HypoTestInverterResult.cxx

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// @(#)root/roostats:$Id$
// Author: Kyle Cranmer, Lorenzo Moneta, Gregory Schott, Wouter Verkerke
/*************************************************************************
 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers.               *
 * All rights reserved.                                                  *
 *                                                                       *
 * For the licensing terms see $ROOTSYS/LICENSE.                         *
 * For the list of contributors see $ROOTSYS/README/CREDITS.             *
 *************************************************************************/


/** \class RooStats::HypoTestInverterResult
    \ingroup Roostats

HypoTestInverterResult class holds the array of hypothesis test results and compute a confidence interval.
Based on the RatioFinder code available in the RooStatsCms package developed by Gregory Schott and Danilo Piparo
Ported and adapted to RooStats by Gregory Schott
Some contributions to this class have been written by Matthias Wolf (error estimation)

*/

// include header file of this class
#include "RooStats/HypoTestInverterResult.h"

#include "RooStats/HybridResult.h"
#include "RooStats/SamplingDistribution.h"
#include "RooStats/AsymptoticCalculator.h"
#include "RooMsgService.h"
#include "RooGlobalFunc.h"

#include "TF1.h"
#include "TGraphErrors.h"
#include <cmath>
#include "Math/BrentRootFinder.h"
#include "Math/WrappedFunction.h"
#include "Math/Functor.h"

#include "TCanvas.h"
#include "TFile.h"
#include "RooStats/SamplingDistPlot.h"

#include <algorithm>

ClassImp(RooStats::HypoTestInverterResult);

using namespace RooStats;
using namespace RooFit;
using namespace std;


// initialize static value
double HypoTestInverterResult::fgAsymptoticMaxSigma      = 5;
int    HypoTestInverterResult::fgAsymptoticNumPoints      = 11;

////////////////////////////////////////////////////////////////////////////////
/// default constructor

HypoTestInverterResult::HypoTestInverterResult(const char * name ) :
   SimpleInterval(name),
   fUseCLs(false),
   fIsTwoSided(false),
   fInterpolateLowerLimit(true),
   fInterpolateUpperLimit(true),
   fFittedLowerLimit(false),
   fFittedUpperLimit(false),
   fInterpolOption(kLinear),
   fLowerLimitError(-1),
   fUpperLimitError(-1),
   fCLsCleanupThreshold(0.005)
{
   fLowerLimit = TMath::QuietNaN();
   fUpperLimit = TMath::QuietNaN();

   fYObjects.SetOwner();
   fExpPValues.SetOwner();
}

////////////////////////////////////////////////////////////////////////////////
/// copy constructor

HypoTestInverterResult::HypoTestInverterResult( const HypoTestInverterResult& other, const char * name ) :
   SimpleInterval(other,name),
   fUseCLs(other.fUseCLs),
   fIsTwoSided(other.fIsTwoSided),
   fInterpolateLowerLimit(other.fInterpolateLowerLimit),
   fInterpolateUpperLimit(other.fInterpolateUpperLimit),
   fFittedLowerLimit(other.fFittedLowerLimit),
   fFittedUpperLimit(other.fFittedUpperLimit),
   fInterpolOption(other.fInterpolOption),
   fLowerLimitError(other.fLowerLimitError),
   fUpperLimitError(other.fUpperLimitError),
   fCLsCleanupThreshold(other.fCLsCleanupThreshold)
{
   fLowerLimit = TMath::QuietNaN();
   fUpperLimit = TMath::QuietNaN();
   int nOther = other.ArraySize();

   fXValues = other.fXValues;
   for (int i = 0; i < nOther; ++i)
     fYObjects.Add( other.fYObjects.At(i)->Clone() );
   for (int i = 0; i <  fExpPValues.GetSize() ; ++i)
     fExpPValues.Add( other.fExpPValues.At(i)->Clone() );

   fYObjects.SetOwner();
   fExpPValues.SetOwner();
}

////////////////////////////////////////////////////////////////////////////////

HypoTestInverterResult&
HypoTestInverterResult::operator=(const HypoTestInverterResult& other)
{
  if (&other==this) {
    return *this ;
  }

  SimpleInterval::operator = (other);
  fLowerLimit = other.fLowerLimit;
  fUpperLimit = other.fUpperLimit;
  fUseCLs = other.fUseCLs;
  fIsTwoSided = other.fIsTwoSided;
  fInterpolateLowerLimit = other.fInterpolateLowerLimit;
  fInterpolateUpperLimit = other.fInterpolateUpperLimit;
  fFittedLowerLimit = other.fFittedLowerLimit;
  fFittedUpperLimit = other.fFittedUpperLimit;
  fInterpolOption = other.fInterpolOption;
  fLowerLimitError = other.fLowerLimitError;
  fUpperLimitError = other.fUpperLimitError;
  fCLsCleanupThreshold = other.fCLsCleanupThreshold;

  int nOther = other.ArraySize();
  fXValues = other.fXValues;

  fYObjects.RemoveAll();
  for (int i=0; i < nOther; ++i) {
    fYObjects.Add( other.fYObjects.At(i)->Clone() );
  }
  fExpPValues.RemoveAll();
  for (int i=0; i <  fExpPValues.GetSize() ; ++i) {
    fExpPValues.Add( other.fExpPValues.At(i)->Clone() );
  }

  fYObjects.SetOwner();
  fExpPValues.SetOwner();

  return *this;
}

////////////////////////////////////////////////////////////////////////////////
/// constructor

HypoTestInverterResult::HypoTestInverterResult( const char* name,
                  const RooRealVar& scannedVariable,
                  double cl ) :
   SimpleInterval(name,scannedVariable,TMath::QuietNaN(),TMath::QuietNaN(),cl),
   fUseCLs(false),
   fIsTwoSided(false),
   fInterpolateLowerLimit(true),
   fInterpolateUpperLimit(true),
   fFittedLowerLimit(false),
   fFittedUpperLimit(false),
   fInterpolOption(kLinear),
   fLowerLimitError(-1),
   fUpperLimitError(-1),
   fCLsCleanupThreshold(0.005)
{
   fYObjects.SetOwner();
   fExpPValues.SetOwner();

   // put a cloned copy of scanned variable to set in the interval
   // to avoid I/O problem of the Result class -
   // make the set owning the cloned copy (use clone instead of Clone to not copying all links)
   fParameters.removeAll();
   fParameters.takeOwnership();
   fParameters.addOwned(*((RooRealVar *) scannedVariable.clone(scannedVariable.GetName()) ));
}

////////////////////////////////////////////////////////////////////////////////
/// destructor

HypoTestInverterResult::~HypoTestInverterResult()
{
   // explicitly empty the TLists - these contain pointers, not objects
   fYObjects.RemoveAll();
   fExpPValues.RemoveAll();

   fYObjects.Delete();
   fExpPValues.Delete();
}

////////////////////////////////////////////////////////////////////////////////

int HypoTestInverterResult::ExclusionCleanup()
{
  const int nEntries  = ArraySize();

  // initialization
  double nsig1(1.0);
  double nsig2(2.0);
  double p[5];
  double q[5];
  std::vector<double> qv;
  qv.resize(11,-1.0);

  p[0] = ROOT::Math::normal_cdf(-nsig2);
  p[1] = ROOT::Math::normal_cdf(-nsig1);
  p[2] = 0.5;
  p[3] = ROOT::Math::normal_cdf(nsig1);
  p[4] = ROOT::Math::normal_cdf(nsig2);

  bool resultIsAsymptotic(false);
  if (nEntries>=1) {
    HypoTestResult* r = dynamic_cast<HypoTestResult *> ( GetResult(0) );
    assert(r!=0);
    if ( !r->GetNullDistribution() && !r->GetAltDistribution() ) {
      resultIsAsymptotic = true;
    }
  }

  int nPointsRemoved(0);

  double CLsobsprev(1.0);
  std::vector<double>::iterator itr = fXValues.begin();

  for (; itr!=fXValues.end();) {

    double x = (*itr);
    int i = FindIndex(x);
    //HypoTestResult* oneresult = GetResult(i);

    SamplingDistribution * s = GetExpectedPValueDist(i);
    if (!s) break;

    /////////////////////////////////////////////////////////////////////////////////////////

    const std::vector<double> & values = s->GetSamplingDistribution();
    if ((int) values.size() != fgAsymptoticNumPoints) {
       oocoutE(this,Eval) << "HypoTestInverterResult::ExclusionCleanup - invalid size of sampling distribution" << std::endl;
       delete s;
       break;
    }

    /// expected p-values
    // special case for asymptotic results (cannot use TMath::quantile in that case)
    if (resultIsAsymptotic) {
      double maxSigma = fgAsymptoticMaxSigma;
      double dsig = 2.*maxSigma / (values.size() -1) ;
      int  i0 = (int) TMath::Floor ( ( -nsig2 + maxSigma )/dsig + 0.5 );
      int  i1 = (int) TMath::Floor ( ( -nsig1 + maxSigma )/dsig + 0.5 );
      int  i2 = (int) TMath::Floor ( ( maxSigma )/dsig + 0.5 );
      int  i3 = (int) TMath::Floor ( ( nsig1 + maxSigma )/dsig + 0.5 );
      int  i4 = (int) TMath::Floor ( ( nsig2 + maxSigma )/dsig + 0.5 );
      //
      q[0] = values[i0];
      q[1] = values[i1];
      q[2] = values[i2];
      q[3] = values[i3];
      q[4] = values[i4];
    } else {
      double * z = const_cast<double *>( &values[0] ); // need to change TMath::Quantiles
      TMath::Quantiles(values.size(), 5, z, q, p, false);
    }

    delete s;

    /// store useful quantities for reuse later ...
    /// http://root.cern.ch/root/html532/src/RooStats__HypoTestInverterPlot.cxx.html#197
    for (int j=0; j<5; ++j) { qv[j]=q[j]; }
    qv[5]  = CLs(i) ; //
    qv[6]  = CLsError(i) ; //
    qv[7]  = CLb(i) ; //
    qv[8]  = CLbError(i) ; //
    qv[9]  = CLsplusb(i) ; //
    qv[10] = CLsplusbError(i) ; //
    double CLsobs = qv[5];

    /////////////////////////////////////////////////////////////////////////////////////////

    bool removeThisPoint(false);

    // 1. CLs should drop, else skip this point
    if (!removeThisPoint && resultIsAsymptotic && i>=1 && CLsobs>CLsobsprev) {
      //StatToolsLogger << kERROR << "Asymptotic. CLs not dropping: " << CLsobs << ". Remove this point." << GEndl;
      removeThisPoint = true;
    } else { CLsobsprev = CLsobs; }

    // 2. CLs should not spike, else skip this point
    if (!removeThisPoint && i>=1 && CLsobs>=0.9999) {
      //StatToolsLogger << kERROR << "CLs spiking at 1.0: " << CLsobs << ". Remove this point." << GEndl;
      removeThisPoint = true;
    }
    // 3. Not interested in CLs values that become too low.
    if (!removeThisPoint && i>=1 && qv[4]<fCLsCleanupThreshold) { removeThisPoint = true; }

    // to remove or not to remove
    if (removeThisPoint) {
      itr = fXValues.erase(itr); // returned itr has been updated.
      fYObjects.RemoveAt(i);
      fExpPValues.RemoveAt(i);
      nPointsRemoved++;
      continue;
    } else { // keep
      CLsobsprev = CLsobs;
      itr++;
    }
  }

  // after cleanup, reset existing limits
  fFittedUpperLimit = false;
  fFittedLowerLimit = false;
  FindInterpolatedLimit(1-ConfidenceLevel(),true);

  return nPointsRemoved;
}

////////////////////////////////////////////////////////////////////////////////
/// Merge this HypoTestInverterResult with another
/// HypoTestInverterResult passed as argument
/// The merge is done by combining the HypoTestResult when the same point value exist in both results.
/// If results exist at different points these are added in the new result
/// NOTE: Merging of the expected p-values obtained with pseudo-data.
///  When expected p-values exist in the result (i.e. when rebuild option is used when getting the expected
/// limit distribution in the HYpoTestInverter) then the expected p-values are also merged. This is equivalent
/// at merging the pseudo-data. However there can be an inconsistency if the expected p-values have been
/// obtained with different toys. In this case the merge is done but a warning message is printed.

bool HypoTestInverterResult::Add( const HypoTestInverterResult& otherResult   )
{
   int nThis = ArraySize();
   int nOther = otherResult.ArraySize();
   if (nOther == 0) return true;
   if (nOther != otherResult.fYObjects.GetSize() ) return false;
   if (nThis != fYObjects.GetSize() ) return false;

   // cannot merge in case of inconsistent members
   if (fExpPValues.GetSize() > 0 && fExpPValues.GetSize() != nThis ) return false;
   if (otherResult.fExpPValues.GetSize() > 0 && otherResult.fExpPValues.GetSize() != nOther ) return false;

   oocoutI(this,Eval) << "HypoTestInverterResult::Add - merging result from " << otherResult.GetName()
                                << " in " << GetName() << std::endl;

   bool addExpPValues = (fExpPValues.GetSize() == 0 && otherResult.fExpPValues.GetSize() > 0);
   bool mergeExpPValues = (fExpPValues.GetSize() > 0 && otherResult.fExpPValues.GetSize() > 0);

   if (addExpPValues || mergeExpPValues)
      oocoutI(this,Eval) << "HypoTestInverterResult::Add - merging also the expected p-values from pseudo-data" << std::endl;


   // case current result is empty
   // just make a simple copy of the other result
   if (nThis == 0) {
      fXValues = otherResult.fXValues;
      for (int i = 0; i < nOther; ++i)
         fYObjects.Add( otherResult.fYObjects.At(i)->Clone() );
      for (int i = 0; i <  fExpPValues.GetSize() ; ++i)
         fExpPValues.Add( otherResult.fExpPValues.At(i)->Clone() );
   }
   // now do the real merge combining point with same value or adding extra ones
   else {
      for (int i = 0; i < nOther; ++i) {
         double otherVal = otherResult.fXValues[i];
         HypoTestResult * otherHTR = (HypoTestResult*) otherResult.fYObjects.At(i);
         if (otherHTR == 0) continue;
         bool sameXFound = false;
         for (int j = 0; j < nThis; ++j) {
            double thisVal = fXValues[j];

            // if same value merge the result
            if ( (std::abs(otherVal) < 1  && TMath::AreEqualAbs(otherVal, thisVal,1.E-12) ) ||
                 (std::abs(otherVal) >= 1 && TMath::AreEqualRel(otherVal, thisVal,1.E-12) ) ) {
               HypoTestResult * thisHTR = (HypoTestResult*) fYObjects.At(j);
               thisHTR->Append(otherHTR);
               sameXFound = true;
               if (mergeExpPValues) {
                  ((SamplingDistribution*) fExpPValues.At(j))->Add( (SamplingDistribution*)otherResult.fExpPValues.At(i) );
                  // check if same toys have been used for the test statistic distribution
                  int thisNToys = (thisHTR->GetNullDistribution() ) ? thisHTR->GetNullDistribution()->GetSize() : 0;
                  int otherNToys = (otherHTR->GetNullDistribution() ) ? otherHTR->GetNullDistribution()->GetSize() : 0;
                  if (thisNToys != otherNToys )
                     oocoutW(this,Eval) << "HypoTestInverterResult::Add expected p values have been generated with different toys " << thisNToys << " , " << otherNToys << std::endl;
               }
               break;
            }
         }
         if (!sameXFound) {
            // add the new result
            fYObjects.Add(otherHTR->Clone() );
            fXValues.push_back( otherVal);
         }
         // add in any case also when same x found
         if (addExpPValues)
            fExpPValues.Add( otherResult.fExpPValues.At(i)->Clone() );


      }
   }

   if (ArraySize() > nThis)
      oocoutI(this,Eval) << "HypoTestInverterResult::Add  - new number of points is " << fXValues.size()
                         << std::endl;
   else
      oocoutI(this,Eval) << "HypoTestInverterResult::Add  - new toys/point is "
                         <<  ((HypoTestResult*) fYObjects.At(0))->GetNullDistribution()->GetSize()
                         << std::endl;

   // reset cached limit values
   fLowerLimit = TMath::QuietNaN();
   fUpperLimit = TMath::QuietNaN();

   return true;
}

////////////////////////////////////////////////////////////////////////////////
/// Add a single point result (an HypoTestResult)

bool HypoTestInverterResult::Add (Double_t x, const HypoTestResult & res)
{
   int i= FindIndex(x);
   if (i<0) {
      fXValues.push_back(x);
      fYObjects.Add(res.Clone());
   } else {
      HypoTestResult* r= GetResult(i);
      if (!r) return false;
      r->Append(&res);
   }

   // reset cached limit values
   fLowerLimit = TMath::QuietNaN();
   fUpperLimit = TMath::QuietNaN();

   return true;
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the value of the parameter of interest for the i^th entry in the results

double HypoTestInverterResult::GetXValue( int index ) const
{
  if ( index >= ArraySize() || index<0 ) {
    oocoutE(this,InputArguments) << "Problem: You are asking for an impossible array index value\n";
    return -999;
  }

  return fXValues[index];
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the value of the confidence level for the i^th entry in the results

double HypoTestInverterResult::GetYValue( int index ) const
{
    auto result = GetResult(index);
    if ( !result ) {
      return -999;
    }

    if (fUseCLs) {
      return result->CLs();
    } else {
      return result->CLsplusb();  // CLs+b
    }
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the estimated error on the value of the confidence level for the i^th entry in the results

double HypoTestInverterResult::GetYError( int index ) const
{
    auto result = GetResult(index);
    if ( !result ) {
        return -999;
    }

    if (fUseCLs) {
        return result->CLsError();
    } else {
        return result->CLsplusbError();
    }
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the observed CLb value  for the i-th entry

double HypoTestInverterResult::CLb( int index ) const
{
    auto result = GetResult(index);
    if ( !result ) {
        return -999;
    }
    return result->CLb();
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the observed CLs+b value  for the i-th entry

double HypoTestInverterResult::CLsplusb( int index ) const
{
    auto result = GetResult(index);
    if ( !result) {
        return -999;
    }
    return result->CLsplusb();
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the observed CLs value  for the i-th entry

double HypoTestInverterResult::CLs( int index ) const
{
    auto result = GetResult(index);
    if ( !result ) {
        return -999;
    }
    return result->CLs();
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the error on the observed CLb value  for the i-th entry

double HypoTestInverterResult::CLbError( int index ) const
{
    auto result = GetResult(index);
    if ( !result ) {
        return -999;
    }
    return result->CLbError();
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the error on the observed CLs+b value  for the i-th entry

double HypoTestInverterResult::CLsplusbError( int index ) const
{
    auto result = GetResult(index);
    if ( ! result ) {
        return -999;
    }
    return result->CLsplusbError();
}

////////////////////////////////////////////////////////////////////////////////
/// function to return the error on the observed CLs value  for the i-th entry

double HypoTestInverterResult::CLsError( int index ) const
{
    auto result = GetResult(index);
    if ( ! result ){
        return -999;
    }
    return result->CLsError();
}

////////////////////////////////////////////////////////////////////////////////
/// get the HypoTestResult object at the given index point

HypoTestResult* HypoTestInverterResult::GetResult( int index ) const
{
   if ( index >= ArraySize() || index<0 ) {
      oocoutE(this,InputArguments) << "Problem: You are asking for an impossible array index value\n";
      return 0;
   }

   return ((HypoTestResult*) fYObjects.At(index));
}

////////////////////////////////////////////////////////////////////////////////
/// find the index corresponding at the poi value xvalue
/// If no points is found return -1
/// Note that a tolerance is used of 10^-12 to find the closest point

int HypoTestInverterResult::FindIndex(double xvalue) const
{
  const double tol = 1.E-12;
  for (int i=0; i<ArraySize(); i++) {
     double xpoint = fXValues[i];
     if ( (std::abs(xvalue) > 1 && TMath::AreEqualRel( xvalue, xpoint, tol) ) ||
          (std::abs(xvalue) < 1 && TMath::AreEqualAbs( xvalue, xpoint, tol) ) )
        return i;
  }
  return -1;
}

////////////////////////////////////////////////////////////////////////////////
/// return the X value of the given graph for the target value y0
/// the graph is evaluated using linear interpolation by default.
/// if option = "S" a TSpline3 is used

double HypoTestInverterResult::GetGraphX(const TGraph & graph, double y0, bool lowSearch, double &axmin, double &axmax) const  {

//#define DO_DEBUG
#ifdef DO_DEBUG
   std::cout << "using graph for search " << lowSearch << " min " << axmin << " max " << axmax << std::endl;
#endif


   // find reasonable xmin and xmax if not given
   const double * y = graph.GetY();
   int n = graph.GetN();
   if (n < 2) {
      ooccoutE(this,Eval) << "HypoTestInverterResult::GetGraphX - need at least 2 points for interpolation (n=" << n << ")\n";
      return (n>0) ?  y[0] : 0;
   }

   double varmin = - TMath::Infinity();
   double varmax = TMath::Infinity();
   const RooRealVar* var = dynamic_cast<RooRealVar*>( fParameters.first() );
   if (var) {
       varmin = var->getMin();
       varmax = var->getMax();
   }

   double xmin = axmin;
   double xmax = axmax;

   // case no range is given check if need to extrapolate to lower/upper values
   if (axmin >= axmax ) {

#ifdef DO_DEBUG
      std::cout << "No rage given - check if extrapolation is needed " << std::endl;
#endif

      xmin = graph.GetX()[0];
      xmax = graph.GetX()[n-1];

      double yfirst = graph.GetY()[0];
      double ylast = graph.GetY()[n-1];

      // case we have lower/upper limits

      // find ymin and ymax  and corresponding values
      //double ymin = TMath::MinElement(n,y);
      double ymax = TMath::MaxElement(n,y);
      // do lower extrapolation

      if ( (ymax < y0 && !lowSearch) || ( yfirst > y0 && lowSearch) ) {
         xmin = varmin;
      }
      // do upper extrapolation
      if ( (ymax < y0 && lowSearch) || ( ylast > y0 && !lowSearch) ) {
         xmax = varmax;
      }
   }

   auto func = [&](double x) {
      return (fInterpolOption == kSpline) ? graph.Eval(x, nullptr, "S") - y0 : graph.Eval(x) - y0;
   };
   ROOT::Math::Functor1D f1d(func);

   ROOT::Math::BrentRootFinder brf;
   brf.SetFunction(f1d,xmin,xmax);
   brf.SetNpx(TMath::Max(graph.GetN()*2,100) );
   bool ret = brf.Solve(100, 1.E-16, 1.E-6);
   if (!ret) {
      ooccoutE(this,Eval) << "HypoTestInverterResult - interpolation failed - return inf" << std::endl;
         return TMath::Infinity();
   }
   double limit =  brf.Root();

   // auto grfunc = [&](double * x, double *) {
   //    return (fInterpolOption == kSpline) ? graph.Eval(*x, nullptr, "S") - y0 : graph.Eval(*x) - y0;
   // };
   // TF1 tgrfunc("tgrfunc",grfunc,xmin,xmax,0);
   // double limit = tgrfunc.GetX(0,xmin,xmax);

#ifdef DO_DEBUG
   if (lowSearch) std::cout << "lower limit search : ";
   else std::cout << "Upper limit search :  ";
   std::cout << "interpolation done between " << xmin << "  and " << xmax
             << "\n Found limit using RootFinder is " << limit << std::endl;

   TString fname = "graph_upper.root";
   if (lowSearch) fname = "graph_lower.root";
   auto file = TFile::Open(fname,"RECREATE");
   graph.Write("graph");
   file->Close();

#endif

   // look in case if a new intersection exists
   // only when boundaries are not given
   if (axmin >= axmax) {
      int index = TMath::BinarySearch(n, graph.GetX(), limit);
#ifdef DO_DEBUG
   std::cout << "do new interpolation dividing from " << index << "  and " << y[index] << std::endl;
#endif

      if (lowSearch && index >= 1 && (y[0] - y0) * ( y[index]- y0) < 0) {
         //search if  another intersection exists at a lower value
         limit =  GetGraphX(graph, y0, lowSearch, graph.GetX()[0], graph.GetX()[index] );
      }
      else if (!lowSearch && index < n-2 && (y[n-1] - y0) * ( y[index+1]- y0) < 0) {
         // another intersection exists at an higher value
         limit =  GetGraphX(graph, y0, lowSearch, graph.GetX()[index+1], graph.GetX()[n-1] );
      }
   }
   // return also xmin, xmax values
   axmin = xmin;
   axmax = xmax;

   return limit;
}

////////////////////////////////////////////////////////////////////////////////
/// interpolate to find a limit value
/// Use a linear or a spline interpolation depending on the interpolation option

double HypoTestInverterResult::FindInterpolatedLimit(double target, bool lowSearch, double xmin, double xmax )
{

   // variable minimum and maximum
   double varmin = - TMath::Infinity();
   double varmax = TMath::Infinity();
   const RooRealVar* var = dynamic_cast<RooRealVar*>( fParameters.first() );
   if (var) {
       varmin = var->getMin();
       varmax = var->getMax();
   }

   if (ArraySize()<2) {
      double val =  (lowSearch) ? xmin : xmax;
      oocoutW(this,Eval) << "HypoTestInverterResult::FindInterpolatedLimit"
                         << " - not enough points to get the inverted interval - return "
                         <<  val << std::endl;
      fLowerLimit = varmin;
      fUpperLimit = varmax;
      return (lowSearch) ? fLowerLimit : fUpperLimit;
   }

   // sort the values in x
   int n = ArraySize();
   std::vector<unsigned int> index(n );
   TMath::SortItr(fXValues.begin(), fXValues.end(), index.begin(), false);
   // make a graph with the sorted point
   TGraph graph(n);
   for (int i = 0; i < n; ++i)
      graph.SetPoint(i, GetXValue(index[i]), GetYValue(index[i] ) );


   //std::cout << " search for " << lowSearch << " xmin = " << xmin << " xmax  " << xmax << std::endl;


   // search first for min/max in the given range
   if (xmin >= xmax) {


      // search for maximum between the point
      double * itrmax = std::max_element(graph.GetY() , graph.GetY() +n);
      double ymax = *itrmax;
      int iymax = itrmax - graph.GetY();
      double xwithymax = graph.GetX()[iymax];

#ifdef DO_DEBUG
      std::cout << " max of y " << iymax << "  " << xwithymax << "  " << ymax << " target is " << target << std::endl;
#endif
      // look if maximum is above/below target
      if (ymax > target) {
         if (lowSearch)  {
            if ( iymax > 0) {
                  // low search (minimum is first point or minimum range)
               xmin = ( graph.GetY()[0] <= target ) ? graph.GetX()[0] : varmin;
               xmax = xwithymax;
               }
            else {
               // no room for lower limit
               fLowerLimit = varmin;
               return fLowerLimit;
            }
         }
         if (!lowSearch ) {
            // up search
            if ( iymax < n-1 ) {
               xmin = xwithymax;
               xmax = ( graph.GetY()[n-1] <= target ) ? graph.GetX()[n-1] : varmax;
            }
            else {
               // no room for upper limit
               fUpperLimit = varmax;
               return fUpperLimit;
            }
         }
      }
      else {
         // in case is below the target
         // find out if is a lower or upper search
         if (iymax <= (n-1)/2 ) {
            lowSearch = false;
            fLowerLimit = varmin;
         }
         else {
            lowSearch = true;
            fUpperLimit = varmax;
         }
      }

#ifdef DO_DEBUG
      std::cout << " found xmin, xmax  = " << xmin << "  " << xmax << " for search " << lowSearch << std::endl;
#endif

      // now come here if I have already found a lower/upper limit
      // i.e. I am calling routine for the second time
#ifdef ISNEEDED
      // should not really come here
      if (lowSearch &&  fUpperLimit < varmax) {
         xmin = fXValues[ index.front() ];
         // find xmax (is first point before upper limit)
         int upI = FindClosestPointIndex(target, 2, fUpperLimit);
         if (upI < 1) return xmin;
         xmax = GetXValue(upI);
      }
      else if (!lowSearch && fLowerLimit > varmin ) {
         // find xmin (is first point after lower limit)
         int lowI = FindClosestPointIndex(target, 3, fLowerLimit);
         if (lowI >= n-1) return xmax;
         xmin = GetXValue(lowI);
         xmax = fXValues[ index.back() ];
      }
#endif
   }

#ifdef DO_DEBUG
   std::cout << "finding " << lowSearch << " limit between " << xmin << "  " << xmax << endl;
#endif

   // compute noe the limit using the TGraph interpolations routine
   double limit =  GetGraphX(graph, target, lowSearch, xmin, xmax);
   if (lowSearch) fLowerLimit = limit;
   else fUpperLimit = limit;
   // estimate the error
   double error = CalculateEstimatedError( target, lowSearch, xmin, xmax);

   TString limitType = (lowSearch) ? "lower" : "upper";
   ooccoutD(this,Eval) << "HypoTestInverterResult::FindInterpolateLimit "
      << "the computed " << limitType << " limit is " << limit << " +/- " << error << std::endl;

#ifdef DO_DEBUG
   std::cout << "Found limit is " << limit << " +/- " << error << astd::endl;
#endif


   if (lowSearch) return fLowerLimit;
   return fUpperLimit;


//    if (lowSearch && !TMath::IsNaN(fUpperLimit)) return fLowerLimit;
//    if (!lowSearch && !TMath::IsNaN(fLowerLimit)) return fUpperLimit;
//    // is this needed ?
//    // we call again the function for the upper limits

//    // now perform the opposite search on the complement interval
//    if (lowSearch) {
//       xmin = xmax;
//       xmax = varmax;
//    } else {
//       xmax = xmin;
//       xmin = varmin;
//    }
//    double limit2 =  GetGraphX(graph, target, !lowSearch, xmin, xmax);
//    if (!lowSearch) fLowerLimit = limit2;
//    else fUpperLimit = limit2;

//    CalculateEstimatedError( target, !lowSearch, xmin, xmax);

// #ifdef DO_DEBUG
//    std::cout << "other limit is " << limit2 << std::endl;
// #endif

//    return (lowSearch) ? fLowerLimit : fUpperLimit;

}

////////////////////////////////////////////////////////////////////////////////
///  - if mode = 0
///    find closest point to target in Y, the object closest to the target which is 3 sigma from the target
///    and has smaller error
///  - if mode = 1
///    find 2 closest point to target in X and between these two take the one closer to the target
///  - if mode = 2  as in mode = 1 but return the lower point not the closest one
///  - if mode = 3  as in mode = 1 but return the upper point not the closest one

int HypoTestInverterResult::FindClosestPointIndex(double target, int mode, double xtarget)
{

  int bestIndex = -1;
  int closestIndex = -1;
  if (mode == 0) {
     double smallestError = 2; // error must be < 1
     double bestValue = 2;
     for (int i=0; i<ArraySize(); i++) {
        double dist = fabs(GetYValue(i)-target);
        if ( dist <3 *GetYError(i) ) { // less than 1 sigma from target CL
           if (GetYError(i) < smallestError ) {
              smallestError = GetYError(i);
              bestIndex = i;
           }
        }
        if ( dist < bestValue) {
           bestValue = dist;
           closestIndex = i;
        }
     }
     if (bestIndex >=0) return bestIndex;
     // if no points found just return the closest one to the target
     return closestIndex;
  }
  // else mode = 1,2,3
  // find the two closest points to limit value
  // sort the array first
  int n = fXValues.size();
  std::vector<unsigned int> indx(n);
  TMath::SortItr(fXValues.begin(), fXValues.end(), indx.begin(), false);
  std::vector<double> xsorted( n);
  for (int i = 0; i < n; ++i) xsorted[i] = fXValues[indx[i] ];
  int index1 = TMath::BinarySearch( n, &xsorted[0], xtarget);

#ifdef DO_DEBUG
  std::cout << "finding closest point to " << xtarget << " is " << index1 << "  " << indx[index1] << std::endl;
#endif

   // case xtarget is outside the range (before or afterwards)
  if (index1 < 0) return indx[0];
  if (index1 >= n-1) return indx[n-1];
  int index2 = index1 +1;

  if (mode == 2) return (GetXValue(indx[index1]) < GetXValue(indx[index2])) ? indx[index1] : indx[index2];
  if (mode == 3) return (GetXValue(indx[index1]) > GetXValue(indx[index2])) ? indx[index1] : indx[index2];
  // get smaller point of the two (mode == 1)
  if (fabs(GetYValue(indx[index1])-target) <= fabs(GetYValue(indx[index2])-target) )
     return indx[index1];
  return indx[index2];

}

////////////////////////////////////////////////////////////////////////////////

Double_t HypoTestInverterResult::LowerLimit()
{
  if (fFittedLowerLimit) return fLowerLimit;
  //std::cout << "finding point with cl = " << 1-(1-ConfidenceLevel())/2 << endl;
  if ( fInterpolateLowerLimit ) {
     // find both lower/upper limit
     if (TMath::IsNaN(fLowerLimit) )  FindInterpolatedLimit(1-ConfidenceLevel(),true);
  } else {
     //LM: I think this is never called
     fLowerLimit = GetXValue( FindClosestPointIndex((1-ConfidenceLevel())) );
  }
  return fLowerLimit;
}

////////////////////////////////////////////////////////////////////////////////

Double_t HypoTestInverterResult::UpperLimit()
{
   //std::cout << "finding point with cl = " << (1-ConfidenceLevel())/2 << endl;
  if (fFittedUpperLimit) return fUpperLimit;
  if ( fInterpolateUpperLimit ) {
     if (TMath::IsNaN(fUpperLimit) )  FindInterpolatedLimit(1-ConfidenceLevel(),false);
  } else {
     //LM: I think this is never called
     fUpperLimit = GetXValue( FindClosestPointIndex((1-ConfidenceLevel())) );
  }
  return fUpperLimit;
}

////////////////////////////////////////////////////////////////////////////////
/// Return an error estimate on the upper(lower) limit.  This is the error on
/// either CLs or CLsplusb divided by an estimate of the slope at this
/// point.

Double_t HypoTestInverterResult::CalculateEstimatedError(double target, bool lower, double xmin, double xmax)
{

  if (ArraySize()==0) {
     oocoutW(this,Eval) << "HypoTestInverterResult::CalculateEstimateError"
                        << "Empty result \n";
    return 0;
  }

  if (ArraySize()<2) {
     oocoutW(this,Eval) << "HypoTestInverterResult::CalculateEstimateError"
                        << " only  points - return its error\n";
     return GetYError(0);
  }

  // it does not make sense in case of asymptotic which do not have point errors
  if (!GetNullTestStatDist(0) ) return 0;

  TString type = (!lower) ? "upper" : "lower";

#ifdef DO_DEBUG
  std::cout << "calculate estimate error " << type << " between " << xmin << " and " << xmax << std::endl;
  std::cout << "computed limit is " << ( (lower) ? fLowerLimit : fUpperLimit ) << std::endl;
#endif

    // make a TGraph Errors with the sorted points
  std::vector<unsigned int> indx(fXValues.size());
  TMath::SortItr(fXValues.begin(), fXValues.end(), indx.begin(), false);
  // make a graph with the sorted point
  TGraphErrors graph;
  int ip = 0, np = 0;
  for (int i = 0; i < ArraySize(); ++i) {
     if ( (xmin < xmax) && ( GetXValue(indx[i]) >= xmin && GetXValue(indx[i]) <= xmax) ) {
        np++;
        // exclude points with zero or very small errors
        if (GetYError(indx[i] ) > 1.E-6) {
           graph.SetPoint(ip, GetXValue(indx[i]), GetYValue(indx[i] ) );
           graph.SetPointError(ip, 0.,  GetYError(indx[i]) );
           ip++;
        }
     }
  }
  if (graph.GetN() < 2) {
     if (np >= 2) oocoutW(this,Eval) << "HypoTestInverterResult::CalculateEstimatedError - no valid points - cannot estimate  the " << type << " limit error " << std::endl;
     return 0;
  }

  double minX = xmin;
  double maxX = xmax;
  if (xmin >= xmax) {
     minX = fXValues[ indx.front() ];
     maxX = fXValues[ indx.back() ];
  }

  TF1 fct("fct", "exp([0] * (x - [2] ) + [1] * (x-[2])**2)", minX, maxX);
  double scale = maxX-minX;
  if (lower) {
     fct.SetParameters( 2./scale, 0.1/scale, graph.GetX()[0] );
     fct.SetParLimits(0,0,100./scale);
     fct.SetParLimits(1,0, 10./scale); }
  else  {
     fct.SetParameters( -2./scale, -0.1/scale );
     fct.SetParLimits(0,-100./scale, 0);
     fct.SetParLimits(1,-100./scale, 0); }

  if (graph.GetN() < 3) fct.FixParameter(1,0.);

  // find the point closest to the limit
  double limit = (!lower) ? fUpperLimit : fLowerLimit;
  if (TMath::IsNaN(limit)) return 0; // cannot do if limit not computed


#ifdef DO_DEBUG
  TCanvas * c1 = new TCanvas();
  std::cout << "fitting for limit " << type << "between " << minX << " , " << maxX << " points considered " << graph.GetN() <<  std::endl;
  int fitstat = graph.Fit(&fct," EX0");
  graph.SetMarkerStyle(20);
  graph.Draw("AP");
  graph.Print();
  c1->SaveAs(TString::Format("graphFit_%s.pdf",type.Data()) );
  delete c1;
#else
  int fitstat = graph.Fit(&fct,"Q EX0");
#endif

  int index = FindClosestPointIndex(target, 1, limit);
  double theError = 0;
  if (fitstat == 0) {
     double errY = GetYError(index);
     if (errY >  0) {
        double m = fct.Derivative( GetXValue(index) );
        theError = std::min(fabs( GetYError(index) / m), maxX-minX);
     }
  }
  else {
     oocoutW(this,Eval) << "HypoTestInverterResult::CalculateEstimatedError - cannot estimate  the " << type << " limit error " << std::endl;
     theError = 0;
  }
  if (lower)
     fLowerLimitError = theError;
  else
     fUpperLimitError = theError;

#ifdef DO_DEBUG
  std::cout << "closes point to the limit is " << index << "  " << GetXValue(index) << " and has error " << GetYError(index) << std::endl;
#endif

  return theError;
}

////////////////////////////////////////////////////////////////////////////////
/// need to have compute first lower limit

Double_t HypoTestInverterResult::LowerLimitEstimatedError()
{
   if (TMath::IsNaN(fLowerLimit) ) LowerLimit();
   if (fLowerLimitError >= 0) return fLowerLimitError;
   // try to recompute the error
   return CalculateEstimatedError(1-ConfidenceLevel(), true);
}

////////////////////////////////////////////////////////////////////////////////

Double_t HypoTestInverterResult::UpperLimitEstimatedError()
{
   if (TMath::IsNaN(fUpperLimit) ) UpperLimit();
   if (fUpperLimitError >= 0) return fUpperLimitError;
   // try to recompute the error
   return CalculateEstimatedError(1-ConfidenceLevel(), false);
}

////////////////////////////////////////////////////////////////////////////////
/// get the background test statistic distribution

SamplingDistribution *  HypoTestInverterResult::GetBackgroundTestStatDist(int index ) const {

   HypoTestResult * firstResult = (HypoTestResult*) fYObjects.At(index);
   if (!firstResult) return 0;
   return firstResult->GetBackGroundIsAlt() ? firstResult->GetAltDistribution() : firstResult->GetNullDistribution();
}

////////////////////////////////////////////////////////////////////////////////
/// get the signal and background test statistic distribution

SamplingDistribution *  HypoTestInverterResult::GetSignalAndBackgroundTestStatDist(int index) const {
   HypoTestResult * result = (HypoTestResult*) fYObjects.At(index);
   if (!result) return 0;
   return !result->GetBackGroundIsAlt() ? result->GetAltDistribution() : result->GetNullDistribution();
}

////////////////////////////////////////////////////////////////////////////////
/// get the expected p-value distribution at the scanned point index

SamplingDistribution *  HypoTestInverterResult::GetExpectedPValueDist(int index) const {

   if (index < 0 || index >=  ArraySize() ) return 0;

   if (fExpPValues.GetSize() == ArraySize()  ) {
      return (SamplingDistribution*)  fExpPValues.At(index)->Clone();
   }

   static bool useFirstB = false;
   // get the S+B distribution
   int bIndex = (useFirstB) ? 0 : index;

   SamplingDistribution * bDistribution = GetBackgroundTestStatDist(bIndex);
   SamplingDistribution * sbDistribution = GetSignalAndBackgroundTestStatDist(index);

   HypoTestResult * result = (HypoTestResult*) fYObjects.At(index);

   if (bDistribution && sbDistribution) {

      // create a new HypoTestResult
      HypoTestResult tempResult;
      tempResult.SetPValueIsRightTail( result->GetPValueIsRightTail() );
      tempResult.SetBackgroundAsAlt( true);
      // ownership of SamplingDistribution is in HypoTestResult class now
      tempResult.SetNullDistribution( new SamplingDistribution(*sbDistribution) );
      tempResult.SetAltDistribution( new SamplingDistribution(*bDistribution ) );

      std::vector<double> values(bDistribution->GetSize());
      for (int i = 0; i < bDistribution->GetSize(); ++i) {
         tempResult.SetTestStatisticData( bDistribution->GetSamplingDistribution()[i] );
         values[i] = (fUseCLs) ? tempResult.CLs() : tempResult.CLsplusb();
      }
      return new SamplingDistribution("expected values","expected values",values);
   }
   // in case b abs sbDistribution are null assume is coming from the asymptotic calculator
   // hard -coded this value (no really needed to be used by user)
   fgAsymptoticMaxSigma = 5;
   fgAsymptoticNumPoints = 2*fgAsymptoticMaxSigma+1;
   const double smax = fgAsymptoticMaxSigma;
   const int npoints = fgAsymptoticNumPoints;
   const double dsig = 2* smax/ (npoints-1) ;
   std::vector<double> values(npoints);
   for (int i = 0; i < npoints; ++i) {
      double nsig = -smax + dsig*i;
      double pval = AsymptoticCalculator::GetExpectedPValues( result->NullPValue(), result->AlternatePValue(), nsig, fUseCLs, !fIsTwoSided);
      if (pval < 0) { return 0;}
      values[i] = pval;
   }
   return new SamplingDistribution("Asymptotic expected values","Asymptotic expected values",values);

}

////////////////////////////////////////////////////////////////////////////////
/// get the limit distribution (lower/upper depending on the flag)
/// by interpolating  the expected p values for each point

SamplingDistribution *  HypoTestInverterResult::GetLimitDistribution(bool lower ) const {
   if (ArraySize()<2) {
      oocoutE(this,Eval) << "HypoTestInverterResult::GetLimitDistribution"
                         << " not  enough points -  return 0 " << std::endl;
      return 0;
   }

   ooccoutD(this,Eval) << "HypoTestInverterResult - computing  limit distribution...." << std::endl;


   // find optimal size by looking at the PValue distribution obtained
   int npoints = ArraySize();
   std::vector<SamplingDistribution*> distVec( npoints );
   double sum = 0;
   for (unsigned int i = 0; i < distVec.size(); ++i) {
      distVec[i] =  GetExpectedPValueDist(i);
      // sort the distributions
      // hack (by calling InverseCDF(0) will sort the sampling distribution
      if (distVec[i] ) {
         distVec[i]->InverseCDF(0);
         sum += distVec[i]->GetSize();
      }
   }
   int  size =  int( sum/ npoints);

   if (size < 10) {
      ooccoutW(this,InputArguments) << "HypoTestInverterResult - set a minimum size of 10 for limit distribution" <<   std::endl;
      size = 10;
   }


  double target = 1-fConfidenceLevel;

  // vector with the quantiles of the p-values for each scanned poi point
  std::vector< std::vector<double>  > quantVec(npoints );
  for (int i = 0; i <  npoints; ++i) {

     if (!distVec[i]) continue;

     // make quantiles from the sampling distributions of the expected p values
     std::vector<double> pvalues = distVec[i]->GetSamplingDistribution();
     delete distVec[i];  distVec[i] = 0;
     std::sort(pvalues.begin(), pvalues.end());
     // find the quantiles of the distribution
     double p[1] = {0};
     double q[1] = {0};

     quantVec[i] = std::vector<double>(size);
     for (int ibin = 0; ibin < size; ++ibin) {
        // exclude for a bug in TMath::Quantiles last item
        p[0] = std::min( (ibin+1) * 1./double(size), 1.0);
        // use the type 1 which give the point value
        TMath::Quantiles(pvalues.size(), 1, &pvalues[0], q, p, true, 0, 1 );
        (quantVec[i])[ibin] = q[0];
     }

  }

  // sort the values in x
  std::vector<unsigned int> index( npoints );
  TMath::SortItr(fXValues.begin(), fXValues.end(), index.begin(), false);

  // SamplingDistribution * dist0 = distVec[index[0]];
  // SamplingDistribution * dist1 = distVec[index[1]];


  std::vector<double> limits(size);
  // loop on the p values and find the limit for each expected point in the quantiles vector
  for (int j = 0; j < size; ++j ) {

     TGraph g;
     for (int k = 0; k < npoints ; ++k) {
        if (quantVec[index[k]].size()  > 0 )
           g.SetPoint(g.GetN(), GetXValue(index[k]), (quantVec[index[k]])[j] );
     }

     limits[j] = GetGraphX(g, target, lower);

  }


  if (lower)
     return new SamplingDistribution("Expected lower Limit","Expected lower limits",limits);
  else
     return new SamplingDistribution("Expected upper Limit","Expected upper limits",limits);

}

////////////////////////////////////////////////////////////////////////////////
/// Get the expected lower limit
/// nsig is used to specify which expected value of the UpperLimitDistribution
/// For example
/// -  nsig = 0 (default value) returns the expected value
/// -  nsig = -1 returns the lower band value at -1 sigma
/// -  nsig + 1 return the upper value
/// -  opt = "" (default) : compute limit by interpolating all the p values, find the corresponding limit distribution
///                         and then find the quantiles in the limit distribution
/// ioption = "P" is the method used for plotting. One Finds the corresponding nsig quantile in the p values and then
/// interpolates them

double  HypoTestInverterResult::GetExpectedLowerLimit(double nsig, const char * opt ) const {

   return GetExpectedLimit(nsig, true, opt);
}

////////////////////////////////////////////////////////////////////////////////
/// Get the expected upper limit
/// nsig is used to specify which expected value of the UpperLimitDistribution
/// For example
///  - nsig = 0 (default value) returns the expected value
///  - nsig = -1 returns the lower band value at -1 sigma
///  - nsig + 1 return the upper value
///  - opt is an option specifying the type of method used for computing the upper limit
///  - opt = "" (default) : compute limit by interpolating all the p values, find the corresponding limit distribution
///                         and then find the quantiles in the limit distribution
/// ioption = "P" is the method used for plotting. One Finds the corresponding nsig quantile in the p values and then
/// interpolates them

double  HypoTestInverterResult::GetExpectedUpperLimit(double nsig, const char * opt ) const {

   return GetExpectedLimit(nsig, false, opt);
}

////////////////////////////////////////////////////////////////////////////////
/// get expected limit (lower/upper) depending on the flag
/// for asymptotic is a special case (the distribution is generated an step in sigma values)
/// distinguish asymptotic looking at the hypotest results
/// if option = "P" get expected limit using directly quantiles of p value distribution
/// else (default) find expected limit by obtaining first a full limit distributions
/// The last one is in general more correct

double  HypoTestInverterResult::GetExpectedLimit(double nsig, bool lower, const char * opt ) const {

   const int nEntries = ArraySize();
   if (nEntries <= 0)  return (lower) ? 1 : 0;  // return 1 for lower, 0 for upper

   HypoTestResult * r = dynamic_cast<HypoTestResult *> (fYObjects.First() );
   assert(r != 0);
   if (!r->GetNullDistribution() && !r->GetAltDistribution() ) {
      // we are in the asymptotic case
      // get the limits obtained at the different sigma values
      SamplingDistribution * limitDist = GetLimitDistribution(lower);
      if (!limitDist) return 0;
      const std::vector<double> & values = limitDist->GetSamplingDistribution();
      if (values.size() <= 1) return 0;
      double dsig = 2* fgAsymptoticMaxSigma/ (values.size() -1) ;
      int  i = (int) TMath::Floor ( (nsig +  fgAsymptoticMaxSigma)/dsig + 0.5);
      return values[i];
   }

   double p[1] = {0};
   double q[1] = {0};
   p[0] = ROOT::Math::normal_cdf(nsig,1);

   // for CLs+b can get the quantiles of p-value distribution and
   // interpolate them
   // In the case of CLs (since it is not a real p-value anymore but a ratio)
   // then it is needed to get first all limit distribution values and then the quantiles

   TString option(opt);
   option.ToUpper();
   if (option.Contains("P")) {

      TGraph  g;

      // sort the arrays based on the x values
      std::vector<unsigned int> index(nEntries);
      TMath::SortItr(fXValues.begin(), fXValues.end(), index.begin(), false);

      for (int j=0; j<nEntries; ++j) {
         int i = index[j]; // i is the order index
         SamplingDistribution * s = GetExpectedPValueDist(i);
         if (!s) {
            ooccoutI(this,Eval) << "HypoTestInverterResult - cannot compute expected p value distribution for point, x = "
                                << GetXValue(i)  << " skip it " << std::endl;
            continue;
         }
         const std::vector<double> & values = s->GetSamplingDistribution();
         double * x = const_cast<double *>(&values[0]); // need to change TMath::Quantiles
         TMath::Quantiles(values.size(), 1, x,q,p,false);
         g.SetPoint(g.GetN(), fXValues[i], q[0] );
         delete s;
      }
      if (g.GetN() < 2) {
         ooccoutE(this,Eval) << "HypoTestInverterResult - cannot compute limits , not enough points, n =  " << g.GetN() << std::endl;
         return 0;
      }

      // interpolate the graph to obtain the limit
      double target = 1-fConfidenceLevel;
      return GetGraphX(g, target, lower);

   }
   // here need to use the limit distribution
   SamplingDistribution * limitDist = GetLimitDistribution(lower);
   if (!limitDist) return 0;
   const std::vector<double> & values = limitDist->GetSamplingDistribution();
   double * x = const_cast<double *>(&values[0]); // need to change TMath::Quantiles
   TMath::Quantiles(values.size(), 1, x,q,p,false);
   return q[0];

}