HypoTestInverter class for performing an hypothesis test inversion by scanning the hypothesis test results of an HypoTestCalculator for various values of the parameter of interest.

By looking at the confidence level curve of the result an upper limit, where it intersects the desired confidence level, can be derived. The class implements the RooStats::IntervalCalculator interface and returns an RooStats::HypoTestInverterResult class. The result is a SimpleInterval, which via the method UpperLimit returns to the user the upper limit value.

The HypoTestInverter implements various option for performing the scan. HypoTestInverter::RunFixedScan will scan using a fixed grid the parameter of interest. HypoTestInverter::RunAutoScan will perform an automatic scan to find optimally the curve and it will stop until the desired precision is obtained. The confidence level value at a given point can be done via HypoTestInverter::RunOnePoint. The class can scan the CLs+b values or alternativly CLs (if the method HypoTestInverter::UseCLs has been called).

Contributions to this class have been written by Giovanni Petrucciani and Annapaola Decosa

Definition at line 61 of file HypoTestInverter.h.

Public Types
enum	ECalculatorType { kUndefined = 0, kHybrid = 1, kFrequentist = 2, kAsymptotic = 3 }

Public Member Functions
	HypoTestInverter ()

	HypoTestInverter (HypoTestCalculatorGeneric &hc, RooRealVar *scannedVariable=0, double size=0.05)

	HypoTestInverter (HybridCalculator &hc, RooRealVar *scannedVariable=0, double size=0.05)

	HypoTestInverter (FrequentistCalculator &hc, RooRealVar *scannedVariable, double size=0.05)

	HypoTestInverter (AsymptoticCalculator &hc, RooRealVar *scannedVariable, double size=0.05)

	HypoTestInverter (RooAbsData &data, ModelConfig &sb, ModelConfig &b, RooRealVar *scannedVariable=0, ECalculatorType type=kFrequentist, double size=0.05)

virtual HypoTestInverterResult *	GetInterval () const
	Main interface to get a ConfInterval, pure virtual. More...

void	Clear ()

void	SetFixedScan (int nBins, double xMin=1, double xMax=-1, bool scanLog=false)

void	SetAutoScan ()

bool	RunFixedScan (int nBins, double xMin, double xMax, bool scanLog=false) const

bool	RunOnePoint (double thisX, bool adaptive=false, double clTarget=-1) const

bool	RunLimit (double &limit, double &limitErr, double absTol=0, double relTol=0, const double *hint=0) const

void	UseCLs (bool on=true)

virtual void	SetData (RooAbsData &)
	Set the DataSet ( add to the the workspace if not already there ?) More...

virtual void	SetModel (const ModelConfig &)
	Set the Model. More...

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

virtual void	SetConfidenceLevel (Double_t cl)
	set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval) 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	~HypoTestInverter ()

HypoTestCalculatorGeneric *	GetHypoTestCalculator () const

SamplingDistribution *	GetLowerLimitDistribution (bool rebuild=false, int nToys=100)

SamplingDistribution *	GetUpperLimitDistribution (bool rebuild=false, int nToys=100)

SamplingDistribution *	RebuildDistributions (bool isUpper=true, int nToys=100, TList clsDist=0, TList clsbDist=0, TList clbDist=0, const char outputfile="HypoTestInverterRebuiltDist.root")

TestStatistic *	GetTestStatistic () const

bool	SetTestStatistic (TestStatistic &stat)

void	SetVerbose (int level=1)

void	SetMaximumToys (int ntoys)

void	SetNumErr (double err)

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

Static Public Member Functions
static void	SetCloseProof (Bool_t flag)

Protected Member Functions
	HypoTestInverter (const HypoTestInverter &rhs)

HypoTestInverter &	operator= (const HypoTestInverter &rhs)

void	CreateResults () const

HypoTestResult *	Eval (HypoTestCalculatorGeneric &hc, bool adaptive, double clsTarget) const

Static Protected Member Functions
static RooRealVar *	GetVariableToScan (const HypoTestCalculatorGeneric &hc)

static void	CheckInputModels (const HypoTestCalculatorGeneric &hc, const RooRealVar &scanVar)

Private Attributes
std::unique_ptr< TGraphErrors >	fLimitPlot

int	fTotalToysRun
	plot of limits More...

int	fMaxToys

HypoTestCalculatorGeneric *	fCalculator0

std::unique_ptr < HypoTestCalculatorGeneric >	fHC

RooRealVar *	fScannedVariable
	pointer to the generic hypotest calculator used More...

HypoTestInverterResult *	fResults

bool	fUseCLs

bool	fScanLog

double	fSize

int	fVerbose

ECalculatorType	fCalcType

int	fNBins

double	fXmin

double	fXmax

double	fNumErr

Static Private Attributes
static unsigned int	fgNToys = 500

static double	fgCLAccuracy = 0.005

static double	fgAbsAccuracy = 0.05

static double	fgRelAccuracy = 0.05

static bool	fgCloseProof = false

static std::string	fgAlgo = "logSecant"

#include <RooStats/HypoTestInverter.h>

Inheritance diagram for RooStats::HypoTestInverter:

[legend]

Member Enumeration Documentation

enum RooStats::HypoTestInverter::ECalculatorType

Enumerator
kUndefined
kHybrid
kFrequentist
kAsymptotic

Definition at line 65 of file HypoTestInverter.h.

Constructor & Destructor Documentation

HypoTestInverter::HypoTestInverter ( )

Definition at line 140 of file HypoTestInverter.cxx.

RooStats::HypoTestInverter::HypoTestInverter	(	HypoTestCalculatorGeneric &	hc,
		RooRealVar *	scannedVariable = `0`,
		double	size = `0.05`
	)

RooStats::HypoTestInverter::HypoTestInverter	(	HybridCalculator &	hc,
		RooRealVar *	scannedVariable = `0`,
		double	size = `0.05`
	)

RooStats::HypoTestInverter::HypoTestInverter	(	FrequentistCalculator &	hc,
		RooRealVar *	scannedVariable,
		double	size = `0.05`
	)

RooStats::HypoTestInverter::HypoTestInverter	(	AsymptoticCalculator &	hc,
		RooRealVar *	scannedVariable,
		double	size = `0.05`
	)

RooStats::HypoTestInverter::HypoTestInverter	(	RooAbsData &	data,
		ModelConfig &	sb,
		ModelConfig &	b,
		RooRealVar *	scannedVariable = `0`,
		ECalculatorType	type = `kFrequentist`,
		double	size = `0.05`
	)

HypoTestInverter::~HypoTestInverter ( )

virtual

Definition at line 381 of file HypoTestInverter.cxx.

HypoTestInverter::HypoTestInverter ( const HypoTestInverter & rhs )

protected

Definition at line 345 of file HypoTestInverter.cxx.

Member Function Documentation

void HypoTestInverter::CheckInputModels	(	const HypoTestCalculatorGeneric &	hc,
		const RooRealVar &	scanVar
	)

staticprotected

Definition at line 102 of file HypoTestInverter.cxx.

void HypoTestInverter::Clear ( )

Definition at line 410 of file HypoTestInverter.cxx.

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

inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 133 of file HypoTestInverter.h.

Referenced by CreateResults().

void HypoTestInverter::CreateResults ( ) const

protected

Definition at line 417 of file HypoTestInverter.cxx.

Referenced by RunFixedScan(), and RunOnePoint().

HypoTestResult * HypoTestInverter::Eval	(	HypoTestCalculatorGeneric &	hc,
		bool	adaptive,
		double	clsTarget
	)		const

protected

Definition at line 477 of file HypoTestInverter.cxx.

Referenced by GetInterval(), RebuildDistributions(), RunLimit(), and RunOnePoint().

HypoTestCalculatorGeneric* RooStats::HypoTestInverter::GetHypoTestCalculator ( ) const

inline

Definition at line 140 of file HypoTestInverter.h.

HypoTestInverterResult * HypoTestInverter::GetInterval ( ) const

virtual

Main interface to get a ConfInterval, pure virtual.

Implements RooStats::IntervalCalculator.

Definition at line 446 of file HypoTestInverter.cxx.

Referenced by RebuildDistributions().

SamplingDistribution * HypoTestInverter::GetLowerLimitDistribution	(	bool	rebuild = `false`,
		int	nToys = `100`
	)

Definition at line 983 of file HypoTestInverter.cxx.

TestStatistic * HypoTestInverter::GetTestStatistic ( void ) const

Definition at line 390 of file HypoTestInverter.cxx.

SamplingDistribution * HypoTestInverter::GetUpperLimitDistribution	(	bool	rebuild = `false`,
		int	nToys = `100`
	)

Definition at line 1006 of file HypoTestInverter.cxx.

RooRealVar * HypoTestInverter::GetVariableToScan ( const HypoTestCalculatorGeneric & hc )

staticprotected

Definition at line 82 of file HypoTestInverter.cxx.

HypoTestInverter & HypoTestInverter::operator= ( const HypoTestInverter & rhs )

protected

Definition at line 358 of file HypoTestInverter.cxx.

SamplingDistribution * HypoTestInverter::RebuildDistributions	(	bool	isUpper = `true`,
		int	nToys = `100`,
		TList *	clsDist = `0`,
		TList *	clsbDist = `0`,
		TList *	clbDist = `0`,
		const char *	outputfile = `"HypoTestInverterRebuiltDist.root"`
	)

Definition at line 1034 of file HypoTestInverter.cxx.

Referenced by GetLowerLimitDistribution(), and GetUpperLimitDistribution().

bool HypoTestInverter::RunFixedScan	(	int	nBins,
		double	xMin,
		double	xMax,
		bool	scanLog = `false`
	)		const

Definition at line 565 of file HypoTestInverter.cxx.

Referenced by GetInterval().

bool HypoTestInverter::RunLimit	(	double &	limit,
		double &	limitErr,
		double	absTol = `0`,
		double	relTol = `0`,
		const double *	hint = `0`
	)		const

Definition at line 719 of file HypoTestInverter.cxx.

Referenced by GetInterval().

bool HypoTestInverter::RunOnePoint	(	double	thisX,
		bool	adaptive = `false`,
		double	clTarget = `-1`
	)		const

Definition at line 628 of file HypoTestInverter.cxx.

Referenced by RunFixedScan(), and RunLimit().

void RooStats::HypoTestInverter::SetAutoScan ( )

inline

Definition at line 110 of file HypoTestInverter.h.

void HypoTestInverter::SetCloseProof ( Bool_t flag )

static

Definition at line 76 of file HypoTestInverter.cxx.

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

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 129 of file HypoTestInverter.h.

void HypoTestInverter::SetData ( RooAbsData & )

virtual

Set the DataSet ( add to the the workspace if not already there ?)

Implements RooStats::IntervalCalculator.

Definition at line 1030 of file HypoTestInverter.cxx.

Referenced by RebuildDistributions().

void RooStats::HypoTestInverter::SetFixedScan	(	int	nBins,
		double	xMin = `1`,
		double	xMax = `-1`,
		bool	scanLog = `false`
	)

inline

Definition at line 103 of file HypoTestInverter.h.

Referenced by SetAutoScan().

void RooStats::HypoTestInverter::SetMaximumToys ( int ntoys )

inline

Definition at line 160 of file HypoTestInverter.h.

virtual void RooStats::HypoTestInverter::SetModel ( const ModelConfig & )

inlinevirtual

Set the Model.

Implements RooStats::IntervalCalculator.

Definition at line 124 of file HypoTestInverter.h.

void RooStats::HypoTestInverter::SetNumErr ( double err )

inline

Definition at line 163 of file HypoTestInverter.h.

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

inlinevirtual

set the size of the test (rate of Type I error) ( e.g. 0.05 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 127 of file HypoTestInverter.h.

bool HypoTestInverter::SetTestStatistic ( TestStatistic & stat )

Definition at line 400 of file HypoTestInverter.cxx.

void RooStats::HypoTestInverter::SetVerbose ( int level = 1 )

inline

Definition at line 157 of file HypoTestInverter.h.

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

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 131 of file HypoTestInverter.h.

void RooStats::HypoTestInverter::UseCLs ( bool on = true )

inline

Definition at line 120 of file HypoTestInverter.h.

Member Data Documentation

ECalculatorType RooStats::HypoTestInverter::fCalcType

private

Definition at line 213 of file HypoTestInverter.h.

Referenced by Eval(), and operator=().

HypoTestCalculatorGeneric* RooStats::HypoTestInverter::fCalculator0

private

Definition at line 204 of file HypoTestInverter.h.

Referenced by CreateResults(), GetHypoTestCalculator(), GetTestStatistic(), operator=(), RebuildDistributions(), RunOnePoint(), SetData(), SetTestStatistic(), and ~HypoTestInverter().

double HypoTestInverter::fgAbsAccuracy = 0.05

staticprivate

Definition at line 191 of file HypoTestInverter.h.

Referenced by RunLimit().

std::string HypoTestInverter::fgAlgo = "logSecant"

staticprivate

Definition at line 194 of file HypoTestInverter.h.

Referenced by RunLimit().

double HypoTestInverter::fgCLAccuracy = 0.005

staticprivate

Definition at line 190 of file HypoTestInverter.h.

bool HypoTestInverter::fgCloseProof = false

staticprivate

Definition at line 193 of file HypoTestInverter.h.

Referenced by GetInterval().

unsigned int HypoTestInverter::fgNToys = 500

staticprivate

Definition at line 189 of file HypoTestInverter.h.

double HypoTestInverter::fgRelAccuracy = 0.05

staticprivate

Definition at line 192 of file HypoTestInverter.h.

Referenced by RunLimit().

std::unique_ptr<HypoTestCalculatorGeneric> RooStats::HypoTestInverter::fHC

private

Definition at line 205 of file HypoTestInverter.h.

std::unique_ptr<TGraphErrors> RooStats::HypoTestInverter::fLimitPlot

mutableprivate

Definition at line 197 of file HypoTestInverter.h.

Referenced by Clear(), and RunLimit().

int RooStats::HypoTestInverter::fMaxToys

private

Definition at line 202 of file HypoTestInverter.h.

Referenced by operator=(), RunLimit(), and SetMaximumToys().

int RooStats::HypoTestInverter::fNBins

private

Definition at line 214 of file HypoTestInverter.h.

Referenced by GetInterval(), operator=(), RebuildDistributions(), and SetFixedScan().

double RooStats::HypoTestInverter::fNumErr

private

Definition at line 217 of file HypoTestInverter.h.

Referenced by Eval(), operator=(), and SetNumErr().

HypoTestInverterResult* RooStats::HypoTestInverter::fResults

mutableprivate

Definition at line 207 of file HypoTestInverter.h.

Referenced by Clear(), CreateResults(), GetInterval(), GetLowerLimitDistribution(), GetUpperLimitDistribution(), RebuildDistributions(), RunFixedScan(), RunLimit(), RunOnePoint(), SetConfidenceLevel(), SetTestSize(), UseCLs(), and ~HypoTestInverter().

bool RooStats::HypoTestInverter::fScanLog

private

Definition at line 210 of file HypoTestInverter.h.

Referenced by GetInterval(), operator=(), and SetFixedScan().

RooRealVar* RooStats::HypoTestInverter::fScannedVariable

private

pointer to the generic hypotest calculator used

Definition at line 206 of file HypoTestInverter.h.

Referenced by CreateResults(), Eval(), operator=(), RebuildDistributions(), RunFixedScan(), RunLimit(), and RunOnePoint().

double RooStats::HypoTestInverter::fSize

private

Definition at line 211 of file HypoTestInverter.h.

Referenced by ConfidenceLevel(), CreateResults(), operator=(), RunLimit(), SetConfidenceLevel(), SetTestSize(), and Size().

int RooStats::HypoTestInverter::fTotalToysRun

mutableprivate

plot of limits

Definition at line 201 of file HypoTestInverter.h.

Referenced by Eval(), operator=(), and RunLimit().

bool RooStats::HypoTestInverter::fUseCLs

private

Definition at line 209 of file HypoTestInverter.h.

Referenced by CreateResults(), Eval(), GetLowerLimitDistribution(), GetUpperLimitDistribution(), operator=(), RunLimit(), and UseCLs().

int RooStats::HypoTestInverter::fVerbose

private

Definition at line 212 of file HypoTestInverter.h.

Referenced by Eval(), operator=(), RunLimit(), RunOnePoint(), and SetVerbose().

double RooStats::HypoTestInverter::fXmax

private

Definition at line 216 of file HypoTestInverter.h.

Referenced by GetInterval(), operator=(), and SetFixedScan().

double RooStats::HypoTestInverter::fXmin

private

Definition at line 215 of file HypoTestInverter.h.

Referenced by GetInterval(), operator=(), and SetFixedScan().

Collaboration diagram for RooStats::HypoTestInverter:

[legend]

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

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

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Static Protected Member Functions

Private Attributes

Static Private Attributes

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation