The FeldmanCousins class (like the Feldman-Cousins technique) is essentially a specific configuration of the more general NeymanConstruction.

It is a concrete implementation of the IntervalCalculator interface that, which uses the NeymanConstruction in a particular way. As the name suggests, it returns a ConfidenceInterval. In particular, it produces a RooStats::PointSetInterval, which is a concrete implementation of the ConfInterval interface.

The Neyman Construction is not a uniquely defined statistical technique, it requires that one specify an ordering rule or ordering principle, which is usually encoded by choosing a specific test statistic and limits of integration (corresponding to upper/lower/central limits). As a result, this class must be configured with the corresponding information before it can produce an interval.

In the case of the Feldman-Cousins approach, the ordering principle is the likelihood ratio – motivated by the Neyman-Pearson lemma. When nuisance parameters are involved, the profile likelihood ratio is the natural generalization. One may either choose to perform the construction over the full space of the nuisance parameters, or restrict the nuisance parameters to their conditional MLE (eg. profiled values).

Definition at line 33 of file FeldmanCousins.h.

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

virtual	~FeldmanCousins ()
	destructor

void	AdditionalNToysFactor (double fact)

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

void	CreateConfBelt (bool flag=true)

void	FluctuateNumDataEntries (bool flag=true)

ConfidenceBelt *	GetConfidenceBelt ()
	Get the confidence belt. This requires that CreateConfBelt() has been set.

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

RooAbsData *	GetPointsToScan ()

TestStatSampler *	GetTestStatSampler () const
	Returns instance of TestStatSampler.

void	SaveBeltToFile (bool flag=true)

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

virtual void	SetData (RooAbsData &)
	Set the DataSet.

virtual void	SetModel (const ModelConfig &)
	set the model

void	SetNBins (Int_t bins)

virtual void	SetNuisanceParameters (const RooArgSet &)
	specify the nuisance parameters (eg. the rest of the parameters)

void	SetParameterPointsToTest (RooAbsData &pointsToTest)
	User-defined set of points to test.

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

virtual void	SetPdf (RooAbsPdf &)
	Set the Pdf.

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

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)

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

void	UseAdaptiveSampling (bool flag=true)

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

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

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

#include <RooStats/FeldmanCousins.h>

Inheritance diagram for RooStats::FeldmanCousins:

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Constructor & Destructor Documentation

◆ FeldmanCousins()

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

Common constructor.

standard constructor

Definition at line 65 of file FeldmanCousins.cxx.

◆ ~FeldmanCousins()

FeldmanCousins::~FeldmanCousins ( )

virtual

destructor

Definition at line 86 of file FeldmanCousins.cxx.

Member Function Documentation

◆ AdditionalNToysFactor()

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

inline

Definition at line 97 of file FeldmanCousins.h.

◆ ConfidenceLevel()

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

inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 50 of file FeldmanCousins.h.

◆ CreateConfBelt()

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

inline

Definition at line 107 of file FeldmanCousins.h.

◆ CreateParameterPoints()

void FeldmanCousins::CreateParameterPoints ( ) const

private

initializes fPointsToTest data member (mutable)

specify the parameter points to perform the construction.

allow ability to profile on some nuisance parameters

Definition at line 138 of file FeldmanCousins.cxx.

◆ CreateTestStatSampler()

void FeldmanCousins::CreateTestStatSampler ( ) const

private

initializes fTestStatSampler data member (mutable)

specify the Test Statistic and create a ToyMC test statistic sampler

Definition at line 110 of file FeldmanCousins.cxx.

◆ FluctuateNumDataEntries()

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

inline

Definition at line 101 of file FeldmanCousins.h.

◆ GetConfidenceBelt()

ConfidenceBelt * RooStats::FeldmanCousins::GetConfidenceBelt ( )

inline

Get the confidence belt. This requires that CreateConfBelt() has been set.

Definition at line 93 of file FeldmanCousins.h.

◆ GetInterval()

PointSetInterval * FeldmanCousins::GetInterval ( ) const

virtual

Main interface to get a ConfInterval (will be a PointSetInterval)

Main interface to get a RooStats::ConfInterval.

It constructs a RooStats::PointSetInterval.

Implements RooStats::IntervalCalculator.

Definition at line 222 of file FeldmanCousins.cxx.

◆ GetPointsToScan()

RooAbsData * RooStats::FeldmanCousins::GetPointsToScan ( )

inline

Definition at line 87 of file FeldmanCousins.h.

◆ GetTestStatSampler()

TestStatSampler * FeldmanCousins::GetTestStatSampler ( ) const

Returns instance of TestStatSampler.

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

Definition at line 101 of file FeldmanCousins.cxx.

◆ SaveBeltToFile()

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

inline

Definition at line 103 of file FeldmanCousins.h.

◆ SetConfidenceLevel()

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

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 83 of file FeldmanCousins.h.

◆ SetData()

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

inlinevirtual

Set the DataSet.

Implements RooStats::IntervalCalculator.

Definition at line 52 of file FeldmanCousins.h.

◆ SetModel()

void FeldmanCousins::SetModel ( const ModelConfig & model )

virtual

set the model

Implements RooStats::IntervalCalculator.

Definition at line 95 of file FeldmanCousins.cxx.

◆ SetNBins()

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

inline

Definition at line 99 of file FeldmanCousins.h.

◆ SetNuisanceParameters()

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

inlinevirtual

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

Definition at line 66 of file FeldmanCousins.h.

◆ SetParameterPointsToTest()

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

inline

User-defined set of points to test.

Definition at line 71 of file FeldmanCousins.h.

◆ SetParameters()

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

inlinevirtual

specify the parameters of interest in the interval

Definition at line 61 of file FeldmanCousins.h.

◆ SetPdf()

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

inlinevirtual

Set the Pdf.

Definition at line 56 of file FeldmanCousins.h.

◆ SetPOIPointsToTest()

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

inline

User-defined set of points to test.

Definition at line 76 of file FeldmanCousins.h.

◆ SetTestSize()

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

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 81 of file FeldmanCousins.h.

◆ Size()

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

inlinevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 48 of file FeldmanCousins.h.

◆ UseAdaptiveSampling()

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

inline

Definition at line 95 of file FeldmanCousins.h.

Member Data Documentation

◆ fAdaptiveSampling

Bool_t RooStats::FeldmanCousins::fAdaptiveSampling

private

Definition at line 137 of file FeldmanCousins.h.

◆ fAdditionalNToysFactor

Double_t RooStats::FeldmanCousins::fAdditionalNToysFactor

private

Definition at line 138 of file FeldmanCousins.h.

◆ fConfBelt

ConfidenceBelt* RooStats::FeldmanCousins::fConfBelt

mutableprivate

Definition at line 136 of file FeldmanCousins.h.

◆ fCreateBelt

Bool_t RooStats::FeldmanCousins::fCreateBelt

private

Definition at line 143 of file FeldmanCousins.h.

◆ fData

RooAbsData& RooStats::FeldmanCousins::fData

private

Definition at line 124 of file FeldmanCousins.h.

◆ fDoProfileConstruction

Bool_t RooStats::FeldmanCousins::fDoProfileConstruction

private

Definition at line 141 of file FeldmanCousins.h.

◆ fFluctuateData

Bool_t RooStats::FeldmanCousins::fFluctuateData

private

Definition at line 140 of file FeldmanCousins.h.

◆ fModel

ModelConfig& RooStats::FeldmanCousins::fModel

private

Definition at line 123 of file FeldmanCousins.h.

◆ fNbins

Int_t RooStats::FeldmanCousins::fNbins

private

Definition at line 139 of file FeldmanCousins.h.

◆ fPointsToTest

RooAbsData* RooStats::FeldmanCousins::fPointsToTest

mutableprivate

Definition at line 134 of file FeldmanCousins.h.

◆ fPOIToTest

RooAbsData* RooStats::FeldmanCousins::fPOIToTest

mutableprivate

Definition at line 135 of file FeldmanCousins.h.

◆ fSaveBeltToFile

Bool_t RooStats::FeldmanCousins::fSaveBeltToFile

private

Definition at line 142 of file FeldmanCousins.h.

◆ fSize

Double_t RooStats::FeldmanCousins::fSize

private

Definition at line 122 of file FeldmanCousins.h.

◆ fTestStatSampler

ToyMCSampler* RooStats::FeldmanCousins::fTestStatSampler

mutableprivate

Definition at line 133 of file FeldmanCousins.h.

Libraries for RooStats::FeldmanCousins:

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

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

Private Attributes
Bool_t	fAdaptiveSampling

Double_t	fAdditionalNToysFactor

ConfidenceBelt *	fConfBelt

Bool_t	fCreateBelt

RooAbsData &	fData

Bool_t	fDoProfileConstruction

Bool_t	fFluctuateData

ModelConfig &	fModel

Int_t	fNbins

RooAbsData *	fPointsToTest

RooAbsData *	fPOIToTest

Bool_t	fSaveBeltToFile

Double_t	fSize

ToyMCSampler *	fTestStatSampler

Public Member Functions

Private Member Functions

Private Attributes

Constructor & Destructor Documentation

◆ FeldmanCousins()

◆ ~FeldmanCousins()

Member Function Documentation

◆ AdditionalNToysFactor()

◆ ConfidenceLevel()

◆ CreateConfBelt()

◆ CreateParameterPoints()

◆ CreateTestStatSampler()

◆ FluctuateNumDataEntries()

◆ GetConfidenceBelt()

◆ GetInterval()

◆ GetPointsToScan()

◆ GetTestStatSampler()

◆ SaveBeltToFile()

◆ SetConfidenceLevel()

◆ SetData()

◆ SetModel()

◆ SetNBins()

◆ SetNuisanceParameters()

◆ SetParameterPointsToTest()

◆ SetParameters()

◆ SetPdf()

◆ SetPOIPointsToTest()

◆ SetTestSize()

◆ Size()

◆ UseAdaptiveSampling()

Member Data Documentation

◆ fAdaptiveSampling

◆ fAdditionalNToysFactor

◆ fConfBelt

◆ fCreateBelt

◆ fData

◆ fDoProfileConstruction

◆ fFluctuateData

◆ fModel

◆ fNbins

◆ fPointsToTest

◆ fPOIToTest

◆ fSaveBeltToFile

◆ fSize

◆ fTestStatSampler