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Reference Guide
RooStats::RatioOfProfiledLikelihoodsTestStat Class Reference

TestStatistic that returns the ratio of profiled likelihoods.

By default the calculation is:

\[ \log{ \frac{ \lambda(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { \lambda(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } } \]

where \( \lambda \) is the profile likelihood ratio, so the MLE for the null and alternate are subtracted off.

If SetSubtractMLE(false) then it calculates:

\[ \log{ \frac{ L(\mu_{alt} , {conditional \: MLE \: for \: alt \: nuisance}) } { L(\mu_{null} , {conditional \: MLE \: for \: null \: nuisance}) } } \]

where \( L \) is the Likelihood function.

The values of the parameters of interest for the alternative hypothesis are taken at the time of the construction. If empty, it treats all free parameters as nuisance parameters.

The value of the parameters of interest for the null hypotheses are given at each call of Evaluate.

This test statistic is often called the Tevatron test statistic, because it has been used by the Tevatron experiments.

Definition at line 24 of file RatioOfProfiledLikelihoodsTestStat.h.

Public Member Functions

 RatioOfProfiledLikelihoodsTestStat ()
 
 RatioOfProfiledLikelihoodsTestStat (RooAbsPdf &nullPdf, RooAbsPdf &altPdf, const RooArgSet *altPOI=nullptr)
 
 ~RatioOfProfiledLikelihoodsTestStat (void) override
 
virtual void EnableDetailedOutput (bool e=true)
 
double Evaluate (RooAbsData &data, RooArgSet &nullParamsOfInterest) override
 evaluate the ratio of profile likelihood More...
 
const RooArgSetGetDetailedOutput (void) const override
 Returns detailed output. More...
 
const TString GetVarName () const override
 
TClassIsA () const override
 
double ProfiledLikelihood (RooAbsData &data, RooArgSet &poi, RooAbsPdf &pdf)
 returns -logL(poi, conditional MLE of nuisance params) it does not subtract off the global MLE because nuisance parameters of null and alternate may not be the same. More...
 
void SetConditionalObservables (const RooArgSet &set) override
 set the conditional observables which will be used when creating the NLL so the pdf's will not be normalized on the conditional observables when computing the NLL More...
 
void SetGlobalObservables (const RooArgSet &set) override
 set the global observables which will be used when creating the NLL so the constraint pdf's will be normalized correctly on the global observables when computing the NLL More...
 
void SetMinimizer (const char *minimizer)
 
void SetPrintLevel (Int_t printLevel)
 
void SetReuseNLL (bool flag)
 
void SetStrategy (Int_t strategy)
 
void SetSubtractMLE (bool subtract)
 
void SetTolerance (double tol)
 
void Streamer (TBuffer &) override
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
- Public Member Functions inherited from RooStats::TestStatistic
virtual ~TestStatistic ()
 
virtual double Evaluate (RooAbsData &data, RooArgSet &nullPOI)=0
 Main interface to evaluate the test statistic on a dataset given the values for the Null Parameters Of Interest. More...
 
virtual const RooArgSetGetDetailedOutput () const
 return detailed output: for fits this can be pulls, processing time, ... The returned pointer will not loose validity until another call to Evaluate. More...
 
virtual const TString GetVarName () const =0
 
virtual TClassIsA () const
 
virtual bool PValueIsRightTail (void) const
 Defines the sign convention of the test statistic. Overwrite function if necessary. More...
 
virtual void SetConditionalObservables (const RooArgSet &)
 interface to set conditional observables. If a test statistics needs them it will re-implement this function More...
 
virtual void SetGlobalObservables (const RooArgSet &)
 interface to set global observables. If a test statistics needs them it will re-implement this function 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 void SetAlwaysReuseNLL (bool flag)
 
- Static Public Member Functions inherited from RooStats::TestStatistic
static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 

Private Attributes

RooArgSetfAltPOI
 
ProfileLikelihoodTestStat fAltProfile
 
RooArgSetfDetailedOutput
 
bool fDetailedOutputEnabled
 
ProfileLikelihoodTestStat fNullProfile
 
bool fSubtractMLE
 

Static Private Attributes

static bool fgAlwaysReuseNll = true
 

#include <RooStats/RatioOfProfiledLikelihoodsTestStat.h>

Inheritance diagram for RooStats::RatioOfProfiledLikelihoodsTestStat:
[legend]

Constructor & Destructor Documentation

◆ RatioOfProfiledLikelihoodsTestStat() [1/2]

RooStats::RatioOfProfiledLikelihoodsTestStat::RatioOfProfiledLikelihoodsTestStat ( )
inline

Definition at line 28 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ RatioOfProfiledLikelihoodsTestStat() [2/2]

RooStats::RatioOfProfiledLikelihoodsTestStat::RatioOfProfiledLikelihoodsTestStat ( RooAbsPdf nullPdf,
RooAbsPdf altPdf,
const RooArgSet altPOI = nullptr 
)
inline

Definition at line 39 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ ~RatioOfProfiledLikelihoodsTestStat()

RooStats::RatioOfProfiledLikelihoodsTestStat::~RatioOfProfiledLikelihoodsTestStat ( void  )
inlineoverride

Definition at line 57 of file RatioOfProfiledLikelihoodsTestStat.h.

Member Function Documentation

◆ Class()

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

◆ Class_Name()

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

◆ Class_Version()

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

Definition at line 147 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ DeclFileName()

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

Definition at line 147 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ EnableDetailedOutput()

virtual void RooStats::RatioOfProfiledLikelihoodsTestStat::EnableDetailedOutput ( bool  e = true)
inlinevirtual

Definition at line 72 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ Evaluate()

double RooStats::RatioOfProfiledLikelihoodsTestStat::Evaluate ( RooAbsData data,
RooArgSet nullParamsOfInterest 
)
overridevirtual

evaluate the ratio of profile likelihood

Implements RooStats::TestStatistic.

Definition at line 87 of file RatioOfProfiledLikelihoodsTestStat.cxx.

◆ GetDetailedOutput()

const RooArgSet * RooStats::RatioOfProfiledLikelihoodsTestStat::GetDetailedOutput ( void  ) const
inlineoverridevirtual

Returns detailed output.

The value returned by this function is updated after each call to Evaluate(). The returned RooArgSet contains the following for the alternative and null hypotheses:

  • the minimum nll, fitstatus and convergence quality for each fit
  • for each fit and for each non-constant parameter, the value, error and pull of the parameter are stored

Reimplemented from RooStats::TestStatistic.

Definition at line 120 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ GetVarName()

const TString RooStats::RatioOfProfiledLikelihoodsTestStat::GetVarName ( ) const
inlineoverridevirtual

Implements RooStats::TestStatistic.

Definition at line 127 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ IsA()

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

Reimplemented from RooStats::TestStatistic.

Definition at line 147 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ ProfiledLikelihood()

double RooStats::RatioOfProfiledLikelihoodsTestStat::ProfiledLikelihood ( RooAbsData data,
RooArgSet poi,
RooAbsPdf pdf 
)

returns -logL(poi, conditional MLE of nuisance params) it does not subtract off the global MLE because nuisance parameters of null and alternate may not be the same.

returns -logL(poi, conditional MLE of nuisance params) subtract off the global MLE or not depending on the option It is the numerator or the denominator of the ratio (depending on the pdf)

L.M. : not sure why this method is needed now

Definition at line 68 of file RatioOfProfiledLikelihoodsTestStat.cxx.

◆ SetAlwaysReuseNLL()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetAlwaysReuseNLL ( bool  flag)
static

Definition at line 59 of file RatioOfProfiledLikelihoodsTestStat.cxx.

◆ SetConditionalObservables()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetConditionalObservables ( const RooArgSet set)
inlineoverridevirtual

set the conditional observables which will be used when creating the NLL so the pdf's will not be normalized on the conditional observables when computing the NLL

Reimplemented from RooStats::TestStatistic.

Definition at line 104 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetGlobalObservables()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetGlobalObservables ( const RooArgSet set)
inlineoverridevirtual

set the global observables which will be used when creating the NLL so the constraint pdf's will be normalized correctly on the global observables when computing the NLL

Reimplemented from RooStats::TestStatistic.

Definition at line 111 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetMinimizer()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetMinimizer ( const char *  minimizer)
inline

Definition at line 85 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetPrintLevel()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetPrintLevel ( Int_t  printLevel)
inline

Definition at line 97 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetReuseNLL()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetReuseNLL ( bool  flag)
inline

Definition at line 80 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetStrategy()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetStrategy ( Int_t  strategy)
inline

Definition at line 89 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetSubtractMLE()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetSubtractMLE ( bool  subtract)
inline

Definition at line 131 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ SetTolerance()

void RooStats::RatioOfProfiledLikelihoodsTestStat::SetTolerance ( double  tol)
inline

Definition at line 93 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ Streamer()

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

Reimplemented from RooStats::TestStatistic.

◆ StreamerNVirtual()

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

Definition at line 147 of file RatioOfProfiledLikelihoodsTestStat.h.

Member Data Documentation

◆ fAltPOI

RooArgSet* RooStats::RatioOfProfiledLikelihoodsTestStat::fAltPOI
private

Definition at line 138 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fAltProfile

ProfileLikelihoodTestStat RooStats::RatioOfProfiledLikelihoodsTestStat::fAltProfile
private

Definition at line 136 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fDetailedOutput

RooArgSet* RooStats::RatioOfProfiledLikelihoodsTestStat::fDetailedOutput
private

Definition at line 143 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fDetailedOutputEnabled

bool RooStats::RatioOfProfiledLikelihoodsTestStat::fDetailedOutputEnabled
private

Definition at line 142 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fgAlwaysReuseNll

bool RooStats::RatioOfProfiledLikelihoodsTestStat::fgAlwaysReuseNll = true
staticprivate

Definition at line 140 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fNullProfile

ProfileLikelihoodTestStat RooStats::RatioOfProfiledLikelihoodsTestStat::fNullProfile
private

Definition at line 135 of file RatioOfProfiledLikelihoodsTestStat.h.

◆ fSubtractMLE

bool RooStats::RatioOfProfiledLikelihoodsTestStat::fSubtractMLE
private

Definition at line 139 of file RatioOfProfiledLikelihoodsTestStat.h.

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