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RooStats::HypoTestResult Class Reference

HypoTestResult is a base class for results from hypothesis tests.

Any tool inheriting from HypoTestCalculator can return a HypoTestResult. As such, it stores a p-value for the null-hypothesis (eg. background-only) and an alternate hypothesis (eg. signal+background). The p-values can also be transformed into confidence levels (CLb, CLsplusb) in a trivial way. The ratio of the CLsplusb to CLb is often called CLs, and is considered useful, though it is not a probability. Finally, the p-value of the null can be transformed into a number of equivalent Gaussian sigma using the Significance method.

The p-value of the null for a given test statistic is rigorously defined and this is the starting point for the following conventions.

Conventions used in this class

The p-value for the null and alternate are on the same side of the observed value of the test statistic. This is the more standard convention and avoids confusion when doing inverted tests.

For exclusion, we also want the formula CLs = CLs+b / CLb to hold which therefore defines our conventions for CLs+b and CLb. CLs was specifically invented for exclusion and therefore all quantities need be related through the assignments as they are for exclusion: CLs+b = p_{s+b}; CLb = p_b. This is derived by considering the scenarios of a powerful and not powerful inverted test, where for the not so powerful test, CLs must be close to one.

For results of Hypothesis tests, CLs has no similar direct interpretation as for exclusion and can be larger than one.

Definition at line 70 of file HypoTestResult.h.

Public Member Functions

 HypoTestResult (const char *name=0)
 default constructor More...
 
 HypoTestResult (const HypoTestResult &other)
 copy constructo More...
 
 HypoTestResult (const char *name, Double_t nullp, Double_t altp)
 constructor from name, null and alternate p values More...
 
virtual ~HypoTestResult ()
 destructor More...
 
HypoTestResultoperator= (const HypoTestResult &other)
 assignment operator More...
 
virtual void Append (const HypoTestResult *other)
 add values from another HypoTestResult More...
 
virtual Double_t NullPValue () const
 Return p-value for null hypothesis. More...
 
virtual Double_t AlternatePValue () const
 Return p-value for alternate hypothesis. More...
 
virtual Double_t CLb () const
 Convert NullPValue into a "confidence level". More...
 
virtual Double_t CLsplusb () const
 Convert AlternatePValue into a "confidence level". More...
 
virtual Double_t CLs () const
 CLs is simply CLs+b/CLb (not a method, but a quantity) More...
 
virtual Double_t Significance () const
 familiar name for the Null p-value in terms of 1-sided Gaussian significance More...
 
SamplingDistributionGetNullDistribution (void) const
 
SamplingDistributionGetAltDistribution (void) const
 
RooDataSetGetNullDetailedOutput (void) const
 
RooDataSetGetAltDetailedOutput (void) const
 
RooDataSetGetFitInfo (void) const
 
Double_t GetTestStatisticData (void) const
 
const RooArgListGetAllTestStatisticsData (void) const
 
Bool_t HasTestStatisticData (void) const
 
void SetAltDistribution (SamplingDistribution *alt)
 
void SetNullDistribution (SamplingDistribution *null)
 
void SetAltDetailedOutput (RooDataSet *d)
 
void SetNullDetailedOutput (RooDataSet *d)
 
void SetFitInfo (RooDataSet *d)
 
void SetTestStatisticData (const Double_t tsd)
 
void SetAllTestStatisticsData (const RooArgList *tsd)
 
void SetPValueIsRightTail (Bool_t pr)
 
Bool_t GetPValueIsRightTail (void) const
 
void SetBackgroundAsAlt (Bool_t l=kTRUE)
 
Bool_t GetBackGroundIsAlt (void) const
 
Double_t CLbError () const
 The error on the "confidence level" of the null hypothesis. More...
 
Double_t CLsplusbError () const
 The error on the "confidence level" of the alternative hypothesis. More...
 
Double_t CLsError () const
 The error on the ratio CLs+b/CLb. More...
 
Double_t NullPValueError () const
 The error on the Null p-value. More...
 
Double_t SignificanceError () const
 The error on the significance, computed from NullPValueError via error propagation. More...
 
void Print (const Option_t *="") const
 
- Public Member Functions inherited from TNamed
 TNamed ()
 
 TNamed (const char *name, const char *title)
 
 TNamed (const TString &name, const TString &title)
 
 TNamed (const TNamed &named)
 
TNamedoperator= (const TNamed &rhs)
 TNamed assignment operator. More...
 
virtual ~TNamed ()
 
virtual void Clear (Option_t *option="")
 Set name and title to empty strings (""). More...
 
virtual TObjectClone (const char *newname="") const
 Make a clone of an object using the Streamer facility. More...
 
virtual Int_t Compare (const TObject *obj) const
 Compare two TNamed objects. More...
 
virtual void Copy (TObject &named) const
 Copy this to obj. More...
 
virtual void FillBuffer (char *&buffer)
 Encode TNamed into output buffer. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
virtual Bool_t IsSortable () const
 
virtual void SetName (const char *name)
 Change (i.e. More...
 
virtual void SetNameTitle (const char *name, const char *title)
 Change (i.e. set) all the TNamed parameters (name and title). More...
 
virtual void SetTitle (const char *title="")
 Change (i.e. set) the title of the TNamed. More...
 
virtual void ls (Option_t *option="") const
 List TNamed name and title. More...
 
virtual void Print (Option_t *option="") const
 Print TNamed name and title. More...
 
virtual Int_t Sizeof () const
 Return size of the TNamed part of the TObject. More...
 
- Public Member Functions inherited from TObject
 TObject ()
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator. More...
 
virtual ~TObject ()
 TObject destructor. More...
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad. More...
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action. More...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. More...
 
virtual void Delete (Option_t *option="")
 Delete this object. More...
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object. More...
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects. More...
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs. More...
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current pad. More...
 
virtual void Dump () const
 Dump contents of object on stdout. More...
 
virtual void Execute (const char *method, const char *params, Int_t *error=0)
 Execute method on this object with the given parameter string, e.g. More...
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=0)
 Execute method on this object with parameters stored in the TObjArray. More...
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py). More...
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes. More...
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes. More...
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object. More...
 
virtual UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual Option_tGetOption () const
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. More...
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname". More...
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl. More...
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas. More...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
Bool_t IsOnHeap () const
 
Bool_t IsZombie () const
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. More...
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself. More...
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list. More...
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory. More...
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list. More...
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename. More...
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out". More...
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object. More...
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id. More...
 
virtual void UseCurrentStyle ()
 Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory. More...
 
voidoperator new (size_t sz)
 
voidoperator new[] (size_t sz)
 
voidoperator new (size_t sz, void *vp)
 
voidoperator new[] (size_t sz, void *vp)
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
void SetBit (UInt_t f)
 
void ResetBit (UInt_t f)
 
Bool_t TestBit (UInt_t f) const
 
Int_t TestBits (UInt_t f) const
 
void InvertBit (UInt_t f)
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. More...
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
 
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). More...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 

Protected Attributes

Double_t fNullPValue
 
Double_t fAlternatePValue
 
Double_t fNullPValueError
 
Double_t fAlternatePValueError
 
Double_t fTestStatisticData
 
const RooArgListfAllTestStatisticsData
 
SamplingDistributionfNullDistr
 
SamplingDistributionfAltDistr
 
RooDataSetfNullDetailedOutput
 
RooDataSetfAltDetailedOutput
 
RooDataSetfFitInfo
 
Bool_t fPValueIsRightTail
 
Bool_t fBackgroundIsAlt
 
- Protected Attributes inherited from TNamed
TString fName
 
TString fTitle
 

Private Member Functions

void UpdatePValue (const SamplingDistribution *distr, Double_t &pvalue, Double_t &perror, Bool_t pIsRightTail)
 updates the pvalue if sufficient data is available More...
 

Additional Inherited Members

- Public Types inherited from TObject
enum  EStatusBits {
  kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = BIT(3), kIsReferenced = BIT(4),
  kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13)
}
 
enum  { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff }
 
enum  { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }
 
- Static Public Member Functions inherited from TObject
static Long_t GetDtorOnly ()
 Return destructor only flag. More...
 
static void SetDtorOnly (void *obj)
 Set destructor only flag. More...
 
static Bool_t GetObjectStat ()
 Get status of object stat flag. More...
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable. More...
 
- Protected Member Functions inherited from TObject
void MakeZombie ()
 
virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected). More...
 

#include <RooStats/HypoTestResult.h>

Inheritance diagram for RooStats::HypoTestResult:
[legend]

Constructor & Destructor Documentation

HypoTestResult::HypoTestResult ( const char *  name = 0)
explicit

default constructor

Default constructor.

Definition at line 43 of file HypoTestResult.cxx.

HypoTestResult::HypoTestResult ( const HypoTestResult other)

copy constructo

copy constructor

Definition at line 76 of file HypoTestResult.cxx.

HypoTestResult::HypoTestResult ( const char *  name,
Double_t  nullp,
Double_t  altp 
)

constructor from name, null and alternate p values

Alternate constructor.

Definition at line 60 of file HypoTestResult.cxx.

HypoTestResult::~HypoTestResult ( )
virtual

destructor

Destructor.

Definition at line 94 of file HypoTestResult.cxx.

Member Function Documentation

virtual Double_t RooStats::HypoTestResult::AlternatePValue ( ) const
inlinevirtual

Return p-value for alternate hypothesis.

Reimplemented in RooStats::HybridResult.

Definition at line 96 of file HypoTestResult.h.

Referenced by CLb(), CLsplusb(), RooStats::HypoTestInverterResult::GetExpectedPValueDist(), RooStats::HypoTestInverter::RunOnePoint(), and StandardHypoTestDemo().

void HypoTestResult::Append ( const HypoTestResult other)
virtual
virtual Double_t RooStats::HypoTestResult::CLb ( ) const
inlinevirtual
Double_t HypoTestResult::CLbError ( ) const

The error on the "confidence level" of the null hypothesis.

compute CLb error Clb = 1 - NullPValue() must use opposite condition that routine above

Definition at line 237 of file HypoTestResult.cxx.

Referenced by CLsError(), RooStats::HypoTestInverter::Eval(), and Print().

virtual Double_t RooStats::HypoTestResult::CLs ( ) const
inlinevirtual
Double_t HypoTestResult::CLsError ( ) const

The error on the ratio CLs+b/CLb.

Returns an estimate of the error on CLs through combination of the errors on CLb and CLsplusb: BEGIN_LATEX #sigma_{CL_s} = CL_s sqrt{#left( #frac{#sigma_{CL_{s+b}}}{CL_{s+b}} #right)^2 + #left( #frac{#sigma_{CL_{b}}}{CL_{b}} #right)^2} END_LATEX.

Definition at line 262 of file HypoTestResult.cxx.

Referenced by RooStats::HypoTestInverter::Eval(), and Print().

virtual Double_t RooStats::HypoTestResult::CLsplusb ( ) const
inlinevirtual
Double_t HypoTestResult::CLsplusbError ( ) const

The error on the "confidence level" of the alternative hypothesis.

Definition at line 243 of file HypoTestResult.cxx.

Referenced by CLsError(), RooStats::HypoTestInverter::Eval(), and Print().

const RooArgList* RooStats::HypoTestResult::GetAllTestStatisticsData ( void  ) const
inline

Definition at line 124 of file HypoTestResult.h.

RooDataSet* RooStats::HypoTestResult::GetAltDetailedOutput ( void  ) const
inline

Definition at line 121 of file HypoTestResult.h.

Referenced by Append().

SamplingDistribution* RooStats::HypoTestResult::GetAltDistribution ( void  ) const
inline
Bool_t RooStats::HypoTestResult::GetBackGroundIsAlt ( void  ) const
inline
RooDataSet* RooStats::HypoTestResult::GetFitInfo ( void  ) const
inline

Definition at line 122 of file HypoTestResult.h.

Referenced by Append().

RooDataSet* RooStats::HypoTestResult::GetNullDetailedOutput ( void  ) const
inline

Definition at line 120 of file HypoTestResult.h.

Referenced by Append().

SamplingDistribution* RooStats::HypoTestResult::GetNullDistribution ( void  ) const
inline
Bool_t RooStats::HypoTestResult::GetPValueIsRightTail ( void  ) const
inline
Double_t RooStats::HypoTestResult::GetTestStatisticData ( void  ) const
inline
Bool_t HypoTestResult::HasTestStatisticData ( void  ) const

Definition at line 223 of file HypoTestResult.cxx.

Referenced by RooStats::HypoTestPlot::ApplyResult(), and Print().

virtual Double_t RooStats::HypoTestResult::NullPValue ( ) const
inlinevirtual
Double_t HypoTestResult::NullPValueError ( ) const

The error on the Null p-value.

Definition at line 227 of file HypoTestResult.cxx.

Referenced by Print(), and SignificanceError().

HypoTestResult & HypoTestResult::operator= ( const HypoTestResult other)

assignment operator

Definition at line 108 of file HypoTestResult.cxx.

void HypoTestResult::Print ( const Option_t = "") const
void HypoTestResult::SetAllTestStatisticsData ( const RooArgList tsd)
void RooStats::HypoTestResult::SetAltDetailedOutput ( RooDataSet d)
inline

Definition at line 129 of file HypoTestResult.h.

Referenced by RooStats::HypoTestCalculatorGeneric::GetHypoTest().

void HypoTestResult::SetAltDistribution ( SamplingDistribution alt)
void RooStats::HypoTestResult::SetBackgroundAsAlt ( Bool_t  l = kTRUE)
inline
void RooStats::HypoTestResult::SetFitInfo ( RooDataSet d)
inline

Definition at line 131 of file HypoTestResult.h.

Referenced by RooStats::HypoTestCalculatorGeneric::GetHypoTest().

void RooStats::HypoTestResult::SetNullDetailedOutput ( RooDataSet d)
inline

Definition at line 130 of file HypoTestResult.h.

Referenced by RooStats::HypoTestCalculatorGeneric::GetHypoTest().

void HypoTestResult::SetNullDistribution ( SamplingDistribution null)
void HypoTestResult::SetPValueIsRightTail ( Bool_t  pr)
void HypoTestResult::SetTestStatisticData ( const Double_t  tsd)
virtual Double_t RooStats::HypoTestResult::Significance ( ) const
inlinevirtual

familiar name for the Null p-value in terms of 1-sided Gaussian significance

Definition at line 116 of file HypoTestResult.h.

Referenced by DoHypothesisTest(), Print(), rs_numberCountingCombination_observed(), SignificanceError(), and StandardHypoTestDemo().

Double_t HypoTestResult::SignificanceError ( ) const

The error on the significance, computed from NullPValueError via error propagation.

Taylor expansion series approximation for standard deviation (error propagation)

Definition at line 250 of file HypoTestResult.cxx.

Referenced by Print().

void HypoTestResult::UpdatePValue ( const SamplingDistribution distr,
Double_t pvalue,
Double_t perror,
Bool_t  pIsRightTail 
)
private

updates the pvalue if sufficient data is available

Definition at line 283 of file HypoTestResult.cxx.

Referenced by Append(), SetAltDistribution(), SetNullDistribution(), SetPValueIsRightTail(), and SetTestStatisticData().

Member Data Documentation

const RooArgList* RooStats::HypoTestResult::fAllTestStatisticsData
protected
RooDataSet* RooStats::HypoTestResult::fAltDetailedOutput
protected
SamplingDistribution* RooStats::HypoTestResult::fAltDistr
protected
Double_t RooStats::HypoTestResult::fAlternatePValue
mutableprotected
Double_t RooStats::HypoTestResult::fAlternatePValueError
mutableprotected
Bool_t RooStats::HypoTestResult::fBackgroundIsAlt
protected
RooDataSet* RooStats::HypoTestResult::fFitInfo
protected

Definition at line 175 of file HypoTestResult.h.

Referenced by Append(), GetFitInfo(), operator=(), and SetFitInfo().

RooDataSet* RooStats::HypoTestResult::fNullDetailedOutput
protected
SamplingDistribution* RooStats::HypoTestResult::fNullDistr
protected
Double_t RooStats::HypoTestResult::fNullPValue
mutableprotected
Double_t RooStats::HypoTestResult::fNullPValueError
mutableprotected
Bool_t RooStats::HypoTestResult::fPValueIsRightTail
protected
Double_t RooStats::HypoTestResult::fTestStatisticData
protected
Collaboration diagram for RooStats::HypoTestResult:
[legend]

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