// @(#)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:

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: // 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