ROOT 6.18/05 Reference Guide |
The ProfileLikelihoodCalculator is a concrete implementation of CombinedCalculator (the interface class for tools which can produce both a RooStats HypoTestResult and ConfInterval).
The tool uses the profile likelihood ratio as a test statistic, and assumes that Wilks' theorem is valid. Wilks' theorem states that \( -2 \cdot \ln(\lambda) \) (profile likelihood ratio) is asymptotically distributed as a \( \chi^2 \) distribution with \( N \) degrees of freedom. Thus, \(p\)-values can be constructed, and the profile likelihood ratio can be used to construct a LikelihoodInterval. (In the future, this class could be extended to use toy Monte Carlo to calibrate the distribution of the test statistic).
Usage: It uses the interface of the CombinedCalculator, so that it can be configured by specifying:
The interface allows one to pass the model, data, and parameters either directly or via a ModelConfig class. The alternate hypothesis leaves the parameter free to take any value other than those specified by the null hypothesis. There is therefore no need to specify the alternate parameters.
After configuring the calculator, one only needs to call GetHypoTest() (which will return a HypoTestResult pointer) or GetInterval() (which will return a ConfInterval pointer).
This calculator can work with both one-dimensional intervals or multi- dimensional ones (contours).
Note that for hypothesis tests, it is often better to use the AsymptoticCalculator, which can compute in addition the expected \(p\)-value using an Asimov data set.
Definition at line 22 of file ProfileLikelihoodCalculator.h.
Public Member Functions | |
ProfileLikelihoodCalculator () | |
Default constructor (needed for I/O) More... | |
ProfileLikelihoodCalculator (RooAbsData &data, ModelConfig &model, Double_t size=0.05) | |
Constructor from data and a model configuration If the ModelConfig defines a prior pdf for any of the parameters those will be included as constrained terms in the likelihood function. More... | |
ProfileLikelihoodCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet ¶msOfInterest, Double_t size=0.05, const RooArgSet *nullParams=0) | |
Constructor from data, from a full model pdf describing both parameter of interest and nuisance parameters and from the set specifying the parameter of interest (POI). More... | |
virtual | ~ProfileLikelihoodCalculator () |
destructor cannot delete prod pdf because it will delete all the composing pdf's if (fOwnPdf) delete fPdf; fPdf = 0; More... | |
virtual HypoTestResult * | GetHypoTest () const |
Return the hypothesis test result obtained from the likelihood ratio of the maximum likelihood value with the null parameters fixed to their values, with respect to keeping all parameters floating (global maximum likelihood value). More... | |
virtual LikelihoodInterval * | GetInterval () const |
Return a likelihood interval. More... | |
Public Member Functions inherited from RooStats::CombinedCalculator | |
CombinedCalculator () | |
CombinedCalculator (RooAbsData &data, const ModelConfig &model, Double_t size=0.05) | |
constructor from data and model configuration More... | |
CombinedCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet ¶msOfInterest, Double_t size=0.05, const RooArgSet *nullParams=0, const RooArgSet *altParams=0, const RooArgSet *nuisParams=0) | |
virtual | ~CombinedCalculator () |
destructor. More... | |
virtual Double_t | ConfidenceLevel () const |
Get the Confidence level for the test. More... | |
virtual HypoTestResult * | GetHypoTest () const =0 |
main interface to get a HypoTestResult, pure virtual More... | |
virtual ConfInterval * | GetInterval () const =0 |
Main interface to get a ConfInterval, pure virtual. More... | |
virtual void | SetAlternateModel (const ModelConfig &) |
virtual void | SetAlternateParameters (const RooArgSet &set) |
set parameter values for the alternate if using a common PDF More... | |
virtual void | SetConditionalObservables (const RooArgSet &set) |
set conditional observables needed for computing the NLL 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 | SetData (RooAbsData &data) |
Set the DataSet, add to the the workspace if not already there. More... | |
virtual void | SetGlobalObservables (const RooArgSet &set) |
set global observables needed for computing the NLL More... | |
virtual void | SetModel (const ModelConfig &model) |
set the model (in this case can set only the parameters for the null hypothesis) More... | |
virtual void | SetNuisanceParameters (const RooArgSet &set) |
specify the nuisance parameters (eg. the rest of the parameters) More... | |
virtual void | SetNullModel (const ModelConfig &) |
virtual void | SetNullParameters (const RooArgSet &set) |
set parameter values for the null if using a common PDF More... | |
virtual void | SetParameters (const RooArgSet &set) |
specify the parameters of interest in the interval More... | |
virtual void | SetPdf (RooAbsPdf &pdf) |
Set the Pdf. 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 Double_t | Size () const |
Get the size of the test (eg. rate of Type I error) More... | |
Public Member Functions inherited from RooStats::IntervalCalculator | |
virtual | ~IntervalCalculator () |
virtual Double_t | ConfidenceLevel () const =0 |
Get the Confidence level for the test. More... | |
virtual ConfInterval * | GetInterval () const =0 |
Main interface to get a ConfInterval, pure virtual. More... | |
virtual void | SetConfidenceLevel (Double_t cl)=0 |
set the confidence level for the interval (e.g. 0.95 for a 95% Confidence Interval) More... | |
virtual void | SetData (RooAbsData &)=0 |
Set the DataSet ( add to the the workspace if not already there ?) More... | |
virtual void | SetModel (const ModelConfig &)=0 |
Set the Model. More... | |
virtual void | SetTestSize (Double_t size)=0 |
set the size of the test (rate of Type I error) ( e.g. 0.05 for a 95% Confidence Interval) More... | |
virtual Double_t | Size () const =0 |
Get the size of the test (eg. rate of Type I error) More... | |
Public Member Functions inherited from RooStats::HypoTestCalculator | |
virtual | ~HypoTestCalculator () |
virtual HypoTestResult * | GetHypoTest () const =0 |
virtual void | SetAlternateModel (const ModelConfig &model)=0 |
virtual void | SetCommonModel (const ModelConfig &model) |
virtual void | SetData (RooAbsData &data)=0 |
virtual void | SetNullModel (const ModelConfig &model)=0 |
Protected Member Functions | |
RooAbsReal * | DoGlobalFit () const |
void | DoReset () const |
Protected Member Functions inherited from RooStats::CombinedCalculator | |
RooAbsData * | GetData () const |
RooAbsPdf * | GetPdf () const |
Static Protected Member Functions | |
static RooFitResult * | DoMinimizeNLL (RooAbsReal *nll) |
Protected Attributes | |
RooFitResult * | fFitResult |
bool | fGlobalFitDone |
Protected Attributes inherited from RooStats::CombinedCalculator | |
RooArgSet | fAlternateParams |
RooArgSet | fConditionalObs |
RooAbsData * | fData |
RooArgSet | fGlobalObs |
RooArgSet | fNuisParams |
RooArgSet | fNullParams |
RooAbsPdf * | fPdf |
RooArgSet | fPOI |
Double_t | fSize |
#include <RooStats/ProfileLikelihoodCalculator.h>
ProfileLikelihoodCalculator::ProfileLikelihoodCalculator | ( | ) |
Default constructor (needed for I/O)
default constructor
Definition at line 83 of file ProfileLikelihoodCalculator.cxx.
ProfileLikelihoodCalculator::ProfileLikelihoodCalculator | ( | RooAbsData & | data, |
RooAbsPdf & | pdf, | ||
const RooArgSet & | paramsOfInterest, | ||
Double_t | size = 0.05 , |
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const RooArgSet * | nullParams = 0 |
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) |
Constructor from data, from a full model pdf describing both parameter of interest and nuisance parameters and from the set specifying the parameter of interest (POI).
There is no need to specify the nuisance parameters since they are all other parameters of the model. When using the calculator for performing an hypothesis test one needs to provide also a snapshot (a copy) defining the null parameters and their value. There is no need to pass the alternate parameters. These will be obtained by the value maximizing the likelihood function
Definition at line 88 of file ProfileLikelihoodCalculator.cxx.
ProfileLikelihoodCalculator::ProfileLikelihoodCalculator | ( | RooAbsData & | data, |
ModelConfig & | model, | ||
Double_t | size = 0.05 |
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) |
Constructor from data and a model configuration If the ModelConfig defines a prior pdf for any of the parameters those will be included as constrained terms in the likelihood function.
Definition at line 97 of file ProfileLikelihoodCalculator.cxx.
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destructor cannot delete prod pdf because it will delete all the composing pdf's if (fOwnPdf) delete fPdf; fPdf = 0;
Definition at line 113 of file ProfileLikelihoodCalculator.cxx.
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Definition at line 124 of file ProfileLikelihoodCalculator.cxx.
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Definition at line 168 of file ProfileLikelihoodCalculator.cxx.
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Definition at line 117 of file ProfileLikelihoodCalculator.cxx.
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Return the hypothesis test result obtained from the likelihood ratio of the maximum likelihood value with the null parameters fixed to their values, with respect to keeping all parameters floating (global maximum likelihood value).
Main interface to get a HypoTestResult.
It does two fits:
The ratio of the likelihood obtained from the conditional MLE to the MLE is the profile likelihood ratio. Wilks' theorem is used to get \(p\)-values.
Implements RooStats::CombinedCalculator.
Definition at line 297 of file ProfileLikelihoodCalculator.cxx.
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Return a likelihood interval.
Main interface to get a RooStats::ConfInterval.
A global fit to the likelihood is performed and the interval is constructed using the profile likelihood ratio function of the POI.
It constructs a profile likelihood ratio, and uses that to construct a RooStats::LikelihoodInterval.
Implements RooStats::CombinedCalculator.
Definition at line 219 of file ProfileLikelihoodCalculator.cxx.
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Definition at line 70 of file ProfileLikelihoodCalculator.h.
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Definition at line 71 of file ProfileLikelihoodCalculator.h.