NeymanConstruction is a concrete implementation of the NeymanConstruction interface that, as the name suggests, performs a NeymanConstruction.

It produces a RooStats::PointSetInterval, which is a concrete implementation of the ConfInterval interface.

The Neyman Construction is not a uniquely defined statistical technique, it requires that one specify an ordering rule or ordering principle, which is usually incoded by choosing a specific test statistic and limits of integration (corresponding to upper/lower/central limits). As a result, this class must be configured with the corresponding information before it can produce an interval. Common configurations, such as the Feldman-Cousins approach, can be enforced by other light weight classes.

The Neyman Construction considers every point in the parameter space independently, no assumptions are made that the interval is connected or of a particular shape. As a result, the PointSetInterval class is used to represent the result. The user indicate which points in the parameter space to perform the constrution by providing a PointSetInterval instance with the desired points.

This class is fairly light weight, because the choice of parameter points to be considered is factorized and so is the creation of the sampling distribution of the test statistic (which is done by a concrete class implementing the DistributionCreator interface). As a result, this class basically just drives the construction by:

using a DistributionCreator to create the SamplingDistribution of a user-defined test statistic for each parameter point of interest,
defining the acceptance region in the data by finding the thresholds on the test statistic such that the integral of the sampling distribution is of the appropriate size and consistent with the limits of integration (eg. upper/lower/central limits),
and finally updating the PointSetInterval based on whether the value of the test statistic evaluated on the data are in the acceptance region.

Definition at line 58 of file NeymanConstruction.h.

Public Member Functions
	NeymanConstruction (RooAbsData &data, ModelConfig &model)
	NeymanConstruction();. More...

virtual	~NeymanConstruction ()
	default constructor if(fOwnsWorkspace && fWS) delete fWS; if(fConfBelt) delete fConfBelt; More...

virtual PointSetInterval *	GetInterval () const
	Main interface to get a ConfInterval (will be a PointSetInterval) More...

void	SetTestStatSampler (TestStatSampler &sampler)
	in addition to interface we also need: Set the TestStatSampler (eg. More...

void	SetLeftSideTailFraction (Double_t leftSideFraction=0.)
	fLeftSideTailFraction*fSize defines lower edge of acceptance region. More...

void	SetParameterPointsToTest (RooAbsData &pointsToTest)
	User-defined set of points to test. More...

virtual Double_t	Size () const
	This class can make regularly spaced scans based on range stored in RooRealVars. More...

virtual Double_t	ConfidenceLevel () const
	Get the Confidence level for the test. More...

virtual void	SetModel (const ModelConfig &model)
	Set ModelConfig. More...

virtual void	SetData (RooAbsData &data)
	Set the DataSet. More...

virtual void	SetPdf (RooAbsPdf &)
	Set the Pdf, add to the the workspace if not already there. More...

virtual void	SetParameters (const RooArgSet &)
	specify the parameters of interest in the interval More...

virtual void	SetNuisanceParameters (const RooArgSet &)
	specify the nuisance parameters (eg. the rest of the parameters) More...

virtual void	SetTestSize (Double_t size)
	set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) More...

virtual void	SetConfidenceLevel (Double_t cl)
	set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More...

ConfidenceBelt *	GetConfidenceBelt ()
	get confidence belt More...

void	UseAdaptiveSampling (bool flag=true)
	adaptive sampling algorithm to speed up interval caculation More...

void	AdditionalNToysFactor (double fact)
	give user ability to ask for more toys More...

void	SaveBeltToFile (bool flag=true)
	save teh confidence belt to a file More...

void	CreateConfBelt (bool flag=true)
	should create confidence belt More...

TestStatSampler *	GetTestStatSampler (void)
	Returns instance of TestStatSampler. More...

Public Member Functions inherited from RooStats::IntervalCalculator
virtual	~IntervalCalculator ()

Private Attributes
Double_t	fSize

RooAbsData &	fData
	size of the test (eg. specified rate of Type I error) More...

ModelConfig &	fModel
	data set More...

TestStatSampler *	fTestStatSampler

RooAbsData *	fPointsToTest

Double_t	fLeftSideFraction

ConfidenceBelt *	fConfBelt

bool	fAdaptiveSampling

Double_t	fAdditionalNToysFactor

bool	fSaveBeltToFile

bool	fCreateBelt

#include <RooStats/NeymanConstruction.h>

Inheritance diagram for RooStats::NeymanConstruction:

Collaboration diagram for RooStats::NeymanConstruction:

Constructor & Destructor Documentation

NeymanConstruction::NeymanConstruction	(	RooAbsData &	data,
		ModelConfig &	model
	)

NeymanConstruction();.

Definition at line 52 of file NeymanConstruction.cxx.

NeymanConstruction::~NeymanConstruction ( )

virtual

default constructor if(fOwnsWorkspace && fWS) delete fWS; if(fConfBelt) delete fConfBelt;

Definition at line 78 of file NeymanConstruction.cxx.

Member Function Documentation

void RooStats::NeymanConstruction::AdditionalNToysFactor ( double fact )

inline

give user ability to ask for more toys

Definition at line 129 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

virtual Double_t RooStats::NeymanConstruction::ConfidenceLevel ( ) const

inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 94 of file NeymanConstruction.h.

void RooStats::NeymanConstruction::CreateConfBelt ( bool flag = true )

inline

should create confidence belt

Definition at line 137 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

ConfidenceBelt* RooStats::NeymanConstruction::GetConfidenceBelt ( )

inline

get confidence belt

Definition at line 123 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

PointSetInterval * NeymanConstruction::GetInterval ( ) const

virtual

Main interface to get a ConfInterval (will be a PointSetInterval)

Main interface to get a RooStats::ConfInterval.

It constructs a RooStats::SetInterval.

Implements RooStats::IntervalCalculator.

Definition at line 85 of file NeymanConstruction.cxx.

Referenced by RooStats::FeldmanCousins::GetInterval().

TestStatSampler* RooStats::NeymanConstruction::GetTestStatSampler ( void )

inline

Returns instance of TestStatSampler.

Use to change properties of TestStatSampler, e.g. GetTestStatSampler.SetTestSize(Double_t size);

Definition at line 141 of file NeymanConstruction.h.

void RooStats::NeymanConstruction::SaveBeltToFile ( bool flag = true )

inline

save teh confidence belt to a file

Definition at line 132 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

virtual void RooStats::NeymanConstruction::SetConfidenceLevel ( Double_t cl )

inlinevirtual

set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 120 of file NeymanConstruction.h.

virtual void RooStats::NeymanConstruction::SetData ( RooAbsData & data )

inlinevirtual

Set the DataSet.

Implements RooStats::IntervalCalculator.

Definition at line 100 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

void RooStats::NeymanConstruction::SetLeftSideTailFraction ( Double_t leftSideFraction = 0. )

inline

fLeftSideTailFraction*fSize defines lower edge of acceptance region.

Unified limits use 0, central limits use 0.5, for upper/lower limits it is 0/1 depends on sign of test statistic w.r.t. parameter

Definition at line 76 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

virtual void RooStats::NeymanConstruction::SetModel ( const ModelConfig & model )

inlinevirtual

Set ModelConfig.

Implements RooStats::IntervalCalculator.

Definition at line 97 of file NeymanConstruction.h.

virtual void RooStats::NeymanConstruction::SetNuisanceParameters ( const RooArgSet & )

inlinevirtual

specify the nuisance parameters (eg. the rest of the parameters)

Definition at line 113 of file NeymanConstruction.h.

void RooStats::NeymanConstruction::SetParameterPointsToTest ( RooAbsData & pointsToTest )

inline

User-defined set of points to test.

Definition at line 79 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

virtual void RooStats::NeymanConstruction::SetParameters ( const RooArgSet & )

inlinevirtual

specify the parameters of interest in the interval

Definition at line 108 of file NeymanConstruction.h.

virtual void RooStats::NeymanConstruction::SetPdf ( RooAbsPdf & )

inlinevirtual

Set the Pdf, add to the the workspace if not already there.

Definition at line 103 of file NeymanConstruction.h.

virtual void RooStats::NeymanConstruction::SetTestSize ( Double_t size )

inlinevirtual

set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 118 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

void RooStats::NeymanConstruction::SetTestStatSampler ( TestStatSampler & sampler )

inline

in addition to interface we also need: Set the TestStatSampler (eg.

ToyMC or FFT, includes choice of TestStatistic)

Definition at line 72 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().

virtual Double_t RooStats::NeymanConstruction::Size ( ) const

inlinevirtual

This class can make regularly spaced scans based on range stored in RooRealVars.

Choose number of steps for a rastor scan (common for each dimension) void SetNumSteps(Int_t); This class can make regularly spaced scans based on range stored in RooRealVars. Choose number of steps for a rastor scan (specific for each dimension) void SetNumSteps(std::map<RooAbsArg, Int_t>) Get the size of the test (eg. rate of Type I error)

Implements RooStats::IntervalCalculator.

Definition at line 91 of file NeymanConstruction.h.

void RooStats::NeymanConstruction::UseAdaptiveSampling ( bool flag = true )

inline

adaptive sampling algorithm to speed up interval caculation

Definition at line 126 of file NeymanConstruction.h.

Referenced by RooStats::FeldmanCousins::GetInterval().