// @(#)root/roostats:$Id$ // Author: Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke, Sven Kreiss /************************************************************************* * 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. * *************************************************************************/ //_________________________________________________ /* BEGIN_HTML

The p-value of the null for a given test statistic is rigorously defined and this is the starting point for the following conventions.

Conventions used in this class

The p-value for the null and alternate are on the same side of the observed value of the test statistic. This is the more standard convention and avoids confusion when doing inverted tests.

For exclusion, we also want the formula CLs = CLs+b / CLb to hold which therefore defines our conventions for CLs+b and CLb. CLs was specifically invented for exclusion and therefore all quantities need be related through the assignments as they are for exclusion: CLs+b = p_{s+b}; CLb = p_b. This is derived by considering the scenarios of a powerful and not powerful inverted test, where for the not so powerful test, CLs must be close to one.

For results of Hypothesis tests, CLs has no similar direct interpretation as for exclusion and can be larger than one.

END_HTML */ // #ifndef ROOSTATS_HypoTestResult #define ROOSTATS_HypoTestResult #ifndef ROOT_TNamed #include "TNamed.h" #endif #ifndef ROOSTATS_RooStatsUtils #include "RooStats/RooStatsUtils.h" #endif #ifndef ROOSTATS_SamplingDistribution #include "RooStats/SamplingDistribution.h" #endif namespace RooStats { class HypoTestResult : public TNamed { public: // default constructor explicit HypoTestResult(const char* name = 0); // copy constructo HypoTestResult(const HypoTestResult& other); // constructor from name, null and alternate p values HypoTestResult(const char* name, Double_t nullp, Double_t altp); // destructor virtual ~HypoTestResult(); // assignment operator HypoTestResult & operator=(const HypoTestResult& other); // add values from another HypoTestResult virtual void Append(const HypoTestResult *other); // Return p-value for null hypothesis virtual Double_t NullPValue() const { return fNullPValue; } // Return p-value for alternate hypothesis virtual Double_t AlternatePValue() const { return fAlternatePValue; } // Convert NullPValue into a "confidence level" virtual Double_t CLb() const { return !fBackgroundIsAlt ? NullPValue() : AlternatePValue(); } // Convert AlternatePValue into a "confidence level" virtual Double_t CLsplusb() const { return !fBackgroundIsAlt ? AlternatePValue() : NullPValue(); } // CLs is simply CLs+b/CLb (not a method, but a quantity) virtual Double_t CLs() const { double thisCLb = CLb(); if (thisCLb == 0) { std::cout << "Error: Cannot compute CLs because CLb = 0. Returning CLs = -1\n"; return -1; } double thisCLsb = CLsplusb(); return thisCLsb / thisCLb; } // familiar name for the Null p-value in terms of 1-sided Gaussian significance virtual Double_t Significance() const {return RooStats::PValueToSignificance( NullPValue() ); } SamplingDistribution* GetNullDistribution(void) const { return fNullDistr; } SamplingDistribution* GetAltDistribution(void) const { return fAltDistr; } RooDataSet* GetNullDetailedOutput(void) const { return fNullDetailedOutput; } RooDataSet* GetAltDetailedOutput(void) const { return fAltDetailedOutput; } RooDataSet* GetFitInfo(void) const { return fFitInfo; } Double_t GetTestStatisticData(void) const { return fTestStatisticData; } const RooArgList* GetAllTestStatisticsData(void) const { return fAllTestStatisticsData; } Bool_t HasTestStatisticData(void) const; void SetAltDistribution(SamplingDistribution *alt); void SetNullDistribution(SamplingDistribution *null); void SetAltDetailedOutput(RooDataSet* d) { fAltDetailedOutput = d; } void SetNullDetailedOutput(RooDataSet* d) { fNullDetailedOutput = d; } void SetFitInfo(RooDataSet* d) { fFitInfo = d; } void SetTestStatisticData(const Double_t tsd); void SetAllTestStatisticsData(const RooArgList* tsd); void SetPValueIsRightTail(Bool_t pr); Bool_t GetPValueIsRightTail(void) const { return fPValueIsRightTail; } void SetBackgroundAsAlt(Bool_t l = kTRUE) { fBackgroundIsAlt = l; } Bool_t GetBackGroundIsAlt(void) const { return fBackgroundIsAlt; } /// The error on the "confidence level" of the null hypothesis Double_t CLbError() const; /// The error on the "confidence level" of the alternative hypothesis Double_t CLsplusbError() const; /// The error on the ratio CLs+b/CLb Double_t CLsError() const; /// The error on the Null p-value Double_t NullPValueError() const; /// The error on the significance, computed from NullPValueError via error propagation Double_t SignificanceError() const; void Print(const Option_t* = "") const; private: void UpdatePValue(const SamplingDistribution* distr, Double_t &pvalue, Double_t &perror, Bool_t pIsRightTail); protected: mutable Double_t fNullPValue; // p-value for the null hypothesis (small number means disfavored) mutable Double_t fAlternatePValue; // p-value for the alternate hypothesis (small number means disfavored) mutable Double_t fNullPValueError; // error of p-value for the null hypothesis (small number means disfavored) mutable Double_t fAlternatePValueError; // error of p-value for the alternate hypothesis (small number means disfavored) Double_t fTestStatisticData; // result of the test statistic evaluated on data const RooArgList* fAllTestStatisticsData; // for the case of multiple test statistics, holds all the results SamplingDistribution *fNullDistr; SamplingDistribution *fAltDistr; RooDataSet* fNullDetailedOutput; RooDataSet* fAltDetailedOutput; RooDataSet* fFitInfo; Bool_t fPValueIsRightTail; Bool_t fBackgroundIsAlt; ClassDef(HypoTestResult,3) // Base class to represent results of a hypothesis test }; } #endif