// @(#)root/roostats:$Id$ // Author: Sven Kreiss and Kyle Cranmer June 2010 // Author: Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke // Additions and modifications by Mario Pelliccioni /************************************************************************* * 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_ToyMCSampler #define ROOSTATS_ToyMCSampler #include "RooStats/TestStatSampler.h" #include "RooStats/SamplingDistribution.h" #include "RooStats/TestStatistic.h" #include "RooStats/ModelConfig.h" #include "RooStats/ProofConfig.h" #include "RooWorkspace.h" #include "RooMsgService.h" #include "RooAbsPdf.h" #include "RooRealVar.h" #include "RooDataSet.h" #include #include #include #include #include namespace RooStats { class DetailedOutputAggregator; class NuisanceParametersSampler { public: NuisanceParametersSampler(RooAbsPdf *prior=nullptr, const RooArgSet *parameters=nullptr, Int_t nToys=1000, bool asimov=false) : fPrior(prior), fParams(parameters), fNToys(nToys), fExpected(asimov), fIndex(0) { if(prior) Refresh(); } virtual ~NuisanceParametersSampler() = default; void NextPoint(RooArgSet& nuisPoint, double& weight); protected: void Refresh(); private: RooAbsPdf *fPrior; // prior for nuisance parameters const RooArgSet *fParams; // nuisance parameters Int_t fNToys; bool fExpected; std::unique_ptr fPoints; // generated nuisance parameter points Int_t fIndex; // current index in fPoints array }; class ToyMCSampler: public TestStatSampler { public: ToyMCSampler(); ToyMCSampler(TestStatistic &ts, Int_t ntoys); ~ToyMCSampler() override; static void SetAlwaysUseMultiGen(bool flag); void SetUseMultiGen(bool flag) { fUseMultiGen = flag ; } /// main interface SamplingDistribution* GetSamplingDistribution(RooArgSet& paramPoint) override; virtual RooDataSet* GetSamplingDistributions(RooArgSet& paramPoint); virtual RooDataSet* GetSamplingDistributionsSingleWorker(RooArgSet& paramPoint); virtual SamplingDistribution* AppendSamplingDistribution( RooArgSet& allParameters, SamplingDistribution* last, Int_t additionalMC ); /// The pdf can be nullptr in which case the density from SetPdf() /// is used. The snapshot and TestStatistic is also optional. virtual void AddTestStatistic(TestStatistic* t = nullptr) { if( t == nullptr ) { oocoutI(nullptr,InputArguments) << "No test statistic given. Doing nothing." << std::endl; return; } fTestStatistics.push_back( t ); } /// generates toy data /// without weight virtual RooAbsData* GenerateToyData(RooArgSet& paramPoint, RooAbsPdf& pdf) const { if(fExpectedNuisancePar) oocoutE(nullptr,InputArguments) << "ToyMCSampler: using expected nuisance parameters but ignoring weight. Use GetSamplingDistribution(paramPoint, weight) instead." << std::endl; double weight; return GenerateToyData(paramPoint, weight, pdf); } virtual RooAbsData* GenerateToyData(RooArgSet& paramPoint) const { return GenerateToyData(paramPoint,*fPdf); } /// generates toy data /// with weight virtual RooAbsData* GenerateToyData(RooArgSet& paramPoint, double& weight, RooAbsPdf& pdf) const; virtual RooAbsData* GenerateToyData(RooArgSet& paramPoint, double& weight) const { return GenerateToyData(paramPoint,weight,*fPdf); } /// generate global observables virtual void GenerateGlobalObservables(RooAbsPdf& pdf) const; /// Main interface to evaluate the test statistic on a dataset virtual double EvaluateTestStatistic(RooAbsData& data, RooArgSet& nullPOI, int i ) { return fTestStatistics[i]->Evaluate(data, nullPOI); } double EvaluateTestStatistic(RooAbsData& data, RooArgSet& nullPOI) override { return EvaluateTestStatistic( data,nullPOI, 0 ); } virtual RooArgList* EvaluateAllTestStatistics(RooAbsData& data, const RooArgSet& poi); virtual TestStatistic* GetTestStatistic(unsigned int i) const { if( fTestStatistics.size() <= i ) return nullptr; return fTestStatistics[i]; } TestStatistic* GetTestStatistic(void) const override { return GetTestStatistic(0); } double ConfidenceLevel() const override { return 1. - fSize; } void Initialize( RooAbsArg& /*testStatistic*/, RooArgSet& /*paramsOfInterest*/, RooArgSet& /*nuisanceParameters*/ ) override {} virtual Int_t GetNToys(void) { return fNToys; } virtual void SetNToys(const Int_t ntoy) { fNToys = ntoy; } /// Forces the generation of exactly `n` events even for extended PDFs. Set to 0 to /// use the Poisson-distributed events from the extended PDF. virtual void SetNEventsPerToy(const Int_t nevents) { fNEvents = nevents; } /// Set the Pdf, add to the workspace if not already there void SetParametersForTestStat(const RooArgSet& nullpoi) override { auto params = std::make_unique(); nullpoi.snapshot(*params); fParametersForTestStat = std::move(params); } void SetPdf(RooAbsPdf& pdf) override { fPdf = &pdf; ClearCache(); } /// How to randomize the prior. Set to nullptr to deactivate randomization. void SetPriorNuisance(RooAbsPdf* pdf) override { fPriorNuisance = pdf; if (fNuisanceParametersSampler) { delete fNuisanceParametersSampler; fNuisanceParametersSampler = nullptr; } } /// specify the nuisance parameters (eg. the rest of the parameters) void SetNuisanceParameters(const RooArgSet& np) override { fNuisancePars = &np; } /// specify the observables in the dataset (needed to evaluate the test statistic) void SetObservables(const RooArgSet& o) override { fObservables = &o; } /// specify the conditional observables void SetGlobalObservables(const RooArgSet& o) override { fGlobalObservables = &o; } /// set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) void SetTestSize(double size) override { fSize = size; } /// set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) void SetConfidenceLevel(double cl) override { fSize = 1. - cl; } /// Set the TestStatistic (want the argument to be a function of the data & parameter points virtual void SetTestStatistic(TestStatistic *testStatistic, unsigned int i) { if( fTestStatistics.size() < i ) { oocoutE(nullptr,InputArguments) << "Cannot set test statistic for this index." << std::endl; return; } if( fTestStatistics.size() == i) fTestStatistics.push_back(testStatistic); else fTestStatistics[i] = testStatistic; } void SetTestStatistic(TestStatistic *t) override { return SetTestStatistic(t,0); } virtual void SetExpectedNuisancePar(bool i = true) { fExpectedNuisancePar = i; } virtual void SetAsimovNuisancePar(bool i = true) { fExpectedNuisancePar = i; } /// Checks for sufficient information to do a GetSamplingDistribution(...). bool CheckConfig(void); /// control to use bin data generation (=> see RooFit::AllBinned() option) void SetGenerateBinned(bool binned = true) { fGenerateBinned = binned; } /// name of the tag for individual components to be generated binned (=> see RooFit::GenBinned() option) void SetGenerateBinnedTag( const char* binnedTag = "" ) { fGenerateBinnedTag = binnedTag; } /// set auto binned generation (=> see RooFit::AutoBinned() option) void SetGenerateAutoBinned( bool autoBinned = true ) { fGenerateAutoBinned = autoBinned; } /// Set the name of the sampling distribution used for plotting void SetSamplingDistName(const char* name) override { if(name) fSamplingDistName = name; } std::string GetSamplingDistName(void) { return fSamplingDistName; } /// This option forces a maximum number of total toys. void SetMaxToys(double t) { fMaxToys = t; } void SetToysLeftTail(double toys, double threshold) { fToysInTails = toys; fAdaptiveLowLimit = threshold; fAdaptiveHighLimit = RooNumber::infinity(); } void SetToysRightTail(double toys, double threshold) { fToysInTails = toys; fAdaptiveHighLimit = threshold; fAdaptiveLowLimit = -RooNumber::infinity(); } void SetToysBothTails(double toys, double low_threshold, double high_threshold) { fToysInTails = toys; fAdaptiveHighLimit = high_threshold; fAdaptiveLowLimit = low_threshold; } /// calling with argument or nullptr deactivates proof void SetProofConfig(ProofConfig *pc = nullptr) { fProofConfig = pc; } void SetProtoData(const RooDataSet* d) { fProtoData = d; } protected: const RooArgList* EvaluateAllTestStatistics(RooAbsData& data, const RooArgSet& poi, DetailedOutputAggregator& detOutAgg); /// helper for GenerateToyData std::unique_ptr Generate(RooAbsPdf &pdf, RooArgSet &observables, const RooDataSet *protoData=nullptr, int forceEvents=0) const; /// helper method for clearing the cache virtual void ClearCache(); /// densities, snapshots, and test statistics to reweight to RooAbsPdf *fPdf; ///< model (can be alt or null) std::unique_ptr fParametersForTestStat; std::vector fTestStatistics; std::string fSamplingDistName; ///< name of the model RooAbsPdf *fPriorNuisance; ///< prior pdf for nuisance parameters const RooArgSet *fNuisancePars; const RooArgSet *fObservables; const RooArgSet *fGlobalObservables; Int_t fNToys; ///< number of toys to generate Int_t fNEvents; ///< number of events per toy (may be ignored depending on settings) double fSize; bool fExpectedNuisancePar; ///< whether to use expectation values for nuisance parameters (ie Asimov data set) bool fGenerateBinned; TString fGenerateBinnedTag; bool fGenerateAutoBinned; /// minimum no of toys in tails for adaptive sampling /// (taking weights into account, therefore double) /// Default: 0.0 which means no adaptive sampling double fToysInTails; /// maximum no of toys /// (taking weights into account, therefore double) double fMaxToys; /// tails double fAdaptiveLowLimit; double fAdaptiveHighLimit; const RooDataSet *fProtoData; ///< in dev ProofConfig *fProofConfig; /// _allVars; /// _pdfList; ///> _obsList; ///> _gsList; /// _gs1; /// _gs2; /// _gs3; /// _gs4; ///