LikelihoodInterval.h

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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.             *
 *************************************************************************/
 
#ifndef RooStats_LikelihoodInterval
#define RooStats_LikelihoodInterval
 
#include "RooStats/ConfInterval.h"
 
#include "RooArgSet.h"
 
#include "RooAbsReal.h"
 
#include "Math/IFunctionfwd.h"
 
#include <map>
#include <memory>
#include <string>
 
namespace ROOT {
   namespace Math {
      class Minimizer;
   }
}
 
namespace RooStats {
 
   class LikelihoodInterval : public ConfInterval {
 
   public:
 
      /// default constructor
      explicit LikelihoodInterval(const char *name = nullptr);
 
      //// construct the interval from a Profile Likelihood object, parameter of interest and optionally a snapshot of
      //// POI with their best fit values
      LikelihoodInterval(const char* name, RooAbsReal*, const RooArgSet*,  RooArgSet * = nullptr);
 
      /// destructor
      ~LikelihoodInterval() override;
 
      /// check if given point is in the interval
      bool IsInInterval(const RooArgSet&) const override;
 
      /// set the confidence level for the interval (e.g 0.682 for a 1-sigma interval)
      void SetConfidenceLevel(double cl) override {fConfidenceLevel = cl; ResetLimits(); }
 
      /// return confidence level
      double ConfidenceLevel() const override {return fConfidenceLevel;}
 
      /// return a cloned list of parameters of interest.  User manages the return object
       RooArgSet* GetParameters() const override;
 
      /// check if parameters are correct (i.e. they are the POI of this interval)
      bool CheckParameters(const RooArgSet&) const override ;
 
 
      /// return the lower bound of the interval on a given parameter
      double LowerLimit(const RooRealVar& param) { bool ok; return LowerLimit(param,ok); }
      double LowerLimit(const RooRealVar& param, bool & status) ;
 
      /// return the upper bound of the interval on a given parameter
      double UpperLimit(const RooRealVar& param) { bool ok; return UpperLimit(param,ok); }
      double UpperLimit(const RooRealVar& param, bool & status) ;
 
      /// find both lower and upper interval boundaries for a given parameter
      /// return false if the bounds have not been found
      bool FindLimits(const RooRealVar & param, double & lower, double &upper);
 
      /// return the 2D-contour points for the given subset of parameters
      /// by default make the contour using 30 points. The User has to preallocate the x and y array which will return
      /// the set of x and y points defining the contour.
      /// The return value of the function specify the number of contour point found.
      /// In case of error a zero is returned
      Int_t GetContourPoints(const RooRealVar & paramX, const RooRealVar & paramY, double * x, double *y, Int_t npoints = 30);
 
      /// return the profile log-likelihood ratio function
      RooAbsReal* GetLikelihoodRatio() {return fLikelihoodRatio;}
 
      /// return a pointer to a snapshot with best fit parameter of interest
      const RooArgSet * GetBestFitParameters() const { return fBestFitParams; }
 
   protected:
 
      /// reset the cached limit values
      void ResetLimits();
 
      /// internal function to create the minimizer for finding the contours
      bool CreateMinimizer();
 
   private:
 
      RooArgSet   fParameters;      ///< parameters of interest for this interval
      RooArgSet * fBestFitParams;   ///< snapshot of the model parameters with best fit value (managed internally)
      RooAbsReal* fLikelihoodRatio; ///< likelihood ratio function used to make contours (managed internally)
      double fConfidenceLevel;    ///< Requested confidence level (eg. 0.95 for 95% CL)
      std::map<std::string, double> fLowerLimits; ///< map with cached lower bound values
      std::map<std::string, double> fUpperLimits; ///< map with cached upper bound values
      std::shared_ptr<ROOT::Math::Minimizer > fMinimizer;      ///<! transient pointer to minimizer class used to find limits and contour
      std::shared_ptr<RooFunctor>           fFunctor;          ///<! transient pointer to functor class used by the minimizer
      std::shared_ptr<ROOT::Math::IMultiGenFunction> fMinFunc; ///<! transient pointer to the minimization function
 
      ClassDefOverride(LikelihoodInterval,1)  // Concrete implementation of a ConfInterval based on a likelihood ratio
 
   };
}
 
#endif