HypoTestInverterOriginal.cxx

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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.             *
 *************************************************************************/

////////////////////////////////////////////////////////////////////////////////



// include other header files

#include "RooAbsPdf.h"
#include "RooAbsData.h"
#include "RooRealVar.h"
#include "TMath.h"

#include "RooStats/HybridCalculatorOriginal.h"
#include "RooStats/HybridResult.h"

// include header file of this class 
#include "RooStats/HypoTestInverterOriginal.h"


ClassImp(RooStats::HypoTestInverterOriginal)

using namespace RooStats;
using namespace std;


HypoTestInverterOriginal::HypoTestInverterOriginal( ) :
   fCalculator0(0),
   fScannedVariable(0),
   fResults(0),
   fUseCLs(false),
   fSize(0)
{
  // default constructor (doesn't do anything) 
}


HypoTestInverterOriginal::HypoTestInverterOriginal( HypoTestCalculator& myhc0,
                RooRealVar& scannedVariable, double size ) :
   TNamed( ),
   fCalculator0(&myhc0),
   fScannedVariable(&scannedVariable), 
   fResults(0),
   fUseCLs(false),
   fSize(size)
{
   // constructor from a reference to an HypoTestCalculator 
   // (it must be an HybridCalculator type) and a RooRealVar for the variable
   SetName("HypoTestInverterOriginal");


   HybridCalculatorOriginal * hc = dynamic_cast<HybridCalculatorOriginal *> (fCalculator0);
   if (hc == 0) { 
      Fatal("HypoTestInverterOriginal","Using non HybridCalculatorOriginal class IS NOT SUPPORTED");
   }

}


HypoTestInverterOriginal::~HypoTestInverterOriginal()
{
  // destructor
  
  // delete the HypoTestInverterResult
  if (fResults) delete fResults;
}

void  HypoTestInverterOriginal::CreateResults() { 
  // create a new HypoTestInverterResult to hold all computed results
   if (fResults == 0) {
      TString results_name = this->GetName();
      results_name += "_results";
      fResults = new HypoTestInverterResult(results_name,*fScannedVariable,ConfidenceLevel());
      fResults->SetTitle("HypoTestInverterOriginal Result");
   }
   fResults->UseCLs(fUseCLs);
}


bool HypoTestInverterOriginal::RunAutoScan( double xMin, double xMax, double target, double epsilon, unsigned int numAlgorithm  )
{
  /// Search for the value of the parameter of interest (vary the
  /// hypothesis being tested) in the specified range [xMin,xMax]
  /// until the confidence level is compatible with the target value
  /// within one time the estimated error (and the estimated error
  /// should also become smaller than the specified parameter epsilon)

  // various sanity checks on the input parameters
  if ( xMin>=xMax || xMin< fScannedVariable->getMin() || xMax>fScannedVariable->getMax() ) {
    std::cout << "Error: problem with the specified range\n";
    return false;
  }
  if ( target<=0 || target>=1 ) {
    std::cout << "Error: problem with target value\n";
    return false;
  }
  if ( epsilon>0.5-fabs(0.5-target) ) {
    std::cout << "Error: problem with error value\n";
    return false;
  }
  if ( numAlgorithm!=0 && numAlgorithm!=1 ) {
    std::cout << "Error: invalid interpolation algorithm\n";
    return false;
  }

  CreateResults();

  // if ( TMath::AreEqualRel(target,1-Size()/2,DBL_EPSILON) ) {  // to uncomment for ROOT 5.26
  if ( fabs(1-target/(1-Size()/2))<DBL_EPSILON ) {
    fResults->fInterpolateLowerLimit = false;
    std::cout << "Target matches lower limit: de-activate interpolation in HypoTestInverterResult\n";
  }
  // if ( TMath::AreEqualRel(target,Size()/2,DBL_EPSILON) ) {  // to uncomment for ROOT 5.26
  if ( fabs(1-target/((Size()/2)))<DBL_EPSILON ) {
    fResults->fInterpolateUpperLimit = false;
    std::cout << "Target matches upper limit: de-activate interpolation in HypoTestInverterResult\n";
  }

  // parameters of the algorithm that are hard-coded
  const double nSigma = 1; // number of times the estimated error the final p-value should be from the target

  // backup some values to be restored at the end 
  const unsigned int nToys_backup = ((HybridCalculatorOriginal*)fCalculator0)->GetNumberOfToys();

  // check the 2 hypothesis tests specified as extrema in the constructor
  double leftX = xMin;
  if (!RunOnePoint(leftX)) return false;
  double leftCL = fResults->GetYValue(fResults->ArraySize()-1);
  double leftCLError = fResults->GetYError(fResults->ArraySize()-1);
 
  double rightX = xMax;
  if (!RunOnePoint(rightX)) return false;
  double rightCL = fResults->GetYValue(fResults->ArraySize()-1);
  double rightCLError = fResults->GetYError(fResults->ArraySize()-1);
  
  if ( rightCL>target && leftCL>target ) {
    std::cout << "The confidence level at both boundaries are both too large ( " << leftCL << " and " <<  rightCL << std::endl << "Run again with other boundaries or larger toy-MC statistics\n";
    return false;
  }
  if ( rightCL<target && leftCL<target ) {
    std::cout << "The confidence level at both boundaries are both too small ( " << leftCL << " and " <<  rightCL << std::endl << "Run again with other boundaries or larger toy-MC statistics\n";
    return false;
  }

  unsigned int nIteration = 2;  // number of iteration performed by the algorithm
  bool quitThisLoop = false;  // flag to interrupt the search and quit cleanly

  double centerCL = 0;
  double centerCLError = 0;

  // search for the value of the searched variable where the CL is
  // within 1 sigma of the desired level and sigma smaller than
  // epsilon.
  do {
    double x = 0;

    // safety checks
    if (leftCL==rightCL) {
      std::cout << "This cannot (and should not) happen... quit\n";
      quitThisLoop = true;
    } else if (leftX==rightX) {
      std::cout << "This cannot (and should not) happen... quit\n";
      quitThisLoop = true;
    } else {

      // apply chosen type of interpolation algorithm
      if (numAlgorithm==0) {
   // exponential interpolation

   // add safety checks
   if (!leftCL) leftCL = DBL_EPSILON;
   if (!rightCL) rightCL = DBL_EPSILON;

   double a = (log(leftCL) - log(rightCL)) / (leftX - rightX);
   double b = leftCL / exp(a * leftX);
   x = (log(target) - log(b)) / a;

   // to do: do not allow next iteration outside the xMin,xMax interval
   if (x<xMin || x>xMax || TMath::IsNaN(x)) {
     std::cout << "Extrapolated value out of range or nan: exits\n";
     quitThisLoop = true;
   }
      } else if (numAlgorithm==1) {
   // linear interpolation
   
   double a = (leftCL-rightCL)/(leftX-rightX);
   double b = leftCL-a*leftX;
   x = (target-b)/a;

   if (x<xMin || x>xMax || TMath::IsNaN(x)) {
     std::cout << "Extrapolated value out of range or nan: exits\n";
     quitThisLoop = true;
   }
      }  // end of interpolation algorithms
    }

    if ( x==leftX || x==rightX ) {
      std::cout << "Error: exit because interpolated value equals to a previous iteration\n";
      quitThisLoop = true;
    }

    // perform another hypothesis-test for value x
    bool success = false;
    if (!quitThisLoop) success = RunOnePoint(x);

    if (success) {

      nIteration++;  // succeeded, increase the iteration counter
      centerCL = fResults->GetYValue(fResults->ArraySize()-1);
      centerCLError = fResults->GetYError(fResults->ArraySize()-1);

      // replace either the left or right point by this new point
    
      // test if the interval points are on different sides, then
      // replace the one on the correct side with the center
      if ( (leftCL > target) == (rightCL < target) ) {
   if ( (centerCL > target) == (leftCL > target) ) {
     leftX = x;
     leftCL = centerCL;
     leftCLError = centerCLError;
   } else {
     rightX = x;
     rightCL = centerCL;
     rightCLError = centerCLError;
   }
   // Otherwise replace the point farest away from target (measured in
   // sigmas)
      } else if ( (fabs(leftCL - target) / leftCLError) >
        (fabs(rightCL - target) / rightCLError) ) {
   leftX = x;
   leftCL = centerCL;
   leftCLError = centerCLError;
      } else {
   rightX = x;
   rightCL = centerCL;
   rightCLError = centerCLError;
      }

      // if a point is found compatible with the target CL but with too
      // large error, increase the number of toyMC
      if ( fabs(centerCL-target) < nSigma*centerCLError && centerCLError > epsilon  ) {
   do {

     int nToys = ((HybridCalculatorOriginal*)fCalculator0)->GetNumberOfToys();  // current number of toys
     int nToysTarget = (int) TMath::Max(nToys*1.5, 1.2*nToys*pow(centerCLError/epsilon,2));  // estimated number of toys until the target precision is reached
     
     std::cout << "Increasing the number of toys to: " << nToysTarget << std::endl;
     
     // run again the same point with more toyMC (run the complement number of toys)
     ((HybridCalculatorOriginal*)fCalculator0)->SetNumberOfToys(nToysTarget-nToys);
     
     if (!RunOnePoint(x)) quitThisLoop=true;
     nIteration++;  // succeeded, increase the iteration counter
     centerCL = fResults->GetYValue(fResults->ArraySize()-1);
     centerCLError = fResults->GetYError(fResults->ArraySize()-1);
     
     // set the number of toys to reach the target 
     ((HybridCalculatorOriginal*)fCalculator0)->SetNumberOfToys(nToysTarget);
   } while ( fabs(centerCL-target) < nSigma*centerCLError && centerCLError > epsilon && quitThisLoop==false );  // run this block again if it's still compatible with the target and the error still too large
      }
      
      if (leftCL==rightCL) {
   std::cout << "Algorithm failed: left and right CL are equal (no intrapolation possible or more toy-MC statistics needed)\n";
     quitThisLoop = true;
      }
    } // end running one more iteration

  } while ( ( fabs(centerCL-target) > nSigma*centerCLError || centerCLError > epsilon ) && quitThisLoop==false );  // end of the main 'do' loop 

  // restore some parameters that might have been changed by the algorithm
  ((HybridCalculatorOriginal*)fCalculator0)->SetNumberOfToys(nToys_backup);
  
  if ( quitThisLoop==true ) {
    // abort and return 'false' to indicate fail status
    std::cout << "Aborted the search because something happened\n";
    return false;
  }

  std::cout << "Converged in " << fResults->ArraySize() << " iterations\n";

  // finished: return 'true' for success status
  return true;
}


bool HypoTestInverterOriginal::RunFixedScan( int nBins, double xMin, double xMax )
{
   // Run a Fixed scan in npoints between min and max

   CreateResults();
  // safety checks
  if ( nBins<=0 ) {
    std::cout << "Please provide nBins>0\n";
    return false;
  }
  if ( nBins==1 && xMin!=xMax ) {
    std::cout << "nBins==1 -> I will run for xMin (" << xMin << ")\n";
  }
  if ( xMin==xMax && nBins>1 ) { 
    std::cout << "xMin==xMax -> I will enforce nBins==1\n";
    nBins = 1;
  }
  if ( xMin>xMax ) {
    std::cout << "Please provide xMin (" << xMin << ") smaller that xMax (" << xMax << ")\n";
    return false;
  } 
  
  for (int i=0; i<nBins; i++) {
    double thisX = xMin+i*(xMax-xMin)/(nBins-1);
    bool status = RunOnePoint(thisX);
    
    // check if failed status
    if ( status==false ) {
      std::cout << "Loop interrupted because of failed status\n";
      return false;
    }
  }

  return true;
}


bool HypoTestInverterOriginal::RunOnePoint( double thisX )
{
   // run only one point 

   CreateResults();

   // check if thisX is in the range specified for fScannedVariable
   if ( thisX<fScannedVariable->getMin() ) {
     std::cout << "Out of range: using the lower bound on the scanned variable rather than " << thisX<< "\n";
     thisX = fScannedVariable->getMin();
   }
   if ( thisX>fScannedVariable->getMax() ) {
     std::cout << "Out of range: using the upper bound on the scanned variable rather than " << thisX<< "\n";
     thisX = fScannedVariable->getMax();
   }

   double oldValue = fScannedVariable->getVal();

   fScannedVariable->setVal(thisX);
   std::cout << "Running for " << fScannedVariable->GetName() << " = " << thisX << endl;
   
   // compute the results
   HypoTestResult* myHybridResult = fCalculator0->GetHypoTest(); 
   
   double lastXtested;
   if ( fResults->ArraySize()!=0 ) lastXtested = fResults->GetXValue(fResults->ArraySize()-1);
   else lastXtested = -999;

   if ( lastXtested==thisX ) {
     
     std::cout << "Merge with previous result\n";
     HybridResult* latestResult = (HybridResult*) fResults->GetResult(fResults->ArraySize()-1);
     latestResult->Add((HybridResult*)myHybridResult);
     delete myHybridResult;

   } else {
     
     // fill the results in the HypoTestInverterResult array
     fResults->fXValues.push_back(thisX);
     fResults->fYObjects.Add(myHybridResult);
   }


   std::cout << "computed: " << fResults->GetYValue(fResults->ArraySize()-1) << endl;

   fScannedVariable->setVal(oldValue);
   
   return true;
}