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.

	~FeldmanCousins () override
	destructor

void	AdditionalNToysFactor (double fact)

double	ConfidenceLevel () const override
	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.

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

RooAbsData *	GetPointsToScan ()

TestStatSampler *	GetTestStatSampler () const
	Returns instance of TestStatSampler.

TClass *	IsA () const override

void	SaveBeltToFile (bool flag=true)

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

void	SetData (RooAbsData &) override
	Set the DataSet.

void	SetModel (const ModelConfig &) override
	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.

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

double	Size () const override
	Get the size of the test (eg. rate of Type I error)

void	Streamer (TBuffer &) override

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

void	UseAdaptiveSampling (bool flag=true)

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

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

Static Public Member Functions
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from RooStats::IntervalCalculator
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

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

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

Private Attributes
bool	fAdaptiveSampling
	controls use of adaptive sampling algorithm

double	fAdditionalNToysFactor
	give user ability to ask for more toys

ConfidenceBelt *	fConfBelt

bool	fCreateBelt
	controls use if ConfidenceBelt should be saved to a TFile

RooAbsData &	fData
	data set

bool	fDoProfileConstruction
	instead of full construction over nuisance parameters, do profile

bool	fFluctuateData
	tell ToyMCSampler to fluctuate number of entries in dataset

ModelConfig &	fModel

Int_t	fNbins
	number of samples per variable

RooAbsData *	fPointsToTest
	points to perform the construction

RooAbsData *	fPOIToTest
	value of POI points to perform the construction

bool	fSaveBeltToFile
	controls use if ConfidenceBelt should be saved to a TFile

double	fSize
	size of the test (eg. specified rate of Type I error)

ToyMCSampler *	fTestStatSampler
	the test statistic sampler

#include <RooStats/FeldmanCousins.h>

Inheritance diagram for RooStats::FeldmanCousins:

[legend]

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 ( )

override

destructor

Definition at line 86 of file FeldmanCousins.cxx.

Member Function Documentation

◆ AdditionalNToysFactor()

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

inline

Definition at line 95 of file FeldmanCousins.h.

◆ Class()

static TClass * RooStats::FeldmanCousins::Class ( )

static

Returns: TClass describing this class

◆ Class_Name()

static const char * RooStats::FeldmanCousins::Class_Name ( )

static

Returns: Name of this class

◆ Class_Version()

static constexpr Version_t RooStats::FeldmanCousins::Class_Version ( )

inlinestaticconstexpr

Returns: Version of this class

Definition at line 137 of file FeldmanCousins.h.

◆ ConfidenceLevel()

double RooStats::FeldmanCousins::ConfidenceLevel ( ) const

inlineoverridevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 48 of file FeldmanCousins.h.

◆ CreateConfBelt()

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

inline

Definition at line 105 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.

◆ DeclFileName()

static const char * RooStats::FeldmanCousins::DeclFileName ( )

inlinestatic

Returns: Name of the file containing the class declaration

Definition at line 137 of file FeldmanCousins.h.

◆ FluctuateNumDataEntries()

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

inline

Definition at line 99 of file FeldmanCousins.h.

◆ GetConfidenceBelt()

ConfidenceBelt * RooStats::FeldmanCousins::GetConfidenceBelt ( )

inline

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

Definition at line 91 of file FeldmanCousins.h.

◆ GetInterval()

PointSetInterval * FeldmanCousins::GetInterval ( ) const

overridevirtual

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 216 of file FeldmanCousins.cxx.

◆ GetPointsToScan()

RooAbsData * RooStats::FeldmanCousins::GetPointsToScan ( )

inline

Definition at line 85 of file FeldmanCousins.h.

◆ GetTestStatSampler()

TestStatSampler * FeldmanCousins::GetTestStatSampler ( ) const

Returns instance of TestStatSampler.

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

Definition at line 101 of file FeldmanCousins.cxx.

◆ IsA()

TClass * RooStats::FeldmanCousins::IsA ( ) const

inlineoverridevirtual

Returns: TClass describing current object

Reimplemented from RooStats::IntervalCalculator.

Definition at line 137 of file FeldmanCousins.h.

◆ SaveBeltToFile()

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

inline

Definition at line 101 of file FeldmanCousins.h.

◆ SetConfidenceLevel()

void RooStats::FeldmanCousins::SetConfidenceLevel ( double cl )

inlineoverridevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 81 of file FeldmanCousins.h.

◆ SetData()

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

inlineoverridevirtual

Set the DataSet.

Implements RooStats::IntervalCalculator.

Definition at line 50 of file FeldmanCousins.h.

◆ SetModel()

void FeldmanCousins::SetModel ( const ModelConfig & model )

overridevirtual

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 97 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 64 of file FeldmanCousins.h.

◆ SetParameterPointsToTest()

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

inline

User-defined set of points to test.

Definition at line 69 of file FeldmanCousins.h.

◆ SetParameters()

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

inlinevirtual

specify the parameters of interest in the interval

Definition at line 59 of file FeldmanCousins.h.

◆ SetPdf()

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

inlinevirtual

Set the Pdf.

Definition at line 54 of file FeldmanCousins.h.

◆ SetPOIPointsToTest()

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

inline

User-defined set of points to test.

Definition at line 74 of file FeldmanCousins.h.

◆ SetTestSize()

void RooStats::FeldmanCousins::SetTestSize ( double size )

inlineoverridevirtual

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 79 of file FeldmanCousins.h.

◆ Size()

double RooStats::FeldmanCousins::Size ( ) const

inlineoverridevirtual

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

Implements RooStats::IntervalCalculator.

Definition at line 46 of file FeldmanCousins.h.

◆ Streamer()

void RooStats::FeldmanCousins::Streamer ( TBuffer & )

overridevirtual

Reimplemented from RooStats::IntervalCalculator.

◆ StreamerNVirtual()

void RooStats::FeldmanCousins::StreamerNVirtual ( TBuffer & ClassDef_StreamerNVirtual_b )

inline

Definition at line 137 of file FeldmanCousins.h.

◆ UseAdaptiveSampling()

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

inline

Definition at line 93 of file FeldmanCousins.h.

Member Data Documentation

◆ fAdaptiveSampling

bool RooStats::FeldmanCousins::fAdaptiveSampling

private

controls use of adaptive sampling algorithm

Definition at line 128 of file FeldmanCousins.h.

◆ fAdditionalNToysFactor

double RooStats::FeldmanCousins::fAdditionalNToysFactor

private

give user ability to ask for more toys

Definition at line 129 of file FeldmanCousins.h.

◆ fConfBelt

ConfidenceBelt* RooStats::FeldmanCousins::fConfBelt

mutableprivate

Definition at line 127 of file FeldmanCousins.h.

◆ fCreateBelt

bool RooStats::FeldmanCousins::fCreateBelt

private

controls use if ConfidenceBelt should be saved to a TFile

Definition at line 134 of file FeldmanCousins.h.

◆ fData

RooAbsData& RooStats::FeldmanCousins::fData

private

data set

Definition at line 122 of file FeldmanCousins.h.

◆ fDoProfileConstruction

bool RooStats::FeldmanCousins::fDoProfileConstruction

private

instead of full construction over nuisance parameters, do profile

Definition at line 132 of file FeldmanCousins.h.

◆ fFluctuateData

bool RooStats::FeldmanCousins::fFluctuateData

private

tell ToyMCSampler to fluctuate number of entries in dataset

Definition at line 131 of file FeldmanCousins.h.

◆ fModel

ModelConfig& RooStats::FeldmanCousins::fModel

private

Definition at line 121 of file FeldmanCousins.h.

◆ fNbins

Int_t RooStats::FeldmanCousins::fNbins

private

number of samples per variable

Definition at line 130 of file FeldmanCousins.h.

◆ fPointsToTest

RooAbsData* RooStats::FeldmanCousins::fPointsToTest

mutableprivate

points to perform the construction

Definition at line 125 of file FeldmanCousins.h.

◆ fPOIToTest

RooAbsData* RooStats::FeldmanCousins::fPOIToTest

mutableprivate

value of POI points to perform the construction

Definition at line 126 of file FeldmanCousins.h.

◆ fSaveBeltToFile

bool RooStats::FeldmanCousins::fSaveBeltToFile

private

controls use if ConfidenceBelt should be saved to a TFile

Definition at line 133 of file FeldmanCousins.h.

◆ fSize

double RooStats::FeldmanCousins::fSize

private

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

Definition at line 120 of file FeldmanCousins.h.

◆ fTestStatSampler

ToyMCSampler* RooStats::FeldmanCousins::fTestStatSampler

mutableprivate

the test statistic sampler

Definition at line 124 of file FeldmanCousins.h.

Libraries for RooStats::FeldmanCousins:

[legend]

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

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

Public Member Functions

Static Public Member Functions

Private Member Functions

Private Attributes

Constructor & Destructor Documentation

◆ FeldmanCousins()

◆ ~FeldmanCousins()

Member Function Documentation

◆ AdditionalNToysFactor()

◆ Class()

◆ Class_Name()

◆ Class_Version()

◆ ConfidenceLevel()

◆ CreateConfBelt()

◆ CreateParameterPoints()

◆ CreateTestStatSampler()

◆ DeclFileName()

◆ FluctuateNumDataEntries()

◆ GetConfidenceBelt()

◆ GetInterval()

◆ GetPointsToScan()

◆ GetTestStatSampler()

◆ IsA()

◆ SaveBeltToFile()

◆ SetConfidenceLevel()

◆ SetData()

◆ SetModel()

◆ SetNBins()

◆ SetNuisanceParameters()

◆ SetParameterPointsToTest()

◆ SetParameters()

◆ SetPdf()

◆ SetPOIPointsToTest()

◆ SetTestSize()

◆ Size()

◆ Streamer()

◆ StreamerNVirtual()

◆ UseAdaptiveSampling()

Member Data Documentation

◆ fAdaptiveSampling

◆ fAdditionalNToysFactor

◆ fConfBelt

◆ fCreateBelt

◆ fData

◆ fDoProfileConstruction

◆ fFluctuateData

◆ fModel

◆ fNbins

◆ fPointsToTest

◆ fPOIToTest

◆ fSaveBeltToFile

◆ fSize

◆ fTestStatSampler