// @(#)root/roostats:$Id$
// Author: Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke
// Additional Contributions: Giovanni Petrucciani
/*************************************************************************
* Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
*************************************************************************/
#ifndef ROOSTATS_ProfileLikelihoodTestStat
#define ROOSTATS_ProfileLikelihoodTestStat
//_________________________________________________
/*
BEGIN_HTML
ProfileLikelihoodTestStat is an implementation of the TestStatistic interface that calculates the profile
likelihood ratio at a particular parameter point given a dataset. It does not constitute a statistical test, for that one may either use:
- the ProfileLikelihoodCalculator that relies on asymptotic properties of the Profile Likelihood Ratio
- the Neyman Construction classes with this class as a test statistic
- the Hybrid Calculator class with this class as a test statistic
END_HTML
*/
//
#ifndef ROOT_Rtypes
#include "Rtypes.h"
#endif
#ifndef ROOSTATS_TestStatistic
#include "RooStats/TestStatistic.h"
#endif
#ifndef ROO_REAL_VAR
#include "RooRealVar.h"
#endif
#ifndef ROO_NLL_VAR
#include "RooNLLVar.h"
#endif
#ifndef ROOTT_Math_MinimizerOptions
#include "Math/MinimizerOptions.h"
#endif
namespace RooStats {
class ProfileLikelihoodTestStat : public TestStatistic{
enum LimitType {twoSided, oneSided, oneSidedDiscovery};
public:
ProfileLikelihoodTestStat() {
// Proof constructor. Do not use.
fPdf = 0;
fNll = 0;
fCachedBestFitParams = 0;
fLastData = 0;
fLimitType = twoSided;
fSigned = false;
fDetailedOutputWithErrorsAndPulls = false;
fDetailedOutputEnabled = false;
fDetailedOutput = NULL;
fLOffset = kFALSE ;
fVarName = "Profile Likelihood Ratio";
fReuseNll = false;
fMinimizer=::ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str();
fStrategy=::ROOT::Math::MinimizerOptions::DefaultStrategy();
fTolerance=TMath::Max(1.,::ROOT::Math::MinimizerOptions::DefaultTolerance());
fPrintLevel=::ROOT::Math::MinimizerOptions::DefaultPrintLevel();
}
ProfileLikelihoodTestStat(RooAbsPdf& pdf) {
fPdf = &pdf;
fNll = 0;
fCachedBestFitParams = 0;
fLastData = 0;
fLimitType = twoSided;
fSigned = false;
fDetailedOutputWithErrorsAndPulls = false;
fDetailedOutputEnabled = false;
fDetailedOutput = NULL;
fLOffset = kFALSE ;
fVarName = "Profile Likelihood Ratio";
fReuseNll = false;
fMinimizer=::ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str();
fStrategy=::ROOT::Math::MinimizerOptions::DefaultStrategy();
// avoid default tolerance to be too small (1. is default in RooMinimizer)
fTolerance=TMath::Max(1.,::ROOT::Math::MinimizerOptions::DefaultTolerance());
fPrintLevel=::ROOT::Math::MinimizerOptions::DefaultPrintLevel();
}
virtual ~ProfileLikelihoodTestStat() {
if(fNll) delete fNll;
if(fCachedBestFitParams) delete fCachedBestFitParams;
if(fDetailedOutput) delete fDetailedOutput;
}
//LM use default copy constructor and assignment copying the pointers. Is this what we want ?
void SetOneSided(Bool_t flag=true) {fLimitType = (flag ? oneSided : twoSided);}
void SetOneSidedDiscovery(Bool_t flag=true) {fLimitType = (flag ? oneSidedDiscovery : twoSided);}
void SetSigned(Bool_t flag=true) {fSigned = flag;} // +/- t_mu instead of t_mu>0 with one-sided settings
//void SetOneSidedDiscovery(Bool_t flag=true) {fOneSidedDiscovery = flag;}
bool IsTwoSided() const { return fLimitType == twoSided; }
bool IsOneSidedDiscovery() const { return fLimitType == oneSidedDiscovery; }
static void SetAlwaysReuseNLL(Bool_t flag);
void SetReuseNLL(Bool_t flag) { fReuseNll = flag ; }
void SetLOffset(Bool_t flag=kTRUE) { fLOffset = flag ; }
void SetMinimizer(const char* minimizer){ fMinimizer=minimizer;}
void SetStrategy(Int_t strategy){fStrategy=strategy;}
void SetTolerance(double tol){fTolerance=tol;}
void SetPrintLevel(Int_t printlevel){fPrintLevel=printlevel;}
// Main interface to evaluate the test statistic on a dataset
virtual Double_t Evaluate(RooAbsData& data, RooArgSet& paramsOfInterest) {
return EvaluateProfileLikelihood(0, data, paramsOfInterest);
}
// evaluate the profile likelihood ratio (type = 0) or the minimum of likelihood (type=1) or the conditional LL (type = 2)
virtual Double_t EvaluateProfileLikelihood(int type, RooAbsData &data, RooArgSet & paramsOfInterest);
virtual void EnableDetailedOutput( bool e=true, bool withErrorsAndPulls=false ) {
fDetailedOutputEnabled = e;
fDetailedOutputWithErrorsAndPulls = withErrorsAndPulls;
delete fDetailedOutput;
fDetailedOutput = NULL;
}
virtual const RooArgSet* GetDetailedOutput(void) const {
// Returns detailed output. The value returned by this function is updated after each call to Evaluate().
// The returned RooArgSet contains the following:
//
// - the minimum nll, fitstatus and convergence quality for each fit
// - for each fit and for each non-constant parameter, the value, error and pull of the parameter are stored
//
return fDetailedOutput;
}
// set the conditional observables which will be used when creating the NLL
// so the pdf's will not be normalized on the conditional observables when computing the NLL
virtual void SetConditionalObservables(const RooArgSet& set) {fConditionalObs.removeAll(); fConditionalObs.add(set);}
virtual void SetVarName(const char* name) { fVarName = name; }
virtual const TString GetVarName() const {return fVarName;}
virtual RooAbsPdf * GetPdf() const { return fPdf; }
// const bool PValueIsRightTail(void) { return false; } // overwrites default
private:
RooFitResult* GetMinNLL();
private:
RooAbsPdf* fPdf;
RooAbsReal* fNll; //!
const RooArgSet* fCachedBestFitParams;
RooAbsData* fLastData;
// Double_t fLastMLE;
LimitType fLimitType;
Bool_t fSigned;
// this will store a snapshot of the unconditional nuisance
// parameter fit.
bool fDetailedOutputEnabled;
bool fDetailedOutputWithErrorsAndPulls;
RooArgSet* fDetailedOutput; //!
RooArgSet fConditionalObs; // conditional observables
TString fVarName;
static Bool_t fgAlwaysReuseNll ;
Bool_t fReuseNll ;
TString fMinimizer;
Int_t fStrategy;
Double_t fTolerance;
Int_t fPrintLevel;
Bool_t fLOffset ;
protected:
ClassDef(ProfileLikelihoodTestStat,9) // implements the profile likelihood ratio as a test statistic to be used with several tools
};
}
#endif