TestStatistic that returns the ratio of profiled likelihoods.
By default the calculation is:
\[ \log{ \frac{ \lambda(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { \lambda(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } } \]
where \( \lambda \) is the profile likelihood ratio, so the MLE for the null and alternate are subtracted off.
If SetSubtractMLE(false)
then it calculates:
\[ \log{ \frac{ L(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { L(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } } \]
where \( L \) is the Likelihood function.
The values of the parameters of interest for the alternative hypothesis are taken at the time of the construction. If empty, it treats all free parameters as nuisance parameters.
The value of the parameters of interest for the null hypotheses are given at each call of Evaluate.
This test statistic is often called the Tevatron test statistic, because it has been used by the Tevatron experiments.
Definition at line 26 of file RatioOfProfiledLikelihoodsTestStat.h.
Public Member Functions | |
RatioOfProfiledLikelihoodsTestStat () | |
RatioOfProfiledLikelihoodsTestStat (RooAbsPdf &nullPdf, RooAbsPdf &altPdf, const RooArgSet *altPOI=0) | |
~RatioOfProfiledLikelihoodsTestStat (void) | |
virtual void | EnableDetailedOutput (bool e=true) |
virtual Double_t | Evaluate (RooAbsData &data, RooArgSet &nullParamsOfInterest) |
evaluate the ratio of profile likelihood More... | |
virtual const RooArgSet * | GetDetailedOutput (void) const |
return detailed output: for fits this can be pulls, processing time, ... The returned pointer will not loose validity until another call to Evaluate. More... | |
virtual const TString | GetVarName () const |
Double_t | ProfiledLikelihood (RooAbsData &data, RooArgSet &poi, RooAbsPdf &pdf) |
returns -logL(poi, conditional MLE of nuisance params) subtract off the global MLE or not depending on the option It is the numerator or the denominator of the ratio (depending on the pdf) More... | |
virtual void | SetConditionalObservables (const RooArgSet &set) |
interface to set conditional observables. If a test statistics needs them it will re-implement this function More... | |
virtual void | SetGlobalObservables (const RooArgSet &set) |
interface to set global observables. If a test statistics needs them it will re-implement this function More... | |
void | SetMinimizer (const char *minimizer) |
void | SetPrintLevel (Int_t printLevel) |
void | SetReuseNLL (Bool_t flag) |
void | SetStrategy (Int_t strategy) |
void | SetSubtractMLE (bool subtract) |
void | SetTolerance (Double_t tol) |
Public Member Functions inherited from RooStats::TestStatistic | |
virtual | ~TestStatistic () |
virtual Double_t | Evaluate (RooAbsData &data, RooArgSet &nullPOI)=0 |
Main interface to evaluate the test statistic on a dataset given the values for the Null Parameters Of Interest. More... | |
virtual const RooArgSet * | GetDetailedOutput () const |
return detailed output: for fits this can be pulls, processing time, ... The returned pointer will not loose validity until another call to Evaluate. More... | |
virtual const TString | GetVarName () const =0 |
virtual bool | PValueIsRightTail (void) const |
Defines the sign convention of the test statistic. Overwrite function if necessary. More... | |
virtual void | SetConditionalObservables (const RooArgSet &) |
interface to set conditional observables. If a test statistics needs them it will re-implement this function More... | |
virtual void | SetGlobalObservables (const RooArgSet &) |
interface to set global observables. If a test statistics needs them it will re-implement this function More... | |
Static Public Member Functions | |
static void | SetAlwaysReuseNLL (Bool_t flag) |
Private Attributes | |
RooArgSet * | fAltPOI |
ProfileLikelihoodTestStat | fAltProfile |
RooArgSet * | fDetailedOutput |
bool | fDetailedOutputEnabled |
ProfileLikelihoodTestStat | fNullProfile |
Bool_t | fSubtractMLE |
Static Private Attributes | |
static Bool_t | fgAlwaysReuseNll = kTRUE |
#include <RooStats/RatioOfProfiledLikelihoodsTestStat.h>
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Definition at line 30 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 41 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 59 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 74 of file RatioOfProfiledLikelihoodsTestStat.h.
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evaluate the ratio of profile likelihood
Implements RooStats::TestStatistic.
Definition at line 87 of file RatioOfProfiledLikelihoodsTestStat.cxx.
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return detailed output: for fits this can be pulls, processing time, ... The returned pointer will not loose validity until another call to Evaluate.
Reimplemented from RooStats::TestStatistic.
Definition at line 118 of file RatioOfProfiledLikelihoodsTestStat.h.
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Implements RooStats::TestStatistic.
Definition at line 129 of file RatioOfProfiledLikelihoodsTestStat.h.
Double_t RooStats::RatioOfProfiledLikelihoodsTestStat::ProfiledLikelihood | ( | RooAbsData & | data, |
RooArgSet & | poi, | ||
RooAbsPdf & | |||
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returns -logL(poi, conditional MLE of nuisance params) subtract off the global MLE or not depending on the option It is the numerator or the denominator of the ratio (depending on the pdf)
L.M. : not sure why this method is needed now
Definition at line 68 of file RatioOfProfiledLikelihoodsTestStat.cxx.
Definition at line 59 of file RatioOfProfiledLikelihoodsTestStat.cxx.
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interface to set conditional observables. If a test statistics needs them it will re-implement this function
Reimplemented from RooStats::TestStatistic.
Definition at line 106 of file RatioOfProfiledLikelihoodsTestStat.h.
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interface to set global observables. If a test statistics needs them it will re-implement this function
Reimplemented from RooStats::TestStatistic.
Definition at line 113 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 87 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 99 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 82 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 91 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 133 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 95 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 140 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 138 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 145 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 144 of file RatioOfProfiledLikelihoodsTestStat.h.
Definition at line 142 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 137 of file RatioOfProfiledLikelihoodsTestStat.h.
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Definition at line 141 of file RatioOfProfiledLikelihoodsTestStat.h.