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:

A model common model (e.g. a family of specific models, which includes both the null and alternate)
A data set
A set of parameters of interest. The nuisance parameters will be all other parameters of the model.
A set of parameters which specify the null hypothesis (including values and const/non-const status).

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)

	ProfileLikelihoodCalculator (RooAbsData &data, ModelConfig &model, double 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.

	ProfileLikelihoodCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet &paramsOfInterest, double size=0.05, const RooArgSet *nullParams=nullptr)
	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).

	~ProfileLikelihoodCalculator () override
	destructor cannot delete prod pdf because it will delete all the composing pdf's if (fOwnPdf) delete fPdf; fPdf = 0;

HypoTestResult *	GetHypoTest () const override
	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).

LikelihoodInterval *	GetInterval () const override
	Return a likelihood interval.

TClass *	IsA () const override

void	Streamer (TBuffer &) override

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

Public Member Functions inherited from RooStats::CombinedCalculator
	CombinedCalculator ()

	CombinedCalculator (RooAbsData &data, const ModelConfig &model, double size=0.05)
	constructor from data and model configuration

	CombinedCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet &paramsOfInterest, double size=0.05, const RooArgSet nullParams=nullptr, const RooArgSet altParams=nullptr, const RooArgSet *nuisParams=nullptr)

double	ConfidenceLevel () const override
	Get the Confidence level for the test.

void	SetAlternateModel (const ModelConfig &) override
	Set the model for the alternate hypothesis.

virtual void	SetAlternateParameters (const RooArgSet &set)
	set parameter values for the alternate if using a common PDF

virtual void	SetConditionalObservables (const RooArgSet &set)
	set conditional observables needed for computing the NLL

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

void	SetData (RooAbsData &data) override
	Set the DataSet, add to the workspace if not already there.

virtual void	SetGlobalObservables (const RooArgSet &set)
	set global observables needed for computing the NLL

void	SetModel (const ModelConfig &model) override
	set the model (in this case can set only the parameters for the null hypothesis)

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

void	SetNullModel (const ModelConfig &) override
	Set the model for the null hypothesis.

virtual void	SetNullParameters (const RooArgSet &set)
	set parameter values for the null if using a common PDF

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

virtual void	SetPdf (RooAbsPdf &pdf)
	Set the Pdf.

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	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

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

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

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

virtual void	SetCommonModel (const ModelConfig &model)
	Set a common model for both the null and alternate, add to the workspace if not already there.

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::CombinedCalculator
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 ()

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

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Protected Member Functions
RooFit::OwningPtr< RooAbsReal >	DoGlobalFit () const
	perform a global fit

void	DoReset () const
	clear internal fit result

Protected Member Functions inherited from RooStats::CombinedCalculator
RooAbsData *	GetData () const

RooAbsPdf *	GetPdf () const

Static Protected Member Functions
static RooFit::OwningPtr< RooFitResult >	DoMinimizeNLL (RooAbsReal *nll)
	minimize likelihood

Protected Attributes
std::unique_ptr< RooFitResult >	fFitResult

bool	fGlobalFitDone
	flag to control if a global fit has been done

Protected Attributes inherited from RooStats::CombinedCalculator
RooArgSet	fAlternateParams
	RooArgSet specifying alternate parameters for hypothesis test.

RooArgSet	fConditionalObs
	RooArgSet specifying the conditional observables.

RooAbsData *	fData

RooArgSet	fGlobalObs
	RooArgSet specifying the global observables.

RooArgSet	fNuisParams
	RooArgSet specifying nuisance parameters for interval.

RooArgSet	fNullParams
	RooArgSet specifying null parameters for hypothesis test.

RooAbsPdf *	fPdf

RooArgSet	fPOI
	RooArgSet specifying parameters of interest for interval.

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

#include <RooStats/ProfileLikelihoodCalculator.h>

Inheritance diagram for RooStats::ProfileLikelihoodCalculator:

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Constructor & Destructor Documentation

◆ ProfileLikelihoodCalculator() [1/3]

ProfileLikelihoodCalculator::ProfileLikelihoodCalculator ( )

Default constructor (needed for I/O)

default constructor

Definition at line 82 of file ProfileLikelihoodCalculator.cxx.

◆ ProfileLikelihoodCalculator() [2/3]

ProfileLikelihoodCalculator::ProfileLikelihoodCalculator	(	RooAbsData &	data,
		RooAbsPdf &	pdf,
		const RooArgSet &	paramsOfInterest,
		double	size = `0.05`,
		const RooArgSet *	nullParams = `nullptr`
	)

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 84 of file ProfileLikelihoodCalculator.cxx.

◆ ProfileLikelihoodCalculator() [3/3]

ProfileLikelihoodCalculator::ProfileLikelihoodCalculator	(	RooAbsData &	data,
		ModelConfig &	model,
		double	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.

Definition at line 93 of file ProfileLikelihoodCalculator.cxx.

◆ ~ProfileLikelihoodCalculator()

ProfileLikelihoodCalculator::~ProfileLikelihoodCalculator ( )

overridedefault

destructor cannot delete prod pdf because it will delete all the composing pdf's if (fOwnPdf) delete fPdf; fPdf = 0;

Member Function Documentation

◆ Class()

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

static

Returns: TClass describing this class

◆ Class_Name()

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

static

Returns: Name of this class

◆ Class_Version()

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

inlinestaticconstexpr

Returns: Version of this class

Definition at line 74 of file ProfileLikelihoodCalculator.h.

◆ DeclFileName()

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

inlinestatic

Returns: Name of the file containing the class declaration

Definition at line 74 of file ProfileLikelihoodCalculator.h.

◆ DoGlobalFit()

RooFit::OwningPtr< RooAbsReal > ProfileLikelihoodCalculator::DoGlobalFit ( ) const

protected

perform a global fit

Definition at line 117 of file ProfileLikelihoodCalculator.cxx.

◆ DoMinimizeNLL()

RooFit::OwningPtr< RooFitResult > ProfileLikelihoodCalculator::DoMinimizeNLL ( RooAbsReal * nll )

staticprotected

minimize likelihood

Definition at line 160 of file ProfileLikelihoodCalculator.cxx.

◆ DoReset()

void ProfileLikelihoodCalculator::DoReset ( ) const

protected

clear internal fit result

Definition at line 111 of file ProfileLikelihoodCalculator.cxx.

◆ GetHypoTest()

HypoTestResult * ProfileLikelihoodCalculator::GetHypoTest ( ) const

overridevirtual

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 first lets the null parameters float, so it's a maximum likelihood estimate.
The second is to the null model (fixing null parameters to their specified values): e.g. a conditional maximum likelihood. Since not all parameters are floating, this likelihood will be lower than the unconditional model.

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 288 of file ProfileLikelihoodCalculator.cxx.