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Reference Guide
RooStats::FeldmanCousins Class Reference

The FeldmanCousins class (like the Feldman-Cousins technique) is essentially a specific configuration of the more general NeymanConstruction.

It is a concrete implementation of the IntervalCalculator interface that, which uses the NeymanConstruction in a particular way. As the name suggests, it returns a ConfidenceInterval. In particular, it produces a RooStats::PointSetInterval, which is a concrete implementation of the ConfInterval interface.

The Neyman Construction is not a uniquely defined statistical technique, it requires that one specify an ordering rule or ordering principle, which is usually encoded by choosing a specific test statistic and limits of integration (corresponding to upper/lower/central limits). As a result, this class must be configured with the corresponding information before it can produce an interval.

In the case of the Feldman-Cousins approach, the ordering principle is the likelihood ratio – motivated by the Neyman-Pearson lemma. When nuisance parameters are involved, the profile likelihood ratio is the natural generalization. One may either choose to perform the construction over the full space of the nuisance parameters, or restrict the nuisance parameters to their conditional MLE (eg. profiled values).

Definition at line 33 of file FeldmanCousins.h.

Public Member Functions

 FeldmanCousins (RooAbsData &data, ModelConfig &model)
 Common constructor. More...
 
 ~FeldmanCousins () override
 destructor More...
 
void AdditionalNToysFactor (double fact)
 
double ConfidenceLevel () const override
 Get the Confidence level for the test. More...
 
void CreateConfBelt (bool flag=true)
 
void FluctuateNumDataEntries (bool flag=true)
 
ConfidenceBeltGetConfidenceBelt ()
 Get the confidence belt. This requires that CreateConfBelt() has been set. More...
 
PointSetIntervalGetInterval () const override
 Main interface to get a ConfInterval (will be a PointSetInterval) More...
 
RooAbsDataGetPointsToScan ()
 
TestStatSamplerGetTestStatSampler () const
 Returns instance of TestStatSampler. More...
 
TClassIsA () const override
 
void SaveBeltToFile (bool flag=true)
 
void SetConfidenceLevel (double cl) override
 set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More...
 
void SetData (RooAbsData &) override
 Set the DataSet. More...
 
void SetModel (const ModelConfig &) override
 set the model More...
 
void SetNBins (Int_t bins)
 
virtual void SetNuisanceParameters (const RooArgSet &)
 specify the nuisance parameters (eg. the rest of the parameters) More...
 
void SetParameterPointsToTest (RooAbsData &pointsToTest)
 User-defined set of points to test. More...
 
virtual void SetParameters (const RooArgSet &)
 specify the parameters of interest in the interval More...
 
virtual void SetPdf (RooAbsPdf &)
 Set the Pdf. More...
 
void SetPOIPointsToTest (RooAbsData &poiToTest)
 User-defined set of points to test. More...
 
void SetTestSize (double size) override
 set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) More...
 
double Size () const override
 Get the size of the test (eg. rate of Type I error) More...
 
void Streamer (TBuffer &) override
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
void UseAdaptiveSampling (bool flag=true)
 
- Public Member Functions inherited from RooStats::IntervalCalculator
virtual ~IntervalCalculator ()
 
virtual double ConfidenceLevel () const =0
 Get the Confidence level for the test. More...
 
virtual ConfIntervalGetInterval () const =0
 Main interface to get a ConfInterval, pure virtual. More...
 
virtual TClassIsA () const
 
virtual void SetConfidenceLevel (double cl)=0
 set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval) More...
 
virtual void SetData (RooAbsData &)=0
 Set the DataSet ( add to the workspace if not already there ?) More...
 
virtual void SetModel (const ModelConfig &)=0
 Set the Model. More...
 
virtual void SetTestSize (double size)=0
 set the size of the test (rate of Type I error) ( e.g. 0.05 for a 95% Confidence Interval) More...
 
virtual double Size () const =0
 Get the size of the test (eg. rate of Type I error) More...
 
virtual void Streamer (TBuffer &)
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 

Static Public Member Functions

static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 
- Static Public Member Functions inherited from RooStats::IntervalCalculator
static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 

Private Member Functions

void CreateParameterPoints () const
 initializes fPointsToTest data member (mutable) More...
 
void CreateTestStatSampler () const
 initializes fTestStatSampler data member (mutable) More...
 

Private Attributes

bool fAdaptiveSampling
 controls use of adaptive sampling algorithm More...
 
double fAdditionalNToysFactor
 give user ability to ask for more toys More...
 
ConfidenceBeltfConfBelt
 
bool fCreateBelt
 controls use if ConfidenceBelt should be saved to a TFile More...
 
RooAbsDatafData
 data set More...
 
bool fDoProfileConstruction
 instead of full construction over nuisance parameters, do profile More...
 
bool fFluctuateData
 tell ToyMCSampler to fluctuate number of entries in dataset More...
 
ModelConfigfModel
 
Int_t fNbins
 number of samples per variable More...
 
RooAbsDatafPointsToTest
 points to perform the construction More...
 
RooAbsDatafPOIToTest
 value of POI points to perform the construction More...
 
bool fSaveBeltToFile
 controls use if ConfidenceBelt should be saved to a TFile More...
 
double fSize
 size of the test (eg. specified rate of Type I error) More...
 
ToyMCSamplerfTestStatSampler
 the test statistic sampler More...
 

#include <RooStats/FeldmanCousins.h>

Inheritance diagram for RooStats::FeldmanCousins:
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Constructor & Destructor Documentation

◆ FeldmanCousins()

FeldmanCousins::FeldmanCousins ( RooAbsData data,
ModelConfig model 
)

Common constructor.

standard constructor

Definition at line 65 of file FeldmanCousins.cxx.

◆ ~FeldmanCousins()

FeldmanCousins::~FeldmanCousins ( )
override

destructor

Definition at line 86 of file FeldmanCousins.cxx.

Member Function Documentation

◆ AdditionalNToysFactor()

void RooStats::FeldmanCousins::AdditionalNToysFactor ( double  fact)
inline

Definition at line 95 of file FeldmanCousins.h.

◆ Class()

static TClass * RooStats::FeldmanCousins::Class ( )
static
Returns
TClass describing this class

◆ Class_Name()

static const char * RooStats::FeldmanCousins::Class_Name ( )
static
Returns
Name of this class

◆ Class_Version()

static constexpr Version_t RooStats::FeldmanCousins::Class_Version ( )
inlinestaticconstexpr
Returns
Version of this class

Definition at line 137 of file FeldmanCousins.h.

◆ ConfidenceLevel()

double RooStats::FeldmanCousins::ConfidenceLevel ( ) const
inlineoverridevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 48 of file FeldmanCousins.h.

◆ CreateConfBelt()

void RooStats::FeldmanCousins::CreateConfBelt ( bool  flag = true)
inline

Definition at line 105 of file FeldmanCousins.h.

◆ CreateParameterPoints()

void FeldmanCousins::CreateParameterPoints ( ) const
private

initializes fPointsToTest data member (mutable)

specify the parameter points to perform the construction.

allow ability to profile on some nuisance parameters

Definition at line 138 of file FeldmanCousins.cxx.

◆ CreateTestStatSampler()

void FeldmanCousins::CreateTestStatSampler ( ) const
private

initializes fTestStatSampler data member (mutable)

specify the Test Statistic and create a ToyMC test statistic sampler

Definition at line 110 of file FeldmanCousins.cxx.

◆ DeclFileName()

static const char * RooStats::FeldmanCousins::DeclFileName ( )
inlinestatic
Returns
Name of the file containing the class declaration

Definition at line 137 of file FeldmanCousins.h.

◆ FluctuateNumDataEntries()

void RooStats::FeldmanCousins::FluctuateNumDataEntries ( bool  flag = true)
inline

Definition at line 99 of file FeldmanCousins.h.

◆ GetConfidenceBelt()

ConfidenceBelt * RooStats::FeldmanCousins::GetConfidenceBelt ( )
inline

Get the confidence belt. This requires that CreateConfBelt() has been set.

Definition at line 91 of file FeldmanCousins.h.

◆ GetInterval()

PointSetInterval * FeldmanCousins::GetInterval ( ) const
overridevirtual

Main interface to get a ConfInterval (will be a PointSetInterval)

Main interface to get a RooStats::ConfInterval.

It constructs a RooStats::PointSetInterval.

Implements RooStats::IntervalCalculator.

Definition at line 218 of file FeldmanCousins.cxx.

◆ GetPointsToScan()

RooAbsData * RooStats::FeldmanCousins::GetPointsToScan ( )
inline

Definition at line 85 of file FeldmanCousins.h.

◆ GetTestStatSampler()

TestStatSampler * FeldmanCousins::GetTestStatSampler ( ) const

Returns instance of TestStatSampler.

Use to change properties of TestStatSampler, e.g. GetTestStatSampler.SetTestSize(double size);

Definition at line 101 of file FeldmanCousins.cxx.

◆ IsA()

TClass * RooStats::FeldmanCousins::IsA ( ) const
inlineoverridevirtual
Returns
TClass describing current object

Reimplemented from RooStats::IntervalCalculator.

Definition at line 137 of file FeldmanCousins.h.

◆ SaveBeltToFile()

void RooStats::FeldmanCousins::SaveBeltToFile ( bool  flag = true)
inline

Definition at line 101 of file FeldmanCousins.h.

◆ SetConfidenceLevel()

void RooStats::FeldmanCousins::SetConfidenceLevel ( double  cl)
inlineoverridevirtual

set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 81 of file FeldmanCousins.h.

◆ SetData()

void RooStats::FeldmanCousins::SetData ( RooAbsData )
inlineoverridevirtual

Set the DataSet.

Implements RooStats::IntervalCalculator.

Definition at line 50 of file FeldmanCousins.h.

◆ SetModel()

void FeldmanCousins::SetModel ( const ModelConfig model)
overridevirtual

set the model

Implements RooStats::IntervalCalculator.

Definition at line 95 of file FeldmanCousins.cxx.

◆ SetNBins()

void RooStats::FeldmanCousins::SetNBins ( Int_t  bins)
inline

Definition at line 97 of file FeldmanCousins.h.

◆ SetNuisanceParameters()

virtual void RooStats::FeldmanCousins::SetNuisanceParameters ( const RooArgSet )
inlinevirtual

specify the nuisance parameters (eg. the rest of the parameters)

Definition at line 64 of file FeldmanCousins.h.

◆ SetParameterPointsToTest()

void RooStats::FeldmanCousins::SetParameterPointsToTest ( RooAbsData pointsToTest)
inline

User-defined set of points to test.

Definition at line 69 of file FeldmanCousins.h.

◆ SetParameters()

virtual void RooStats::FeldmanCousins::SetParameters ( const RooArgSet )
inlinevirtual

specify the parameters of interest in the interval

Definition at line 59 of file FeldmanCousins.h.

◆ SetPdf()

virtual void RooStats::FeldmanCousins::SetPdf ( RooAbsPdf )
inlinevirtual

Set the Pdf.

Definition at line 54 of file FeldmanCousins.h.

◆ SetPOIPointsToTest()

void RooStats::FeldmanCousins::SetPOIPointsToTest ( RooAbsData poiToTest)
inline

User-defined set of points to test.

Definition at line 74 of file FeldmanCousins.h.

◆ SetTestSize()

void RooStats::FeldmanCousins::SetTestSize ( double  size)
inlineoverridevirtual

set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 79 of file FeldmanCousins.h.

◆ Size()

double RooStats::FeldmanCousins::Size ( ) const
inlineoverridevirtual

Get the size of the test (eg. rate of Type I error)

Implements RooStats::IntervalCalculator.

Definition at line 46 of file FeldmanCousins.h.

◆ Streamer()

void RooStats::FeldmanCousins::Streamer ( TBuffer )
overridevirtual

Reimplemented from RooStats::IntervalCalculator.

◆ StreamerNVirtual()

void RooStats::FeldmanCousins::StreamerNVirtual ( TBuffer ClassDef_StreamerNVirtual_b)
inline

Definition at line 137 of file FeldmanCousins.h.

◆ UseAdaptiveSampling()

void RooStats::FeldmanCousins::UseAdaptiveSampling ( bool  flag = true)
inline

Definition at line 93 of file FeldmanCousins.h.

Member Data Documentation

◆ fAdaptiveSampling

bool RooStats::FeldmanCousins::fAdaptiveSampling
private

controls use of adaptive sampling algorithm

Definition at line 128 of file FeldmanCousins.h.

◆ fAdditionalNToysFactor

double RooStats::FeldmanCousins::fAdditionalNToysFactor
private

give user ability to ask for more toys

Definition at line 129 of file FeldmanCousins.h.

◆ fConfBelt

ConfidenceBelt* RooStats::FeldmanCousins::fConfBelt
mutableprivate

Definition at line 127 of file FeldmanCousins.h.

◆ fCreateBelt

bool RooStats::FeldmanCousins::fCreateBelt
private

controls use if ConfidenceBelt should be saved to a TFile

Definition at line 134 of file FeldmanCousins.h.

◆ fData

RooAbsData& RooStats::FeldmanCousins::fData
private

data set

Definition at line 122 of file FeldmanCousins.h.

◆ fDoProfileConstruction

bool RooStats::FeldmanCousins::fDoProfileConstruction
private

instead of full construction over nuisance parameters, do profile

Definition at line 132 of file FeldmanCousins.h.

◆ fFluctuateData

bool RooStats::FeldmanCousins::fFluctuateData
private

tell ToyMCSampler to fluctuate number of entries in dataset

Definition at line 131 of file FeldmanCousins.h.

◆ fModel

ModelConfig& RooStats::FeldmanCousins::fModel
private

Definition at line 121 of file FeldmanCousins.h.

◆ fNbins

Int_t RooStats::FeldmanCousins::fNbins
private

number of samples per variable

Definition at line 130 of file FeldmanCousins.h.

◆ fPointsToTest

RooAbsData* RooStats::FeldmanCousins::fPointsToTest
mutableprivate

points to perform the construction

Definition at line 125 of file FeldmanCousins.h.

◆ fPOIToTest

RooAbsData* RooStats::FeldmanCousins::fPOIToTest
mutableprivate

value of POI points to perform the construction

Definition at line 126 of file FeldmanCousins.h.

◆ fSaveBeltToFile

bool RooStats::FeldmanCousins::fSaveBeltToFile
private

controls use if ConfidenceBelt should be saved to a TFile

Definition at line 133 of file FeldmanCousins.h.

◆ fSize

double RooStats::FeldmanCousins::fSize
private

size of the test (eg. specified rate of Type I error)

Definition at line 120 of file FeldmanCousins.h.

◆ fTestStatSampler

ToyMCSampler* RooStats::FeldmanCousins::fTestStatSampler
mutableprivate

the test statistic sampler

Definition at line 124 of file FeldmanCousins.h.

Libraries for RooStats::FeldmanCousins:
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The documentation for this class was generated from the following files: