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LikelihoodInterval.h
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1// @(#)root/roostats:$Id$
2// Author: Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke
3/*************************************************************************
4 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
5 * All rights reserved. *
6 * *
7 * For the licensing terms see $ROOTSYS/LICENSE. *
8 * For the list of contributors see $ROOTSYS/README/CREDITS. *
9 *************************************************************************/
10
11#ifndef RooStats_LikelihoodInterval
12#define RooStats_LikelihoodInterval
13
15
16#include "RooArgSet.h"
17
18#include "RooAbsReal.h"
19
20#include "Math/IFunctionfwd.h"
21
22#include <map>
23#include <memory>
24
25namespace ROOT {
26 namespace Math {
27 class Minimizer;
28 }
29}
30
31namespace RooStats {
32
34
35 public:
36
37 /// default constructor
38 explicit LikelihoodInterval(const char* name = 0);
39
40 //// construct the interval from a Profile Likelihood object, parameter of interest and optionally a snapshot of
41 //// POI with their best fit values
42 LikelihoodInterval(const char* name, RooAbsReal*, const RooArgSet*, RooArgSet * = 0);
43
44 /// destructor
45 virtual ~LikelihoodInterval();
46
47 /// check if given point is in the interval
48 virtual Bool_t IsInInterval(const RooArgSet&) const;
49
50 /// set the confidence level for the interval (e.g 0.682 for a 1-sigma interval)
52
53 /// return confidence level
54 virtual Double_t ConfidenceLevel() const {return fConfidenceLevel;}
55
56 /// return a cloned list of parameters of interest. User manages the return object
57 virtual RooArgSet* GetParameters() const;
58
59 /// check if parameters are correct (i.e. they are the POI of this interval)
60 Bool_t CheckParameters(const RooArgSet&) const ;
61
62
63 /// return the lower bound of the interval on a given parameter
64 Double_t LowerLimit(const RooRealVar& param) { bool ok; return LowerLimit(param,ok); }
65 Double_t LowerLimit(const RooRealVar& param, bool & status) ;
66
67 /// return the upper bound of the interval on a given parameter
68 Double_t UpperLimit(const RooRealVar& param) { bool ok; return UpperLimit(param,ok); }
69 Double_t UpperLimit(const RooRealVar& param, bool & status) ;
70
71 /// find both lower and upper interval boundaries for a given parameter
72 /// return false if the bounds have not been found
73 Bool_t FindLimits(const RooRealVar & param, double & lower, double &upper);
74
75 /// return the 2D-contour points for the given subset of parameters
76 /// by default make the contour using 30 points. The User has to preallocate the x and y array which will return
77 /// the set of x and y points defining the contour.
78 /// The return value of the function specify the number of contour point found.
79 /// In case of error a zero is returned
80 Int_t GetContourPoints(const RooRealVar & paramX, const RooRealVar & paramY, Double_t * x, Double_t *y, Int_t npoints = 30);
81
82 /// return the profile log-likelihood ratio function
84
85 /// return a pointer to a snapshot with best fit parameter of interest
86 const RooArgSet * GetBestFitParameters() const { return fBestFitParams; }
87
88 protected:
89
90 /// reset the cached limit values
91 void ResetLimits();
92
93 /// internal function to create the minimizer for finding the contours
94 bool CreateMinimizer();
95
96 private:
97
98 RooArgSet fParameters; /// parameters of interest for this interval
99 RooArgSet * fBestFitParams; /// snapshot of the model parameters with best fit value (managed internally)
100 RooAbsReal* fLikelihoodRatio; /// likelihood ratio function used to make contours (managed internally)
101 Double_t fConfidenceLevel; /// Requested confidence level (eg. 0.95 for 95% CL)
102 std::map<std::string, double> fLowerLimits; /// map with cached lower bound values
103 std::map<std::string, double> fUpperLimits; /// map with cached upper bound values
104 std::shared_ptr<ROOT::Math::Minimizer > fMinimizer; //! transient pointer to minimizer class used to find limits and contour
105 std::shared_ptr<RooFunctor> fFunctor; //! transient pointer to functor class used by the minimizer
106 std::shared_ptr<ROOT::Math::IMultiGenFunction> fMinFunc; //! transient pointer to the minimization function
107
108 ClassDef(LikelihoodInterval,1) /// Concrete implementation of a ConfInterval based on a likelihood ratio
109
110 };
111}
112
113#endif
int Int_t
Definition: RtypesCore.h:43
bool Bool_t
Definition: RtypesCore.h:61
double Double_t
Definition: RtypesCore.h:57
#define ClassDef(name, id)
Definition: Rtypes.h:322
char name[80]
Definition: TGX11.cxx:109
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:60
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:28
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:35
ConfInterval is an interface class for a generic interval in the RooStats framework.
Definition: ConfInterval.h:35
LikelihoodInterval is a concrete implementation of the RooStats::ConfInterval interface.
virtual RooArgSet * GetParameters() const
return a cloned list of parameters of interest. User manages the return object
Double_t LowerLimit(const RooRealVar &param)
return the lower bound of the interval on a given parameter
void ResetLimits()
reset the cached limit values
bool CreateMinimizer()
internal function to create the minimizer for finding the contours
Int_t GetContourPoints(const RooRealVar &paramX, const RooRealVar &paramY, Double_t *x, Double_t *y, Int_t npoints=30)
return the 2D-contour points for the given subset of parameters by default make the contour using 30 ...
Bool_t CheckParameters(const RooArgSet &) const
check if parameters are correct (i.e. they are the POI of this interval)
Double_t fConfidenceLevel
likelihood ratio function used to make contours (managed internally)
RooArgSet * fBestFitParams
parameters of interest for this interval
virtual Double_t ConfidenceLevel() const
return confidence level
virtual void SetConfidenceLevel(Double_t cl)
set the confidence level for the interval (e.g 0.682 for a 1-sigma interval)
std::shared_ptr< RooFunctor > fFunctor
transient pointer to minimizer class used to find limits and contour
Bool_t FindLimits(const RooRealVar &param, double &lower, double &upper)
find both lower and upper interval boundaries for a given parameter return false if the bounds have n...
RooAbsReal * GetLikelihoodRatio()
return the profile log-likelihood ratio function
Double_t UpperLimit(const RooRealVar &param)
return the upper bound of the interval on a given parameter
const RooArgSet * GetBestFitParameters() const
return a pointer to a snapshot with best fit parameter of interest
std::map< std::string, double > fLowerLimits
Requested confidence level (eg. 0.95 for 95% CL)
LikelihoodInterval(const char *name=0)
default constructor
RooAbsReal * fLikelihoodRatio
snapshot of the model parameters with best fit value (managed internally)
std::map< std::string, double > fUpperLimits
map with cached lower bound values
std::shared_ptr< ROOT::Math::Minimizer > fMinimizer
map with cached upper bound values
virtual ~LikelihoodInterval()
destructor
virtual Bool_t IsInInterval(const RooArgSet &) const
check if given point is in the interval
std::shared_ptr< ROOT::Math::IMultiGenFunction > fMinFunc
transient pointer to functor class used by the minimizer
RooCmdArg Minimizer(const char *type, const char *alg=0)
Double_t y[n]
Definition: legend1.C:17
Double_t x[n]
Definition: legend1.C:17
Namespace for new Math classes and functions.
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...
Definition: StringConv.hxx:21
Namespace for the RooStats classes.
Definition: Asimov.h:19