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SimpleLikelihoodRatioTestStat.cxx
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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/** \class RooStats::SimpleLikelihoodRatioTestStat
12 \ingroup Roostats
13
14TestStatistic class that returns -log(L[null] / L[alt]) where
15L is the likelihood.
16It is often called as the LEP Test statistic.
17
18
19*/
20
23
25
26////////////////////////////////////////////////////////////////////////////////
27
29
31
32 if (fFirstEval && ParamsAreEqual()) {
33 oocoutW(fNullParameters,InputArguments)
34 << "Same RooArgSet used for null and alternate, so you must explicitly SetNullParameters and SetAlternateParameters or the likelihood ratio will always be 1."
35 << std::endl;
36 }
37
38 // strip pdfs of constraints (which cancel out in the ratio) to avoid unnecessary computations and computational errors
39 if (fFirstEval) {
40 fNullPdf = RooStats::MakeUnconstrainedPdf(*fNullPdf, *fNullPdf->getObservables(data));
41 fAltPdf = RooStats::MakeUnconstrainedPdf(*fAltPdf , *fAltPdf->getObservables(data) );
42 }
43
44 fFirstEval = false;
45
48
49 Bool_t reuse = (fReuseNll || fgAlwaysReuseNll) ;
50
51 Bool_t created = kFALSE ;
52 if (!fNllNull) {
53 RooArgSet* allParams = fNullPdf->getParameters(data);
54 fNllNull = fNullPdf->createNLL(data, RooFit::CloneData(kFALSE),RooFit::Constrain(*allParams),RooFit::GlobalObservables(fGlobalObs),RooFit::ConditionalObservables(fConditionalObs));
55 delete allParams;
56 created = kTRUE ;
57 }
58 if (reuse && !created) {
59 fNllNull->setData(data, kFALSE) ;
60 }
61
62 // make sure we set the variables attached to this nll
63 RooArgSet* attachedSet = fNllNull->getVariables();
64 *attachedSet = *fNullParameters;
65 *attachedSet = nullPOI;
66 double nullNLL = fNllNull->getVal();
67
68 //std::cout << std::endl << "SLRTS: null params:" << std::endl;
69 //attachedSet->Print("v");
70
71
72 if (!reuse) {
73 delete fNllNull ; fNllNull = NULL ;
74 }
75 delete attachedSet;
76
77 created = kFALSE ;
78 if (!fNllAlt) {
79 RooArgSet* allParams = fAltPdf->getParameters(data);
80 fNllAlt = fAltPdf->createNLL(data, RooFit::CloneData(kFALSE),RooFit::Constrain(*allParams),RooFit::GlobalObservables(fGlobalObs),RooFit::ConditionalObservables(fConditionalObs));
81 delete allParams;
82 created = kTRUE ;
83 }
84 if (reuse && !created) {
85 fNllAlt->setData(data, kFALSE) ;
86 }
87 // make sure we set the variables attached to this nll
88 attachedSet = fNllAlt->getVariables();
89 *attachedSet = *fAltParameters;
90 double altNLL = fNllAlt->getVal();
91
92 //std::cout << std::endl << "SLRTS: alt params:" << std::endl;
93 //attachedSet->Print("v");
94
95
96// std::cout << std::endl << "SLRTS null NLL: " << nullNLL << " alt NLL: " << altNLL << std::endl << std::endl;
97
98
99 if (!reuse) {
100 delete fNllAlt ; fNllAlt = NULL ;
101 }
102 delete attachedSet;
103
104
105
106 // save this snapshot
107 if( fDetailedOutputEnabled ) {
108 if( !fDetailedOutput ) {
109 fDetailedOutput = new RooArgSet( *(new RooRealVar("nullNLL","null NLL",0)), "detailedOut_SLRTS" );
110 fDetailedOutput->add( *(new RooRealVar("altNLL","alternate NLL",0)) );
111 }
112 fDetailedOutput->setRealValue( "nullNLL", nullNLL );
113 fDetailedOutput->setRealValue( "altNLL", altNLL );
114
115// std::cout << std::endl << "STORING THIS AS DETAILED OUTPUT:" << std::endl;
116// fDetailedOutput->Print("v");
117// std::cout << std::endl;
118 }
119
120
122 return nullNLL - altNLL;
123}
#define oocoutW(o, a)
const Bool_t kFALSE
Definition RtypesCore.h:92
double Double_t
Definition RtypesCore.h:59
const Bool_t kTRUE
Definition RtypesCore.h:91
RooAbsData is the common abstract base class for binned and unbinned datasets.
Definition RooAbsData.h:49
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition RooArgSet.h:29
static RooMsgService & instance()
Return reference to singleton instance.
void setGlobalKillBelow(RooFit::MsgLevel level)
RooFit::MsgLevel globalKillBelow() const
RooRealVar represents a variable that can be changed from the outside.
Definition RooRealVar.h:39
static Bool_t fgAlwaysReuseNll
transient copy of the alt NLL
virtual Double_t Evaluate(RooAbsData &data, RooArgSet &nullPOI)
Main interface to evaluate the test statistic on a dataset given the values for the Null Parameters O...
RooCmdArg Constrain(const RooArgSet &params)
RooCmdArg GlobalObservables(const RooArgSet &globs)
RooCmdArg CloneData(Bool_t flag)
RooCmdArg ConditionalObservables(const RooArgSet &set)
MsgLevel
Verbosity level for RooMsgService::StreamConfig in RooMsgService.
RooAbsPdf * MakeUnconstrainedPdf(RooAbsPdf &pdf, const RooArgSet &observables, const char *name=NULL)