mutable)
specify the Test Statistic and create a ToyMC test statistic sampler
Definition at line 113 of file FeldmanCousins.cxx.
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Definition at line 101 of file FeldmanCousins.h.
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Definition at line 93 of file FeldmanCousins.h.
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Main interface to get a ConfInterval (will be a PointSetInterval)
Main interface to get a RooStats::ConfInterval.
It constructs a RooStats::PointSetInterval.
Implements RooStats::IntervalCalculator.
Definition at line 225 of file FeldmanCousins.cxx.
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Definition at line 88 of file FeldmanCousins.h.
TestStatSampler * FeldmanCousins::GetTestStatSampler | ( | ) | const |
Returns instance of TestStatSampler.
Use to change properties of TestStatSampler, e.g. GetTestStatSampler.SetTestSize(Double_t size);
Definition at line 104 of file FeldmanCousins.cxx.
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Definition at line 103 of file FeldmanCousins.h.
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)
Implements RooStats::IntervalCalculator.
Definition at line 84 of file FeldmanCousins.h.
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Set the DataSet.
Implements RooStats::IntervalCalculator.
Definition at line 53 of file FeldmanCousins.h.
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set the model
Implements RooStats::IntervalCalculator.
Definition at line 98 of file FeldmanCousins.cxx.
Definition at line 99 of file FeldmanCousins.h.
specify the nuisance parameters (eg. the rest of the parameters)
Definition at line 67 of file FeldmanCousins.h.
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User-defined set of points to test.
Definition at line 72 of file FeldmanCousins.h.
specify the parameters of interest in the interval
Definition at line 62 of file FeldmanCousins.h.
Set the Pdf.
Definition at line 57 of file FeldmanCousins.h.
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User-defined set of points to test.
Definition at line 77 of file FeldmanCousins.h.
set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)
Implements RooStats::IntervalCalculator.
Definition at line 82 of file FeldmanCousins.h.
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Get the size of the test (eg. rate of Type I error)
Implements RooStats::IntervalCalculator.
Definition at line 49 of file FeldmanCousins.h.
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Definition at line 95 of file FeldmanCousins.h.
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Definition at line 137 of file FeldmanCousins.h.
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Definition at line 138 of file FeldmanCousins.h.
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Definition at line 136 of file FeldmanCousins.h.
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Definition at line 143 of file FeldmanCousins.h.
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Definition at line 124 of file FeldmanCousins.h.
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Definition at line 141 of file FeldmanCousins.h.
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Definition at line 140 of file FeldmanCousins.h.
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Definition at line 123 of file FeldmanCousins.h.
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Definition at line 139 of file FeldmanCousins.h.
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Definition at line 134 of file FeldmanCousins.h.
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Definition at line 135 of file FeldmanCousins.h.
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Definition at line 142 of file FeldmanCousins.h.
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Definition at line 122 of file FeldmanCousins.h.
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Definition at line 133 of file FeldmanCousins.h.