LikelihoodInterval is a concrete implementation of the RooStats::ConfInterval interface.

It implements a connected N-dimensional intervals based on the contour of a likelihood ratio. The boundary of the interval is equivalent to a MINUIT/MINOS contour about the maximum likelihood estimator

The interval does not need to be an ellipse (eg. it is not the HESSE error matrix). The level used to make the contour is the same as that used in MINOS, eg. it uses Wilks' theorem, which states that under certain regularity conditions the function -2* log (profile likelihood ratio) is asymptotically distributed as a chi^2 with N-dof, where N is the number of parameters of interest.

Note, a boundary on the parameter space (eg. s>= 0) or a degeneracy (eg. mass of signal if Nsig = 0) can lead to violations of the conditions necessary for Wilks' theorem to be true.

Also note, one can use any RooAbsReal as the function that will be used in the contour; however, the level of the contour is based on Wilks' theorem as stated above.

References

F. James., Minuit.Long writeup D506, CERN, 1998.

Definition at line 34 of file LikelihoodInterval.h.

Public Member Functions
	LikelihoodInterval (const char name, RooAbsReal , const RooArgSet , RooArgSet =nullptr)
	Alternate constructor taking a pointer to the profile likelihood ratio, parameter of interest and optionally a snapshot of best parameter of interest for interval.

	LikelihoodInterval (const char *name=nullptr)
	default constructor

	~LikelihoodInterval () override
	destructor

bool	CheckParameters (const RooArgSet &) const override
	check if parameters are correct (i.e. they are the POI of this interval)

double	ConfidenceLevel () const override
	return confidence level

bool	FindLimits (const RooRealVar &param, double &lower, double &upper)
	find both lower and upper interval boundaries for a given parameter return false if the bounds have not been found

const RooArgSet *	GetBestFitParameters () const
	return a pointer to a snapshot with best fit parameter of interest

Int_t	GetContourPoints (const RooRealVar &paramX, const RooRealVar &paramY, double x, double y, Int_t npoints=30)
	return the 2D-contour points for the given subset of parameters by default make the contour using 30 points.

RooAbsReal *	GetLikelihoodRatio ()
	return the profile log-likelihood ratio function

RooArgSet *	GetParameters () const override
	return a cloned list of parameters of interest. User manages the return object

TClass *	IsA () const override

bool	IsInInterval (const RooArgSet &) const override
	check if given point is in the interval

double	LowerLimit (const RooRealVar &param)
	return the lower bound of the interval on a given parameter

double	LowerLimit (const RooRealVar &param, bool &status)
	Compute lower limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero.

void	SetConfidenceLevel (double cl) override
	set the confidence level for the interval (e.g 0.682 for a 1-sigma interval)

void	Streamer (TBuffer &) override
	Stream an object of class TObject.

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

double	UpperLimit (const RooRealVar &param)
	return the upper bound of the interval on a given parameter

double	UpperLimit (const RooRealVar &param, bool &status)
	Compute upper limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero.

Public Member Functions inherited from RooStats::ConfInterval
	ConfInterval (const char *name=nullptr)
	constructor given name and title

ConfInterval &	operator= (const ConfInterval &other)
	operator=

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

Public Member Functions inherited from TNamed
	TNamed ()

	TNamed (const char name, const char title)

	TNamed (const TNamed &named)
	TNamed copy ctor.

	TNamed (const TString &name, const TString &title)

virtual	~TNamed ()
	TNamed destructor.

void	Clear (Option_t *option="") override
	Set name and title to empty strings ("").

TObject *	Clone (const char *newname="") const override
	Make a clone of an object using the Streamer facility.

Int_t	Compare (const TObject *obj) const override
	Compare two TNamed objects.

void	Copy (TObject &named) const override
	Copy this to obj.

virtual void	FillBuffer (char *&buffer)
	Encode TNamed into output buffer.

const char *	GetName () const override
	Returns name of object.

const char *	GetTitle () const override
	Returns title of object.

ULong_t	Hash () const override
	Return hash value for this object.

TClass *	IsA () const override

Bool_t	IsSortable () const override

void	ls (Option_t *option="") const override
	List TNamed name and title.

TNamed &	operator= (const TNamed &rhs)
	TNamed assignment operator.

void	Print (Option_t *option="") const override
	Print TNamed name and title.

virtual void	SetName (const char *name)
	Set the name of the TNamed.

virtual void	SetNameTitle (const char name, const char title)
	Set all the TNamed parameters (name and title).

virtual void	SetTitle (const char *title="")
	Set the title of the TNamed.

virtual Int_t	Sizeof () const
	Return size of the TNamed part of the TObject.

void	Streamer (TBuffer &) override
	Stream an object of class TObject.

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

Public Member Functions inherited from TObject
	TObject ()
	TObject constructor.

	TObject (const TObject &object)
	TObject copy ctor.

virtual	~TObject ()
	TObject destructor.

void	AbstractMethod (const char *method) const
	Use this method to implement an "abstract" method that you don't want to leave purely abstract.

virtual void	AppendPad (Option_t *option="")
	Append graphics object to current pad.

virtual void	Browse (TBrowser *b)
	Browse object. May be overridden for another default action.

ULong_t	CheckedHash ()
	Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object.

virtual const char *	ClassName () const
	Returns name of class to which the object belongs.

virtual void	Delete (Option_t *option="")
	Delete this object.

virtual Int_t	DistancetoPrimitive (Int_t px, Int_t py)
	Computes distance from point (px,py) to the object.

virtual void	Draw (Option_t *option="")
	Default Draw method for all objects.

virtual void	DrawClass () const
	Draw class inheritance tree of the class to which this object belongs.

virtual TObject *	DrawClone (Option_t *option="") const
	Draw a clone of this object in the current selected pad with: `gROOT->SetSelectedPad(c1)`.

virtual void	Dump () const
	Dump contents of object on stdout.

virtual void	Error (const char method, const char msgfmt,...) const
	Issue error message.

virtual void	Execute (const char method, const char params, Int_t *error=nullptr)
	Execute method on this object with the given parameter string, e.g.

virtual void	Execute (TMethod method, TObjArray params, Int_t *error=nullptr)
	Execute method on this object with parameters stored in the TObjArray.

virtual void	ExecuteEvent (Int_t event, Int_t px, Int_t py)
	Execute action corresponding to an event at (px,py).

virtual void	Fatal (const char method, const char msgfmt,...) const
	Issue fatal error message.

virtual TObject *	FindObject (const char *name) const
	Must be redefined in derived classes.

virtual TObject *	FindObject (const TObject *obj) const
	Must be redefined in derived classes.

virtual Option_t *	GetDrawOption () const
	Get option used by the graphics system to draw this object.

virtual const char *	GetIconName () const
	Returns mime type name of object.

virtual char *	GetObjectInfo (Int_t px, Int_t py) const
	Returns string containing info about the object at position (px,py).

virtual Option_t *	GetOption () const

virtual UInt_t	GetUniqueID () const
	Return the unique object id.

virtual Bool_t	HandleTimer (TTimer *timer)
	Execute action in response of a timer timing out.

Bool_t	HasInconsistentHash () const
	Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e.

virtual void	Info (const char method, const char msgfmt,...) const
	Issue info message.

virtual Bool_t	InheritsFrom (const char *classname) const
	Returns kTRUE if object inherits from class "classname".

virtual Bool_t	InheritsFrom (const TClass *cl) const
	Returns kTRUE if object inherits from TClass cl.

virtual void	Inspect () const
	Dump contents of this object in a graphics canvas.

void	InvertBit (UInt_t f)

Bool_t	IsDestructed () const
	IsDestructed.

virtual Bool_t	IsEqual (const TObject *obj) const
	Default equal comparison (objects are equal if they have the same address in memory).

virtual Bool_t	IsFolder () const
	Returns kTRUE in case object contains browsable objects (like containers or lists of other objects).

R__ALWAYS_INLINE Bool_t	IsOnHeap () const

R__ALWAYS_INLINE Bool_t	IsZombie () const

void	MayNotUse (const char *method) const
	Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary).

virtual Bool_t	Notify ()
	This method must be overridden to handle object notification (the base implementation is no-op).

void	Obsolete (const char method, const char asOfVers, const char *removedFromVers) const
	Use this method to declare a method obsolete.

void	operator delete (void *ptr)
	Operator delete.

void	operator delete[] (void *ptr)
	Operator delete [].

void *	operator new (size_t sz)

void *	operator new (size_t sz, void *vp)

void *	operator new[] (size_t sz)

void *	operator new[] (size_t sz, void *vp)

TObject &	operator= (const TObject &rhs)
	TObject assignment operator.

virtual void	Paint (Option_t *option="")
	This method must be overridden if a class wants to paint itself.

virtual void	Pop ()
	Pop on object drawn in a pad to the top of the display list.

virtual Int_t	Read (const char *name)
	Read contents of object with specified name from the current directory.

virtual void	RecursiveRemove (TObject *obj)
	Recursively remove this object from a list.

void	ResetBit (UInt_t f)

virtual void	SaveAs (const char filename="", Option_t option="") const
	Save this object in the file specified by filename.

virtual void	SavePrimitive (std::ostream &out, Option_t *option="")
	Save a primitive as a C++ statement(s) on output stream "out".

void	SetBit (UInt_t f)

void	SetBit (UInt_t f, Bool_t set)
	Set or unset the user status bits as specified in f.

virtual void	SetDrawOption (Option_t *option="")
	Set drawing option for object.

virtual void	SetUniqueID (UInt_t uid)
	Set the unique object id.

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

virtual void	SysError (const char method, const char msgfmt,...) const
	Issue system error message.

R__ALWAYS_INLINE Bool_t	TestBit (UInt_t f) const

Int_t	TestBits (UInt_t f) const

virtual void	UseCurrentStyle ()
	Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked.

virtual void	Warning (const char method, const char msgfmt,...) const
	Issue warning message.

virtual Int_t	Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0)
	Write this object to the current directory.

virtual Int_t	Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const
	Write this object to the current directory.

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::ConfInterval
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from TNamed
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from TObject
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

static Longptr_t	GetDtorOnly ()
	Return destructor only flag.

static Bool_t	GetObjectStat ()
	Get status of object stat flag.

static void	SetDtorOnly (void *obj)
	Set destructor only flag.

static void	SetObjectStat (Bool_t stat)
	Turn on/off tracking of objects in the TObjectTable.

Protected Member Functions
bool	CreateMinimizer ()
	internal function to create the minimizer for finding the contours

void	ResetLimits ()
	reset the cached limit values

Protected Member Functions inherited from TObject
virtual void	DoError (int level, const char location, const char fmt, va_list va) const
	Interface to ErrorHandler (protected).

void	MakeZombie ()

Private Attributes
RooArgSet *	fBestFitParams
	snapshot of the model parameters with best fit value (managed internally)

double	fConfidenceLevel
	Requested confidence level (eg. 0.95 for 95% CL)

std::shared_ptr< RooFunctor >	fFunctor
	! transient pointer to functor class used by the minimizer

RooAbsReal *	fLikelihoodRatio
	likelihood ratio function used to make contours (managed internally)

std::map< std::string, double >	fLowerLimits
	map with cached lower bound values

std::shared_ptr< ROOT::Math::IMultiGenFunction >	fMinFunc
	! transient pointer to the minimization function

std::shared_ptr< ROOT::Math::Minimizer >	fMinimizer
	! transient pointer to minimizer class used to find limits and contour

RooArgSet	fParameters
	parameters of interest for this interval

std::map< std::string, double >	fUpperLimits
	map with cached upper bound values

Additional Inherited Members
Public Types inherited from TObject
enum	{ kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 , kBitMask = 0x00ffffff }

enum	{ kSingleKey = (1ULL << ( 0 )) , kOverwrite = (1ULL << ( 1 )) , kWriteDelete = (1ULL << ( 2 )) }

enum	EDeprecatedStatusBits { kObjInCanvas = (1ULL << ( 3 )) }

enum	EStatusBits { kCanDelete = (1ULL << ( 0 )) , kMustCleanup = (1ULL << ( 3 )) , kIsReferenced = (1ULL << ( 4 )) , kHasUUID = (1ULL << ( 5 )) , kCannotPick = (1ULL << ( 6 )) , kNoContextMenu = (1ULL << ( 8 )) , kInvalidObject = (1ULL << ( 13 )) }

Protected Types inherited from TObject
enum	{ kOnlyPrepStep = (1ULL << ( 3 )) }

Protected Attributes inherited from TNamed
TString	fName

TString	fTitle

#include <RooStats/LikelihoodInterval.h>

Inheritance diagram for RooStats::LikelihoodInterval:

[legend]

Constructor & Destructor Documentation

◆ LikelihoodInterval() [1/2]

LikelihoodInterval::LikelihoodInterval ( const char * name = nullptr )

explicit

default constructor

Default constructor with name and title.

Definition at line 77 of file LikelihoodInterval.cxx.

◆ LikelihoodInterval() [2/2]

LikelihoodInterval::LikelihoodInterval	(	const char *	name,
		RooAbsReal *	lr,
		const RooArgSet *	params,
		RooArgSet *	bestParams = `nullptr`
	)

Alternate constructor taking a pointer to the profile likelihood ratio, parameter of interest and optionally a snapshot of best parameter of interest for interval.

Definition at line 86 of file LikelihoodInterval.cxx.

◆ ~LikelihoodInterval()

LikelihoodInterval::~LikelihoodInterval ( )

override

destructor

Destructor.

Definition at line 99 of file LikelihoodInterval.cxx.

Member Function Documentation

◆ CheckParameters()

bool LikelihoodInterval::CheckParameters ( const RooArgSet & parameterPoint ) const

overridevirtual

check if parameters are correct (i.e. they are the POI of this interval)

check that the parameters are correct

Implements RooStats::ConfInterval.

Definition at line 166 of file LikelihoodInterval.cxx.

◆ Class()

static TClass * RooStats::LikelihoodInterval::Class ( )

static

Returns: TClass describing this class

◆ Class_Name()

static const char * RooStats::LikelihoodInterval::Class_Name ( )

static

Returns: Name of this class

◆ Class_Version()

static constexpr Version_t RooStats::LikelihoodInterval::Class_Version ( )

inlinestaticconstexpr

Returns: Version of this class

Definition at line 109 of file LikelihoodInterval.h.

◆ ConfidenceLevel()

double RooStats::LikelihoodInterval::ConfidenceLevel ( ) const

inlineoverridevirtual

return confidence level

Implements RooStats::ConfInterval.

Definition at line 55 of file LikelihoodInterval.h.

◆ CreateMinimizer()

bool LikelihoodInterval::CreateMinimizer ( )

protected

internal function to create the minimizer for finding the contours

Definition at line 217 of file LikelihoodInterval.cxx.

◆ DeclFileName()

static const char * RooStats::LikelihoodInterval::DeclFileName ( )

inlinestatic

Returns: Name of the file containing the class declaration

Definition at line 109 of file LikelihoodInterval.h.

◆ FindLimits()

bool LikelihoodInterval::FindLimits	(	const RooRealVar &	param,
		double &	lower,
		double &	upper
	)

find both lower and upper interval boundaries for a given parameter return false if the bounds have not been found

Definition at line 295 of file LikelihoodInterval.cxx.

◆ GetBestFitParameters()

const RooArgSet * RooStats::LikelihoodInterval::GetBestFitParameters ( ) const

inline

return a pointer to a snapshot with best fit parameter of interest

Definition at line 87 of file LikelihoodInterval.h.

◆ GetContourPoints()

Int_t LikelihoodInterval::GetContourPoints	(	const RooRealVar &	paramX,
		const RooRealVar &	paramY,
		double *	x,
		double *	y,
		Int_t	npoints = `30`
	)

return the 2D-contour points for the given subset of parameters by default make the contour using 30 points.

The User has to preallocate the x and y array which will return the set of x and y points defining the contour. The return value of the function specify the number of contour point found. In case of error a zero is returned

Definition at line 365 of file LikelihoodInterval.cxx.

◆ GetLikelihoodRatio()

RooAbsReal * RooStats::LikelihoodInterval::GetLikelihoodRatio ( )

inline

return the profile log-likelihood ratio function

Definition at line 84 of file LikelihoodInterval.h.

◆ GetParameters()

RooArgSet * LikelihoodInterval::GetParameters ( ) const

overridevirtual

return a cloned list of parameters of interest. User manages the return object

returns list of parameters

Implements RooStats::ConfInterval.

Definition at line 158 of file LikelihoodInterval.cxx.

◆ IsA()

TClass * RooStats::LikelihoodInterval::IsA ( ) const

inlineoverridevirtual

Returns: TClass describing current object

Reimplemented from RooStats::ConfInterval.

Definition at line 109 of file LikelihoodInterval.h.

◆ IsInInterval()

bool LikelihoodInterval::IsInInterval ( const RooArgSet & parameterPoint ) const

overridevirtual

check if given point is in the interval

This is the main method to satisfy the RooStats::ConfInterval interface.

It returns true if the parameter point is in the interval.

Implements RooStats::ConfInterval.

Definition at line 110 of file LikelihoodInterval.cxx.

◆ LowerLimit() [1/2]

double RooStats::LikelihoodInterval::LowerLimit ( const RooRealVar & param )

inline

return the lower bound of the interval on a given parameter

Definition at line 65 of file LikelihoodInterval.h.

◆ LowerLimit() [2/2]

double LikelihoodInterval::LowerLimit	(	const RooRealVar &	param,
		bool &	status
	)

Compute lower limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero.

Definition at line 187 of file LikelihoodInterval.cxx.

◆ ResetLimits()

void LikelihoodInterval::ResetLimits ( )

protected

reset the cached limit values

Definition at line 210 of file LikelihoodInterval.cxx.

◆ SetConfidenceLevel()

void RooStats::LikelihoodInterval::SetConfidenceLevel ( double cl )

inlineoverridevirtual

set the confidence level for the interval (e.g 0.682 for a 1-sigma interval)

Implements RooStats::ConfInterval.

Definition at line 52 of file LikelihoodInterval.h.

◆ Streamer()

void RooStats::LikelihoodInterval::Streamer ( TBuffer & R__b )

overridevirtual

Stream an object of class TObject.

Reimplemented from RooStats::ConfInterval.

◆ StreamerNVirtual()

void RooStats::LikelihoodInterval::StreamerNVirtual ( TBuffer & ClassDef_StreamerNVirtual_b )

inline

Definition at line 109 of file LikelihoodInterval.h.

◆ UpperLimit() [1/2]

double RooStats::LikelihoodInterval::UpperLimit ( const RooRealVar & param )

inline

return the upper bound of the interval on a given parameter

Definition at line 69 of file LikelihoodInterval.h.

◆ UpperLimit() [2/2]

double LikelihoodInterval::UpperLimit	(	const RooRealVar &	param,
		bool &	status
	)

Compute upper limit, check first if limit has been computed status is a boolean flag which will b set to false in case of error and is true if calculation is successful in case of error return also a lower limit value of zero.

Definition at line 201 of file LikelihoodInterval.cxx.

Member Data Documentation

◆ fBestFitParams

RooArgSet* RooStats::LikelihoodInterval::fBestFitParams

private

snapshot of the model parameters with best fit value (managed internally)

Definition at line 100 of file LikelihoodInterval.h.

◆ fConfidenceLevel

double RooStats::LikelihoodInterval::fConfidenceLevel

private

Requested confidence level (eg. 0.95 for 95% CL)

Definition at line 102 of file LikelihoodInterval.h.

◆ fFunctor

std::shared_ptr<RooFunctor> RooStats::LikelihoodInterval::fFunctor

private

! transient pointer to functor class used by the minimizer

Definition at line 106 of file LikelihoodInterval.h.

◆ fLikelihoodRatio

RooAbsReal* RooStats::LikelihoodInterval::fLikelihoodRatio

private

likelihood ratio function used to make contours (managed internally)

Definition at line 101 of file LikelihoodInterval.h.

◆ fLowerLimits

std::map<std::string, double> RooStats::LikelihoodInterval::fLowerLimits

private

map with cached lower bound values

Definition at line 103 of file LikelihoodInterval.h.

◆ fMinFunc

std::shared_ptr<ROOT::Math::IMultiGenFunction> RooStats::LikelihoodInterval::fMinFunc

private

! transient pointer to the minimization function

Definition at line 107 of file LikelihoodInterval.h.

◆ fMinimizer

std::shared_ptr<ROOT::Math::Minimizer > RooStats::LikelihoodInterval::fMinimizer

private

! transient pointer to minimizer class used to find limits and contour

Definition at line 105 of file LikelihoodInterval.h.

◆ fParameters

RooArgSet RooStats::LikelihoodInterval::fParameters

private

parameters of interest for this interval

Definition at line 99 of file LikelihoodInterval.h.

◆ fUpperLimits

std::map<std::string, double> RooStats::LikelihoodInterval::fUpperLimits

private

map with cached upper bound values

Definition at line 104 of file LikelihoodInterval.h.

Libraries for RooStats::LikelihoodInterval:

[legend]

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

roofit/roostats/inc/RooStats/LikelihoodInterval.h
roofit/roostats/src/LikelihoodInterval.cxx

References

Public Member Functions

Static Public Member Functions

Protected Member Functions

Private Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ LikelihoodInterval() [1/2]

◆ LikelihoodInterval() [2/2]

◆ ~LikelihoodInterval()

Member Function Documentation

◆ CheckParameters()

◆ Class()

◆ Class_Name()

◆ Class_Version()

◆ ConfidenceLevel()

◆ CreateMinimizer()

◆ DeclFileName()

◆ FindLimits()

◆ GetBestFitParameters()

◆ GetContourPoints()

◆ GetLikelihoodRatio()

◆ GetParameters()

◆ IsA()

◆ IsInInterval()

◆ LowerLimit() [1/2]

◆ LowerLimit() [2/2]

◆ ResetLimits()

◆ SetConfidenceLevel()

◆ Streamer()

◆ StreamerNVirtual()

◆ UpperLimit() [1/2]

◆ UpperLimit() [2/2]

Member Data Documentation

◆ fBestFitParams

◆ fConfidenceLevel

◆ fFunctor

◆ fLikelihoodRatio

◆ fLowerLimits

◆ fMinFunc

◆ fMinimizer

◆ fParameters

◆ fUpperLimits