// @(#)root/roostats:$Id$ // Author: Kyle Cranmer June 2010 /************************************************************************* * 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_MaxLikelihoodEstimateTestStat #define ROOSTATS_MaxLikelihoodEstimateTestStat //_________________________________________________ /* BEGIN_HTML

MaxLikelihoodEstimateTestStat: TestStatistic that returns maximum likelihood estimate of a specified parameter.

END_HTML */ // #ifndef ROOT_Rtypes #include "Rtypes.h" #endif #ifndef ROO_NLL_VAR #include "RooNLLVar.h" #endif #include "RooFitResult.h" #include "RooStats/TestStatistic.h" #include "RooAbsPdf.h" #include "RooRealVar.h" #include "RooMinimizer.h" #include "Math/MinimizerOptions.h" #include "RooStats/RooStatsUtils.h" namespace RooStats { class MaxLikelihoodEstimateTestStat: public TestStatistic { public: //__________________________________ MaxLikelihoodEstimateTestStat() : fPdf(NULL),fParameter(NULL), fUpperLimit(true) { // constructor // fPdf = pdf; // fParameter = parameter; fMinimizer=::ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str(); fStrategy=::ROOT::Math::MinimizerOptions::DefaultStrategy(); fPrintLevel=::ROOT::Math::MinimizerOptions::DefaultPrintLevel(); } //__________________________________ MaxLikelihoodEstimateTestStat(RooAbsPdf& pdf, RooRealVar& parameter) : fPdf(&pdf),fParameter(¶meter), fUpperLimit(true) { // constructor // fPdf = pdf; // fParameter = parameter; fMinimizer=::ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str(); fStrategy=::ROOT::Math::MinimizerOptions::DefaultStrategy(); fPrintLevel=::ROOT::Math::MinimizerOptions::DefaultPrintLevel(); } //______________________________ virtual Double_t Evaluate(RooAbsData& data, RooArgSet& /*nullPOI*/) { RooFit::MsgLevel msglevel = RooMsgService::instance().globalKillBelow(); RooMsgService::instance().setGlobalKillBelow(RooFit::FATAL); /* // this is more straight forward, but produces a lot of messages RooFitResult* res = fPdf.fitTo(data, RooFit::CloneData(kFALSE),RooFit::Minos(0),RooFit::Hesse(false), RooFit::Save(1),RooFit::PrintLevel(-1),RooFit::PrintEvalErrors(0)); RooRealVar* mle = (RooRealVar*) res->floatParsFinal().find(fParameter.GetName()); double ret = mle->getVal(); delete res; return ret; */ RooArgSet* allParams = fPdf->getParameters(data); RooStats::RemoveConstantParameters(allParams); // need to call constrain for RooSimultaneous until stripDisconnected problem fixed RooAbsReal* nll = fPdf->createNLL(data, RooFit::CloneData(kFALSE),RooFit::Constrain(*allParams),RooFit::ConditionalObservables(fConditionalObs)); //RooAbsReal* nll = fPdf->createNLL(data, RooFit::CloneData(false)); // RooAbsReal* profile = nll->createProfile(RooArgSet()); // profile->getVal(); // RooArgSet* vars = profile->getVariables(); // RooMsgService::instance().setGlobalKillBelow(msglevel); // double ret = vars->getRealValue(fParameter->GetName()); // delete vars; // delete nll; // delete profile; // return ret; RooMinimizer minim(*nll); minim.setStrategy(fStrategy); //LM: RooMinimizer.setPrintLevel has +1 offset - so subtruct here -1 minim.setPrintLevel(fPrintLevel-1); int status = -1; // minim.optimizeConst(true); for (int tries = 0, maxtries = 4; tries <= maxtries; ++tries) { // status = minim.minimize(fMinimizer, ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo().c_str()); status = minim.minimize(fMinimizer, "Minimize"); if (status == 0) { break; } else { if (tries > 1) { printf(" ----> Doing a re-scan first\n"); minim.minimize(fMinimizer,"Scan"); } if (tries > 2) { printf(" ----> trying with strategy = 1\n"); minim.setStrategy(1); } } } //std::cout << "BEST FIT values " << std::endl; //allParams->Print("V"); RooMsgService::instance().setGlobalKillBelow(msglevel); delete nll; if (status != 0) return -1; return fParameter->getVal(); } virtual const TString GetVarName() const { TString varName = Form("Maximum Likelihood Estimate of %s",fParameter->GetName()); return varName; } virtual void PValueIsRightTail(bool isright) { fUpperLimit = isright; } virtual bool PValueIsRightTail(void) const { return fUpperLimit; } // 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);} private: RooAbsPdf *fPdf; RooRealVar *fParameter; RooArgSet fConditionalObs; bool fUpperLimit; TString fMinimizer; Int_t fStrategy; Int_t fPrintLevel; protected: ClassDef(MaxLikelihoodEstimateTestStat,2) }; } #endif