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Reference Guide
StandardTestStatDistributionDemo.C File Reference

Detailed Description

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This simple script plots the sampling distribution of the profile likelihood ratio test statistic based on the input Model File. To do this one needs to specify the value of the parameter of interest that will be used for evaluating the test statistic and the value of the parameters used for generating the toy data. In this case, it uses the upper-limit estimated from the ProfileLikleihoodCalculator, which assumes the asymptotic chi-square distribution for -2 log profile likelihood ratio. Thus, the script is handy for checking to see if the asymptotic approximations are valid. To aid, that comparison, the script overlays a chi-square distribution as well. The most common parameter of interest is a parameter proportional to the signal rate, and often that has a lower-limit of 0, which breaks the standard chi-square distribution. Thus the script allows the parameter to be negative so that the overlay chi-square is the correct asymptotic distribution.

␛[1mRooFit v3.60 -- Developed by Wouter Verkerke and David Kirkby␛[0m
Copyright (C) 2000-2013 NIKHEF, University of California & Stanford University
All rights reserved, please read http://roofit.sourceforge.net/license.txt
=== Using the following for ModelConfig ===
Observables: RooArgSet:: = (obs_x_channel1,weightVar,channelCat)
Parameters of Interest: RooArgSet:: = (SigXsecOverSM)
Nuisance Parameters: RooArgSet:: = (alpha_syst2,alpha_syst3,gamma_stat_channel1_bin_0,gamma_stat_channel1_bin_1)
Global Observables: RooArgSet:: = (nom_alpha_syst2,nom_alpha_syst3,nom_gamma_stat_channel1_bin_0,nom_gamma_stat_channel1_bin_1)
PDF: RooSimultaneous::simPdf[ indexCat=channelCat channel1=model_channel1 ] = 0.174888
[#1] INFO:Minization -- p.d.f. provides expected number of events, including extended term in likelihood.
[#1] INFO:Minization -- createNLL: caching constraint set under name CONSTR_OF_PDF_simPdf_FOR_OBS_channelCat:obs_x_channel1 with 4 entries
[#1] INFO:Minization -- Including the following constraint terms in minimization: (alpha_syst2Constraint,alpha_syst3Constraint,gamma_stat_channel1_bin_0_constraint,gamma_stat_channel1_bin_1_constraint)
[#1] INFO:Minization -- The following global observables have been defined: (nom_alpha_syst2,nom_alpha_syst3,nom_gamma_stat_channel1_bin_0,nom_gamma_stat_channel1_bin_1)
[#0] PROGRESS:Minization -- ProfileLikelihoodCalcultor::DoGLobalFit - find MLE
[#0] PROGRESS:Minization -- ProfileLikelihoodCalcultor::DoMinimizeNLL - using Minuit / Migrad with strategy 1
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_simPdf_obsData_with_constr) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minization -- RooMinimizer::optimizeConst: activating const optimization
RooAbsTestStatistic::initSimMode: creating slave calculator #0 for state channel1 (2 dataset entries)
[#1] INFO:NumericIntegration -- RooRealIntegral::init(channel1_model_Int[obs_x_channel1]) using numeric integrator RooBinIntegrator to calculate Int(obs_x_channel1)
[#1] INFO:Fitting -- RooAbsTestStatistic::initSimMode: created 1 slave calculators.
[#1] INFO:NumericIntegration -- RooRealIntegral::init(channel1_model_Int[obs_x_channel1]) using numeric integrator RooBinIntegrator to calculate Int(obs_x_channel1)
[#1] INFO:Minization -- The following expressions have been identified as constant and will be precalculated and cached: (signal_channel1_nominal,background1_channel1_nominal,background2_channel1_nominal)
[#1] INFO:Minization -- The following expressions will be evaluated in cache-and-track mode: (mc_stat_channel1)
[#1] INFO:Minization --
RooFitResult: minimized FCN value: -1033.78, estimated distance to minimum: 2.39183e-08
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
SigXsecOverSM 1.1153e+00 +/- 5.86e-01
alpha_syst2 -8.9016e-03 +/- 9.82e-01
alpha_syst3 1.7918e-02 +/- 9.48e-01
gamma_stat_channel1_bin_0 9.9955e-01 +/- 4.93e-02
gamma_stat_channel1_bin_1 1.0036e+00 +/- 8.01e-02
Warning: lower value for SigXsecOverSM is at limit 0
Will generate sampling distribution at SigXsecOverSM = 2.32744
1) 0x560536ca1180 RooRealVar:: SigXsecOverSM = 2.32744 +/- 0.586082 L(-3 - 3) "SigXsecOverSM"
2) 0x560536c9e6a0 RooRealVar:: alpha_syst2 = 0.710796 +/- 0.982182 L(-5 - 5) "alpha_syst2"
3) 0x560536ca4470 RooRealVar:: alpha_syst3 = 0.260222 +/- 0.947589 L(-5 - 5) "alpha_syst3"
4) 0x5605353349a0 RooRealVar:: gamma_stat_channel1_bin_0 = 1.03668 +/- 0.0493173 L(0 - 1.25) "gamma_stat_channel1_bin_0"
5) 0x560534d2e900 RooRealVar:: gamma_stat_channel1_bin_1 = 1.05157 +/- 0.080065 L(0 - 1.5) "gamma_stat_channel1_bin_1"
[#0] PROGRESS:Generation -- generated toys: 500 / 1000
#include "TFile.h"
#include "TROOT.h"
#include "TH1F.h"
#include "TCanvas.h"
#include "TSystem.h"
#include "TF1.h"
#include "TSystem.h"
#include "RooWorkspace.h"
#include "RooAbsData.h"
using namespace RooFit;
using namespace RooStats;
bool useProof = false; // flag to control whether to use Proof
int nworkers = 0; // number of workers (default use all available cores)
// -------------------------------------------------------
// The actual macro
void StandardTestStatDistributionDemo(const char *infile = "", const char *workspaceName = "combined",
const char *modelConfigName = "ModelConfig", const char *dataName = "obsData")
// the number of toy MC used to generate the distribution
int nToyMC = 1000;
// The parameter below is needed for asymptotic distribution to be chi-square,
// but set to false if your model is not numerically stable if mu<0
bool allowNegativeMu = true;
// -------------------------------------------------------
// First part is just to access a user-defined file
// or create the standard example file if it doesn't exist
const char *filename = "";
if (!strcmp(infile, "")) {
filename = "results/example_combined_GaussExample_model.root";
bool fileExist = !gSystem->AccessPathName(filename); // note opposite return code
// if file does not exists generate with histfactory
if (!fileExist) {
#ifdef _WIN32
cout << "HistFactory file cannot be generated on Windows - exit" << endl;
// Normally this would be run on the command line
cout << "will run standard hist2workspace example" << endl;
gROOT->ProcessLine(".! prepareHistFactory .");
gROOT->ProcessLine(".! hist2workspace config/example.xml");
cout << "\n\n---------------------" << endl;
cout << "Done creating example input" << endl;
cout << "---------------------\n\n" << endl;
} else
filename = infile;
// Try to open the file
TFile *file = TFile::Open(filename);
// if input file was specified byt not found, quit
if (!file) {
cout << "StandardRooStatsDemoMacro: Input file " << filename << " is not found" << endl;
// -------------------------------------------------------
// Now get the data and workspace
// get the workspace out of the file
RooWorkspace *w = (RooWorkspace *)file->Get(workspaceName);
if (!w) {
cout << "workspace not found" << endl;
// get the modelConfig out of the file
ModelConfig *mc = (ModelConfig *)w->obj(modelConfigName);
// get the modelConfig out of the file
RooAbsData *data = w->data(dataName);
// make sure ingredients are found
if (!data || !mc) {
cout << "data or ModelConfig was not found" << endl;
// -------------------------------------------------------
// Now find the upper limit based on the asymptotic results
RooRealVar *firstPOI = (RooRealVar *)mc->GetParametersOfInterest()->first();
ProfileLikelihoodCalculator plc(*data, *mc);
LikelihoodInterval *interval = plc.GetInterval();
double plcUpperLimit = interval->UpperLimit(*firstPOI);
delete interval;
cout << "\n\n--------------------------------------" << endl;
cout << "Will generate sampling distribution at " << firstPOI->GetName() << " = " << plcUpperLimit << endl;
int nPOI = mc->GetParametersOfInterest()->getSize();
if (nPOI > 1) {
cout << "not sure what to do with other parameters of interest, but here are their values" << endl;
// -------------------------------------------------------
// create the test stat sampler
ProfileLikelihoodTestStat ts(*mc->GetPdf());
// to avoid effects from boundary and simplify asymptotic comparison, set min=-max
if (allowNegativeMu)
firstPOI->setMin(-1 * firstPOI->getMax());
// temporary RooArgSet
RooArgSet poi;
// create and configure the ToyMCSampler
ToyMCSampler sampler(ts, nToyMC);
if (!mc->GetPdf()->canBeExtended() && (data->numEntries() == 1)) {
cout << "tell it to use 1 event" << endl;
firstPOI->setVal(plcUpperLimit); // set POI value for generation
sampler.SetParametersForTestStat(*mc->GetParametersOfInterest()); // set POI value for evaluation
if (useProof) {
ProofConfig pc(*w, nworkers, "", false);
sampler.SetProofConfig(&pc); // enable proof
RooArgSet allParameters;
SamplingDistribution *sampDist = sampler.GetSamplingDistribution(allParameters);
SamplingDistPlot plot;
Form("f(-log #lambda(#mu=%.2f) | #mu=%.2f)", plcUpperLimit, plcUpperLimit));
plot.SetAxisTitle(Form("-log #lambda(#mu=%.2f)", plcUpperLimit));
TCanvas *c1 = new TCanvas("c1");
double min = plot.GetTH1F(sampDist)->GetXaxis()->GetXmin();
double max = plot.GetTH1F(sampDist)->GetXaxis()->GetXmax();
TF1 *f = new TF1("f", Form("2*ROOT::Math::chisquared_pdf(2*x,%d,0)", nPOI), min, max);
#define f(i)
Definition: RSha256.hxx:104
#define gROOT
Definition: TROOT.h:406
char * Form(const char *fmt,...)
R__EXTERN TSystem * gSystem
Definition: TSystem.h:556
virtual void Print(Option_t *options=0) const
This method must be overridden when a class wants to print itself.
RooAbsData is the common abstract base class for binned and unbinned datasets.
Definition: RooAbsData.h:44
virtual Int_t numEntries() const
Definition: RooAbsData.cxx:306
virtual Double_t getMax(const char *name=0) const
Get maximum of currently defined range.
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:28
virtual Bool_t add(const RooAbsCollection &col, Bool_t silent=kFALSE)
Add a collection of arguments to this collection by calling add() for each element in the source coll...
Definition: RooArgSet.h:88
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:35
void setMin(const char *name, Double_t value)
Set minimum of name range to given value.
Definition: RooRealVar.cxx:466
virtual void setVal(Double_t value)
Set value of variable to 'value'.
Definition: RooRealVar.cxx:261
The RooWorkspace is a persistable container for RooFit projects.
Definition: RooWorkspace.h:43
RooAbsData * data(const char *name) const
Retrieve dataset (binned or unbinned) with given name. A null pointer is returned if not found.
void Print(Option_t *opts=0) const
Print contents of the workspace.
TObject * obj(const char *name) const
Return any type of object (RooAbsArg, RooAbsData or generic object) with given name)
The Canvas class.
Definition: TCanvas.h:27
1-Dim function class
Definition: TF1.h:210
A ROOT file is a suite of consecutive data records (TKey instances) with a well defined format.
Definition: TFile.h:53
static TFile * Open(const char *name, Option_t *option="", const char *ftitle="", Int_t compress=ROOT::RCompressionSetting::EDefaults::kUseCompiledDefault, Int_t netopt=0)
Create / open a file.
Definition: TFile.cxx:3942
virtual const char * GetName() const
Returns name of object.
Definition: TNamed.h:47
virtual Bool_t AccessPathName(const char *path, EAccessMode mode=kFileExists)
Returns FALSE if one can access a file using the specified access mode.
Definition: TSystem.cxx:1291
return c1
Definition: legend1.C:41
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Namespace for the RooStats classes.
Definition: Asimov.h:19
static constexpr double pc
Definition: file.py:1
Kyle Cranmer

Definition in file StandardTestStatDistributionDemo.C.