ROOT   Reference Guide
RooStats::ProfileLikelihoodCalculator Class Reference

The ProfileLikelihoodCalculator is a concrete implementation of CombinedCalculator (the interface class for tools which can produce both a RooStats HypoTestResult and ConfInterval).

The tool uses the profile likelihood ratio as a test statistic, and assumes that Wilks' theorem is valid. Wilks' theorem states that $$-2 \cdot \ln(\lambda)$$ (profile likelihood ratio) is asymptotically distributed as a $$\chi^2$$ distribution with $$N$$ degrees of freedom. Thus, $$p$$-values can be constructed, and the profile likelihood ratio can be used to construct a LikelihoodInterval. (In the future, this class could be extended to use toy Monte Carlo to calibrate the distribution of the test statistic).

Usage: It uses the interface of the CombinedCalculator, so that it can be configured by specifying:

• A model common model (e.g. a family of specific models, which includes both the null and alternate)
• A data set
• A set of parameters of interest. The nuisance parameters will be all other parameters of the model.
• A set of parameters which specify the null hypothesis (including values and const/non-const status).

The interface allows one to pass the model, data, and parameters either directly or via a ModelConfig class. The alternate hypothesis leaves the parameter free to take any value other than those specified by the null hypothesis. There is therefore no need to specify the alternate parameters.

After configuring the calculator, one only needs to call GetHypoTest() (which will return a HypoTestResult pointer) or GetInterval() (which will return a ConfInterval pointer).

This calculator can work with both one-dimensional intervals or multi- dimensional ones (contours).

Note that for hypothesis tests, it is often better to use the AsymptoticCalculator, which can compute in addition the expected $$p$$-value using an Asimov data set.

Definition at line 22 of file ProfileLikelihoodCalculator.h.

## Public Member Functions

ProfileLikelihoodCalculator ()
Default constructor (needed for I/O) More...

ProfileLikelihoodCalculator (RooAbsData &data, ModelConfig &model, double size=0.05)
Constructor from data and a model configuration If the ModelConfig defines a prior pdf for any of the parameters those will be included as constrained terms in the likelihood function. More...

ProfileLikelihoodCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet &paramsOfInterest, double size=0.05, const RooArgSet *nullParams=nullptr)
Constructor from data, from a full model pdf describing both parameter of interest and nuisance parameters and from the set specifying the parameter of interest (POI). More...

~ProfileLikelihoodCalculator () override
destructor cannot delete prod pdf because it will delete all the composing pdf's if (fOwnPdf) delete fPdf; fPdf = 0; More...

HypoTestResultGetHypoTest () const override
Return the hypothesis test result obtained from the likelihood ratio of the maximum likelihood value with the null parameters fixed to their values, with respect to keeping all parameters floating (global maximum likelihood value). More...

LikelihoodIntervalGetInterval () const override
Return a likelihood interval. More...

TClassIsA () const override

void Streamer (TBuffer &) override

void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

Public Member Functions inherited from RooStats::CombinedCalculator
CombinedCalculator ()

CombinedCalculator (RooAbsData &data, const ModelConfig &model, double size=0.05)
constructor from data and model configuration More...

CombinedCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet &paramsOfInterest, double size=0.05, const RooArgSet *nullParams=nullptr, const RooArgSet *altParams=nullptr, const RooArgSet *nuisParams=nullptr)

~CombinedCalculator () override
destructor. More...

double ConfidenceLevel () const override
Get the Confidence level for the test. More...

HypoTestResultGetHypoTest () const override=0
main interface to get a HypoTestResult, pure virtual More...

ConfIntervalGetInterval () const override=0
Main interface to get a ConfInterval, pure virtual. More...

TClassIsA () const override

void SetAlternateModel (const ModelConfig &) override
Set the model for the alternate hypothesis. More...

virtual void SetAlternateParameters (const RooArgSet &set)
set parameter values for the alternate if using a common PDF More...

virtual void SetConditionalObservables (const RooArgSet &set)
set conditional observables needed for computing the NLL More...

void SetConfidenceLevel (double cl) override
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More...

void SetData (RooAbsData &data) override
Set the DataSet, add to the workspace if not already there. More...

virtual void SetGlobalObservables (const RooArgSet &set)
set global observables needed for computing the NLL More...

void SetModel (const ModelConfig &model) override
set the model (in this case can set only the parameters for the null hypothesis) More...

virtual void SetNuisanceParameters (const RooArgSet &set)
specify the nuisance parameters (eg. the rest of the parameters) More...

void SetNullModel (const ModelConfig &) override
Set the model for the null hypothesis. More...

virtual void SetNullParameters (const RooArgSet &set)
set parameter values for the null if using a common PDF More...

virtual void SetParameters (const RooArgSet &set)
specify the parameters of interest in the interval More...

virtual void SetPdf (RooAbsPdf &pdf)
Set the Pdf. 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)

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)

Public Member Functions inherited from RooStats::HypoTestCalculator
virtual ~HypoTestCalculator ()

virtual HypoTestResultGetHypoTest () const =0
main interface to get a HypoTestResult, pure virtual More...

virtual TClassIsA () const

virtual void SetAlternateModel (const ModelConfig &model)=0
Set the model for the alternate hypothesis. More...

virtual void SetCommonModel (const ModelConfig &model)
Set a common model for both the null and alternate, add to the workspace if not already there. More...

virtual void SetData (RooAbsData &data)=0
Set the DataSet. More...

virtual void SetNullModel (const ModelConfig &model)=0
Set the model for the null hypothesis. 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::CombinedCalculator
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 ()

Static Public Member Functions inherited from RooStats::HypoTestCalculator
static TClassClass ()

static const char * Class_Name ()

static constexpr Version_t Class_Version ()

static const char * DeclFileName ()

## Protected Member Functions

RooAbsRealDoGlobalFit () const
perform a global fit More...

void DoReset () const
clear internal fit result More...

Protected Member Functions inherited from RooStats::CombinedCalculator
RooAbsDataGetData () const

RooAbsPdfGetPdf () const

## Static Protected Member Functions

static RooFitResultDoMinimizeNLL (RooAbsReal *nll)
minimize likelihood More...

## Protected Attributes

RooFitResultfFitResult

bool fGlobalFitDone
flag to control if a global fit has been done More...

Protected Attributes inherited from RooStats::CombinedCalculator
RooArgSet fAlternateParams
RooArgSet specifying alternate parameters for hypothesis test. More...

RooArgSet fConditionalObs
RooArgSet specifying the conditional observables. More...

RooAbsDatafData

RooArgSet fGlobalObs
RooArgSet specifying the global observables. More...

RooArgSet fNuisParams
RooArgSet specifying nuisance parameters for interval. More...

RooArgSet fNullParams
RooArgSet specifying null parameters for hypothesis test. More...

RooAbsPdffPdf

RooArgSet fPOI
RooArgSet specifying parameters of interest for interval. More...

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

#include <RooStats/ProfileLikelihoodCalculator.h>

Inheritance diagram for RooStats::ProfileLikelihoodCalculator:
[legend]

## ◆ ProfileLikelihoodCalculator() [1/3]

 ProfileLikelihoodCalculator::ProfileLikelihoodCalculator ( )

Default constructor (needed for I/O)

default constructor

Definition at line 82 of file ProfileLikelihoodCalculator.cxx.

## ◆ ProfileLikelihoodCalculator() [2/3]

 ProfileLikelihoodCalculator::ProfileLikelihoodCalculator ( RooAbsData & data, RooAbsPdf & pdf, const RooArgSet & paramsOfInterest, double size = 0.05, const RooArgSet * nullParams = nullptr )

Constructor from data, from a full model pdf describing both parameter of interest and nuisance parameters and from the set specifying the parameter of interest (POI).

There is no need to specify the nuisance parameters since they are all other parameters of the model. When using the calculator for performing an hypothesis test one needs to provide also a snapshot (a copy) defining the null parameters and their value. There is no need to pass the alternate parameters. These will be obtained by the value maximizing the likelihood function

Definition at line 87 of file ProfileLikelihoodCalculator.cxx.

## ◆ ProfileLikelihoodCalculator() [3/3]

 ProfileLikelihoodCalculator::ProfileLikelihoodCalculator ( RooAbsData & data, ModelConfig & model, double size = 0.05 )

Constructor from data and a model configuration If the ModelConfig defines a prior pdf for any of the parameters those will be included as constrained terms in the likelihood function.

Definition at line 96 of file ProfileLikelihoodCalculator.cxx.

## ◆ ~ProfileLikelihoodCalculator()

 ProfileLikelihoodCalculator::~ProfileLikelihoodCalculator ( )
override

destructor cannot delete prod pdf because it will delete all the composing pdf's if (fOwnPdf) delete fPdf; fPdf = 0;

Definition at line 112 of file ProfileLikelihoodCalculator.cxx.

## ◆ Class()

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

## ◆ Class_Name()

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

## ◆ Class_Version()

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

Definition at line 74 of file ProfileLikelihoodCalculator.h.

## ◆ DeclFileName()

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

Definition at line 74 of file ProfileLikelihoodCalculator.h.

## ◆ DoGlobalFit()

 RooAbsReal * ProfileLikelihoodCalculator::DoGlobalFit ( ) const
protected

perform a global fit

Definition at line 123 of file ProfileLikelihoodCalculator.cxx.

## ◆ DoMinimizeNLL()

 RooFitResult * ProfileLikelihoodCalculator::DoMinimizeNLL ( RooAbsReal * nll )
staticprotected

minimize likelihood

Definition at line 168 of file ProfileLikelihoodCalculator.cxx.

## ◆ DoReset()

 void ProfileLikelihoodCalculator::DoReset ( ) const
protected

clear internal fit result

Definition at line 116 of file ProfileLikelihoodCalculator.cxx.

## ◆ GetHypoTest()

 HypoTestResult * ProfileLikelihoodCalculator::GetHypoTest ( ) const
overridevirtual

Return the hypothesis test result obtained from the likelihood ratio of the maximum likelihood value with the null parameters fixed to their values, with respect to keeping all parameters floating (global maximum likelihood value).

Main interface to get a HypoTestResult.

It does two fits:

1. The first lets the null parameters float, so it's a maximum likelihood estimate.
2. The second is to the null model (fixing null parameters to their specified values): e.g. a conditional maximum likelihood. Since not all parameters are floating, this likelihood will be lower than the unconditional model.

The ratio of the likelihood obtained from the conditional MLE to the MLE is the profile likelihood ratio. Wilks' theorem is used to get $$p$$-values.

Implements RooStats::CombinedCalculator.

Definition at line 301 of file ProfileLikelihoodCalculator.cxx.

## ◆ GetInterval()

 LikelihoodInterval * ProfileLikelihoodCalculator::GetInterval ( ) const
overridevirtual

Return a likelihood interval.

Main interface to get a RooStats::ConfInterval.

A global fit to the likelihood is performed and the interval is constructed using the profile likelihood ratio function of the POI.

It constructs a profile likelihood ratio, and uses that to construct a RooStats::LikelihoodInterval.

Implements RooStats::CombinedCalculator.

Definition at line 224 of file ProfileLikelihoodCalculator.cxx.

## ◆ IsA()

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

Reimplemented from RooStats::CombinedCalculator.

Definition at line 74 of file ProfileLikelihoodCalculator.h.

## ◆ Streamer()

 void RooStats::ProfileLikelihoodCalculator::Streamer ( TBuffer & )
overridevirtual

Reimplemented from RooStats::CombinedCalculator.

## ◆ StreamerNVirtual()

 void RooStats::ProfileLikelihoodCalculator::StreamerNVirtual ( TBuffer & ClassDef_StreamerNVirtual_b )
inline

Definition at line 74 of file ProfileLikelihoodCalculator.h.

## ◆ fFitResult

 RooFitResult* RooStats::ProfileLikelihoodCalculator::fFitResult
mutableprotected

Definition at line 70 of file ProfileLikelihoodCalculator.h.

## ◆ fGlobalFitDone

 bool RooStats::ProfileLikelihoodCalculator::fGlobalFitDone
mutableprotected

flag to control if a global fit has been done

Definition at line 71 of file ProfileLikelihoodCalculator.h.

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