HybridResult.cxx

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// @(#)root/roostats:$Id$
 
/*************************************************************************
 * Project: RooStats                                                     *
 * Package: RooFit/RooStats                                              *
 * Authors:                                                              *
 *   Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke       *
 *************************************************************************
 * 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.             *
 *************************************************************************/
 
/** \class RooStats::HybridResult
    \ingroup Roostats
 
Class encapsulating the result of the HybridCalculatorOriginal.
This class is a fresh rewrite in RooStats of
RooStatsCms/LimitResults developed by D. Piparo and G. Schott
New contributions to this class have been written by Matthias Wolf (error estimation)
 
The objects of this class store and access with lightweight methods the
information calculated by LimitResults through a Lent calculation using
MC toy experiments.
In some ways can be considered an extended and extensible implementation of
TConfidenceLevel.
*/
 
 
#include "RooDataHist.h"
#include "RooDataSet.h"
#include "RooGlobalFunc.h" // for RooFit::Extended()
#include "RooMsgService.h"
#include "RooRealVar.h"
#include "RooAbsData.h"
 
#include "RooStats/HybridResult.h"
 
#include <TMath.h>
 
using namespace RooStats;
 
////////////////////////////////////////////////////////////////////////////////
/// Constructor
 
HybridResult::HybridResult( const char *name) :
   HypoTestResult(name),
   fTestStat_data(-999.),
   fComputationsNulDoneFlag(false),
   fComputationsAltDoneFlag(false),
   fSumLargerValues(false)
{
   // HybridResult default constructor (with name )
}
 
////////////////////////////////////////////////////////////////////////////////
/// Constructor
 
HybridResult::HybridResult( const char *name,
                            const std::vector<double>& testStat_sb_vals,
                            const std::vector<double>& testStat_b_vals,
             bool sumLargerValues ) :
   HypoTestResult(name,0,0),
   fTestStat_data(-999.),
   fComputationsNulDoneFlag(false),
   fComputationsAltDoneFlag(false),
   fSumLargerValues(sumLargerValues)
{
   // HybridResult constructor (with name, title and vectors of S+B and B values)
 
   int vector_size_sb = testStat_sb_vals.size();
   assert(vector_size_sb>0);
 
   int vector_size_b = testStat_b_vals.size();
   assert(vector_size_b>0);
 
   fTestStat_sb.reserve(vector_size_sb);
   for (int i=0;i<vector_size_sb;++i)
      fTestStat_sb.push_back(testStat_sb_vals[i]);
 
   fTestStat_b.reserve(vector_size_b);
   for (int i=0;i<vector_size_b;++i)
      fTestStat_b.push_back(testStat_b_vals[i]);
}
 
 
////////////////////////////////////////////////////////////////////////////////
/// HybridResult destructor
 
HybridResult::~HybridResult()
{
 
   fTestStat_sb.clear();
   fTestStat_b.clear();
}
 
////////////////////////////////////////////////////////////////////////////////
/// set the value of the test statistics on data
 
void HybridResult::SetDataTestStatistics(double testStat_data_val)
{
   fComputationsAltDoneFlag = false;
   fComputationsNulDoneFlag = false;
   fTestStat_data = testStat_data_val;
   return;
}
 
////////////////////////////////////////////////////////////////////////////////
/// Returns \f$1 - CL_{b}\f$ : the B p-value
 
double HybridResult::NullPValue() const
{
   if (fComputationsNulDoneFlag==false) {
      int nToys = fTestStat_b.size();
      if (nToys==0) {
         coutE(Eval) << "Error: no toy data present. Returning -1.\n";
         return -1;
      }
 
      double larger_than_measured=0;
      if (fSumLargerValues) {
   for (int iToy=0;iToy<nToys;++iToy)
     if ( fTestStat_b[iToy] >= fTestStat_data ) ++larger_than_measured;
      } else {
   for (int iToy=0;iToy<nToys;++iToy)
     if ( fTestStat_b[iToy] <= fTestStat_data ) ++larger_than_measured;
      }
 
      if (larger_than_measured==0) coutW(Eval) << "Warning: CLb = 0 ... maybe more toys are needed!\n";
 
      fComputationsNulDoneFlag = true;
      fNullPValue = 1-larger_than_measured/nToys;
   }
 
   return fNullPValue;
}
 
////////////////////////////////////////////////////////////////////////////////
/// Returns \f$CL_{s+b}\f$ : the S+B p-value
 
double HybridResult::AlternatePValue() const
{
   if (fComputationsAltDoneFlag==false) {
      int nToys = fTestStat_b.size();
      if (nToys==0) {
         coutE(Eval) << "Error: no toy data present. Returning -1.\n";
         return -1;
      }
 
      double larger_than_measured=0;
      if (fSumLargerValues) {
   for (int iToy=0;iToy<nToys;++iToy)
     if ( fTestStat_sb[iToy] >= fTestStat_data ) ++larger_than_measured;
      } else {
   for (int iToy=0;iToy<nToys;++iToy)
     if ( fTestStat_sb[iToy] <= fTestStat_data ) ++larger_than_measured;
      }
 
      if (larger_than_measured==0) coutW(Eval) << "Warning: CLsb = 0 ... maybe more toys are needed!\n";
 
      fComputationsAltDoneFlag = true;
      fAlternatePValue = larger_than_measured/nToys;
   }
 
   return fAlternatePValue;
}
 
////////////////////////////////////////////////////////////////////////////////
/// Returns an estimate of the error on \f$CL_{b}\f$ assuming a binomial
/// error on \f$CL_{b}\f$:
/// \f[
/// \sigma_{CL_{b}} = \sqrt{CL_{b} \left( 1 - CL_{b} \right) / n_{toys}}
/// \f]
 
double HybridResult::CLbError() const
{
  unsigned const int n = fTestStat_b.size();
  return std::sqrt(CLb() * (1. - CLb()) / n);
}
 
////////////////////////////////////////////////////////////////////////////////
/// Returns an estimate of the error on \f$CL_{s+b}\f$ assuming a binomial
/// error on \f$CL_{s+b}\f$:
/// \f[
/// \sigma_{CL_{s+b}} = \sqrt{CL_{s+b} \left( 1 - CL_{s+b} \right) / n_{toys}}
/// \f]
 
double HybridResult::CLsplusbError() const
{
  unsigned const int n = fTestStat_sb.size();
  return std::sqrt(CLsplusb() * (1. - CLsplusb()) / n);
}
 
////////////////////////////////////////////////////////////////////////////////
/// Returns an estimate of the error on \f$CL_{s}\f$ through combination
/// of the errors on \f$CL_{b}\f$ and \f$CL_{s+b}\f$:
/// \f[
/// \sigma_{CL_s} = CL_s \sqrt{\left( \frac{\sigma_{CL_{s+b}}}{CL_{s+b}} \right)^2 + \left( \frac{\sigma_{CL_{b}}}{CL_{b}} \right)^2}
/// \f]
 
double HybridResult::CLsError() const
{
  unsigned const int n_b = fTestStat_b.size();
  unsigned const int n_sb = fTestStat_sb.size();
 
  if (CLb() == 0 || CLsplusb() == 0)
    return 0;
 
  double cl_b_err = (1. - CLb()) / (n_b * CLb());
  double cl_sb_err = (1. - CLsplusb()) / (n_sb * CLsplusb());
 
  return CLs() * std::sqrt(cl_b_err + cl_sb_err);
}
 
////////////////////////////////////////////////////////////////////////////////
/// add additional toy-MC experiments to the current results
/// use the data test statistics of the added object if none is already present
/// (otherwise, ignore the new one)
 
void HybridResult::Add(HybridResult* other)
{
 
   int other_size_sb = other->GetTestStat_sb().size();
   for (int i=0;i<other_size_sb;++i)
      fTestStat_sb.push_back(other->GetTestStat_sb()[i]);
 
   int other_size_b = other->GetTestStat_b().size();
   for (int i=0;i<other_size_b;++i)
      fTestStat_b.push_back(other->GetTestStat_b()[i]);
 
   // if no data is present use the other's HybridResult's data
   if (fTestStat_data==-999.)
      fTestStat_data = other->GetTestStat_data();
 
   fComputationsAltDoneFlag = false;
   fComputationsNulDoneFlag = false;
 
   return;
}
 
////////////////////////////////////////////////////////////////////////////////
/// Print out some information about the results
 
void HybridResult::PrintMore(const char* /*options */)
{
   std::cout << "\nResults " << GetName() << ":\n"
             << " - Number of S+B toys: " << fTestStat_b.size() << std::endl
             << " - Number of B toys: " << fTestStat_sb.size() << std::endl
             << " - test statistics evaluated on data: " << fTestStat_data << std::endl
             << " - CL_b " << CLb() << std::endl
             << " - CL_s+b " << CLsplusb() << std::endl
             << " - CL_s " << CLs() << std::endl;
 
   return;
}