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HypoTestInverter.cxx
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1// @(#)root/roostats:$Id$
2// Author: Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke
3// Contributions: Giovanni Petrucciani and Annapaola Decosa
4/*************************************************************************
5 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
6 * All rights reserved. *
7 * *
8 * For the licensing terms see $ROOTSYS/LICENSE. *
9 * For the list of contributors see $ROOTSYS/README/CREDITS. *
10 *************************************************************************/
11
12/** \class RooStats::HypoTestInverter
13 \ingroup Roostats
14
15A class for performing a hypothesis test inversion by scanning
16the hypothesis test results of a HypoTestCalculator for various values of the
17parameter of interest. By looking at the confidence level curve of the result, an
18upper limit can be derived by computing the intersection of the confidence level curve with the desired confidence level.
19The class implements the RooStats::IntervalCalculator interface, and returns a
20RooStats::HypoTestInverterResult. The result is a SimpleInterval, which
21via the method UpperLimit() returns to the user the upper limit value.
22
23## Scanning options
24The HypoTestInverter implements various options for performing the scan.
25- HypoTestInverter::RunFixedScan will scan the parameter of interest using a fixed grid.
26- HypoTestInverter::SetAutoScan will perform an automatic scan to find
27optimally the curve. It will stop when the desired precision is obtained.
28- HypoTestInverter::RunOnePoint computes the confidence level at a given point.
29
30### CLs presciption
31The class can scan the CLs+b values or alternatively CLs. For the latter,
32call HypoTestInverter::UseCLs().
33*/
34
35// include other header files
36
37#include "RooAbsData.h"
38#
39#include "TMath.h"
40
42
44#include <cassert>
45#include <cmath>
46
47#include "TF1.h"
48#include "TFile.h"
49#include "TH1.h"
50#include "TLine.h"
51#include "TCanvas.h"
52#include "TGraphErrors.h"
53#include "RooRealVar.h"
54#include "RooArgSet.h"
55#include "RooAbsPdf.h"
56#include "RooRandom.h"
57#include "RooConstVar.h"
58#include "RooMsgService.h"
69
71
73
74using namespace RooStats;
75using namespace std;
76
77// static variable definitions
79unsigned int HypoTestInverter::fgNToys = 500;
80
83std::string HypoTestInverter::fgAlgo = "logSecant";
84
86
87// helper class to wrap the functionality of the various HypoTestCalculators
88
89template<class HypoTestType>
90struct HypoTestWrapper {
91
92 static void SetToys(HypoTestType * h, int toyNull, int toyAlt) { h->SetToys(toyNull,toyAlt); }
93
94};
95
96////////////////////////////////////////////////////////////////////////////////
97/// set flag to close proof for every new run
98
100 fgCloseProof = flag;
101}
102
103////////////////////////////////////////////////////////////////////////////////
104/// get the variable to scan
105/// try first with null model if not go to alternate model
106
108
109 RooRealVar * varToScan = 0;
110 const ModelConfig * mc = hc.GetNullModel();
111 if (mc) {
112 const RooArgSet * poi = mc->GetParametersOfInterest();
113 if (poi) varToScan = dynamic_cast<RooRealVar*> (poi->first() );
114 }
115 if (!varToScan) {
116 mc = hc.GetAlternateModel();
117 if (mc) {
118 const RooArgSet * poi = mc->GetParametersOfInterest();
119 if (poi) varToScan = dynamic_cast<RooRealVar*> (poi->first() );
120 }
121 }
122 return varToScan;
123}
124
125////////////////////////////////////////////////////////////////////////////////
126/// check the model given the given hypotestcalculator
127
129 const ModelConfig * modelSB = hc.GetNullModel();
130 const ModelConfig * modelB = hc.GetAlternateModel();
131 if (!modelSB || ! modelB)
132 oocoutF((TObject*)0,InputArguments) << "HypoTestInverter - model are not existing" << std::endl;
133 assert(modelSB && modelB);
134
135 oocoutI((TObject*)0,InputArguments) << "HypoTestInverter ---- Input models: \n"
136 << "\t\t using as S+B (null) model : "
137 << modelSB->GetName() << "\n"
138 << "\t\t using as B (alternate) model : "
139 << modelB->GetName() << "\n" << std::endl;
140
141 // check if scanVariable is included in B model pdf
142 RooAbsPdf * bPdf = modelB->GetPdf();
143 const RooArgSet * bObs = modelB->GetObservables();
144 if (!bPdf || !bObs) {
145 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - B model has no pdf or observables defined" << std::endl;
146 return;
147 }
148 RooArgSet * bParams = bPdf->getParameters(*bObs);
149 if (!bParams) {
150 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - pdf of B model has no parameters" << std::endl;
151 return;
152 }
153 if (bParams->find(scanVariable.GetName() ) ) {
154 const RooArgSet * poiB = modelB->GetSnapshot();
155 if (!poiB || !poiB->find(scanVariable.GetName()) ||
156 ( (RooRealVar*) poiB->find(scanVariable.GetName()) )->getVal() != 0 )
157 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter - using a B model with POI "
158 << scanVariable.GetName() << " not equal to zero "
159 << " user must check input model configurations " << endl;
160 if (poiB) delete poiB;
161 }
162 delete bParams;
163}
164
165////////////////////////////////////////////////////////////////////////////////
166/// default constructor (doesn't do anything)
167
169 fTotalToysRun(0),
170 fMaxToys(0),
171 fCalculator0(0),
172 fScannedVariable(0),
173 fResults(0),
174 fUseCLs(false),
175 fScanLog(false),
176 fSize(0),
177 fVerbose(0),
178 fCalcType(kUndefined),
179 fNBins(0), fXmin(1), fXmax(1),
180 fNumErr(0)
181{
182}
183
184////////////////////////////////////////////////////////////////////////////////
185/// Constructor from a HypoTestCalculatorGeneric
186/// The HypoTest calculator must be a FrequentistCalculator or HybridCalculator type
187/// Other type of calculators are not supported.
188/// The calculator must be created before by using the S+B model for the null and
189/// the B model for the alt
190/// If no variable to scan are given they are assumed to be the first variable
191/// from the parameter of interests of the null model
192
194 RooRealVar* scannedVariable, double size ) :
195 fTotalToysRun(0),
196 fMaxToys(0),
197 fCalculator0(0),
198 fScannedVariable(scannedVariable),
199 fResults(0),
200 fUseCLs(false),
201 fScanLog(false),
202 fSize(size),
203 fVerbose(0),
204 fCalcType(kUndefined),
205 fNBins(0), fXmin(1), fXmax(1),
206 fNumErr(0)
207{
208
209 if (!fScannedVariable) {
211 }
212 if (!fScannedVariable)
213 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - Cannot guess the variable to scan " << std::endl;
214 else
216
217 HybridCalculator * hybCalc = dynamic_cast<HybridCalculator*>(&hc);
218 if (hybCalc) {
220 fCalculator0 = hybCalc;
221 return;
222 }
223 FrequentistCalculator * freqCalc = dynamic_cast<FrequentistCalculator*>(&hc);
224 if (freqCalc) {
226 fCalculator0 = freqCalc;
227 return;
228 }
229 AsymptoticCalculator * asymCalc = dynamic_cast<AsymptoticCalculator*>(&hc);
230 if (asymCalc) {
232 fCalculator0 = asymCalc;
233 return;
234 }
235 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - Type of hypotest calculator is not supported " <<std::endl;
236 fCalculator0 = &hc;
237}
238
239////////////////////////////////////////////////////////////////////////////////
240/// Constructor from a reference to a HybridCalculator
241/// The calculator must be created before by using the S+B model for the null and
242/// the B model for the alt
243/// If no variable to scan are given they are assumed to be the first variable
244/// from the parameter of interests of the null model
245
247 RooRealVar* scannedVariable, double size ) :
248 fTotalToysRun(0),
249 fMaxToys(0),
250 fCalculator0(&hc),
251 fScannedVariable(scannedVariable),
252 fResults(0),
253 fUseCLs(false),
254 fScanLog(false),
255 fSize(size),
256 fVerbose(0),
257 fCalcType(kHybrid),
258 fNBins(0), fXmin(1), fXmax(1),
259 fNumErr(0)
260{
261
262 if (!fScannedVariable) {
264 }
265 if (!fScannedVariable)
266 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - Cannot guess the variable to scan " << std::endl;
267 else
269
270}
271
272////////////////////////////////////////////////////////////////////////////////
273/// Constructor from a reference to a FrequentistCalculator
274/// The calculator must be created before by using the S+B model for the null and
275/// the B model for the alt
276/// If no variable to scan are given they are assumed to be the first variable
277/// from the parameter of interests of the null model
278
280 RooRealVar* scannedVariable, double size ) :
281 fTotalToysRun(0),
282 fMaxToys(0),
283 fCalculator0(&hc),
284 fScannedVariable(scannedVariable),
285 fResults(0),
286 fUseCLs(false),
287 fScanLog(false),
288 fSize(size),
289 fVerbose(0),
290 fCalcType(kFrequentist),
291 fNBins(0), fXmin(1), fXmax(1),
292 fNumErr(0)
293{
294
295 if (!fScannedVariable) {
297 }
298 if (!fScannedVariable)
299 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - Cannot guess the variable to scan " << std::endl;
300 else
302}
303
304////////////////////////////////////////////////////////////////////////////////
305/// Constructor from a reference to a AsymptoticCalculator
306/// The calculator must be created before by using the S+B model for the null and
307/// the B model for the alt
308/// If no variable to scan are given they are assumed to be the first variable
309/// from the parameter of interests of the null model
310
312 RooRealVar* scannedVariable, double size ) :
313 fTotalToysRun(0),
314 fMaxToys(0),
315 fCalculator0(&hc),
316 fScannedVariable(scannedVariable),
317 fResults(0),
318 fUseCLs(false),
319 fScanLog(false),
320 fSize(size),
321 fVerbose(0),
322 fCalcType(kAsymptotic),
323 fNBins(0), fXmin(1), fXmax(1),
324 fNumErr(0)
325{
326
327 if (!fScannedVariable) {
329 }
330 if (!fScannedVariable)
331 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - Cannot guess the variable to scan " << std::endl;
332 else
334
335}
336
337////////////////////////////////////////////////////////////////////////////////
338/// Constructor from a model for B model and a model for S+B.
339/// An HypoTestCalculator (Hybrid of Frequentis) will be created using the
340/// S+B model as the null and the B model as the alternate
341/// If no variable to scan are given they are assumed to be the first variable
342/// from the parameter of interests of the null model
343
345 RooRealVar * scannedVariable, ECalculatorType type, double size) :
346 fTotalToysRun(0),
347 fMaxToys(0),
348 fCalculator0(0),
349 fScannedVariable(scannedVariable),
350 fResults(0),
351 fUseCLs(false),
352 fScanLog(false),
353 fSize(size),
354 fVerbose(0),
355 fCalcType(type),
356 fNBins(0), fXmin(1), fXmax(1),
357 fNumErr(0)
358{
359 if(fCalcType==kFrequentist) fHC.reset(new FrequentistCalculator(data, bModel, sbModel));
360 if(fCalcType==kHybrid) fHC.reset( new HybridCalculator(data, bModel, sbModel)) ;
361 if(fCalcType==kAsymptotic) fHC.reset( new AsymptoticCalculator(data, bModel, sbModel));
362 fCalculator0 = fHC.get();
363 // get scanned variable
364 if (!fScannedVariable) {
366 }
367 if (!fScannedVariable)
368 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - Cannot guess the variable to scan " << std::endl;
369 else
371
372}
373
374////////////////////////////////////////////////////////////////////////////////
375/// copy-constructor
376/// NOTE: this class does not copy the contained result and
377/// the HypoTestCalculator, but only the pointers
378/// It requires the original HTI to be alive
379
382 fTotalToysRun(0),
383 fCalculator0(0), fScannedVariable(0), // add these for Coverity
384 fResults(0)
385{
386 (*this) = rhs;
387}
388
389////////////////////////////////////////////////////////////////////////////////
390/// assignment operator
391/// NOTE: this class does not copy the contained result and
392/// the HypoTestCalculator, but only the pointers
393/// It requires the original HTI to be alive
394
396 if (this == &rhs) return *this;
397 fTotalToysRun = 0;
398 fMaxToys = rhs.fMaxToys;
401 fUseCLs = rhs.fUseCLs;
402 fScanLog = rhs.fScanLog;
403 fSize = rhs.fSize;
404 fVerbose = rhs.fVerbose;
405 fCalcType = rhs.fCalcType;
406 fNBins = rhs.fNBins;
407 fXmin = rhs.fXmin;
408 fXmax = rhs.fXmax;
409 fNumErr = rhs.fNumErr;
410
411 return *this;
412}
413
414////////////////////////////////////////////////////////////////////////////////
415/// destructor (delete the HypoTestInverterResult)
416
418{
419 if (fResults) delete fResults;
420 fCalculator0 = 0;
421}
422
423////////////////////////////////////////////////////////////////////////////////
424/// return the test statistic which is or will be used by the class
425
427{
430 }
431 else
432 return 0;
433}
434
435////////////////////////////////////////////////////////////////////////////////
436/// set the test statistic to use
437
439{
442 return true;
443 }
444 else return false;
445}
446
447////////////////////////////////////////////////////////////////////////////////
448/// delete contained result and graph
449
451 if (fResults) delete fResults;
452 fResults = 0;
453 fLimitPlot.reset(nullptr);
454}
455
456////////////////////////////////////////////////////////////////////////////////
457/// create a new HypoTestInverterResult to hold all computed results
458
460 if (fResults == 0) {
461 TString results_name = "result_";
462 results_name += fScannedVariable->GetName();
464 TString title = "HypoTestInverter Result For ";
465 title += fScannedVariable->GetName();
466 fResults->SetTitle(title);
467 }
470 // check if one or two sided scan
471 if (fCalculator0) {
472 // if asymptotic calculator
474 if (ac)
476 else {
477 // in case of the other calculators
479 if (sampler) {
481 if (pl && pl->IsTwoSided() ) fResults->fIsTwoSided = true;
482 }
483 }
484 }
485}
486
487////////////////////////////////////////////////////////////////////////////////
488/// Run a fixed scan or the automatic scan depending on the configuration.
489/// Return if needed a copy of the result object which will be managed by the user.
490
492
493 // if having a result with at least one point return it
494 if (fResults && fResults->ArraySize() >= 1) {
495 oocoutI((TObject*)0,Eval) << "HypoTestInverter::GetInterval - return an already existing interval " << std::endl;
497 }
498
499 if (fNBins > 0) {
500 oocoutI((TObject*)0,Eval) << "HypoTestInverter::GetInterval - run a fixed scan" << std::endl;
501 bool ret = RunFixedScan(fNBins, fXmin, fXmax, fScanLog);
502 if (!ret)
503 oocoutE((TObject*)0,Eval) << "HypoTestInverter::GetInterval - error running a fixed scan " << std::endl;
504 }
505 else {
506 oocoutI((TObject*)0,Eval) << "HypoTestInverter::GetInterval - run an automatic scan" << std::endl;
507 double limit(0),err(0);
508 bool ret = RunLimit(limit,err);
509 if (!ret)
510 oocoutE((TObject*)0,Eval) << "HypoTestInverter::GetInterval - error running an auto scan " << std::endl;
511 }
512
514
516}
517
518////////////////////////////////////////////////////////////////////////////////
519/// Run the Hypothesis test at a previous configured point
520/// (internal function called by RunOnePoint)
521
522HypoTestResult * HypoTestInverter::Eval(HypoTestCalculatorGeneric &hc, bool adaptive, double clsTarget) const {
523 //for debug
524 // std::cout << ">>>>>>>>>>> " << std::endl;
525 // std::cout << "alternate model " << std::endl;
526 // hc.GetAlternateModel()->GetNuisanceParameters()->Print("V");
527 // hc.GetAlternateModel()->GetParametersOfInterest()->Print("V");
528 // std::cout << "Null model " << std::endl;
529 // hc.GetNullModel()->GetNuisanceParameters()->Print("V");
530 // hc.GetNullModel()->GetParametersOfInterest()->Print("V");
531 // std::cout << "<<<<<<<<<<<<<<< " << std::endl;
532
533 // run the hypothesis test
534 HypoTestResult * hcResult = hc.GetHypoTest();
535 if (hcResult == 0) {
536 oocoutE((TObject*)0,Eval) << "HypoTestInverter::Eval - HypoTest failed" << std::endl;
537 return hcResult;
538 }
539
540 // since the b model is the alt need to set the flag
541 hcResult->SetBackgroundAsAlt(true);
542
543
544 // bool flipPvalue = false;
545 // if (flipPValues)
546 // hcResult->SetPValueIsRightTail(!hcResult->GetPValueIsRightTail());
547
548 // adjust for some numerical error in discrete models and == is not anymore
549 if (hcResult->GetPValueIsRightTail() )
550 hcResult->SetTestStatisticData(hcResult->GetTestStatisticData()-fNumErr); // issue with < vs <= in discrete models
551 else
552 hcResult->SetTestStatisticData(hcResult->GetTestStatisticData()+fNumErr); // issue with < vs <= in discrete models
553
554 double clsMid = (fUseCLs ? hcResult->CLs() : hcResult->CLsplusb());
555 double clsMidErr = (fUseCLs ? hcResult->CLsError() : hcResult->CLsplusbError());
556
557 //if (fVerbose) std::cout << (fUseCLs ? "\tCLs = " : "\tCLsplusb = ") << clsMid << " +/- " << clsMidErr << std::endl;
558
559 if (adaptive) {
560
561 if (fCalcType == kHybrid) HypoTestWrapper<HybridCalculator>::SetToys((HybridCalculator*)&hc, fUseCLs ? fgNToys : 1, 4*fgNToys);
562 if (fCalcType == kFrequentist) HypoTestWrapper<FrequentistCalculator>::SetToys((FrequentistCalculator*)&hc, fUseCLs ? fgNToys : 1, 4*fgNToys);
563
564 while (clsMidErr >= fgCLAccuracy && (clsTarget == -1 || fabs(clsMid-clsTarget) < 3*clsMidErr) ) {
565 std::unique_ptr<HypoTestResult> more(hc.GetHypoTest());
566
567 // if (flipPValues)
568 // more->SetPValueIsRightTail(!more->GetPValueIsRightTail());
569
570 hcResult->Append(more.get());
571 clsMid = (fUseCLs ? hcResult->CLs() : hcResult->CLsplusb());
572 clsMidErr = (fUseCLs ? hcResult->CLsError() : hcResult->CLsplusbError());
573 if (fVerbose) std::cout << (fUseCLs ? "\tCLs = " : "\tCLsplusb = ") << clsMid << " +/- " << clsMidErr << std::endl;
574 }
575
576 }
577 if (fVerbose ) {
578 oocoutP((TObject*)0,Eval) << "P values for " << fScannedVariable->GetName() << " = " <<
579 fScannedVariable->getVal() << "\n" <<
580 "\tCLs = " << hcResult->CLs() << " +/- " << hcResult->CLsError() << "\n" <<
581 "\tCLb = " << hcResult->CLb() << " +/- " << hcResult->CLbError() << "\n" <<
582 "\tCLsplusb = " << hcResult->CLsplusb() << " +/- " << hcResult->CLsplusbError() << "\n" <<
583 std::endl;
584 }
585
587 fTotalToysRun += (hcResult->GetAltDistribution()->GetSize() + hcResult->GetNullDistribution()->GetSize());
588
589 // set sampling distribution name
590 TString nullDistName = TString::Format("%s_%s_%4.2f",hcResult->GetNullDistribution()->GetName(),
592 TString altDistName = TString::Format("%s_%s_%4.2f",hcResult->GetAltDistribution()->GetName(),
594
595 hcResult->GetNullDistribution()->SetName(nullDistName);
596 hcResult->GetAltDistribution()->SetName(altDistName);
597 }
598
599 return hcResult;
600}
601
602////////////////////////////////////////////////////////////////////////////////
603/// Run a Fixed scan in npoints between min and max
604
605bool HypoTestInverter::RunFixedScan( int nBins, double xMin, double xMax, bool scanLog ) const
606{
607
609 // interpolate the limits
612
613 // safety checks
614 if ( nBins<=0 ) {
615 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::RunFixedScan - Please provide nBins>0\n";
616 return false;
617 }
618 if ( nBins==1 && xMin!=xMax ) {
619 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter::RunFixedScan - nBins==1 -> I will run for xMin (" << xMin << ")\n";
620 }
621 if ( xMin==xMax && nBins>1 ) {
622 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter::RunFixedScan - xMin==xMax -> I will enforce nBins==1\n";
623 nBins = 1;
624 }
625 if ( xMin>xMax ) {
626 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::RunFixedScan - Please provide xMin ("
627 << xMin << ") smaller than xMax (" << xMax << ")\n";
628 return false;
629 }
630
631 if (xMin < fScannedVariable->getMin()) {
632 xMin = fScannedVariable->getMin();
633 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter::RunFixedScan - xMin < lower bound, using xmin = "
634 << xMin << std::endl;
635 }
636 if (xMax > fScannedVariable->getMax()) {
637 xMax = fScannedVariable->getMax();
638 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter::RunFixedScan - xMax > upper bound, using xmax = "
639 << xMax << std::endl;
640 }
641
642 if (xMin <= 0. && scanLog) {
643 oocoutE((TObject*)nullptr, InputArguments) << "HypoTestInverter::RunFixedScan - cannot go in log steps if xMin <= 0" << std::endl;
644 return false;
645 }
646
647 double thisX = xMin;
648 for (int i=0; i<nBins; i++) {
649
650 if (i > 0) { // avoids case of nBins = 1
651 if (scanLog)
652 thisX = exp( log(xMin) + i*(log(xMax)-log(xMin))/(nBins-1) ); // scan in log x
653 else
654 thisX = xMin + i*(xMax-xMin)/(nBins-1); // linear scan in x
655 }
656
657 const bool status = RunOnePoint(thisX);
658
659 // check if failed status
660 if ( status==false ) {
661 oocoutW((TObject*)0,Eval) << "HypoTestInverter::RunFixedScan - The hypo test for point " << thisX << " failed. Skipping." << std::endl;
662 }
663 }
664
665 return true;
666}
667
668////////////////////////////////////////////////////////////////////////////////
669/// run only one point at the given POI value
670
671bool HypoTestInverter::RunOnePoint( double rVal, bool adaptive, double clTarget) const
672{
673
675
676 // check if rVal is in the range specified for fScannedVariable
677 if ( rVal < fScannedVariable->getMin() ) {
678 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::RunOnePoint - Out of range: using the lower bound "
680 << " on the scanned variable rather than " << rVal<< "\n";
681 rVal = fScannedVariable->getMin();
682 }
683 if ( rVal > fScannedVariable->getMax() ) {
684 // print a message when you have a significative difference since rval is computed
685 if ( rVal > fScannedVariable->getMax()*(1.+1.E-12) )
686 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::RunOnePoint - Out of range: using the upper bound "
688 << " on the scanned variable rather than " << rVal<< "\n";
689 rVal = fScannedVariable->getMax();
690 }
691
692 // save old value
693 double oldValue = fScannedVariable->getVal();
694
695 // evaluate hybrid calculator at a single point
697 // need to set value of rval in hybridcalculator
698 // assume null model is S+B and alternate is B only
699 const ModelConfig * sbModel = fCalculator0->GetNullModel();
700 RooArgSet poi; poi.add(*sbModel->GetParametersOfInterest());
701 // set poi to right values
703 const_cast<ModelConfig*>(sbModel)->SetSnapshot(poi);
704
705 if (fVerbose > 0)
706 oocoutP((TObject*)0,Eval) << "Running for " << fScannedVariable->GetName() << " = " << fScannedVariable->getVal() << endl;
707
708 // compute the results
709 HypoTestResult* result = Eval(*fCalculator0,adaptive,clTarget);
710 if (!result) {
711 oocoutE((TObject*)0,Eval) << "HypoTestInverter - Error running point " << fScannedVariable->GetName() << " = " <<
712 fScannedVariable->getVal() << endl;
713 return false;
714 }
715 // in case of a dummy result
716 const double nullPV = result->NullPValue();
717 const double altPV = result->AlternatePValue();
718 if (!std::isfinite(nullPV) || nullPV < 0. || nullPV > 1. || !std::isfinite(altPV) || altPV < 0. || altPV > 1.) {
719 oocoutW((TObject*)0,Eval) << "HypoTestInverter - Skipping invalid result for point " << fScannedVariable->GetName() << " = " <<
720 fScannedVariable->getVal() << ". null p-value=" << nullPV << ", alternate p-value=" << altPV << endl;
721 return false;
722 }
723
724 double lastXtested;
725 if ( fResults->ArraySize()!=0 ) lastXtested = fResults->GetXValue(fResults->ArraySize()-1);
726 else lastXtested = -999;
727
728 if ( (std::abs(rVal) < 1 && TMath::AreEqualAbs(rVal, lastXtested,1.E-12) ) ||
729 (std::abs(rVal) >= 1 && TMath::AreEqualRel(rVal, lastXtested,1.E-12) ) ) {
730
731 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunOnePoint - Merge with previous result for "
732 << fScannedVariable->GetName() << " = " << rVal << std::endl;
734 if (prevResult && prevResult->GetNullDistribution() && prevResult->GetAltDistribution()) {
735 prevResult->Append(result);
736 delete result; // we can delete the result
737 }
738 else {
739 // if it was empty we re-use it
740 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunOnePoint - replace previous empty result\n";
741 fResults->fYObjects.Remove( prevResult);
742 fResults->fYObjects.Add(result);
743 }
744
745 } else {
746
747 // fill the results in the HypoTestInverterResult array
748 fResults->fXValues.push_back(rVal);
749 fResults->fYObjects.Add(result);
750
751 }
752
753 fScannedVariable->setVal(oldValue);
754
755 return true;
756}
757
758////////////////////////////////////////////////////////////////////////////////
759/// Run an automatic scan until the desired accuracy is reached.
760/// Start by default from the full interval (min,max) of the POI and then via bisection find the line crossing
761/// the target line.
762/// Optionally, a hint can be provided and the scan will be done closer to that value.
763/// If by bisection the desired accuracy will not be reached, a fit to the points is performed.
764/// \param[out] limit The limit.
765/// \param[out] limitErr The error of the limit.
766/// \param[in] absAccuracy Desired absolute accuracy.
767/// \param[in] relAccuracy Desired relative accuracy.
768/// \param[in] hint Hint to start from or nullptr for no hint.
769
770bool HypoTestInverter::RunLimit(double &limit, double &limitErr, double absAccuracy, double relAccuracy, const double*hint) const {
771
772
773 // routine from G. Petrucciani (from HiggsCombination CMS package)
774
776
777 if ((hint != 0) && (*hint > r->getMin())) {
778 r->setMax(std::min<double>(3.0 * (*hint), r->getMax()));
779 r->setMin(std::max<double>(0.3 * (*hint), r->getMin()));
780 oocoutI((TObject*)0,InputArguments) << "HypoTestInverter::RunLimit - Use hint value " << *hint
781 << " search in interval " << r->getMin() << " , " << r->getMax() << std::endl;
782 }
783
784 // if not specified use the default values for rel and absolute accuracy
785 if (absAccuracy <= 0) absAccuracy = fgAbsAccuracy;
786 if (relAccuracy <= 0) relAccuracy = fgRelAccuracy;
787
788 typedef std::pair<double,double> CLs_t;
789 double clsTarget = fSize;
790 CLs_t clsMin(1,0), clsMax(0,0), clsMid(0,0);
791 double rMin = r->getMin(), rMax = r->getMax();
792 limit = 0.5*(rMax + rMin);
793 limitErr = 0.5*(rMax - rMin);
794 bool done = false;
795
796 TF1 expoFit("expoFit","[0]*exp([1]*(x-[2]))", rMin, rMax);
797
798 fLimitPlot.reset(new TGraphErrors());
799
800 if (fVerbose > 0) std::cout << "Search for upper limit to the limit" << std::endl;
801 for (int tries = 0; tries < 6; ++tries) {
802 if (! RunOnePoint(rMax) ) {
803 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Hypotest failed at upper limit of scan range: " << rMax << std::endl;
804 rMax *= 0.95;
805 continue;
806 }
807 clsMax = std::make_pair( fResults->GetLastYValue(), fResults->GetLastYError() );
808 if (clsMax.first == 0 || clsMax.first + 3 * fabs(clsMax.second) < clsTarget ) break;
809 rMax += rMax;
810 if (tries == 5) {
811 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Cannot determine upper limit of scan range. At " << r->GetName()
812 << " = " << rMax << " still getting "
813 << (fUseCLs ? "CLs" : "CLsplusb") << " = " << clsMax.first << std::endl;
814 return false;
815 }
816 }
817 if (fVerbose > 0) {
818 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Search for lower limit to the limit" << std::endl;
819 }
820
821 if ( fUseCLs && rMin == 0 ) {
822 clsMin = CLs_t(1,0);
823 }
824 else {
825 if (! RunOnePoint(rMin) ) {
826 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Hypotest failed at lower limit of scan range: " << rMin << std::endl;
827 return false;
828 }
829 clsMin = std::make_pair( fResults->GetLastYValue(), fResults->GetLastYError() );
830 }
831 if (clsMin.first != 1 && clsMin.first - 3 * fabs(clsMin.second) < clsTarget) {
832 if (fUseCLs) {
833 rMin = 0;
834 clsMin = CLs_t(1,0); // this is always true for CLs
835 } else {
836 rMin = -rMax / 4;
837 for (int tries = 0; tries < 6; ++tries) {
838 if (! RunOnePoint(rMin) ) {
839 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Hypotest failed at lower limit of scan range: " << rMin << std::endl;
840 rMin = rMin == 0. ? 0.1 : rMin * 1.1;
841 continue;
842 }
843 clsMin = std::make_pair( fResults->GetLastYValue(), fResults->GetLastYError() );
844 if (clsMin.first == 1 || clsMin.first - 3 * fabs(clsMin.second) > clsTarget) break;
845 rMin += rMin;
846 if (tries == 5) {
847 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Cannot determine lower limit of scan range. At " << r->GetName()
848 << " = " << rMin << " still get " << (fUseCLs ? "CLs" : "CLsplusb")
849 << " = " << clsMin.first << std::endl;
850 return false;
851 }
852 }
853 }
854 }
855
856 if (fVerbose > 0)
857 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Now doing proper bracketing & bisection" << std::endl;
858 do {
859
860 // break loop in case max toys is reached
861 if (fMaxToys > 0 && fTotalToysRun > fMaxToys ) {
862 oocoutW((TObject*)0,Eval) << "HypoTestInverter::RunLimit - maximum number of toys reached " << std::endl;
863 done = false; break;
864 }
865
866
867 // determine point by bisection or interpolation
868 limit = 0.5*(rMin+rMax); limitErr = 0.5*(rMax-rMin);
869 if (fgAlgo == "logSecant" && clsMax.first != 0) {
870 double logMin = log(clsMin.first), logMax = log(clsMax.first), logTarget = log(clsTarget);
871 limit = rMin + (rMax-rMin) * (logTarget - logMin)/(logMax - logMin);
872 if (clsMax.second != 0 && clsMin.second != 0) {
873 limitErr = hypot((logTarget-logMax) * (clsMin.second/clsMin.first), (logTarget-logMin) * (clsMax.second/clsMax.first));
874 limitErr *= (rMax-rMin)/((logMax-logMin)*(logMax-logMin));
875 }
876 }
877 r->setError(limitErr);
878
879 // exit if reached accuracy on r
880 if (limitErr < std::max(absAccuracy, relAccuracy * limit)) {
881 if (fVerbose > 1)
882 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunLimit - reached accuracy " << limitErr
883 << " below " << std::max(absAccuracy, relAccuracy * limit) << std::endl;
884 done = true; break;
885 }
886
887 // evaluate point
888 if (! RunOnePoint(limit, true, clsTarget) ) {
889 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Hypo test failed at x=" << limit << " when trying to find limit." << std::endl;
890 return false;
891 }
892 clsMid = std::make_pair( fResults->GetLastYValue(), fResults->GetLastYError() );
893
894 if (clsMid.second == -1) {
895 std::cerr << "Hypotest failed" << std::endl;
896 return false;
897 }
898
899 // if sufficiently far away, drop one of the points
900 if (fabs(clsMid.first-clsTarget) >= 2*clsMid.second) {
901 if ((clsMid.first>clsTarget) == (clsMax.first>clsTarget)) {
902 rMax = limit; clsMax = clsMid;
903 } else {
904 rMin = limit; clsMin = clsMid;
905 }
906 } else {
907 if (fVerbose > 0) std::cout << "Trying to move the interval edges closer" << std::endl;
908 double rMinBound = rMin, rMaxBound = rMax;
909 // try to reduce the size of the interval
910 while (clsMin.second == 0 || fabs(rMin-limit) > std::max(absAccuracy, relAccuracy * limit)) {
911 rMin = 0.5*(rMin+limit);
912 if (!RunOnePoint(rMin,true, clsTarget) ) {
913 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Hypo test failed at x=" << rMin << " when trying to find limit from below." << std::endl;
914 return false;
915 }
916 clsMin = std::make_pair( fResults->GetLastYValue(), fResults->GetLastYError() );
917 if (fabs(clsMin.first-clsTarget) <= 2*clsMin.second) break;
918 rMinBound = rMin;
919 }
920 while (clsMax.second == 0 || fabs(rMax-limit) > std::max(absAccuracy, relAccuracy * limit)) {
921 rMax = 0.5*(rMax+limit);
922 if (!RunOnePoint(rMax,true,clsTarget) ) {
923 oocoutE((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Hypo test failed at x=" << rMin << " when trying to find limit from above." << std::endl;
924 return false;
925 }
926 clsMax = std::make_pair( fResults->GetLastYValue(), fResults->GetLastYError() );
927 if (fabs(clsMax.first-clsTarget) <= 2*clsMax.second) break;
928 rMaxBound = rMax;
929 }
930 expoFit.SetRange(rMinBound,rMaxBound);
931 break;
932 }
933 } while (true);
934
935 if (!done) { // didn't reach accuracy with scan, now do fit
936 if (fVerbose) {
937 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Before fit --- \n";
938 std::cout << "Limit: " << r->GetName() << " < " << limit << " +/- " << limitErr << " [" << rMin << ", " << rMax << "]\n";
939 }
940
941 expoFit.FixParameter(0,clsTarget);
942 expoFit.SetParameter(1,log(clsMax.first/clsMin.first)/(rMax-rMin));
943 expoFit.SetParameter(2,limit);
944 double rMinBound, rMaxBound; expoFit.GetRange(rMinBound, rMaxBound);
945 limitErr = std::max(fabs(rMinBound-limit), fabs(rMaxBound-limit));
946 int npoints = 0;
947
948 HypoTestInverterPlot plot("plot","plot",fResults);
949 fLimitPlot.reset(plot.MakePlot() );
950
951
952 for (int j = 0; j < fLimitPlot->GetN(); ++j) {
953 if (fLimitPlot->GetX()[j] >= rMinBound && fLimitPlot->GetX()[j] <= rMaxBound) npoints++;
954 }
955 for (int i = 0, imax = /*(readHybridResults_ ? 0 : */ 8; i <= imax; ++i, ++npoints) {
956 fLimitPlot->Sort();
957 fLimitPlot->Fit(&expoFit,(fVerbose <= 1 ? "QNR EX0" : "NR EXO"));
958 if (fVerbose) {
959 oocoutI((TObject*)0,Eval) << "Fit to " << npoints << " points: " << expoFit.GetParameter(2) << " +/- " << expoFit.GetParError(2) << std::endl;
960 }
961 if ((rMin < expoFit.GetParameter(2)) && (expoFit.GetParameter(2) < rMax) && (expoFit.GetParError(2) < 0.5*(rMaxBound-rMinBound))) {
962 // sanity check fit result
963 limit = expoFit.GetParameter(2);
964 limitErr = expoFit.GetParError(2);
965 if (limitErr < std::max(absAccuracy, relAccuracy * limit)) break;
966 }
967 // add one point in the interval.
968 double rTry = RooRandom::uniform()*(rMaxBound-rMinBound)+rMinBound;
969 if (i != imax) {
970 if (!RunOnePoint(rTry,true,clsTarget) ) return false;
971 //eval(w, mc_s, mc_b, data, rTry, true, clsTarget);
972 }
973
974 }
975 }
976
977//if (!plot_.empty() && fLimitPlot.get()) {
978 if (fLimitPlot.get() && fLimitPlot->GetN() > 0) {
979 //new TCanvas("c1","c1");
980 fLimitPlot->Sort();
981 fLimitPlot->SetLineWidth(2);
982 double xmin = r->getMin(), xmax = r->getMax();
983 for (int j = 0; j < fLimitPlot->GetN(); ++j) {
984 if (fLimitPlot->GetY()[j] > 1.4*clsTarget || fLimitPlot->GetY()[j] < 0.6*clsTarget) continue;
985 xmin = std::min(fLimitPlot->GetX()[j], xmin);
986 xmax = std::max(fLimitPlot->GetX()[j], xmax);
987 }
988 fLimitPlot->GetXaxis()->SetRangeUser(xmin,xmax);
989 fLimitPlot->GetYaxis()->SetRangeUser(0.5*clsTarget, 1.5*clsTarget);
990 fLimitPlot->Draw("AP");
991 expoFit.Draw("SAME");
992 TLine line(fLimitPlot->GetX()[0], clsTarget, fLimitPlot->GetX()[fLimitPlot->GetN()-1], clsTarget);
994 line.DrawLine(limit, 0, limit, fLimitPlot->GetY()[0]);
996 line.DrawLine(limit-limitErr, 0, limit-limitErr, fLimitPlot->GetY()[0]);
997 line.DrawLine(limit+limitErr, 0, limit+limitErr, fLimitPlot->GetY()[0]);
998 //c1->Print(plot_.c_str());
999 }
1000
1001 oocoutI((TObject*)0,Eval) << "HypoTestInverter::RunLimit - Result: \n"
1002 << "\tLimit: " << r->GetName() << " < " << limit << " +/- " << limitErr << " @ " << (1-fSize) * 100 << "% CL\n";
1003 if (fVerbose > 1) oocoutI((TObject*)0,Eval) << "Total toys: " << fTotalToysRun << std::endl;
1004
1005 // set value in results
1006 fResults->fUpperLimit = limit;
1007 fResults->fUpperLimitError = limitErr;
1009 // lower limit are always min of p value
1013
1014 return true;
1015}
1016
1017////////////////////////////////////////////////////////////////////////////////
1018/// get the distribution of lower limit
1019/// if rebuild = false (default) it will re-use the results of the scan done
1020/// for obtained the observed limit and no extra toys will be generated
1021/// if rebuild a new set of B toys will be done and the procedure will be repeated
1022/// for each toy
1023
1025 if (!rebuild) {
1026 if (!fResults) {
1027 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::GetLowerLimitDistribution(false) - result not existing\n";
1028 return 0;
1029 }
1031 }
1032
1033 TList * clsDist = 0;
1034 TList * clsbDist = 0;
1035 if (fUseCLs) clsDist = &fResults->fExpPValues;
1036 else clsbDist = &fResults->fExpPValues;
1037
1038 return RebuildDistributions(false, nToys,clsDist, clsbDist);
1039
1040}
1041
1042////////////////////////////////////////////////////////////////////////////////
1043/// get the distribution of lower limit
1044/// if rebuild = false (default) it will re-use the results of the scan done
1045/// for obtained the observed limit and no extra toys will be generated
1046/// if rebuild a new set of B toys will be done and the procedure will be repeated
1047/// for each toy
1048/// The nuisance parameter value used for rebuild is the current one in the model
1049/// so it is user responsibility to set to the desired value (nomi
1050
1052 if (!rebuild) {
1053 if (!fResults) {
1054 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::GetUpperLimitDistribution(false) - result not existing\n";
1055 return 0;
1056 }
1058 }
1059
1060 TList * clsDist = 0;
1061 TList * clsbDist = 0;
1062 if (fUseCLs) clsDist = &fResults->fExpPValues;
1063 else clsbDist = &fResults->fExpPValues;
1064
1065 return RebuildDistributions(true, nToys,clsDist, clsbDist);
1066}
1067
1068////////////////////////////////////////////////////////////////////////////////
1069
1071 if (fCalculator0) fCalculator0->SetData(data);
1072}
1073
1074////////////////////////////////////////////////////////////////////////////////
1075/// rebuild the sampling distributions by
1076/// generating some toys and find for each of them a new upper limit
1077/// Return the upper limit distribution and optionally also the pValue distributions for Cls, Clsb and Clbxs
1078/// as a TList for each scanned point
1079/// The method uses the present parameter value. It is user responsibility to give the current parameters to rebuild the distributions
1080/// 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
1081/// output file as an histogram
1082
1083SamplingDistribution * HypoTestInverter::RebuildDistributions(bool isUpper, int nToys, TList * clsDist, TList * clsbDist, TList * clbDist, const char *outputfile) {
1084
1085 if (!fScannedVariable || !fCalculator0) return 0;
1086 // get first background snapshot
1087 const ModelConfig * bModel = fCalculator0->GetAlternateModel();
1088 const ModelConfig * sbModel = fCalculator0->GetNullModel();
1089 if (!bModel || ! sbModel) return 0;
1090 RooArgSet paramPoint;
1091 if (!sbModel->GetParametersOfInterest()) return 0;
1092 paramPoint.add(*sbModel->GetParametersOfInterest());
1093
1094 const RooArgSet * poibkg = bModel->GetSnapshot();
1095 if (!poibkg) {
1096 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter::RebuildDistribution - background snapshot not existing"
1097 << " assume is for POI = 0" << std::endl;
1099 paramPoint = RooArgSet(*fScannedVariable);
1100 }
1101 else
1102 paramPoint = *poibkg;
1103 // generate data at bkg parameter point
1104
1105 ToyMCSampler * toymcSampler = dynamic_cast<ToyMCSampler *>(fCalculator0->GetTestStatSampler() );
1106 if (!toymcSampler) {
1107 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter::RebuildDistribution - no toy MC sampler existing" << std::endl;
1108 return 0;
1109 }
1110 // set up test stat sampler in case of asymptotic calculator
1111 if (dynamic_cast<RooStats::AsymptoticCalculator*>(fCalculator0) ) {
1112 toymcSampler->SetObservables(*sbModel->GetObservables() );
1113 toymcSampler->SetParametersForTestStat(*sbModel->GetParametersOfInterest());
1114 toymcSampler->SetPdf(*sbModel->GetPdf());
1115 toymcSampler->SetNuisanceParameters(*sbModel->GetNuisanceParameters());
1116 if (sbModel->GetGlobalObservables() ) toymcSampler->SetGlobalObservables(*sbModel->GetGlobalObservables() );
1117 // set number of events
1118 if (!sbModel->GetPdf()->canBeExtended())
1119 toymcSampler->SetNEventsPerToy(1);
1120 }
1121
1122 // loop on data to generate
1123 int nPoints = fNBins;
1124
1125 bool storePValues = clsDist || clsbDist || clbDist;
1126 if (fNBins <=0 && storePValues) {
1127 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter::RebuildDistribution - cannot return p values distribution with the auto scan" << std::endl;
1128 storePValues = false;
1129 nPoints = 0;
1130 }
1131
1132 if (storePValues) {
1133 if (fResults) nPoints = fResults->ArraySize();
1134 if (nPoints <=0) {
1135 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - result is not existing and number of point to scan is not set"
1136 << std::endl;
1137 return 0;
1138 }
1139 }
1140
1141 if (nToys <= 0) nToys = 100; // default value
1142
1143 std::vector<std::vector<double> > CLs_values(nPoints);
1144 std::vector<std::vector<double> > CLsb_values(nPoints);
1145 std::vector<std::vector<double> > CLb_values(nPoints);
1146
1147 if (storePValues) {
1148 for (int i = 0; i < nPoints; ++i) {
1149 CLs_values[i].reserve(nToys);
1150 CLb_values[i].reserve(nToys);
1151 CLsb_values[i].reserve(nToys);
1152 }
1153 }
1154
1155 std::vector<double> limit_values; limit_values.reserve(nToys);
1156
1157 oocoutI((TObject*)0,InputArguments) << "HypoTestInverter - rebuilding the p value distributions by generating ntoys = "
1158 << nToys << std::endl;
1159
1160
1161 oocoutI((TObject*)0,InputArguments) << "Rebuilding using parameter of interest point: ";
1162 RooStats::PrintListContent(paramPoint, oocoutI((TObject*)0,InputArguments) );
1163 if (sbModel->GetNuisanceParameters() ) {
1164 oocoutI((TObject*)0,InputArguments) << "And using nuisance parameters: ";
1165 RooStats::PrintListContent(*sbModel->GetNuisanceParameters(), oocoutI((TObject*)0,InputArguments) );
1166 }
1167 // save all parameters to restore them later
1168 assert(bModel->GetPdf() );
1169 assert(bModel->GetObservables() );
1170 RooArgSet * allParams = bModel->GetPdf()->getParameters( *bModel->GetObservables() );
1171 RooArgSet saveParams;
1172 allParams->snapshot(saveParams);
1173
1174 TFile * fileOut = TFile::Open(outputfile,"RECREATE");
1175 if (!fileOut) {
1176 oocoutE((TObject*)0,InputArguments) << "HypoTestInverter - RebuildDistributions - Error opening file " << outputfile
1177 << " - the resulting limits will not be stored" << std::endl;
1178 }
1179 // create temporary histograms to store the limit result
1180 TH1D * hL = new TH1D("lowerLimitDist","Rebuilt lower limit distribution",100,1.,0.);
1181 TH1D * hU = new TH1D("upperLimitDist","Rebuilt upper limit distribution",100,1.,0.);
1182 TH1D * hN = new TH1D("nObs","Observed events",100,1.,0.);
1183 hL->SetBuffer(2*nToys);
1184 hU->SetBuffer(2*nToys);
1185 std::vector<TH1*> hCLb;
1186 std::vector<TH1*> hCLsb;
1187 std::vector<TH1*> hCLs;
1188 if (storePValues) {
1189 for (int i = 0; i < nPoints; ++i) {
1190 hCLb.push_back(new TH1D(TString::Format("CLbDist_bin%d",i),"CLb distribution",100,1.,0.));
1191 hCLs.push_back(new TH1D(TString::Format("ClsDist_bin%d",i),"CLs distribution",100,1.,0.));
1192 hCLsb.push_back(new TH1D(TString::Format("CLsbDist_bin%d",i),"CLs+b distribution",100,1.,0.));
1193 }
1194 }
1195
1196
1197 // loop now on the toys
1198 for (int itoy = 0; itoy < nToys; ++itoy) {
1199
1200 oocoutP((TObject*)0,Eval) << "\nHypoTestInverter - RebuildDistributions - running toy # " << itoy << " / "
1201 << nToys << std::endl;
1202
1203
1204 printf("\n\nshnapshot of s+b model \n");
1205 sbModel->GetSnapshot()->Print("v");
1206
1207 // reset parameters to initial values to be sure in case they are not reset
1208 if (itoy> 0) *allParams = saveParams;
1209
1210 // need to set th epdf to clear the cache in ToyMCSampler
1211 // pdf we must use is background pdf
1212 toymcSampler->SetPdf(*bModel->GetPdf() );
1213
1214
1215 RooAbsData * bkgdata = toymcSampler->GenerateToyData(paramPoint);
1216
1217 double nObs = bkgdata->sumEntries();
1218 // for debugging in case of number counting models
1219 if (bkgdata->numEntries() ==1 && !bModel->GetPdf()->canBeExtended()) {
1220 oocoutP((TObject*)0,Generation) << "Generate observables are : ";
1221 RooArgList genObs(*bkgdata->get(0));
1222 RooStats::PrintListContent(genObs, oocoutP((TObject*)0,Generation) );
1223 nObs = 0;
1224 for (int i = 0; i < genObs.getSize(); ++i) {
1225 RooRealVar * x = dynamic_cast<RooRealVar*>(&genObs[i]);
1226 if (x) nObs += x->getVal();
1227 }
1228 }
1229 hN->Fill(nObs);
1230
1231 // by copying I will have the same min/max as previous ones
1232 HypoTestInverter inverter = *this;
1233 inverter.SetData(*bkgdata);
1234
1235 // print global observables
1236 auto gobs = bModel->GetPdf()->getVariables()->selectCommon(* sbModel->GetGlobalObservables() );
1237 gobs->Print("v");
1238
1239 HypoTestInverterResult * r = inverter.GetInterval();
1240
1241 if (r == 0) continue;
1242
1243 double value = (isUpper) ? r->UpperLimit() : r->LowerLimit();
1244 limit_values.push_back( value );
1245 hU->Fill(r->UpperLimit() );
1246 hL->Fill(r->LowerLimit() );
1247
1248
1249 std::cout << "The computed upper limit for toy #" << itoy << " is " << value << std::endl;
1250
1251 // write every 10 toys
1252 if (itoy%10 == 0 || itoy == nToys-1) {
1253 hU->Write("",TObject::kOverwrite);
1254 hL->Write("",TObject::kOverwrite);
1255 hN->Write("",TObject::kOverwrite);
1256 }
1257
1258 if (!storePValues) continue;
1259
1260 if (nPoints < r->ArraySize()) {
1261 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter: skip extra points" << std::endl;
1262 }
1263 else if (nPoints > r->ArraySize()) {
1264 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter: missing some points" << std::endl;
1265 }
1266
1267
1268 for (int ipoint = 0; ipoint < nPoints; ++ipoint) {
1269 HypoTestResult * hr = r->GetResult(ipoint);
1270 if (hr) {
1271 CLs_values[ipoint].push_back( hr->CLs() );
1272 CLsb_values[ipoint].push_back( hr->CLsplusb() );
1273 CLb_values[ipoint].push_back( hr->CLb() );
1274 hCLs[ipoint]->Fill( hr->CLs() );
1275 hCLb[ipoint]->Fill( hr->CLb() );
1276 hCLsb[ipoint]->Fill( hr->CLsplusb() );
1277 }
1278 else {
1279 oocoutW((TObject*)0,InputArguments) << "HypoTestInverter: missing result for point: x = "
1280 << fResults->GetXValue(ipoint) << std::endl;
1281 }
1282 }
1283 // write every 10 toys
1284 if (itoy%10 == 0 || itoy == nToys-1) {
1285 for (int ipoint = 0; ipoint < nPoints; ++ipoint) {
1286 hCLs[ipoint]->Write("",TObject::kOverwrite);
1287 hCLb[ipoint]->Write("",TObject::kOverwrite);
1288 hCLsb[ipoint]->Write("",TObject::kOverwrite);
1289 }
1290 }
1291
1292
1293 delete r;
1294 delete bkgdata;
1295 }
1296
1297
1298 if (storePValues) {
1299 if (clsDist) clsDist->SetOwner(true);
1300 if (clbDist) clbDist->SetOwner(true);
1301 if (clsbDist) clsbDist->SetOwner(true);
1302
1303 oocoutI((TObject*)0,InputArguments) << "HypoTestInverter: storing rebuilt p values " << std::endl;
1304
1305 for (int ipoint = 0; ipoint < nPoints; ++ipoint) {
1306 if (clsDist) {
1307 TString name = TString::Format("CLs_distrib_%d",ipoint);
1308 clsDist->Add( new SamplingDistribution(name,name,CLs_values[ipoint] ) );
1309 }
1310 if (clbDist) {
1311 TString name = TString::Format("CLb_distrib_%d",ipoint);
1312 clbDist->Add( new SamplingDistribution(name,name,CLb_values[ipoint] ) );
1313 }
1314 if (clsbDist) {
1315 TString name = TString::Format("CLsb_distrib_%d",ipoint);
1316 clsbDist->Add( new SamplingDistribution(name,name,CLsb_values[ipoint] ) );
1317 }
1318 }
1319 }
1320
1321 if (fileOut) {
1322 fileOut->Close();
1323 }
1324 else {
1325 // delete all the histograms
1326 delete hL;
1327 delete hU;
1328 for (int i = 0; i < nPoints && storePValues; ++i) {
1329 delete hCLs[i];
1330 delete hCLb[i];
1331 delete hCLsb[i];
1332 }
1333 }
1334
1335 const char * disName = (isUpper) ? "upperLimit_dist" : "lowerLimit_dist";
1336 return new SamplingDistribution(disName, disName, limit_values);
1337}
size_t fSize
ROOT::R::TRInterface & r
Definition Object.C:4
#define h(i)
Definition RSha256.hxx:106
#define oocoutW(o, a)
#define oocoutE(o, a)
#define oocoutF(o, a)
#define oocoutI(o, a)
#define oocoutP(o, a)
#define ClassImp(name)
Definition Rtypes.h:364
@ kRed
Definition Rtypes.h:66
char name[80]
Definition TGX11.cxx:110
int type
Definition TGX11.cxx:121
float xmin
float xmax
double exp(double)
double log(double)
RooArgSet * getVariables(Bool_t stripDisconnected=kTRUE) const
Return RooArgSet with all variables (tree leaf nodes of expresssion tree)
RooArgSet * getParameters(const RooAbsData *data, bool stripDisconnected=true) const
Create a list of leaf nodes in the arg tree starting with ourself as top node that don't match any of...
RooAbsCollection * selectCommon(const RooAbsCollection &refColl) const
Create a subset of the current collection, consisting only of those elements that are contained as we...
Int_t getSize() const
RooAbsArg * first() const
virtual void Print(Option_t *options=0) const
This method must be overridden when a class wants to print itself.
RooAbsArg * find(const char *name) const
Find object with given name in list.
RooAbsData is the common abstract base class for binned and unbinned datasets.
Definition RooAbsData.h:49
virtual const RooArgSet * get() const
Definition RooAbsData.h:92
virtual Double_t sumEntries() const =0
Return effective number of entries in dataset, i.e., sum all weights.
virtual Int_t numEntries() const
Return number of entries in dataset, i.e., count unweighted entries.
Bool_t canBeExtended() const
If true, PDF can provide extended likelihood term.
Definition RooAbsPdf.h:238
virtual Double_t getMax(const char *name=0) const
Get maximum of currently defined range.
virtual Double_t getMin(const char *name=0) const
Get miniminum of currently defined range.
Double_t getVal(const RooArgSet *normalisationSet=nullptr) const
Evaluate object.
Definition RooAbsReal.h:91
RooArgList is a container object that can hold multiple RooAbsArg objects.
Definition RooArgList.h:21
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition RooArgSet.h:29
RooArgSet * snapshot(bool deepCopy=true) const
Use RooAbsCollection::snapshot(), but return as RooArgSet.
Definition RooArgSet.h:118
Bool_t add(const RooAbsArg &var, Bool_t silent=kFALSE) override
Add element to non-owning set.
static Double_t uniform(TRandom *generator=randomGenerator())
Return a number uniformly distributed from (0,1)
Definition RooRandom.cxx:83
RooRealVar represents a variable that can be changed from the outside.
Definition RooRealVar.h:39
virtual void setVal(Double_t value)
Set value of variable to 'value'.
Hypothesis Test Calculator based on the asymptotic formulae for the profile likelihood ratio.
Does a frequentist hypothesis test.
Same purpose as HybridCalculatorOriginal, but different implementation.
Common base class for the Hypothesis Test Calculators.
const ModelConfig * GetNullModel(void) const
const ModelConfig * GetAlternateModel(void) const
TestStatSampler * GetTestStatSampler(void) const
Returns instance of TestStatSampler.
virtual HypoTestResult * GetHypoTest() const
inherited methods from HypoTestCalculator interface
virtual void SetData(RooAbsData &data)
Set the DataSet.
Class to plot a HypoTestInverterResult, the output of the HypoTestInverter calculator.
TGraphErrors * MakePlot(Option_t *opt="")
return a TGraphErrors with the obtained observed p-values resultinf from the scan By default (Option ...
HypoTestInverterResult class holds the array of hypothesis test results and compute a confidence inte...
SamplingDistribution * GetLowerLimitDistribution() const
get expected lower limit distributions implemented using interpolation The size for the sampling dist...
HypoTestResult * GetResult(int index) const
return a pointer to the i^th result object
double fLowerLimitError
interpolation option (linear or spline)
int ArraySize() const
number of entries in the results array
virtual void SetConfidenceLevel(Double_t cl)
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)
std::vector< double > fXValues
number of points used to build expected p-values
void UseCLs(bool on=true)
flag to switch between using CLsb (default) or CLs as confidence level
double GetXValue(int index) const
function to return the value of the parameter of interest for the i^th entry in the results
TList fExpPValues
list of HypoTestResult for each point
SamplingDistribution * GetUpperLimitDistribution() const
get expected upper limit distributions implemented using interpolation
A class for performing a hypothesis test inversion by scanning the hypothesis test results of a HypoT...
virtual void SetData(RooAbsData &)
Set the DataSet ( add to the the workspace if not already there ?)
static void CheckInputModels(const HypoTestCalculatorGeneric &hc, const RooRealVar &scanVar)
check the model given the given hypotestcalculator
static void SetCloseProof(Bool_t flag)
set flag to close proof for every new run
RooRealVar * fScannedVariable
pointer to the generic hypotest calculator used
virtual ~HypoTestInverter()
destructor (delete the HypoTestInverterResult)
std::unique_ptr< HypoTestCalculatorGeneric > fHC
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 limi...
HypoTestInverterResult * fResults
HypoTestInverter()
default constructor (doesn't do anything)
bool SetTestStatistic(TestStatistic &stat)
set the test statistic to use
virtual Double_t ConfidenceLevel() const
Get the Confidence level for the test.
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 sc...
static unsigned int fgNToys
void Clear()
delete contained result and graph
TestStatistic * GetTestStatistic() const
return the test statistic which is or will be used by the class
virtual HypoTestInverterResult * GetInterval() const
Run a fixed scan or the automatic scan depending on the configuration.
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.
std::unique_ptr< TGraphErrors > fLimitPlot
bool RunFixedScan(int nBins, double xMin, double xMax, bool scanLog=false) const
Run a fixed scan.
bool RunOnePoint(double thisX, bool adaptive=false, double clTarget=-1) const
run only one point at the given POI value
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 sc...
HypoTestInverter & operator=(const HypoTestInverter &rhs)
assignment operator NOTE: this class does not copy the contained result and the HypoTestCalculator,...
HypoTestCalculatorGeneric * fCalculator0
int fTotalToysRun
plot of limits
void CreateResults() const
create a new HypoTestInverterResult to hold all computed results
static RooRealVar * GetVariableToScan(const HypoTestCalculatorGeneric &hc)
get the variable to scan try first with null model if not go to alternate model
HypoTestResult * Eval(HypoTestCalculatorGeneric &hc, bool adaptive, double clsTarget) const
Run the Hypothesis test at a previous configured point (internal function called by RunOnePoint)
HypoTestResult is a base class for results from hypothesis tests.
void SetBackgroundAsAlt(Bool_t l=kTRUE)
Double_t CLbError() const
The error on the "confidence level" of the null hypothesis.
Bool_t GetPValueIsRightTail(void) const
Double_t GetTestStatisticData(void) const
virtual void Append(const HypoTestResult *other)
add values from another HypoTestResult
virtual Double_t CLb() const
Convert NullPValue into a "confidence level".
virtual Double_t CLsplusb() const
Convert AlternatePValue into a "confidence level".
virtual Double_t AlternatePValue() const
Return p-value for alternate hypothesis.
virtual Double_t NullPValue() const
Return p-value for null hypothesis.
void SetTestStatisticData(const Double_t tsd)
Double_t CLsplusbError() const
The error on the "confidence level" of the alternative hypothesis.
virtual Double_t CLs() const
is simply (not a method, but a quantity)
SamplingDistribution * GetNullDistribution(void) const
Double_t CLsError() const
The error on the ratio .
SamplingDistribution * GetAltDistribution(void) const
IntervalCalculator is an interface class for a tools which produce RooStats ConfIntervals.
ModelConfig is a simple class that holds configuration information specifying how a model should be u...
Definition ModelConfig.h:30
const RooArgSet * GetGlobalObservables() const
get RooArgSet for global observables (return NULL if not existing)
const RooArgSet * GetParametersOfInterest() const
get RooArgSet containing the parameter of interest (return NULL if not existing)
const RooArgSet * GetNuisanceParameters() const
get RooArgSet containing the nuisance parameters (return NULL if not existing)
const RooArgSet * GetObservables() const
get RooArgSet for observables (return NULL if not existing)
const RooArgSet * GetSnapshot() const
get RooArgSet for parameters for a particular hypothesis (return NULL if not existing)
RooAbsPdf * GetPdf() const
get model PDF (return NULL if pdf has not been specified or does not exist)
ProfileLikelihoodTestStat is an implementation of the TestStatistic interface that calculates the pro...
static void CloseProof(Option_t *option="s")
close all proof connections
Definition ProofConfig.h:92
This class simply holds a sampling distribution of some test statistic.
Int_t GetSize() const
size of samples
TestStatSampler is an interface class for a tools which produce RooStats SamplingDistributions.
virtual TestStatistic * GetTestStatistic() const =0
virtual void SetTestStatistic(TestStatistic *testStatistic)=0
TestStatistic is an interface class to provide a facility for construction test statistics distributi...
ToyMCSampler is an implementation of the TestStatSampler interface.
virtual void SetObservables(const RooArgSet &o)
virtual void SetPdf(RooAbsPdf &pdf)
virtual RooAbsData * GenerateToyData(RooArgSet &paramPoint, RooAbsPdf &pdf) const
virtual void SetGlobalObservables(const RooArgSet &o)
virtual void SetNEventsPerToy(const Int_t nevents)
Forces the generation of exactly n events even for extended PDFs.
virtual void SetNuisanceParameters(const RooArgSet &np)
virtual void SetParametersForTestStat(const RooArgSet &nullpoi)
virtual void SetLineStyle(Style_t lstyle)
Set the line style.
Definition TAttLine.h:42
virtual void SetLineWidth(Width_t lwidth)
Set the line width.
Definition TAttLine.h:43
virtual void SetLineColor(Color_t lcolor)
Set the line color.
Definition TAttLine.h:40
virtual void SetOwner(Bool_t enable=kTRUE)
Set whether this collection is the owner (enable==true) of its content.
1-Dim function class
Definition TF1.h:213
virtual Double_t GetParError(Int_t ipar) const
Return value of parameter number ipar.
Definition TF1.cxx:1920
virtual void SetRange(Double_t xmin, Double_t xmax)
Initialize the upper and lower bounds to draw the function.
Definition TF1.cxx:3532
virtual void GetRange(Double_t *xmin, Double_t *xmax) const
Return range of a generic N-D function.
Definition TF1.cxx:2269
virtual void Draw(Option_t *option="")
Draw this function with its current attributes.
Definition TF1.cxx:1322
virtual void SetParameter(Int_t param, Double_t value)
Definition TF1.h:634
virtual void FixParameter(Int_t ipar, Double_t value)
Fix the value of a parameter The specified value will be used in a fit operation.
Definition TF1.cxx:1547
virtual Double_t GetParameter(Int_t ipar) const
Definition TF1.h:512
A ROOT file is a suite of consecutive data records (TKey instances) with a well defined format.
Definition TFile.h:54
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:3997
void Close(Option_t *option="") override
Close a file.
Definition TFile.cxx:879
A TGraphErrors is a TGraph with error bars.
1-D histogram with a double per channel (see TH1 documentation)}
Definition TH1.h:618
virtual Int_t Fill(Double_t x)
Increment bin with abscissa X by 1.
Definition TH1.cxx:3350
virtual void SetBuffer(Int_t buffersize, Option_t *option="")
Set the maximum number of entries to be kept in the buffer.
Definition TH1.cxx:8306
A simple line.
Definition TLine.h:22
virtual TLine * DrawLine(Double_t x1, Double_t y1, Double_t x2, Double_t y2)
Draw this line with new coordinates.
Definition TLine.cxx:89
A doubly linked list.
Definition TList.h:44
virtual void Add(TObject *obj)
Definition TList.h:87
virtual TObject * Remove(TObject *obj)
Remove object from the list.
Definition TList.cxx:822
virtual void SetTitle(const char *title="")
Set the title of the TNamed.
Definition TNamed.cxx:164
virtual void SetName(const char *name)
Set the name of the TNamed.
Definition TNamed.cxx:140
virtual TObject * Clone(const char *newname="") const
Make a clone of an object using the Streamer facility.
Definition TNamed.cxx:74
virtual const char * GetName() const
Returns name of object.
Definition TNamed.h:47
Mother of all ROOT objects.
Definition TObject.h:37
virtual Int_t Write(const char *name=0, Int_t option=0, Int_t bufsize=0)
Write this object to the current directory.
Definition TObject.cxx:798
@ kOverwrite
overwrite existing object with same name
Definition TObject.h:88
virtual const char * GetName() const
Returns name of object.
Definition TObject.cxx:359
virtual void Draw(Option_t *option="")
Default Draw method for all objects.
Definition TObject.cxx:197
Basic string class.
Definition TString.h:136
static TString Format(const char *fmt,...)
Static method which formats a string using a printf style format descriptor and return a TString.
Definition TString.cxx:2331
TLine * line
Double_t x[n]
Definition legend1.C:17
Namespace for the RooStats classes.
Definition Asimov.h:19
void PrintListContent(const RooArgList &l, std::ostream &os=std::cout)
Bool_t AreEqualRel(Double_t af, Double_t bf, Double_t relPrec)
Definition TMath.h:430
Bool_t AreEqualAbs(Double_t af, Double_t bf, Double_t epsilon)
Definition TMath.h:424