HypoTestInverter class for performing an hypothesis test inversion by scanning the hypothesis test results of an HypoTestCalculator for various values of the parameter of interest.

By looking at the confidence level curve of the result an upper limit, where it intersects the desired confidence level, can be derived. The class implements the RooStats::IntervalCalculator interface and returns an RooStats::HypoTestInverterResult class. The result is a SimpleInterval, which via the method UpperLimit returns to the user the upper limit value.

The HypoTestInverter implements various option for performing the scan. HypoTestInverter::RunFixedScan will scan using a fixed grid the parameter of interest. HypoTestInverter::RunAutoScan will perform an automatic scan to find optimally the curve and it will stop until the desired precision is obtained. The confidence level value at a given point can be done via HypoTestInverter::RunOnePoint. The class can scan the CLs+b values or alternatively CLs (if the method HypoTestInverter::UseCLs has been called).

Contributions to this class have been written by Giovanni Petrucciani and Annapaola Decosa

Definition at line 36 of file HypoTestInverter.h.

Public Types
enum	ECalculatorType { kUndefined = 0 , kHybrid = 1 , kFrequentist = 2 , kAsymptotic = 3 }

Public Member Functions
	HypoTestInverter ()
	default constructor (doesn't do anything) More...

	HypoTestInverter (AsymptoticCalculator &hc, RooRealVar *scannedVariable, double size=0.05)
	Constructor from a reference to a AsymptoticCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model. More...

	HypoTestInverter (FrequentistCalculator &hc, RooRealVar *scannedVariable, double size=0.05)
	Constructor from a reference to a FrequentistCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model. More...

	HypoTestInverter (HybridCalculator &hc, RooRealVar *scannedVariable=0, double size=0.05)
	Constructor from a reference to a HybridCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model. More...

	HypoTestInverter (HypoTestCalculatorGeneric &hc, RooRealVar *scannedVariable=0, double size=0.05)
	Constructor from a HypoTestCalculatorGeneric The HypoTest calculator must be a FrequentistCalculator or HybridCalculator type Other type of calculators are not supported. More...

	HypoTestInverter (RooAbsData &data, ModelConfig &sb, ModelConfig &b, RooRealVar *scannedVariable=0, ECalculatorType type=kFrequentist, double size=0.05)
	Constructor from a model for B model and a model for S+B. More...

virtual	~HypoTestInverter ()
	destructor (delete the HypoTestInverterResult) More...

void	Clear ()
	delete contained result and graph More...

virtual Double_t	ConfidenceLevel () const
	Get the Confidence level for the test. More...

HypoTestCalculatorGeneric *	GetHypoTestCalculator () const

virtual HypoTestInverterResult *	GetInterval () const
	Run a fixed scan or the automatic scan depending on the configuration Return if needed a copy of the result object which will be managed by the user. More...

SamplingDistribution *	GetLowerLimitDistribution (bool rebuild=false, int nToys=100)
	get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy More...

TestStatistic *	GetTestStatistic () const
	return the test statistic which is or will be used by the class More...

SamplingDistribution *	GetUpperLimitDistribution (bool rebuild=false, int nToys=100)
	get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy The nuisance parameter value used for rebuild is the current one in the model so it is user responsibility to set to the desired value (nomi More...

SamplingDistribution *	RebuildDistributions (bool isUpper=true, int nToys=100, TList clsDist=0, TList clsbDist=0, TList clbDist=0, const char outputfile="HypoTestInverterRebuiltDist.root")
	rebuild the sampling distributions by generating some toys and find for each of them a new upper limit Return the upper limit distribution and optionally also the pValue distributions for Cls, Clsb and Clbxs as a TList for each scanned point The method uses the present parameter value. More...

bool	RunFixedScan (int nBins, double xMin, double xMax, bool scanLog=false) const
	Run a Fixed scan in npoints between min and max. More...

bool	RunLimit (double &limit, double &limitErr, double absTol=0, double relTol=0, const double *hint=0) const
	run an automatic scan until the desired accuracy is reached Start by default from the full interval (min,max) of the POI and then via bisection find the line crossing the target line Optionally an hint can be provided and the scan will be done closer to that value If by bisection the desired accuracy will not be reached a fit to the points is performed More...

bool	RunOnePoint (double thisX, bool adaptive=false, double clTarget=-1) const
	run only one point at the given POI value More...

void	SetAutoScan ()

virtual void	SetConfidenceLevel (Double_t cl)
	set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval) More...

virtual void	SetData (RooAbsData &)
	Set the DataSet ( add to the the workspace if not already there ?) More...

void	SetFixedScan (int nBins, double xMin=1, double xMax=-1, bool scanLog=false)

void	SetMaximumToys (int ntoys)

virtual void	SetModel (const ModelConfig &)
	Set the Model. More...

void	SetNumErr (double err)

virtual void	SetTestSize (Double_t size)
	set the size of the test (rate of Type I error) ( e.g. 0.05 for a 95% Confidence Interval) More...

bool	SetTestStatistic (TestStatistic &stat)
	set the test statistic to use More...

void	SetVerbose (int level=1)

virtual Double_t	Size () const
	Get the size of the test (eg. rate of Type I error) More...

void	UseCLs (bool on=true)

Public Member Functions inherited from RooStats::IntervalCalculator
virtual	~IntervalCalculator ()

virtual Double_t	ConfidenceLevel () const =0
	Get the Confidence level for the test. More...

virtual ConfInterval *	GetInterval () const =0
	Main interface to get a ConfInterval, pure virtual. More...

virtual void	SetConfidenceLevel (Double_t cl)=0
	set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval) More...

virtual void	SetData (RooAbsData &)=0
	Set the DataSet ( add to the the workspace if not already there ?) More...

virtual void	SetModel (const ModelConfig &)=0
	Set the Model. More...

virtual void	SetTestSize (Double_t size)=0
	set the size of the test (rate of Type I error) ( e.g. 0.05 for a 95% Confidence Interval) More...

virtual Double_t	Size () const =0
	Get the size of the test (eg. rate of Type I error) More...

Static Public Member Functions
static void	SetCloseProof (Bool_t flag)
	set flag to close proof for every new run More...

Protected Member Functions
	HypoTestInverter (const HypoTestInverter &rhs)
	copy-constructor NOTE: this class does not copy the contained result and the HypoTestCalculator, but only the pointers It requires the original HTI to be alive More...

void	CreateResults () const
	create a new HypoTestInverterResult to hold all computed results More...

HypoTestResult *	Eval (HypoTestCalculatorGeneric &hc, bool adaptive, double clsTarget) const
	Run the Hypothesis test at a previous configured point (internal function called by RunOnePoint) More...

HypoTestInverter &	operator= (const HypoTestInverter &rhs)
	assignment operator NOTE: this class does not copy the contained result and the HypoTestCalculator, but only the pointers It requires the original HTI to be alive More...

Static Protected Member Functions
static void	CheckInputModels (const HypoTestCalculatorGeneric &hc, const RooRealVar &scanVar)
	check the model given the given hypotestcalculator More...

static RooRealVar *	GetVariableToScan (const HypoTestCalculatorGeneric &hc)
	get the variable to scan try first with null model if not go to alternate model More...

Private Attributes
ECalculatorType	fCalcType

HypoTestCalculatorGeneric *	fCalculator0

std::unique_ptr< HypoTestCalculatorGeneric >	fHC

std::unique_ptr< TGraphErrors >	fLimitPlot

int	fMaxToys

int	fNBins

double	fNumErr

HypoTestInverterResult *	fResults

bool	fScanLog

RooRealVar *	fScannedVariable
	pointer to the generic hypotest calculator used More...

double	fSize

int	fTotalToysRun
	plot of limits More...

bool	fUseCLs

int	fVerbose

double	fXmax

double	fXmin

Static Private Attributes
static double	fgAbsAccuracy = 0.05

static std::string	fgAlgo = "logSecant"

static double	fgCLAccuracy = 0.005

static bool	fgCloseProof = false

static unsigned int	fgNToys = 500

static double	fgRelAccuracy = 0.05

#include <RooStats/HypoTestInverter.h>

Inheritance diagram for RooStats::HypoTestInverter:

[legend]

Member Enumeration Documentation

◆ ECalculatorType

enum RooStats::HypoTestInverter::ECalculatorType

Enumerator
kUndefined
kHybrid
kFrequentist
kAsymptotic

Definition at line 40 of file HypoTestInverter.h.

Constructor & Destructor Documentation

◆ HypoTestInverter() [1/7]

HypoTestInverter::HypoTestInverter ( )

default constructor (doesn't do anything)

Definition at line 166 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [2/7]

HypoTestInverter::HypoTestInverter	(	HypoTestCalculatorGeneric &	hc,
		RooRealVar *	scannedVariable = `0`,
		double	size = `0.05`
	)

Constructor from a HypoTestCalculatorGeneric The HypoTest calculator must be a FrequentistCalculator or HybridCalculator type Other type of calculators are not supported.

The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model

Definition at line 191 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [3/7]

HypoTestInverter::HypoTestInverter	(	HybridCalculator &	hc,
		RooRealVar *	scannedVariable = `0`,
		double	size = `0.05`
	)

Constructor from a reference to a HybridCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model.

Definition at line 244 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [4/7]

HypoTestInverter::HypoTestInverter	(	FrequentistCalculator &	hc,
		RooRealVar *	scannedVariable,
		double	size = `0.05`
	)

Constructor from a reference to a FrequentistCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model.

Definition at line 277 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [5/7]

HypoTestInverter::HypoTestInverter	(	AsymptoticCalculator &	hc,
		RooRealVar *	scannedVariable,
		double	size = `0.05`
	)

Constructor from a reference to a AsymptoticCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model.

Definition at line 309 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [6/7]

HypoTestInverter::HypoTestInverter	(	RooAbsData &	data,
		ModelConfig &	sbModel,
		ModelConfig &	bModel,
		RooRealVar *	scannedVariable = `0`,
		ECalculatorType	type = `kFrequentist`,
		double	size = `0.05`
	)

Constructor from a model for B model and a model for S+B.

An HypoTestCalculator (Hybrid of Frequentis) will be created using the S+B model as the null and the B model as the alternate If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model

Definition at line 342 of file HypoTestInverter.cxx.

◆ ~HypoTestInverter()

HypoTestInverter::~HypoTestInverter ( )

virtual

destructor (delete the HypoTestInverterResult)

Definition at line 415 of file HypoTestInverter.cxx.

◆ HypoTestInverter() [7/7]

HypoTestInverter::HypoTestInverter ( const HypoTestInverter & rhs )

protected

copy-constructor NOTE: this class does not copy the contained result and the HypoTestCalculator, but only the pointers It requires the original HTI to be alive

Definition at line 378 of file HypoTestInverter.cxx.

Member Function Documentation

◆ CheckInputModels()

void HypoTestInverter::CheckInputModels	(	const HypoTestCalculatorGeneric &	hc,
		const RooRealVar &	scanVar
	)

staticprotected

check the model given the given hypotestcalculator

Definition at line 126 of file HypoTestInverter.cxx.

◆ Clear()

void HypoTestInverter::Clear ( )

delete contained result and graph

Definition at line 448 of file HypoTestInverter.cxx.

◆ ConfidenceLevel()

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

inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 108 of file HypoTestInverter.h.

◆ CreateResults()

void HypoTestInverter::CreateResults ( ) const

protected

create a new HypoTestInverterResult to hold all computed results

Definition at line 457 of file HypoTestInverter.cxx.

◆ Eval()

HypoTestResult * HypoTestInverter::Eval	(	HypoTestCalculatorGeneric &	hc,
		bool	adaptive,
		double	clsTarget
	)		const

protected

Run the Hypothesis test at a previous configured point (internal function called by RunOnePoint)

Definition at line 520 of file HypoTestInverter.cxx.

◆ GetHypoTestCalculator()

HypoTestCalculatorGeneric * RooStats::HypoTestInverter::GetHypoTestCalculator ( ) const

inline

Definition at line 115 of file HypoTestInverter.h.

◆ GetInterval()

HypoTestInverterResult * HypoTestInverter::GetInterval ( ) const

virtual

Run a fixed scan or the automatic scan depending on the configuration Return if needed a copy of the result object which will be managed by the user.

Implements RooStats::IntervalCalculator.

Definition at line 489 of file HypoTestInverter.cxx.

◆ GetLowerLimitDistribution()

SamplingDistribution * HypoTestInverter::GetLowerLimitDistribution	(	bool	rebuild = `false`,
		int	nToys = `100`
	)

get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy

Definition at line 1026 of file HypoTestInverter.cxx.

◆ GetTestStatistic()

TestStatistic * HypoTestInverter::GetTestStatistic ( void ) const

return the test statistic which is or will be used by the class

Definition at line 424 of file HypoTestInverter.cxx.

◆ GetUpperLimitDistribution()

SamplingDistribution * HypoTestInverter::GetUpperLimitDistribution	(	bool	rebuild = `false`,
		int	nToys = `100`
	)

get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy The nuisance parameter value used for rebuild is the current one in the model so it is user responsibility to set to the desired value (nomi

Definition at line 1053 of file HypoTestInverter.cxx.

◆ GetVariableToScan()

RooRealVar * HypoTestInverter::GetVariableToScan ( const HypoTestCalculatorGeneric & hc )

staticprotected

get the variable to scan try first with null model if not go to alternate model

Definition at line 105 of file HypoTestInverter.cxx.

◆ operator=()

HypoTestInverter & HypoTestInverter::operator= ( const HypoTestInverter & rhs )

protected

assignment operator NOTE: this class does not copy the contained result and the HypoTestCalculator, but only the pointers It requires the original HTI to be alive

Definition at line 393 of file HypoTestInverter.cxx.

◆ RebuildDistributions()

SamplingDistribution * HypoTestInverter::RebuildDistributions	(	bool	isUpper = `true`,
		int	nToys = `100`,
		TList *	clsDist = `0`,
		TList *	clsbDist = `0`,
		TList *	clbDist = `0`,
		const char *	outputfile = `"HypoTestInverterRebuiltDist.root"`
	)

rebuild the sampling distributions by generating some toys and find for each of them a new upper limit Return the upper limit distribution and optionally also the pValue distributions for Cls, Clsb and Clbxs as a TList for each scanned point The method uses the present parameter value.

It is user responsibility to give the current parameters to rebuild the distributions It returns a upper or lower limit distribution depending on the isUpper flag, however it computes also the lower limit distribution and it is saved in the output file as an histogram

Definition at line 1085 of file HypoTestInverter.cxx.

◆ RunFixedScan()

bool HypoTestInverter::RunFixedScan	(	int	nBins,
		double	xMin,
		double	xMax,
		bool	scanLog = `false`
	)		const

Run a Fixed scan in npoints between min and max.

Definition at line 603 of file HypoTestInverter.cxx.

◆ RunLimit()

bool HypoTestInverter::RunLimit	(	double &	limit,
		double &	limitErr,
		double	absTol = `0`,
		double	relTol = `0`,
		const double *	hint = `0`
	)		const

run an automatic scan until the desired accuracy is reached Start by default from the full interval (min,max) of the POI and then via bisection find the line crossing the target line Optionally an hint can be provided and the scan will be done closer to that value If by bisection the desired accuracy will not be reached a fit to the points is performed

Definition at line 760 of file HypoTestInverter.cxx.

◆ RunOnePoint()

bool HypoTestInverter::RunOnePoint	(	double	thisX,
		bool	adaptive = `false`,
		double	clTarget = `-1`
	)		const

run only one point at the given POI value

Definition at line 665 of file HypoTestInverter.cxx.

◆ SetAutoScan()

void RooStats::HypoTestInverter::SetAutoScan ( )

inline

Definition at line 85 of file HypoTestInverter.h.

◆ SetCloseProof()

void HypoTestInverter::SetCloseProof ( Bool_t flag )

static

set flag to close proof for every new run

Definition at line 97 of file HypoTestInverter.cxx.

◆ SetConfidenceLevel()

virtual void RooStats::HypoTestInverter::SetConfidenceLevel ( Double_t cl )

inlinevirtual

set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 104 of file HypoTestInverter.h.

◆ SetData()

void HypoTestInverter::SetData ( RooAbsData & )

virtual

Set the DataSet ( add to the the workspace if not already there ?)

Implements RooStats::IntervalCalculator.

Definition at line 1072 of file HypoTestInverter.cxx.

◆ SetFixedScan()

void RooStats::HypoTestInverter::SetFixedScan	(	int	nBins,
		double	xMin = `1`,
		double	xMax = `-1`,
		bool	scanLog = `false`
	)

◆ Size()

virtual Double_t RooStats::HypoTestInverter::Size ( ) const

inlinevirtual

Get the size of the test (eg. rate of Type I error)

Implements RooStats::IntervalCalculator.

Definition at line 106 of file HypoTestInverter.h.

◆ UseCLs()

void RooStats::HypoTestInverter::UseCLs ( bool on = true )

bool RooStats::HypoTestInverter::fScanLog

private

Definition at line 185 of file HypoTestInverter.h.

◆ fScannedVariable

RooRealVar* RooStats::HypoTestInverter::fScannedVariable

private

pointer to the generic hypotest calculator used

Definition at line 181 of file HypoTestInverter.h.

◆ fSize

double RooStats::HypoTestInverter::fSize

private

Definition at line 186 of file HypoTestInverter.h.

◆ fTotalToysRun

int RooStats::HypoTestInverter::fTotalToysRun

mutableprivate

plot of limits

Definition at line 176 of file HypoTestInverter.h.

◆ fUseCLs

bool RooStats::HypoTestInverter::fUseCLs

private

Definition at line 184 of file HypoTestInverter.h.

◆ fVerbose

int RooStats::HypoTestInverter::fVerbose

private

Definition at line 187 of file HypoTestInverter.h.

◆ fXmax

double RooStats::HypoTestInverter::fXmax

private

Definition at line 191 of file HypoTestInverter.h.

◆ fXmin

double RooStats::HypoTestInverter::fXmin

private

Definition at line 190 of file HypoTestInverter.h.

Libraries for RooStats::HypoTestInverter:

[legend]

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Static Protected Member Functions

Private Attributes

Static Private Attributes

Member Enumeration Documentation

◆ ECalculatorType

Constructor & Destructor Documentation

◆ HypoTestInverter() [1/7]

◆ HypoTestInverter() [2/7]

◆ HypoTestInverter() [3/7]

◆ HypoTestInverter() [4/7]

◆ HypoTestInverter() [5/7]

◆ HypoTestInverter() [6/7]

◆ ~HypoTestInverter()

◆ HypoTestInverter() [7/7]

Member Function Documentation

◆ CheckInputModels()

◆ Clear()

◆ ConfidenceLevel()

◆ CreateResults()

◆ Eval()

◆ GetHypoTestCalculator()

◆ GetInterval()

◆ GetLowerLimitDistribution()

◆ GetTestStatistic()

◆ GetUpperLimitDistribution()

◆ GetVariableToScan()

◆ operator=()

◆ RebuildDistributions()

◆ RunFixedScan()

◆ RunLimit()

◆ RunOnePoint()

◆ SetAutoScan()

◆ SetCloseProof()

◆ SetConfidenceLevel()

◆ SetData()

◆ SetFixedScan()

◆ SetMaximumToys()

◆ SetModel()

◆ SetNumErr()

◆ SetTestSize()

◆ SetTestStatistic()

◆ SetVerbose()

◆ Size()

◆ UseCLs()

Member Data Documentation

◆ fCalcType

◆ fCalculator0

◆ fgAbsAccuracy

◆ fgAlgo

◆ fgCLAccuracy

◆ fgCloseProof

◆ fgNToys

◆ fgRelAccuracy

◆ fHC

◆ fLimitPlot

◆ fMaxToys

◆ fNBins

◆ fNumErr

◆ fResults

◆ fScanLog

◆ fScannedVariable

◆ fSize

◆ fTotalToysRun

◆ fUseCLs

◆ fVerbose

◆ fXmax

◆ fXmin