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 incoded 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 nusiance parameters to their conditional MLE (eg. profiled values).

Definition at line 56 of file FeldmanCousins.h.

Public Member Functions
	FeldmanCousins (RooAbsData &data, ModelConfig &model)
	Common constructor. More...

virtual	~FeldmanCousins ()
	destructor if(fOwnsWorkspace && fWS) delete fWS; More...

virtual PointSetInterval *	GetInterval () const
	Main interface to get a ConfInterval (will be a PointSetInterval) More...

virtual Double_t	Size () const
	Get the size of the test (eg. rate of Type I error) More...

virtual Double_t	ConfidenceLevel () const
	Get the Confidence level for the test. More...

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

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

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

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...

void	SetPOIPointsToTest (RooAbsData &poiToTest)
	User-defined set of points to test. More...

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

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

virtual void	SetModel (const ModelConfig &)
	set the model More...

RooAbsData *	GetPointsToScan ()

ConfidenceBelt *	GetConfidenceBelt ()

void	UseAdaptiveSampling (bool flag=true)

void	AdditionalNToysFactor (double fact)

void	SetNBins (Int_t bins)

void	FluctuateNumDataEntries (bool flag=true)

void	SaveBeltToFile (bool flag=true)

void	CreateConfBelt (bool flag=true)

TestStatSampler *	GetTestStatSampler () const
	Returns instance of TestStatSampler. More...

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

Private Member Functions
void	CreateParameterPoints () const
	initializes fPointsToTest data member (mutable) More...

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

#include <RooStats/FeldmanCousins.h>

Inheritance diagram for RooStats::FeldmanCousins:

Collaboration diagram for RooStats::FeldmanCousins:

Constructor & Destructor Documentation

FeldmanCousins::FeldmanCousins	(	RooAbsData &	data,
		ModelConfig &	model
	)

Common constructor.

standard constructor

Definition at line 73 of file FeldmanCousins.cxx.

FeldmanCousins::~FeldmanCousins ( )

virtual

destructor if(fOwnsWorkspace && fWS) delete fWS;

Definition at line 95 of file FeldmanCousins.cxx.

Member Function Documentation

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

inline

Definition at line 119 of file FeldmanCousins.h.

virtual Double_t RooStats::FeldmanCousins::ConfidenceLevel ( ) const

inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 73 of file FeldmanCousins.h.

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

inline

Definition at line 129 of file FeldmanCousins.h.

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 paramters

Definition at line 149 of file FeldmanCousins.cxx.

Referenced by GetInterval(), and GetPointsToScan().

void FeldmanCousins::CreateTestStatSampler ( ) const

private

initializes fTestStatSampler data member (mutable)

specify the Test Statistic and create a ToyMC test statistic sampler

Definition at line 120 of file FeldmanCousins.cxx.

Referenced by GetInterval(), and GetTestStatSampler().

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

inline

Definition at line 123 of file FeldmanCousins.h.

ConfidenceBelt* RooStats::FeldmanCousins::GetConfidenceBelt ( )

inline

Definition at line 115 of file FeldmanCousins.h.

PointSetInterval * FeldmanCousins::GetInterval ( ) const

virtual

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 234 of file FeldmanCousins.cxx.

RooAbsData* RooStats::FeldmanCousins::GetPointsToScan ( )

inline

Definition at line 110 of file FeldmanCousins.h.

TestStatSampler * FeldmanCousins::GetTestStatSampler ( ) const

Returns instance of TestStatSampler.

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

Definition at line 111 of file FeldmanCousins.cxx.

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

inline

Definition at line 125 of file FeldmanCousins.h.

virtual void RooStats::FeldmanCousins::SetConfidenceLevel ( Double_t cl )

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 106 of file FeldmanCousins.h.

virtual void RooStats::FeldmanCousins::SetData ( RooAbsData & )

inlinevirtual

Set the DataSet.

Implements RooStats::IntervalCalculator.

Definition at line 75 of file FeldmanCousins.h.

void FeldmanCousins::SetModel ( const ModelConfig & model )

virtual

set the model

Implements RooStats::IntervalCalculator.

Definition at line 105 of file FeldmanCousins.cxx.

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

inline

Definition at line 121 of file FeldmanCousins.h.

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

inlinevirtual

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

Definition at line 89 of file FeldmanCousins.h.

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

inline

User-defined set of points to test.

Definition at line 94 of file FeldmanCousins.h.

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

inlinevirtual

specify the parameters of interest in the interval

Definition at line 84 of file FeldmanCousins.h.

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

inlinevirtual

Set the Pdf.

Definition at line 79 of file FeldmanCousins.h.

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

inline

User-defined set of points to test.

Definition at line 99 of file FeldmanCousins.h.

virtual void RooStats::FeldmanCousins::SetTestSize ( Double_t size )

inlinevirtual

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 104 of file FeldmanCousins.h.

virtual Double_t RooStats::FeldmanCousins::Size ( ) const

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 71 of file FeldmanCousins.h.

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

inline

Definition at line 117 of file FeldmanCousins.h.

Member Data Documentation

Bool_t RooStats::FeldmanCousins::fAdaptiveSampling

private

Definition at line 159 of file FeldmanCousins.h.

Referenced by CreateTestStatSampler(), GetInterval(), and UseAdaptiveSampling().

Double_t RooStats::FeldmanCousins::fAdditionalNToysFactor

private

Definition at line 160 of file FeldmanCousins.h.

Referenced by AdditionalNToysFactor(), CreateTestStatSampler(), and GetInterval().

ConfidenceBelt* RooStats::FeldmanCousins::fConfBelt

mutableprivate

Definition at line 158 of file FeldmanCousins.h.

Referenced by GetConfidenceBelt(), and GetInterval().

Bool_t RooStats::FeldmanCousins::fCreateBelt

private

Definition at line 165 of file FeldmanCousins.h.

Referenced by CreateConfBelt(), GetInterval(), and SaveBeltToFile().

RooAbsData& RooStats::FeldmanCousins::fData

private

Definition at line 146 of file FeldmanCousins.h.

Referenced by CreateParameterPoints(), CreateTestStatSampler(), and GetInterval().

Bool_t RooStats::FeldmanCousins::fDoProfileConstruction

private

Definition at line 163 of file FeldmanCousins.h.

Referenced by CreateParameterPoints().

Bool_t RooStats::FeldmanCousins::fFluctuateData

private

Definition at line 162 of file FeldmanCousins.h.

Referenced by CreateTestStatSampler(), FluctuateNumDataEntries(), and GetInterval().

ModelConfig& RooStats::FeldmanCousins::fModel

private

Definition at line 145 of file FeldmanCousins.h.

Referenced by CreateParameterPoints(), CreateTestStatSampler(), GetInterval(), and SetModel().

Int_t RooStats::FeldmanCousins::fNbins

private

Definition at line 161 of file FeldmanCousins.h.

Referenced by CreateParameterPoints(), and SetNBins().

RooAbsData* RooStats::FeldmanCousins::fPointsToTest

mutableprivate

Definition at line 156 of file FeldmanCousins.h.

Referenced by CreateParameterPoints(), GetInterval(), GetPointsToScan(), SetParameterPointsToTest(), and ~FeldmanCousins().

RooAbsData* RooStats::FeldmanCousins::fPOIToTest

mutableprivate

Definition at line 157 of file FeldmanCousins.h.

Referenced by CreateParameterPoints(), SetPOIPointsToTest(), and ~FeldmanCousins().

Bool_t RooStats::FeldmanCousins::fSaveBeltToFile

private

Definition at line 164 of file FeldmanCousins.h.

Referenced by GetInterval(), and SaveBeltToFile().

Double_t RooStats::FeldmanCousins::fSize

private

Definition at line 144 of file FeldmanCousins.h.

Referenced by ConfidenceLevel(), CreateTestStatSampler(), GetInterval(), SetConfidenceLevel(), SetTestSize(), and Size().

ToyMCSampler* RooStats::FeldmanCousins::fTestStatSampler

mutableprivate

Definition at line 155 of file FeldmanCousins.h.

Referenced by CreateTestStatSampler(), GetInterval(), GetTestStatSampler(), and ~FeldmanCousins().

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

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

Private Attributes
Double_t	fSize

ModelConfig &	fModel

RooAbsData &	fData

ToyMCSampler *	fTestStatSampler

RooAbsData *	fPointsToTest

RooAbsData *	fPOIToTest

ConfidenceBelt *	fConfBelt

Bool_t	fAdaptiveSampling

Double_t	fAdditionalNToysFactor

Int_t	fNbins

Bool_t	fFluctuateData

Bool_t	fDoProfileConstruction

Bool_t	fSaveBeltToFile

Bool_t	fCreateBelt

Public Member Functions

Private Member Functions

Private Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation