A class for performing a hypothesis test inversion by scanning the hypothesis test results of a HypoTestCalculator for various values of the parameter of interest.
By looking at the confidence level curve of the result, an upper limit can be derived by computing the intersection of the confidence level curve with the desired confidence level. The class implements the RooStats::IntervalCalculator interface, and returns a RooStats::HypoTestInverterResult. The result is a SimpleInterval, which via the method UpperLimit() returns to the user the upper limit value.
The HypoTestInverter implements various options for performing the scan.
The class can scan the CLs+b values or alternatively CLs. For the latter, call HypoTestInverter::UseCLs().
Definition at line 36 of file HypoTestInverter.h.
Public Types | |
enum | ECalculatorType { kUndefined = 0 , kHybrid = 1 , kFrequentist = 2 , kAsymptotic = 3 } |
Public Member Functions | |
HypoTestInverter () | |
default constructor (used only for I/O) | |
HypoTestInverter (AsymptoticCalculator &hc, RooRealVar *scannedVariable, double size=0.05) | |
constructor from asymptotic calculator | |
HypoTestInverter (FrequentistCalculator &hc, RooRealVar *scannedVariable, double size=0.05) | |
constructor from frequentist calculator | |
HypoTestInverter (HybridCalculator &hc, RooRealVar *scannedVariable=nullptr, double size=0.05) | |
constructor from hybrid calculator | |
HypoTestInverter (HypoTestCalculatorGeneric &hc, RooRealVar *scannedVariable=nullptr, double size=0.05) | |
constructor from generic hypotest calculator | |
HypoTestInverter (RooAbsData &data, ModelConfig &sb, ModelConfig &b, RooRealVar *scannedVariable=nullptr, ECalculatorType type=kFrequentist, double size=0.05) | |
constructor from two ModelConfigs (first sb (the null model) then b (the alt model) creating a calculator inside | |
~HypoTestInverter () override | |
destructor | |
void | Clear () |
delete contained result and graph | |
double | ConfidenceLevel () const override |
Get the Confidence level for the test. | |
HypoTestCalculatorGeneric * | GetHypoTestCalculator () const |
retrieved a reference to the internally used HypoTestCalculator it might be invalid when the class is deleted | |
HypoTestInverterResult * | GetInterval () const override |
Run a fixed scan or the automatic scan depending on the configuration. | |
SamplingDistribution * | GetLowerLimitDistribution (bool rebuild=false, int nToys=100) |
get the upper/lower limit distribution | |
TestStatistic * | GetTestStatistic () const |
get the test statistic | |
SamplingDistribution * | GetUpperLimitDistribution (bool rebuild=false, int nToys=100) |
get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy The nuisance parameter value used for rebuild is the current one in the model so it is user responsibility to set to the desired value (nomi | |
TClass * | IsA () const override |
SamplingDistribution * | RebuildDistributions (bool isUpper=true, int nToys=100, TList *clsDist=nullptr, TList *clsbDist=nullptr, TList *clbDist=nullptr, const char *outputfile="HypoTestInverterRebuiltDist.root") |
function to rebuild the distributions | |
bool | RunFixedScan (int nBins, double xMin, double xMax, bool scanLog=false) const |
Run a fixed scan. | |
bool | RunLimit (double &limit, double &limitErr, double absTol=0, double relTol=0, const double *hint=nullptr) const |
Run an automatic scan until the desired accuracy is reached. | |
bool | RunOnePoint (double thisX, bool adaptive=false, double clTarget=-1) const |
run only one point at the given POI value | |
void | SetAutoScan () |
Use automatic scanning, i.e. adaptive. | |
void | SetConfidenceLevel (double cl) override |
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) | |
void | SetData (RooAbsData &) override |
Set the DataSet ( add to the workspace if not already there ?) | |
void | SetFixedScan (int nBins, double xMin=1, double xMax=-1, bool scanLog=false) |
Set up to perform a fixed scan. | |
void | SetMaximumToys (int ntoys) |
set maximum number of toys | |
void | SetModel (const ModelConfig &) override |
Set the Model. | |
void | SetNumErr (double err) |
set numerical error in test statistic evaluation (default is zero) | |
void | SetTestSize (double size) override |
set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) | |
bool | SetTestStatistic (TestStatistic &stat) |
set the test statistic | |
void | SetVerbose (int level=1) |
set verbose level (0,1,2) | |
double | Size () const override |
Get the size of the test (eg. rate of Type I error) | |
void | Streamer (TBuffer &) override |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
void | UseCLs (bool on=true) |
Public Member Functions inherited from RooStats::IntervalCalculator | |
virtual | ~IntervalCalculator () |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
Static Public Member Functions | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Static Public Member Functions inherited from RooStats::IntervalCalculator | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Protected Member Functions | |
HypoTestInverter (const HypoTestInverter &rhs) | |
copy c-tor | |
void | CreateResults () const |
create a new HypoTestInverterResult to hold all computed results | |
HypoTestResult * | Eval (HypoTestCalculatorGeneric &hc, bool adaptive, double clsTarget) const |
run the hybrid at a single point | |
HypoTestInverter & | operator= (const HypoTestInverter &rhs) |
assignment | |
Static Protected Member Functions | |
static void | CheckInputModels (const HypoTestCalculatorGeneric &hc, const RooRealVar &scanVar) |
check the model given the given hypotestcalculator | |
static RooRealVar * | GetVariableToScan (const HypoTestCalculatorGeneric &hc) |
helper functions | |
Private Attributes | |
ECalculatorType | fCalcType |
HypoTestCalculatorGeneric * | fCalculator0 |
pointer to the calculator passed in the constructor | |
std::unique_ptr< HypoTestCalculatorGeneric > | fHC |
! pointer to the generic hypotest calculator used | |
std::unique_ptr< TGraphErrors > | fLimitPlot |
! plot of limits | |
int | fMaxToys |
maximum number of toys to run | |
int | fNBins |
double | fNumErr |
HypoTestInverterResult * | fResults |
pointer to the result | |
bool | fScanLog |
RooRealVar * | fScannedVariable |
pointer to the constrained variable | |
double | fSize |
int | fTotalToysRun |
bool | fUseCLs |
int | fVerbose |
double | fXmax |
double | fXmin |
Static Private Attributes | |
static double | fgAbsAccuracy = 0.05 |
static std::string | fgAlgo = "logSecant" |
static double | fgCLAccuracy = 0.005 |
static unsigned int | fgNToys = 500 |
static double | fgRelAccuracy = 0.05 |
#include <RooStats/HypoTestInverter.h>
Enumerator | |
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kUndefined | |
kHybrid | |
kFrequentist | |
kAsymptotic |
Definition at line 40 of file HypoTestInverter.h.
HypoTestInverter::HypoTestInverter | ( | ) |
default constructor (used only for I/O)
default constructor (doesn't do anything)
Definition at line 156 of file HypoTestInverter.cxx.
HypoTestInverter::HypoTestInverter | ( | HypoTestCalculatorGeneric & | hc, |
RooRealVar * | scannedVariable = nullptr , |
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double | size = 0.05 |
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constructor from generic hypotest calculator
Constructor from a HypoTestCalculatorGeneric The HypoTest calculator must be a FrequentistCalculator or HybridCalculator type Other type of calculators are not supported.
The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model
Definition at line 181 of file HypoTestInverter.cxx.
HypoTestInverter::HypoTestInverter | ( | HybridCalculator & | hc, |
RooRealVar * | scannedVariable = nullptr , |
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double | size = 0.05 |
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constructor from hybrid calculator
Constructor from a reference to a HybridCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model.
Definition at line 235 of file HypoTestInverter.cxx.
HypoTestInverter::HypoTestInverter | ( | FrequentistCalculator & | hc, |
RooRealVar * | scannedVariable, | ||
double | size = 0.05 |
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) |
constructor from frequentist calculator
Constructor from a reference to a FrequentistCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model.
Definition at line 268 of file HypoTestInverter.cxx.
HypoTestInverter::HypoTestInverter | ( | AsymptoticCalculator & | hc, |
RooRealVar * | scannedVariable, | ||
double | size = 0.05 |
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constructor from asymptotic calculator
Constructor from a reference to a AsymptoticCalculator The calculator must be created before by using the S+B model for the null and the B model for the alt If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model.
Definition at line 301 of file HypoTestInverter.cxx.
HypoTestInverter::HypoTestInverter | ( | RooAbsData & | data, |
ModelConfig & | sbModel, | ||
ModelConfig & | bModel, | ||
RooRealVar * | scannedVariable = nullptr , |
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ECalculatorType | type = kFrequentist , |
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double | size = 0.05 |
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) |
constructor from two ModelConfigs (first sb (the null model) then b (the alt model) creating a calculator inside
Constructor from a model for B model and a model for S+B.
An HypoTestCalculator (Hybrid of Frequentis) will be created using the S+B model as the null and the B model as the alternate If no variable to scan are given they are assumed to be the first variable from the parameter of interests of the null model
Definition at line 334 of file HypoTestInverter.cxx.
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destructor
destructor (delete the HypoTestInverterResult)
Definition at line 407 of file HypoTestInverter.cxx.
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copy c-tor
copy-constructor NOTE: this class does not copy the contained result and the HypoTestCalculator, but only the pointers It requires the original HTI to be alive
Definition at line 370 of file HypoTestInverter.cxx.
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check the model given the given hypotestcalculator
Definition at line 116 of file HypoTestInverter.cxx.
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Definition at line 200 of file HypoTestInverter.h.
void HypoTestInverter::Clear | ( | ) |
delete contained result and graph
Definition at line 440 of file HypoTestInverter.cxx.
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Get the Confidence level for the test.
Implements RooStats::IntervalCalculator.
Definition at line 117 of file HypoTestInverter.h.
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create a new HypoTestInverterResult to hold all computed results
Definition at line 449 of file HypoTestInverter.cxx.
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Definition at line 200 of file HypoTestInverter.h.
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run the hybrid at a single point
Run the Hypothesis test at a previous configured point (internal function called by RunOnePoint)
Definition at line 511 of file HypoTestInverter.cxx.
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retrieved a reference to the internally used HypoTestCalculator it might be invalid when the class is deleted
Definition at line 124 of file HypoTestInverter.h.
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Run a fixed scan or the automatic scan depending on the configuration.
Return if needed a copy of the result object which will be managed by the user.
Implements RooStats::IntervalCalculator.
Definition at line 481 of file HypoTestInverter.cxx.
SamplingDistribution * HypoTestInverter::GetLowerLimitDistribution | ( | bool | rebuild = false , |
int | nToys = 100 |
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) |
get the upper/lower limit distribution
get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy
Definition at line 1028 of file HypoTestInverter.cxx.
TestStatistic * HypoTestInverter::GetTestStatistic | ( | ) | const |
get the test statistic
return the test statistic which is or will be used by the class
Definition at line 416 of file HypoTestInverter.cxx.
SamplingDistribution * HypoTestInverter::GetUpperLimitDistribution | ( | bool | rebuild = false , |
int | nToys = 100 |
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) |
get the distribution of lower limit if rebuild = false (default) it will re-use the results of the scan done for obtained the observed limit and no extra toys will be generated if rebuild a new set of B toys will be done and the procedure will be repeated for each toy The nuisance parameter value used for rebuild is the current one in the model so it is user responsibility to set to the desired value (nomi
Definition at line 1055 of file HypoTestInverter.cxx.
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helper functions
get the variable to scan try first with null model if not go to alternate model
Definition at line 95 of file HypoTestInverter.cxx.
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Reimplemented from RooStats::IntervalCalculator.
Definition at line 200 of file HypoTestInverter.h.
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assignment
assignment operator NOTE: this class does not copy the contained result and the HypoTestCalculator, but only the pointers It requires the original HTI to be alive
Definition at line 385 of file HypoTestInverter.cxx.
SamplingDistribution * HypoTestInverter::RebuildDistributions | ( | bool | isUpper = true , |
int | nToys = 100 , |
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TList * | clsDist = nullptr , |
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TList * | clsbDist = nullptr , |
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TList * | clbDist = nullptr , |
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const char * | outputfile = "HypoTestInverterRebuiltDist.root" |
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function to rebuild the distributions
rebuild the sampling distributions by generating some toys and find for each of them a new upper limit Return the upper limit distribution and optionally also the pValue distributions for Cls, Clsb and Clbxs as a TList for each scanned point The method uses the present parameter value.
It is user responsibility to give the current parameters to rebuild the distributions It returns a upper or lower limit distribution depending on the isUpper flag, however it computes also the lower limit distribution and it is saved in the output file as an histogram
Definition at line 1087 of file HypoTestInverter.cxx.
bool HypoTestInverter::RunFixedScan | ( | int | nBins, |
double | xMin, | ||
double | xMax, | ||
bool | scanLog = false |
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) | const |
Run a fixed scan.
Run a Fixed scan in npoints between min and max.
[in] | nBins | Number of points to scan. |
[in] | xMin | Lower limit of range to be scanned. |
[in] | xMax | Upper limit of range to be scanned. |
[in] | scanLog | Run in logarithmic steps along x. |
Definition at line 596 of file HypoTestInverter.cxx.
bool HypoTestInverter::RunLimit | ( | double & | limit, |
double & | limitErr, | ||
double | absAccuracy = 0 , |
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double | relAccuracy = 0 , |
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const double * | hint = nullptr |
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) | const |
Run an automatic scan until the desired accuracy is reached.
Start by default from the full interval (min,max) of the POI and then via bisection find the line crossing the target line. Optionally, a hint can be provided and the scan will be done closer to that value. If by bisection the desired accuracy will not be reached, a fit to the points is performed.
[out] | limit | The limit. |
[out] | limitErr | The error of the limit. |
[in] | absAccuracy | Desired absolute accuracy. |
[in] | relAccuracy | Desired relative accuracy. |
[in] | hint | Hint to start from or nullptr for no hint. |
Definition at line 764 of file HypoTestInverter.cxx.
bool HypoTestInverter::RunOnePoint | ( | double | thisX, |
bool | adaptive = false , |
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double | clTarget = -1 |
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) | const |
run only one point at the given POI value
Definition at line 663 of file HypoTestInverter.cxx.
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Use automatic scanning, i.e. adaptive.
Definition at line 89 of file HypoTestInverter.h.
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set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)
Implements RooStats::IntervalCalculator.
Definition at line 113 of file HypoTestInverter.h.
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Set the DataSet ( add to the workspace if not already there ?)
Implements RooStats::IntervalCalculator.
Definition at line 1074 of file HypoTestInverter.cxx.
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Set up to perform a fixed scan.
[in] | nBins | Number of points to scan. |
[in] | xMin | Lower limit of range to be scanned. |
[in] | xMax | Upper limit of range to be scanned. |
[in] | scanLog | Run in logarithmic steps along x. |
Definition at line 82 of file HypoTestInverter.h.
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set maximum number of toys
Definition at line 144 of file HypoTestInverter.h.
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Set the Model.
Implements RooStats::IntervalCalculator.
Definition at line 108 of file HypoTestInverter.h.
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set numerical error in test statistic evaluation (default is zero)
Definition at line 147 of file HypoTestInverter.h.
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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 111 of file HypoTestInverter.h.
bool HypoTestInverter::SetTestStatistic | ( | TestStatistic & | stat | ) |
set the test statistic
set the test statistic to use
Definition at line 428 of file HypoTestInverter.cxx.
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set verbose level (0,1,2)
Definition at line 141 of file HypoTestInverter.h.
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Get the size of the test (eg. rate of Type I error)
Implements RooStats::IntervalCalculator.
Definition at line 115 of file HypoTestInverter.h.
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Reimplemented from RooStats::IntervalCalculator.
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Definition at line 200 of file HypoTestInverter.h.
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Definition at line 104 of file HypoTestInverter.h.
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Definition at line 192 of file HypoTestInverter.h.
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pointer to the calculator passed in the constructor
Definition at line 183 of file HypoTestInverter.h.
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Definition at line 171 of file HypoTestInverter.h.
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Definition at line 173 of file HypoTestInverter.h.
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Definition at line 170 of file HypoTestInverter.h.
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Definition at line 169 of file HypoTestInverter.h.
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Definition at line 172 of file HypoTestInverter.h.
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! pointer to the generic hypotest calculator used
Definition at line 184 of file HypoTestInverter.h.
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! plot of limits
Definition at line 176 of file HypoTestInverter.h.
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maximum number of toys to run
Definition at line 181 of file HypoTestInverter.h.
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Definition at line 193 of file HypoTestInverter.h.
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Definition at line 196 of file HypoTestInverter.h.
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pointer to the result
Definition at line 186 of file HypoTestInverter.h.
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Definition at line 189 of file HypoTestInverter.h.
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pointer to the constrained variable
Definition at line 185 of file HypoTestInverter.h.
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Definition at line 190 of file HypoTestInverter.h.
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Definition at line 180 of file HypoTestInverter.h.
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Definition at line 188 of file HypoTestInverter.h.
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Definition at line 191 of file HypoTestInverter.h.
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Definition at line 195 of file HypoTestInverter.h.
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Definition at line 194 of file HypoTestInverter.h.