// @(#)root/roostats:$Id: NeymanConstruction.h 39391 2011-05-26 09:51:59Z moneta $ // 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_NeymanConstruction #define ROOSTATS_NeymanConstruction #ifndef ROOT_Rtypes #include "Rtypes.h" #endif #ifndef ROOSTATS_IntervalCalculator #include "RooStats/IntervalCalculator.h" #endif #include "RooStats/TestStatSampler.h" #include "RooStats/ModelConfig.h" #include "RooStats/ConfidenceBelt.h" #include "RooStats/PointSetInterval.h" #include "RooAbsData.h" #include "RooAbsPdf.h" #include "RooArgSet.h" #include "TList.h" class RooAbsData; namespace RooStats { class ConfInterval; class NeymanConstruction : public IntervalCalculator{ public: // NeymanConstruction(); NeymanConstruction(RooAbsData& data, ModelConfig& model); virtual ~NeymanConstruction(); // Main interface to get a ConfInterval (will be a PointSetInterval) virtual PointSetInterval* GetInterval() const; // in addition to interface we also need: // Set the TestStatSampler (eg. ToyMC or FFT, includes choice of TestStatistic) void SetTestStatSampler(TestStatSampler& sampler) {fTestStatSampler = &sampler;} // fLeftSideTailFraction*fSize defines lower edge of acceptance region. // Unified limits use 0, central limits use 0.5, // for upper/lower limits it is 0/1 depends on sign of test statistic w.r.t. parameter void SetLeftSideTailFraction(Double_t leftSideFraction = 0.) {fLeftSideFraction = leftSideFraction;} // User-defined set of points to test void SetParameterPointsToTest(RooAbsData& pointsToTest) { fPointsToTest = &pointsToTest; fConfBelt = new ConfidenceBelt("ConfBelt",pointsToTest); } // This class can make regularly spaced scans based on range stored in RooRealVars. // Choose number of steps for a rastor scan (common for each dimension) // void SetNumSteps(Int_t); // This class can make regularly spaced scans based on range stored in RooRealVars. // Choose number of steps for a rastor scan (specific for each dimension) // void SetNumSteps(map<RooAbsArg, Int_t>) // Get the size of the test (eg. rate of Type I error) virtual Double_t Size() const {return fSize;} // Get the Confidence level for the test virtual Double_t ConfidenceLevel() const {return 1.-fSize;} // Set ModelConfig virtual void SetModel(const ModelConfig &model) {fModel = model;} // Set the DataSet virtual void SetData(RooAbsData& data) { fData = data; } // Set the Pdf, add to the the workspace if not already there virtual void SetPdf(RooAbsPdf& /*pdf*/) { cout << "DEPRECATED, use ModelConfig"<<endl; } // specify the parameters of interest in the interval virtual void SetParameters(const RooArgSet& /*set*/) { cout << "DEPRECATED, use ModelConfig"<<endl; } // specify the nuisance parameters (eg. the rest of the parameters) virtual void SetNuisanceParameters(const RooArgSet& /*set*/) { cout << "DEPRECATED, use ModelConfig"<<endl; } // set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) virtual void SetTestSize(Double_t size) {fSize = size;} // set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) virtual void SetConfidenceLevel(Double_t cl) {fSize = 1.-cl;} // get confidence belt ConfidenceBelt* GetConfidenceBelt() {return fConfBelt;} // adaptive sampling algorithm to speed up interval caculation void UseAdaptiveSampling(bool flag=true){fAdaptiveSampling=flag;} // give user ability to ask for more toys void AdditionalNToysFactor(double fact){fAdditionalNToysFactor = fact;} // save teh confidence belt to a file void SaveBeltToFile(bool flag=true){ fSaveBeltToFile = flag; if(flag) fCreateBelt = true; } // should create confidence belt void CreateConfBelt(bool flag=true){fCreateBelt = flag;} // Returns instance of TestStatSampler. Use to change properties of // TestStatSampler, e.g. GetTestStatSampler.SetTestSize(Double_t size); TestStatSampler* GetTestStatSampler(void) { return fTestStatSampler; } private: Double_t fSize; // size of the test (eg. specified rate of Type I error) RooAbsData& fData; // data set ModelConfig &fModel; /* RooAbsPdf * fPdf; // common PDF mutable RooArgSet fPOI; // RooArgSet specifying parameters of interest for interval RooArgSet fNuisParams;// RooArgSet specifying nuisance parameters for interval */ TestStatSampler* fTestStatSampler; RooAbsData* fPointsToTest; Double_t fLeftSideFraction; ConfidenceBelt* fConfBelt; bool fAdaptiveSampling; // controls use of adaptive sampling algorithm Double_t fAdditionalNToysFactor; // give user ability to ask for more toys bool fSaveBeltToFile; // controls use if ConfidenceBelt should be saved to a TFile bool fCreateBelt; // controls use if ConfidenceBelt should be saved to a TFile protected: ClassDef(NeymanConstruction,1) // Interface for tools setting limits (producing confidence intervals) }; } #endif