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StandardProfileLikelihoodDemo.C File Reference
Tutorials » RooFit packages tutorials » RooStats

Detailed Description

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Standard demo of the Profile Likelihood calculator StandardProfileLikelihoodDemo

This is a standard demo that can be used with any ROOT file prepared in the standard way. You specify:

  • name for input ROOT file
  • name of workspace inside ROOT file that holds model and data
  • name of ModelConfig that specifies details for calculator tools
  • name of dataset

With default parameters the macro will attempt to run the standard hist2workspace example and read the ROOT file that it produces.

The actual heart of the demo is only about 10 lines long.

The ProfileLikelihoodCalculator is based on Wilks's theorem and the asymptotic properties of the profile likelihood ratio (eg. that it is chi-square distributed for the true value).

-Ê÷d␅

[#1] INFO:InputArguments -- The deprecated RooFit::CloneData(1) option passed to createNLL() is ignored.
[#1] INFO:Minimization -- p.d.f. provides expected number of events, including extended term in likelihood.
[#1] INFO:Minimization -- Including the following constraint terms in minimization: (alpha_syst2Constraint,alpha_syst3Constraint,gamma_stat_channel1_bin_0_constraint,gamma_stat_channel1_bin_1_constraint)
[#1] INFO:Minimization -- The following global observables have been defined and their values are taken from the model: (nominalLumi,nom_alpha_syst1,nom_alpha_syst2,nom_alpha_syst3,nom_gamma_stat_channel1_bin_0,nom_gamma_stat_channel1_bin_1)
[#1] INFO:Fitting -- RooAbsPdf::fitTo(simPdf) fixing normalization set for coefficient determination to observables in data
[#1] INFO:Fitting -- using generic CPU library compiled with no vectorizations
[#1] INFO:Fitting -- Creation of NLL object took 9.99168 ms
[#0] PROGRESS:Minimization -- ProfileLikelihoodCalcultor::DoGLobalFit - find MLE
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_simPdf_obsData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooAbsMinimizerFcn::setOptimizeConst: activating const optimization
[#0] PROGRESS:Minimization -- ProfileLikelihoodCalcultor::DoMinimizeNLL - using Minuit2 / with strategy 1
[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
[#1] INFO:Minimization --
RooFitResult: minimized FCN value: 15.5775, estimated distance to minimum: 9.97883e-09
covariance matrix quality: Full, accurate covariance matrix
Status : MINIMIZE=0
Floating Parameter FinalValue +/- Error
-------------------- --------------------------
SigXsecOverSM 1.1153e+00 +/- 5.87e-01
alpha_syst2 -8.9073e-03 +/- 9.83e-01
alpha_syst3 1.7876e-02 +/- 9.48e-01
gamma_stat_channel1_bin_0 9.9955e-01 +/- 4.93e-02
gamma_stat_channel1_bin_1 1.0036e+00 +/- 8.01e-02
>>>> RESULT : 95% interval on SigXsecOverSM is : [0, 2.32744]
making a plot of the profile likelihood function ....(if it is taking a lot of time use less points or the TF1 drawing option)
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[SigXsecOverSM]) Creating instance of MINUIT
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_simPdf_obsData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[SigXsecOverSM]) determining minimum likelihood for current configurations w.r.t all observable
[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[SigXsecOverSM]) minimum found at (SigXsecOverSM=1.11588)
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[SigXsecOverSM]) Creating instance of MINUIT
[#1] INFO:Fitting -- RooAddition::defaultErrorLevel(nll_simPdf_obsData) Summation contains a RooNLLVar, using its error level
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[SigXsecOverSM]) determining minimum likelihood for current configurations w.r.t all observable
[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
[#0] ERROR:InputArguments -- RooArgSet::checkForDup: ERROR argument with name SigXsecOverSM is already in this set
[#1] INFO:Minimization -- RooProfileLL::evaluate(RooEvaluatorWrapper_Profile[SigXsecOverSM]) minimum found at (SigXsecOverSM=1.11549)
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
.[#1] INFO:Minimization -- [fitFCN] No discrete parameters, performing continuous minimization only
#include "TFile.h"
#include "TROOT.h"
#include "TSystem.h"
#include "RooWorkspace.h"
#include "RooAbsData.h"
#include "RooRealVar.h"
#include "RooStats/ModelConfig.h"
#include "RooStats/ProfileLikelihoodCalculator.h"
#include "RooStats/LikelihoodInterval.h"
#include "RooStats/LikelihoodIntervalPlot.h"
using namespace RooFit;
using namespace RooStats;
struct ProfileLikelihoodOptions {
double confLevel = 0.95;
int nScanPoints = 50;
bool plotAsTF1 = false;
double poiMinPlot = 1;
double poiMaxPlot = 0;
bool doHypoTest = false;
double nullValue = 0;
};
ProfileLikelihoodOptions optPL;
void StandardProfileLikelihoodDemo(const char *infile = "", const char *workspaceName = "combined",
const char *modelConfigName = "ModelConfig", const char *dataName = "obsData")
{
double confLevel = optPL.confLevel;
double nScanPoints = optPL.nScanPoints;
bool plotAsTF1 = optPL.plotAsTF1;
double poiXMin = optPL.poiMinPlot;
double poiXMax = optPL.poiMaxPlot;
bool doHypoTest = optPL.doHypoTest;
double nullParamValue = optPL.nullValue;
// -------------------------------------------------------
// First part is just to access a user-defined file
// or create the standard example file if it doesn't exist
const char *filename = "";
if (!strcmp(infile, "")) {
filename = "results/example_combined_GaussExample_model.root";
bool fileExist = !gSystem->AccessPathName(filename); // note opposite return code
// if file does not exists generate with histfactory
if (!fileExist) {
// Normally this would be run on the command line
cout << "will run standard hist2workspace example" << endl;
gROOT->ProcessLine(".! prepareHistFactory .");
gROOT->ProcessLine(".! hist2workspace config/example.xml");
cout << "\n\n---------------------" << endl;
cout << "Done creating example input" << endl;
cout << "---------------------\n\n" << endl;
}
} else
filename = infile;
// Try to open the file
TFile *file = TFile::Open(filename);
// -------------------------------------------------------
// Tutorial starts here
// -------------------------------------------------------
// get the workspace out of the file
RooWorkspace *w = (RooWorkspace *)file->Get(workspaceName);
// get the modelConfig out of the file
ModelConfig *mc = (ModelConfig *)w->obj(modelConfigName);
// get the modelConfig out of the file
RooAbsData *data = w->data(dataName);
// ---------------------------------------------
// create and use the ProfileLikelihoodCalculator
// to find and plot the 95% confidence interval
// on the parameter of interest as specified
// in the model config
ProfileLikelihoodCalculator pl(*data, *mc);
pl.SetConfidenceLevel(confLevel); // 95% interval
LikelihoodInterval *interval = pl.GetInterval();
// print out the interval on the first Parameter of Interest
RooRealVar *firstPOI = (RooRealVar *)mc->GetParametersOfInterest()->first();
cout << "\n>>>> RESULT : " << confLevel * 100 << "% interval on " << firstPOI->GetName() << " is : ["
<< interval->LowerLimit(*firstPOI) << ", " << interval->UpperLimit(*firstPOI) << "]\n " << endl;
// make a plot
cout << "making a plot of the profile likelihood function ....(if it is taking a lot of time use less points or the "
"TF1 drawing option)\n";
LikelihoodIntervalPlot plot(interval);
plot.SetNPoints(nScanPoints); // do not use too many points, it could become very slow for some models
if (poiXMin < poiXMax)
plot.SetRange(poiXMin, poiXMax);
TString opt;
if (plotAsTF1)
opt += TString("tf1");
plot.Draw(opt); // use option TF1 if too slow (plot.Draw("tf1")
// if requested perform also an hypothesis test for the significance
if (doHypoTest) {
RooArgSet nullparams("nullparams");
nullparams.addClone(*firstPOI);
nullparams.setRealValue(firstPOI->GetName(), nullParamValue);
pl.SetNullParameters(nullparams);
std::cout << "Perform Test of Hypothesis : null Hypothesis is " << firstPOI->GetName() << nullParamValue
<< std::endl;
auto result = pl.GetHypoTest();
std::cout << "\n>>>> Hypotheis Test Result \n";
result->Print();
}
}
gROOT
#define gROOT
Definition TROOT.h:417
gSystem
externTSystem * gSystem
Definition TSystem.h:582
RooAbsCollection::first
RooAbsArg * first() const
Definition RooAbsCollection.h:296
RooAbsData
Abstract base class for binned and unbinned datasets.
Definition RooAbsData.h:56
RooArgSet
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition RooArgSet.h:24
RooRealVar
Variable that can be changed from the outside.
Definition RooRealVar.h:37
RooStats::LikelihoodIntervalPlot
This class provides simple and straightforward utilities to plot a LikelihoodInterval object.
Definition LikelihoodIntervalPlot.h:30
RooStats::LikelihoodInterval
LikelihoodInterval is a concrete implementation of the RooStats::ConfInterval interface.
Definition LikelihoodInterval.h:34
RooStats::LikelihoodInterval::UpperLimit
double UpperLimit(const RooRealVar &param)
return the upper bound of the interval on a given parameter
Definition LikelihoodInterval.h:69
RooStats::LikelihoodInterval::LowerLimit
double LowerLimit(const RooRealVar &param)
return the lower bound of the interval on a given parameter
Definition LikelihoodInterval.h:65
RooStats::ModelConfig::GetParametersOfInterest
const RooArgSet * GetParametersOfInterest() const
get RooArgSet containing the parameter of interest (return nullptr if not existing)
Definition ModelConfig.h:273
RooStats::ProfileLikelihoodCalculator
The ProfileLikelihoodCalculator is a concrete implementation of CombinedCalculator (the interface cla...
Definition ProfileLikelihoodCalculator.h:22
RooWorkspace
Persistable container for RooFit projects.
Definition RooWorkspace.h:43
TDirectoryFile::Get
TObject * Get(const char *namecycle) override
Return pointer to object identified by namecycle.
TFile
A file, usually with extension .root, that stores data and code in the form of serialized objects in ...
Definition TFile.h:130
TFile::Open
static TFile * Open(const char *name, Option_t *option="", const char *ftitle="", Int_t compress=ROOT::RCompressionSetting::EDefaults::kUseCompiledDefault, Int_t netopt=0)
Create / open a file.
Definition TFile.cxx:3787
TNamed::GetName
const char * GetName() const override
Returns name of object.
Definition TNamed.h:49
TString
Basic string class.
Definition TString.h:138
RooFit
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition CodegenImpl.h:72
RooFit::ModelConfig
RooStats::ModelConfig ModelConfig
Definition ModelConfig.h:377
RooStats
Namespace for the RooStats classes.
Definition CodegenImpl.h:66
rf503_wspaceread.data
data
Definition rf503_wspaceread.py:37
rf503_wspaceread.w
w
Definition rf503_wspaceread.py:29
Author
Kyle Cranmer

Definition in file StandardProfileLikelihoodDemo.C.