// internal routine to run the inverter
HypoTestInverterResult *
RooStats::HypoTestInvTool::RunInverter(RooWorkspace * w,
const char * modelSBName, const char * modelBName,
const char * dataName, int type, int testStatType,
bool useCLs, int npoints, double poimin, double poimax,
int ntoys,
bool useNumberCounting,
const char * nuisPriorName ){
std::cout << "Running HypoTestInverter on the workspace " << w->GetName() << std::endl;
w->Print();
RooAbsData * data = w->data(dataName);
if (!data) {
Error("StandardHypoTestDemo","Not existing data %s",dataName);
return 0;
}
else
std::cout << "Using data set " << dataName << std::endl;
if (mUseVectorStore) {
RooAbsData::setDefaultStorageType(RooAbsData::Vector);
data->convertToVectorStore() ;
}
// get models from WS
// get the modelConfig out of the file
ModelConfig* bModel = (ModelConfig*) w->obj(modelBName);
ModelConfig* sbModel = (ModelConfig*) w->obj(modelSBName);
if (!sbModel) {
Error("StandardHypoTestDemo","Not existing ModelConfig %s",modelSBName);
return 0;
}
// check the model
if (!sbModel->GetPdf()) {
Error("StandardHypoTestDemo","Model %s has no pdf ",modelSBName);
return 0;
}
if (!sbModel->GetParametersOfInterest()) {
Error("StandardHypoTestDemo","Model %s has no poi ",modelSBName);
return 0;
}
if (!sbModel->GetObservables()) {
Error("StandardHypoTestInvDemo","Model %s has no observables ",modelSBName);
return 0;
}
if (!sbModel->GetSnapshot() ) {
Info("StandardHypoTestInvDemo","Model %s has no snapshot - make one using model poi",modelSBName);
sbModel->SetSnapshot( *sbModel->GetParametersOfInterest() );
}
// case of no systematics
// remove nuisance parameters from model
if (noSystematics) {
const RooArgSet * nuisPar = sbModel->GetNuisanceParameters();
if (nuisPar && nuisPar->getSize() > 0) {
std::cout << "StandardHypoTestInvDemo" << " - Switch off all systematics by setting them constant to their initial values" << std::endl;
RooStats::SetAllConstant(*nuisPar);
}
if (bModel) {
const RooArgSet * bnuisPar = bModel->GetNuisanceParameters();
if (bnuisPar)
RooStats::SetAllConstant(*bnuisPar);
}
}
if (!bModel || bModel == sbModel) {
Info("StandardHypoTestInvDemo","The background model %s does not exist",modelBName);
Info("StandardHypoTestInvDemo","Copy it from ModelConfig %s and set POI to zero",modelSBName);
bModel = (ModelConfig*) sbModel->Clone();
bModel->SetName(TString(modelSBName)+TString("_with_poi_0"));
RooRealVar * var = dynamic_cast<RooRealVar*>(bModel->GetParametersOfInterest()->first());
if (!var) return 0;
double oldval = var->getVal();
var->setVal(0);
bModel->SetSnapshot( RooArgSet(*var) );
var->setVal(oldval);
}
else {
if (!bModel->GetSnapshot() ) {
Info("StandardHypoTestInvDemo","Model %s has no snapshot - make one using model poi and 0 values ",modelBName);
RooRealVar * var = dynamic_cast<RooRealVar*>(bModel->GetParametersOfInterest()->first());
if (var) {
double oldval = var->getVal();
var->setVal(0);
bModel->SetSnapshot( RooArgSet(*var) );
var->setVal(oldval);
}
else {
Error("StandardHypoTestInvDemo","Model %s has no valid poi",modelBName);
return 0;
}
}
}
// check model has global observables when there are nuisance pdf
// for the hybrid case the globobs are not needed
if (type != 1 ) {
bool hasNuisParam = (sbModel->GetNuisanceParameters() && sbModel->GetNuisanceParameters()->getSize() > 0);
bool hasGlobalObs = (sbModel->GetGlobalObservables() && sbModel->GetGlobalObservables()->getSize() > 0);
if (hasNuisParam && !hasGlobalObs ) {
// try to see if model has nuisance parameters first
RooAbsPdf * constrPdf = RooStats::MakeNuisancePdf(*sbModel,"nuisanceConstraintPdf_sbmodel");
if (constrPdf) {
Warning("StandardHypoTestInvDemo","Model %s has nuisance parameters but no global observables associated",sbModel->GetName());
Warning("StandardHypoTestInvDemo","\tThe effect of the nuisance parameters will not be treated correctly ");
}
}
}
// run first a data fit
const RooArgSet * poiSet = sbModel->GetParametersOfInterest();
RooRealVar *poi = (RooRealVar*)poiSet->first();
std::cout << "StandardHypoTestInvDemo : POI initial value: " << poi->GetName() << " = " << poi->getVal() << std::endl;
// fit the data first (need to use constraint )
TStopwatch tw;
bool doFit = initialFit;
if (testStatType == 0 && initialFit == -1) doFit = false; // case of LEP test statistic
if (type == 3 && initialFit == -1) doFit = false; // case of Asymptoticcalculator with nominal Asimov
double poihat = 0;
if (minimizerType.size()==0) minimizerType = ROOT::Math::MinimizerOptions::DefaultMinimizerType();
else
ROOT::Math::MinimizerOptions::SetDefaultMinimizer(minimizerType.c_str());
Info("StandardHypoTestInvDemo","Using %s as minimizer for computing the test statistic",
ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str() );
if (doFit) {
// do the fit : By doing a fit the POI snapshot (for S+B) is set to the fit value
// and the nuisance parameters nominal values will be set to the fit value.
// This is relevant when using LEP test statistics
Info( "StandardHypoTestInvDemo"," Doing a first fit to the observed data ");
RooArgSet constrainParams;
if (sbModel->GetNuisanceParameters() ) constrainParams.add(*sbModel->GetNuisanceParameters());
RooStats::RemoveConstantParameters(&constrainParams);
tw.Start();
RooFitResult * fitres = sbModel->GetPdf()->fitTo(*data,InitialHesse(false), Hesse(false),
Minimizer(minimizerType.c_str(),"Migrad"), Strategy(0), PrintLevel(mPrintLevel), Constrain(constrainParams), Save(true) );
if (fitres->status() != 0) {
Warning("StandardHypoTestInvDemo","Fit to the model failed - try with strategy 1 and perform first an Hesse computation");
fitres = sbModel->GetPdf()->fitTo(*data,InitialHesse(true), Hesse(false),Minimizer(minimizerType.c_str(),"Migrad"), Strategy(1), PrintLevel(mPrintLevel+1), Constrain(constrainParams), Save(true) );
}
if (fitres->status() != 0)
Warning("StandardHypoTestInvDemo"," Fit still failed - continue anyway.....");
poihat = poi->getVal();
std::cout << "StandardHypoTestInvDemo - Best Fit value : " << poi->GetName() << " = "
<< poihat << " +/- " << poi->getError() << std::endl;
std::cout << "Time for fitting : "; tw.Print();
//save best fit value in the poi snapshot
sbModel->SetSnapshot(*sbModel->GetParametersOfInterest());
std::cout << "StandardHypoTestInvo: snapshot of S+B Model " << sbModel->GetName()
<< " is set to the best fit value" << std::endl;
}
// print a message in case of LEP test statistics because it affects result by doing or not doing a fit
if (testStatType == 0) {
if (!doFit)
Info("StandardHypoTestInvDemo","Using LEP test statistic - an initial fit is not done and the TS will use the nuisances at the model value");
else
Info("StandardHypoTestInvDemo","Using LEP test statistic - an initial fit has been done and the TS will use the nuisances at the best fit value");
}
// build test statistics and hypotest calculators for running the inverter
SimpleLikelihoodRatioTestStat slrts(*sbModel->GetPdf(),*bModel->GetPdf());
// null parameters must includes snapshot of poi plus the nuisance values
RooArgSet nullParams(*sbModel->GetSnapshot());
if (sbModel->GetNuisanceParameters()) nullParams.add(*sbModel->GetNuisanceParameters());
if (sbModel->GetSnapshot()) slrts.SetNullParameters(nullParams);
RooArgSet altParams(*bModel->GetSnapshot());
if (bModel->GetNuisanceParameters()) altParams.add(*bModel->GetNuisanceParameters());
if (bModel->GetSnapshot()) slrts.SetAltParameters(altParams);
// ratio of profile likelihood - need to pass snapshot for the alt
RatioOfProfiledLikelihoodsTestStat
ropl(*sbModel->GetPdf(), *bModel->GetPdf(), bModel->GetSnapshot());
ropl.SetSubtractMLE(false);
if (testStatType == 11) ropl.SetSubtractMLE(true);
ropl.SetPrintLevel(mPrintLevel);
ropl.SetMinimizer(minimizerType.c_str());
ProfileLikelihoodTestStat profll(*sbModel->GetPdf());
if (testStatType == 3) profll.SetOneSided(true);
if (testStatType == 4) profll.SetSigned(true);
profll.SetMinimizer(minimizerType.c_str());
profll.SetPrintLevel(mPrintLevel);
profll.SetReuseNLL(mOptimize);
slrts.SetReuseNLL(mOptimize);
ropl.SetReuseNLL(mOptimize);
if (mOptimize) {
profll.SetStrategy(0);
ropl.SetStrategy(0);
ROOT::Math::MinimizerOptions::SetDefaultStrategy(0);
}
if (mMaxPoi > 0) poi->setMax(mMaxPoi); // increase limit
MaxLikelihoodEstimateTestStat maxll(*sbModel->GetPdf(),*poi);
NumEventsTestStat nevtts;
AsymptoticCalculator::SetPrintLevel(mPrintLevel);
// create the HypoTest calculator class
HypoTestCalculatorGeneric * hc = 0;
if (type == 0) hc = new FrequentistCalculator(*data, *bModel, *sbModel);
else if (type == 1) hc = new HybridCalculator(*data, *bModel, *sbModel);
// else if (type == 2 ) hc = new AsymptoticCalculator(*data, *bModel, *sbModel, false, mAsimovBins);
// else if (type == 3 ) hc = new AsymptoticCalculator(*data, *bModel, *sbModel, true, mAsimovBins); // for using Asimov data generated with nominal values
else if (type == 2 ) hc = new AsymptoticCalculator(*data, *bModel, *sbModel, false );
else if (type == 3 ) hc = new AsymptoticCalculator(*data, *bModel, *sbModel, true ); // for using Asimov data generated with nominal values
else {
Error("StandardHypoTestInvDemo","Invalid - calculator type = %d supported values are only :\n\t\t\t 0 (Frequentist) , 1 (Hybrid) , 2 (Asymptotic) ",type);
return 0;
}
// set the test statistic
TestStatistic * testStat = 0;
if (testStatType == 0) testStat = &slrts;
if (testStatType == 1 || testStatType == 11) testStat = &ropl;
if (testStatType == 2 || testStatType == 3 || testStatType == 4) testStat = &profll;
if (testStatType == 5) testStat = &maxll;
if (testStatType == 6) testStat = &nevtts;
if (testStat == 0) {
Error("StandardHypoTestInvDemo","Invalid - test statistic type = %d supported values are only :\n\t\t\t 0 (SLR) , 1 (Tevatron) , 2 (PLR), 3 (PLR1), 4(MLE)",testStatType);
return 0;
}
ToyMCSampler *toymcs = (ToyMCSampler*)hc->GetTestStatSampler();
if (toymcs && (type == 0 || type == 1) ) {
// look if pdf is number counting or extended
if (sbModel->GetPdf()->canBeExtended() ) {
if (useNumberCounting) Warning("StandardHypoTestInvDemo","Pdf is extended: but number counting flag is set: ignore it ");
}
else {
// for not extended pdf
if (!useNumberCounting ) {
int nEvents = data->numEntries();
Info("StandardHypoTestInvDemo","Pdf is not extended: number of events to generate taken from observed data set is %d",nEvents);
toymcs->SetNEventsPerToy(nEvents);
}
else {
Info("StandardHypoTestInvDemo","using a number counting pdf");
toymcs->SetNEventsPerToy(1);
}
}
toymcs->SetTestStatistic(testStat);
if (data->isWeighted() && !mGenerateBinned) {
Info("StandardHypoTestInvDemo","Data set is weighted, nentries = %d and sum of weights = %8.1f but toy generation is unbinned - it would be faster to set mGenerateBinned to true\n",data->numEntries(), data->sumEntries());
}
toymcs->SetGenerateBinned(mGenerateBinned);
toymcs->SetUseMultiGen(mOptimize);
if (mGenerateBinned && sbModel->GetObservables()->getSize() > 2) {
Warning("StandardHypoTestInvDemo","generate binned is activated but the number of ovservable is %d. Too much memory could be needed for allocating all the bins",sbModel->GetObservables()->getSize() );
}
// set the random seed if needed
if (mRandomSeed >= 0) RooRandom::randomGenerator()->SetSeed(mRandomSeed);
}
// specify if need to re-use same toys
if (reuseAltToys) {
hc->UseSameAltToys();
}
if (type == 1) {
HybridCalculator *hhc = dynamic_cast<HybridCalculator*> (hc);
assert(hhc);
hhc->SetToys(ntoys,ntoys/mNToysRatio); // can use less ntoys for b hypothesis
// remove global observables from ModelConfig (this is probably not needed anymore in 5.32)
bModel->SetGlobalObservables(RooArgSet() );
sbModel->SetGlobalObservables(RooArgSet() );
// check for nuisance prior pdf in case of nuisance parameters
if (bModel->GetNuisanceParameters() || sbModel->GetNuisanceParameters() ) {
// fix for using multigen (does not work in this case)
toymcs->SetUseMultiGen(false);
ToyMCSampler::SetAlwaysUseMultiGen(false);
RooAbsPdf * nuisPdf = 0;
if (nuisPriorName) nuisPdf = w->pdf(nuisPriorName);
// use prior defined first in bModel (then in SbModel)
if (!nuisPdf) {
Info("StandardHypoTestInvDemo","No nuisance pdf given for the HybridCalculator - try to deduce pdf from the model");
if (bModel->GetPdf() && bModel->GetObservables() )
nuisPdf = RooStats::MakeNuisancePdf(*bModel,"nuisancePdf_bmodel");
else
nuisPdf = RooStats::MakeNuisancePdf(*sbModel,"nuisancePdf_sbmodel");
}
if (!nuisPdf ) {
if (bModel->GetPriorPdf()) {
nuisPdf = bModel->GetPriorPdf();
Info("StandardHypoTestInvDemo","No nuisance pdf given - try to use %s that is defined as a prior pdf in the B model",nuisPdf->GetName());
}
else {
Error("StandardHypoTestInvDemo","Cannnot run Hybrid calculator because no prior on the nuisance parameter is specified or can be derived");
return 0;
}
}
assert(nuisPdf);
Info("StandardHypoTestInvDemo","Using as nuisance Pdf ... " );
nuisPdf->Print();
const RooArgSet * nuisParams = (bModel->GetNuisanceParameters() ) ? bModel->GetNuisanceParameters() : sbModel->GetNuisanceParameters();
RooArgSet * np = nuisPdf->getObservables(*nuisParams);
if (np->getSize() == 0) {
Warning("StandardHypoTestInvDemo","Prior nuisance does not depend on nuisance parameters. They will be smeared in their full range");
}
delete np;
hhc->ForcePriorNuisanceAlt(*nuisPdf);
hhc->ForcePriorNuisanceNull(*nuisPdf);
}
}
else if (type == 2 || type == 3) {
if (testStatType == 3) ((AsymptoticCalculator*) hc)->SetOneSided(true);
if (testStatType != 2 && testStatType != 3)
Warning("StandardHypoTestInvDemo","Only the PL test statistic can be used with AsymptoticCalculator - use by default a two-sided PL");
}
else if (type == 0 || type == 1)
((FrequentistCalculator*) hc)->SetToys(ntoys,ntoys/mNToysRatio);
// Get the result
RooMsgService::instance().getStream(1).removeTopic(RooFit::NumIntegration);
HypoTestInverter calc(*hc);
calc.SetConfidenceLevel(0.95);
calc.UseCLs(useCLs);
calc.SetVerbose(true);
// can speed up using proof-lite
if (mUseProof && mNWorkers > 1) {
ProofConfig pc(*w, mNWorkers, "", kFALSE);
toymcs->SetProofConfig(&pc); // enable proof
}
if (npoints > 0) {
if (poimin > poimax) {
// if no min/max given scan between MLE and +4 sigma
poimin = int(poihat);
poimax = int(poihat + 4 * poi->getError());
}
std::cout << "Doing a fixed scan in interval : " << poimin << " , " << poimax << std::endl;
calc.SetFixedScan(npoints,poimin,poimax);
}
else {
//poi->setMax(10*int( (poihat+ 10 *poi->getError() )/10 ) );
std::cout << "Doing an automatic scan in interval : " << poi->getMin() << " , " << poi->getMax() << std::endl;
}
tw.Start();
HypoTestInverterResult * r = calc.GetInterval();
std::cout << "Time to perform limit scan \n";
tw.Print();
if (mRebuild) {
calc.SetCloseProof(1);
tw.Start();
SamplingDistribution * limDist = calc.GetUpperLimitDistribution(true,mNToyToRebuild);
std::cout << "Time to rebuild distributions " << std::endl;
tw.Print();
if (limDist) {
std::cout << "expected up limit " << limDist->InverseCDF(0.5) << " +/- "
<< limDist->InverseCDF(0.16) << " "
<< limDist->InverseCDF(0.84) << "\n";
//update r to a new updated result object containing the rebuilt expected p-values distributions
// (it will not recompute the expected limit)
if (r) delete r; // need to delete previous object since GetInterval will return a cloned copy
r = calc.GetInterval();
}
else
std::cout << "ERROR : failed to re-build distributions " << std::endl;
}
return r;
}
void splitws(string inFolderName, double mass, string channel) {
cout << "Splitting workspace in " << channel << endl;
int flatInterpCode = 4;
int shapeInterpCode = 4;
bool do2011 = 0;
if (inFolderName.find("2011") != string::npos) do2011 = 1;
bool conditionalAsimov = 0;
bool doData = 1;
//if (inFolderName.find("_blind_") != string::npos) {
//conditionalAsimov = 0;
//}
//else {
//conditionalAsimov = 1;
//}
set<string> channelNames;
if (channel == "01j") {
channelNames.insert("em_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
}
else if (channel == "0j") {
channelNames.insert("em_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
}
else if (channel == "1j") {
channelNames.insert("em_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
}
else if (channel == "OF01j") {
channelNames.insert("em_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_sscr_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_sscr_1j"+string(!do2011?"_2012":""));
}
else if (channel == "OF0j") {
channelNames.insert("em_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_sscr_0j"+string(!do2011?"_2012":""));
}
else if (channel == "OF1j") {
channelNames.insert("em_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_sscr_1j"+string(!do2011?"_2012":""));
}
else if (channel == "SF01j") {
channelNames.insert("SF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
}
else if (channel == "SF0j") {
channelNames.insert("SF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
}
else if (channel == "SF1j") {
channelNames.insert("SF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
}
else if (channel == "2j") {
channelNames.insert("em_signalLike1_2j"+string(!do2011?"_2012":""));
channelNames.insert("ee_signalLike1_2j"+string(!do2011?"_2012":""));
channelNames.insert("SF_topbox_2j"+string(!do2011?"_2012":""));
}
else if (channel == "OF2j") {
channelNames.insert("em_signalLike1_2j"+string(!do2011?"_2012":""));
channelNames.insert("SF_topbox_2j"+string(!do2011?"_2012":""));
}
else if (channel == "SF2j") {
channelNames.insert("ee_signalLike1_2j"+string(!do2011?"_2012":""));
channelNames.insert("SF_topbox_2j"+string(!do2011?"_2012":""));
}
else if (channel == "OF") {
channelNames.insert("em_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_0j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike1_1j"+string(!do2011?"_2012":""));
channelNames.insert("me_signalLike2_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
channelNames.insert("em_signalLike1_2j"+string(!do2011?"_2012":""));
channelNames.insert("SF_topbox_2j"+string(!do2011?"_2012":""));
}
else if (channel == "SF") {
channelNames.insert("SF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_0j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_0j"+string(!do2011?"_2012":""));
channelNames.insert("SF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_AfrecSR_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_ASR_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("SF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CfrecZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_CZpeak_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_mainControl_1j"+string(!do2011?"_2012":""));
channelNames.insert("OF_topbox_1j"+string(!do2011?"_2012":""));
channelNames.insert("ee_signalLike1_2j"+string(!do2011?"_2012":""));
channelNames.insert("SF_topbox_2j"+string(!do2011?"_2012":""));
}
else {
cout << "Channel " << channel << " not defined. Please check!" << endl;
exit(1);
}
// bool fix = 1;
stringstream inFileName;
inFileName << "workspaces/" << inFolderName << "/" << mass << ".root";
TFile f(inFileName.str().c_str());
RooWorkspace* w = (RooWorkspace*)f.Get("combWS");
if (!w) w = (RooWorkspace*)f.Get("combined");
RooDataSet* data = (RooDataSet*)w->data("combData");
if (!data) data = (RooDataSet*)w->data("obsData");
ModelConfig* mc = (ModelConfig*)w->obj("ModelConfig");
RooRealVar* weightVar = w->var("weightVar");
RooRealVar* mu = (RooRealVar*)mc->GetParametersOfInterest()->first();
if (!mu) mu = w->var("SigXsecOverSM");
const RooArgSet* mc_obs = mc->GetObservables();
const RooArgSet* mc_nuis = mc->GetNuisanceParameters();
const RooArgSet* mc_globs = mc->GetGlobalObservables();
const RooArgSet* mc_poi = mc->GetParametersOfInterest();
RooArgSet nuis = *mc_nuis;
RooArgSet antiNuis = *mc_nuis;
RooArgSet globs = *mc_globs;
RooArgSet antiGlobs = *mc_globs;
RooArgSet allParams;
RooSimultaneous* simPdf = (RooSimultaneous*)mc->GetPdf();
RooCategory* cat = (RooCategory*)&simPdf->indexCat();
RooArgSet nuis_tmp = nuis;
RooArgSet fullConstraints = *simPdf->getAllConstraints(*mc_obs,nuis_tmp,false);
vector<string> foundChannels;
vector<string> skippedChannels;
cout << "Getting constraints" << endl;
map<string, RooDataSet*> data_map;
map<string, RooAbsPdf*> pdf_map;
RooCategory* decCat = new RooCategory("dec_channel","dec_channel");
// int i = 0;
TIterator* catItr = cat->typeIterator();
RooCatType* type;
RooArgSet allConstraints;
while ((type = (RooCatType*)catItr->Next())) {
RooAbsPdf* pdf = simPdf->getPdf(type->GetName());
string typeName(type->GetName());
if (channelNames.size() && channelNames.find(typeName) == channelNames.end()) {
skippedChannels.push_back(typeName);
continue;
}
cout << "On channel " << type->GetName() << endl;
foundChannels.push_back(typeName);
decCat->defineType(type->GetName());
// pdf->getParameters(*data)->Print("v");
RooArgSet nuis_tmp1 = nuis;
RooArgSet nuis_tmp2 = nuis;
RooArgSet* constraints = pdf->getAllConstraints(*mc_obs, nuis_tmp1, true);
constraints->Print();
allConstraints.add(*constraints);
}
catItr->Reset();
while ((type = (RooCatType*)catItr->Next())) {
RooAbsPdf* pdf = simPdf->getPdf(type->GetName());
string typeName(type->GetName());
cout << "Considering type " << typeName << endl;
if (channelNames.size() && channelNames.find(typeName) == channelNames.end()) continue;
cout << "On channel " << type->GetName() << endl;
RooArgSet nuis_tmp1 = nuis;
RooArgSet nuis_tmp2 = nuis;
RooArgSet* constraints = pdf->getAllConstraints(*mc_obs, nuis_tmp1, true);
cout << "Adding pdf to map: " << typeName << " = " << pdf->GetName() << endl;
pdf_map[typeName] = pdf;
RooProdPdf prod("prod","prod",*constraints);
RooArgSet* params = pdf->getParameters(*data);
antiNuis.remove(*params);
antiGlobs.remove(*params);
allParams.add(*params);
// cout << type->GetName() << endl;
}
// return;
RooArgSet decNuis;
TIterator* nuiItr = mc_nuis->createIterator();
TIterator* parItr = allParams.createIterator();
RooAbsArg* nui, *par;
while ((par = (RooAbsArg*)parItr->Next())) {
nuiItr->Reset();
while ((nui = (RooAbsArg*)nuiItr->Next())) {
if (par == nui) decNuis.add(*nui);
}
}
RooArgSet decGlobs;
TIterator* globItr = mc_globs->createIterator();
parItr->Reset();
RooAbsArg* glob;
while ((par = (RooAbsArg*)parItr->Next())) {
globItr->Reset();
while ((glob = (RooAbsArg*)globItr->Next())) {
if (par == glob) decGlobs.add(*glob);
}
}
// antiNuis.Print();
// nuis.Print();
// globs.Print();
// i = 0;
TList* datalist = data->split(*cat, true);
TIterator* dataItr = datalist->MakeIterator();
RooAbsData* ds;
while ((ds = (RooAbsData*)dataItr->Next())) {
string typeName(ds->GetName());
if (channelNames.size() && channelNames.find(typeName) == channelNames.end()) continue;
cout << "Adding dataset to map: " << ds->GetName() << endl;
data_map[string(ds->GetName())] = (RooDataSet*)ds;
cout << ds->GetName() << endl;
}
RooSimultaneous* decPdf = new RooSimultaneous("decPdf","decPdf",pdf_map,*decCat);
RooArgSet decObs = *decPdf->getObservables(data);
// decObs.add(*(RooAbsArg*)weightVar);
decObs.add(*(RooAbsArg*)decCat);
decObs.Print();
nuis.remove(antiNuis);
globs.remove(antiGlobs);
// nuis.Print("v");
RooDataSet* decData = new RooDataSet("obsData","obsData",RooArgSet(decObs,*(RooAbsArg*)weightVar),Index(*decCat),Import(data_map),WeightVar(*weightVar));
decData->Print();
RooArgSet poi(*(RooAbsArg*)mu);
RooWorkspace decWS("combined");
ModelConfig decMC("ModelConfig",&decWS);
decMC.SetPdf(*decPdf);
decMC.SetObservables(decObs);
decMC.SetNuisanceParameters(decNuis);
decMC.SetGlobalObservables(decGlobs);
decMC.SetParametersOfInterest(poi);
decMC.Print();
decWS.import(*decPdf);
decWS.import(decMC);
decWS.import(*decData);
// decWS.Print();
ModelConfig* mcInWs = (ModelConfig*)decWS.obj("ModelConfig");
decPdf = (RooSimultaneous*)mcInWs->GetPdf();
// setup(mcInWs);
// return;
mcInWs->GetNuisanceParameters()->Print("v");
mcInWs->GetGlobalObservables()->Print("v");
// decData->tree()->Scan("*");
// Make asimov data
RooArgSet funcs = decWS.allFunctions();
TIterator* it = funcs.createIterator();
TObject* tempObj = 0;
while((tempObj=it->Next()))
{
FlexibleInterpVar* flex = dynamic_cast<FlexibleInterpVar*>(tempObj);
if(flex) {
flex->setAllInterpCodes(flatInterpCode);
}
PiecewiseInterpolation* piece = dynamic_cast<PiecewiseInterpolation*>(tempObj);
if(piece) {
piece->setAllInterpCodes(shapeInterpCode);
}
}
RooDataSet* dataInWs = (RooDataSet*)decWS.data("obsData");
makeAsimovData(mcInWs, conditionalAsimov && doData, &decWS, mcInWs->GetPdf(), dataInWs, 0);
makeAsimovData(mcInWs, conditionalAsimov && doData, &decWS, mcInWs->GetPdf(), dataInWs, 1);
makeAsimovData(mcInWs, conditionalAsimov && doData, &decWS, mcInWs->GetPdf(), dataInWs, 2);
system(("mkdir -vp workspaces/"+inFolderName+"_"+channel).c_str());
stringstream outFileName;
outFileName << "workspaces/" << inFolderName << "_" << channel << "/" << mass << ".root";
cout << "Exporting" << endl;
decWS.writeToFile(outFileName.str().c_str());
cout << "\nIncluded the following channels: " << endl;
for (int i=0;i<(int)foundChannels.size();i++) {
cout << "-> " << foundChannels[i] << endl;
}
cout << "\nSkipping the following channels: " << endl;
for (int i=0;i<(int)skippedChannels.size();i++) {
cout << "-> " << skippedChannels[i] << endl;
}
cout << "Done" << endl;
// decPdf->fitTo(*decData, Hesse(0), Minos(0), PrintLevel(0));
}
void compute_p0(const char* inFileName,
const char* wsName = "combined",
const char* modelConfigName = "ModelConfig",
const char* dataName = "obsData",
const char* asimov1DataName = "asimovData_1",
const char* conditional1Snapshot = "conditionalGlobs_1",
const char* nominalSnapshot = "nominalGlobs",
string smass = "130",
string folder = "test")
{
double mass;
stringstream massStr;
massStr << smass;
massStr >> mass;
double mu_profile_value = 1; // mu value to profile the obs data at wbefore generating the expected
bool doConditional = 1; // do conditional expected data
bool remakeData = 0; // handle unphysical pdf cases in H->ZZ->4l
bool doUncap = 1; // uncap p0
bool doInj = 0; // setup the poi for injection study (zero is faster if you're not)
bool doObs = 1; // compute median significance
bool doMedian = 1; // compute observed significance
TStopwatch timer;
timer.Start();
TFile f(inFileName);
RooWorkspace* ws = (RooWorkspace*)f.Get(wsName);
if (!ws)
{
cout << "ERROR::Workspace: " << wsName << " doesn't exist!" << endl;
return;
}
ModelConfig* mc = (ModelConfig*)ws->obj(modelConfigName);
if (!mc)
{
cout << "ERROR::ModelConfig: " << modelConfigName << " doesn't exist!" << endl;
return;
}
RooDataSet* data = (RooDataSet*)ws->data(dataName);
if (!data)
{
cout << "ERROR::Dataset: " << dataName << " doesn't exist!" << endl;
return;
}
mc->GetNuisanceParameters()->Print("v");
ROOT::Math::MinimizerOptions::SetDefaultMinimizer("Minuit2");
ROOT::Math::MinimizerOptions::SetDefaultStrategy(0);
ROOT::Math::MinimizerOptions::SetDefaultPrintLevel(1);
cout << "Setting max function calls" << endl;
ws->loadSnapshot("conditionalNuis_0");
RooArgSet nuis(*mc->GetNuisanceParameters());
RooRealVar* mu = (RooRealVar*)mc->GetParametersOfInterest()->first();
RooAbsPdf* pdf = mc->GetPdf();
string condSnapshot(conditional1Snapshot);
RooArgSet nuis_tmp2 = *mc->GetNuisanceParameters();
RooNLLVar* obs_nll = doObs ? (RooNLLVar*)pdf->createNLL(*data, Constrain(nuis_tmp2)) : NULL;
RooDataSet* asimovData1 = (RooDataSet*)ws->data(asimov1DataName);
RooRealVar* emb = (RooRealVar*)mc->GetNuisanceParameters()->find("ATLAS_EMB");
if (!asimovData1 || (string(inFileName).find("ic10") != string::npos && emb))
{
if (emb) emb->setVal(0.7);
cout << "Asimov data doesn't exist! Please, allow me to build one for you..." << endl;
string mu_str, mu_prof_str;
asimovData1 = makeAsimovData(mc, doConditional, ws, obs_nll, 1, &mu_str, &mu_prof_str, mu_profile_value, true);
condSnapshot="conditionalGlobs"+mu_prof_str;
}
if (!doUncap) mu->setRange(0, 40);
else mu->setRange(-40, 40);
RooAbsPdf* pdf = mc->GetPdf();
RooArgSet nuis_tmp1 = *mc->GetNuisanceParameters();
RooNLLVar* asimov_nll = (RooNLLVar*)pdf->createNLL(*asimovData1, Constrain(nuis_tmp1));
//do asimov
mu->setVal(1);
mu->setConstant(0);
if (!doInj) mu->setConstant(1);
int status,sign;
double med_sig=0,obs_sig=0,asimov_q0=0,obs_q0=0;
if (doMedian)
{
ws->loadSnapshot(condSnapshot.c_str());
if (doInj) ws->loadSnapshot("conditionalNuis_inj");
else ws->loadSnapshot("conditionalNuis_1");
mc->GetGlobalObservables()->Print("v");
mu->setVal(0);
mu->setConstant(1);
status = minimize(asimov_nll, ws);
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(asimov_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double asimov_nll_cond = asimov_nll->getVal();
mu->setVal(1);
if (doInj) ws->loadSnapshot("conditionalNuis_inj");
else ws->loadSnapshot("conditionalNuis_1");
if (doInj) mu->setConstant(0);
status = minimize(asimov_nll, ws);
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(asimov_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double asimov_nll_min = asimov_nll->getVal();
asimov_q0 = 2*(asimov_nll_cond - asimov_nll_min);
if (doUncap && mu->getVal() < 0) asimov_q0 = -asimov_q0;
sign = int(asimov_q0 != 0 ? asimov_q0/fabs(asimov_q0) : 0);
med_sig = sign*sqrt(fabs(asimov_q0));
ws->loadSnapshot(nominalSnapshot);
}
if (doObs)
{
ws->loadSnapshot("conditionalNuis_0");
mu->setVal(0);
mu->setConstant(1);
status = minimize(obs_nll, ws);
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(obs_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double obs_nll_cond = obs_nll->getVal();
mu->setConstant(0);
status = minimize(obs_nll, ws);
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(obs_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double obs_nll_min = obs_nll->getVal();
obs_q0 = 2*(obs_nll_cond - obs_nll_min);
if (doUncap && mu->getVal() < 0) obs_q0 = -obs_q0;
sign = int(obs_q0 == 0 ? 0 : obs_q0 / fabs(obs_q0));
if (!doUncap && (obs_q0 < 0 && obs_q0 > -0.1 || mu->getVal() < 0.001)) obs_sig = 0;
else obs_sig = sign*sqrt(fabs(obs_q0));
}
// Report results
cout << "obs: " << obs_sig << endl;
cout << "Observed significance: " << obs_sig << endl;
cout << "Corresponding to a p-value of " << (1-ROOT::Math::gaussian_cdf( obs_sig )) << endl;
if (med_sig)
{
cout << "Median test stat val: " << asimov_q0 << endl;
cout << "Median significance: " << med_sig << endl;
}
f.Close();
stringstream fileName;
fileName << "root-files/" << folder << "/" << mass << ".root";
system(("mkdir -vp root-files/" + folder).c_str());
TFile f2(fileName.str().c_str(),"recreate");
TH1D* h_hypo = new TH1D("hypo","hypo",2,0,2);
h_hypo->SetBinContent(1, obs_sig);
h_hypo->SetBinContent(2, med_sig);
f2.Write();
f2.Close();
timer.Stop();
timer.Print();
}
void OneSidedFrequentistUpperLimitWithBands(const char* infile = "",
const char* workspaceName = "combined",
const char* modelConfigName = "ModelConfig",
const char* dataName = "obsData") {
double confidenceLevel=0.95;
int nPointsToScan = 20;
int nToyMC = 200;
// -------------------------------------------------------
// First part is just to access a user-defined file
// or create the standard example file if it doesn't exist
const char* filename = "";
if (!strcmp(infile,"")) {
filename = "results/example_combined_GaussExample_model.root";
bool fileExist = !gSystem->AccessPathName(filename); // note opposite return code
// if file does not exists generate with histfactory
if (!fileExist) {
#ifdef _WIN32
cout << "HistFactory file cannot be generated on Windows - exit" << endl;
return;
#endif
// Normally this would be run on the command line
cout <<"will run standard hist2workspace example"<<endl;
gROOT->ProcessLine(".! prepareHistFactory .");
gROOT->ProcessLine(".! hist2workspace config/example.xml");
cout <<"\n\n---------------------"<<endl;
cout <<"Done creating example input"<<endl;
cout <<"---------------------\n\n"<<endl;
}
}
else
filename = infile;
// Try to open the file
TFile *file = TFile::Open(filename);
// if input file was specified byt not found, quit
if(!file ){
cout <<"StandardRooStatsDemoMacro: Input file " << filename << " is not found" << endl;
return;
}
// -------------------------------------------------------
// Now get the data and workspace
// get the workspace out of the file
RooWorkspace* w = (RooWorkspace*) file->Get(workspaceName);
if(!w){
cout <<"workspace not found" << endl;
return;
}
// get the modelConfig out of the file
ModelConfig* mc = (ModelConfig*) w->obj(modelConfigName);
// get the modelConfig out of the file
RooAbsData* data = w->data(dataName);
// make sure ingredients are found
if(!data || !mc){
w->Print();
cout << "data or ModelConfig was not found" <<endl;
return;
}
// -------------------------------------------------------
// Now get the POI for convenience
// you may want to adjust the range of your POI
RooRealVar* firstPOI = (RooRealVar*) mc->GetParametersOfInterest()->first();
/* firstPOI->setMin(0);*/
/* firstPOI->setMax(10);*/
// --------------------------------------------
// Create and use the FeldmanCousins tool
// to find and plot the 95% confidence interval
// on the parameter of interest as specified
// in the model config
// REMEMBER, we will change the test statistic
// so this is NOT a Feldman-Cousins interval
FeldmanCousins fc(*data,*mc);
fc.SetConfidenceLevel(confidenceLevel);
/* fc.AdditionalNToysFactor(0.25); // degrade/improve sampling that defines confidence belt*/
/* fc.UseAdaptiveSampling(true); // speed it up a bit, don't use for expected limits*/
fc.SetNBins(nPointsToScan); // set how many points per parameter of interest to scan
fc.CreateConfBelt(true); // save the information in the belt for plotting
// -------------------------------------------------------
// Feldman-Cousins is a unified limit by definition
// but the tool takes care of a few things for us like which values
// of the nuisance parameters should be used to generate toys.
// so let's just change the test statistic and realize this is
// no longer "Feldman-Cousins" but is a fully frequentist Neyman-Construction.
/* ProfileLikelihoodTestStatModified onesided(*mc->GetPdf());*/
/* fc.GetTestStatSampler()->SetTestStatistic(&onesided);*/
/* ((ToyMCSampler*) fc.GetTestStatSampler())->SetGenerateBinned(true); */
ToyMCSampler* toymcsampler = (ToyMCSampler*) fc.GetTestStatSampler();
ProfileLikelihoodTestStat* testStat = dynamic_cast<ProfileLikelihoodTestStat*>(toymcsampler->GetTestStatistic());
testStat->SetOneSided(true);
// Since this tool needs to throw toy MC the PDF needs to be
// extended or the tool needs to know how many entries in a dataset
// per pseudo experiment.
// In the 'number counting form' where the entries in the dataset
// are counts, and not values of discriminating variables, the
// datasets typically only have one entry and the PDF is not
// extended.
if(!mc->GetPdf()->canBeExtended()){
if(data->numEntries()==1)
fc.FluctuateNumDataEntries(false);
else
cout <<"Not sure what to do about this model" <<endl;
}
// We can use PROOF to speed things along in parallel
// However, the test statistic has to be installed on the workers
// so either turn off PROOF or include the modified test statistic
// in your `$ROOTSYS/roofit/roostats/inc` directory,
// add the additional line to the LinkDef.h file,
// and recompile root.
if (useProof) {
ProofConfig pc(*w, nworkers, "", false);
toymcsampler->SetProofConfig(&pc); // enable proof
}
if(mc->GetGlobalObservables()){
cout << "will use global observables for unconditional ensemble"<<endl;
mc->GetGlobalObservables()->Print();
toymcsampler->SetGlobalObservables(*mc->GetGlobalObservables());
}
// Now get the interval
PointSetInterval* interval = fc.GetInterval();
ConfidenceBelt* belt = fc.GetConfidenceBelt();
// print out the interval on the first Parameter of Interest
cout << "\n95% interval on " <<firstPOI->GetName()<<" is : ["<<
interval->LowerLimit(*firstPOI) << ", "<<
interval->UpperLimit(*firstPOI) <<"] "<<endl;
// get observed UL and value of test statistic evaluated there
RooArgSet tmpPOI(*firstPOI);
double observedUL = interval->UpperLimit(*firstPOI);
firstPOI->setVal(observedUL);
double obsTSatObsUL = fc.GetTestStatSampler()->EvaluateTestStatistic(*data,tmpPOI);
// Ask the calculator which points were scanned
RooDataSet* parameterScan = (RooDataSet*) fc.GetPointsToScan();
RooArgSet* tmpPoint;
// make a histogram of parameter vs. threshold
TH1F* histOfThresholds = new TH1F("histOfThresholds","",
parameterScan->numEntries(),
firstPOI->getMin(),
firstPOI->getMax());
histOfThresholds->GetXaxis()->SetTitle(firstPOI->GetName());
histOfThresholds->GetYaxis()->SetTitle("Threshold");
// loop through the points that were tested and ask confidence belt
// what the upper/lower thresholds were.
// For FeldmanCousins, the lower cut off is always 0
for(Int_t i=0; i<parameterScan->numEntries(); ++i){
tmpPoint = (RooArgSet*) parameterScan->get(i)->clone("temp");
//cout <<"get threshold"<<endl;
double arMax = belt->GetAcceptanceRegionMax(*tmpPoint);
double poiVal = tmpPoint->getRealValue(firstPOI->GetName()) ;
histOfThresholds->Fill(poiVal,arMax);
}
TCanvas* c1 = new TCanvas();
c1->Divide(2);
c1->cd(1);
histOfThresholds->SetMinimum(0);
histOfThresholds->Draw();
c1->cd(2);
// -------------------------------------------------------
// Now we generate the expected bands and power-constraint
// First: find parameter point for mu=0, with conditional MLEs for nuisance parameters
RooAbsReal* nll = mc->GetPdf()->createNLL(*data);
RooAbsReal* profile = nll->createProfile(*mc->GetParametersOfInterest());
firstPOI->setVal(0.);
profile->getVal(); // this will do fit and set nuisance parameters to profiled values
RooArgSet* poiAndNuisance = new RooArgSet();
if(mc->GetNuisanceParameters())
poiAndNuisance->add(*mc->GetNuisanceParameters());
poiAndNuisance->add(*mc->GetParametersOfInterest());
w->saveSnapshot("paramsToGenerateData",*poiAndNuisance);
RooArgSet* paramsToGenerateData = (RooArgSet*) poiAndNuisance->snapshot();
cout << "\nWill use these parameter points to generate pseudo data for bkg only" << endl;
paramsToGenerateData->Print("v");
RooArgSet unconditionalObs;
unconditionalObs.add(*mc->GetObservables());
unconditionalObs.add(*mc->GetGlobalObservables()); // comment this out for the original conditional ensemble
double CLb=0;
double CLbinclusive=0;
// Now we generate background only and find distribution of upper limits
TH1F* histOfUL = new TH1F("histOfUL","",100,0,firstPOI->getMax());
histOfUL->GetXaxis()->SetTitle("Upper Limit (background only)");
histOfUL->GetYaxis()->SetTitle("Entries");
for(int imc=0; imc<nToyMC; ++imc){
// set parameters back to values for generating pseudo data
// cout << "\n get current nuis, set vals, print again" << endl;
w->loadSnapshot("paramsToGenerateData");
// poiAndNuisance->Print("v");
RooDataSet* toyData = 0;
// now generate a toy dataset
if(!mc->GetPdf()->canBeExtended()){
if(data->numEntries()==1)
toyData = mc->GetPdf()->generate(*mc->GetObservables(),1);
else
cout <<"Not sure what to do about this model" <<endl;
} else{
// cout << "generating extended dataset"<<endl;
toyData = mc->GetPdf()->generate(*mc->GetObservables(),Extended());
}
// generate global observables
// need to be careful for simpdf
// RooDataSet* globalData = mc->GetPdf()->generate(*mc->GetGlobalObservables(),1);
RooSimultaneous* simPdf = dynamic_cast<RooSimultaneous*>(mc->GetPdf());
if(!simPdf){
RooDataSet *one = mc->GetPdf()->generate(*mc->GetGlobalObservables(), 1);
const RooArgSet *values = one->get();
RooArgSet *allVars = mc->GetPdf()->getVariables();
*allVars = *values;
delete allVars;
delete values;
delete one;
} else {
//try fix for sim pdf
TIterator* iter = simPdf->indexCat().typeIterator() ;
RooCatType* tt = NULL;
while((tt=(RooCatType*) iter->Next())) {
// Get pdf associated with state from simpdf
RooAbsPdf* pdftmp = simPdf->getPdf(tt->GetName()) ;
// Generate only global variables defined by the pdf associated with this state
RooArgSet* globtmp = pdftmp->getObservables(*mc->GetGlobalObservables()) ;
RooDataSet* tmp = pdftmp->generate(*globtmp,1) ;
// Transfer values to output placeholder
*globtmp = *tmp->get(0) ;
// Cleanup
delete globtmp ;
delete tmp ;
}
}
// globalData->Print("v");
// unconditionalObs = *globalData->get();
// mc->GetGlobalObservables()->Print("v");
// delete globalData;
// cout << "toy data = " << endl;
// toyData->get()->Print("v");
// get test stat at observed UL in observed data
firstPOI->setVal(observedUL);
double toyTSatObsUL = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData,tmpPOI);
// toyData->get()->Print("v");
// cout <<"obsTSatObsUL " <<obsTSatObsUL << "toyTS " << toyTSatObsUL << endl;
if(obsTSatObsUL < toyTSatObsUL) // not sure about <= part yet
CLb+= (1.)/nToyMC;
if(obsTSatObsUL <= toyTSatObsUL) // not sure about <= part yet
CLbinclusive+= (1.)/nToyMC;
// loop over points in belt to find upper limit for this toy data
double thisUL = 0;
for(Int_t i=0; i<parameterScan->numEntries(); ++i){
tmpPoint = (RooArgSet*) parameterScan->get(i)->clone("temp");
double arMax = belt->GetAcceptanceRegionMax(*tmpPoint);
firstPOI->setVal( tmpPoint->getRealValue(firstPOI->GetName()) );
// double thisTS = profile->getVal();
double thisTS = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData,tmpPOI);
// cout << "poi = " << firstPOI->getVal()
// << " max is " << arMax << " this profile = " << thisTS << endl;
// cout << "thisTS = " << thisTS<<endl;
if(thisTS<=arMax){
thisUL = firstPOI->getVal();
} else{
break;
}
}
/*
// loop over points in belt to find upper limit for this toy data
double thisUL = 0;
for(Int_t i=0; i<histOfThresholds->GetNbinsX(); ++i){
tmpPoint = (RooArgSet*) parameterScan->get(i)->clone("temp");
cout <<"---------------- "<<i<<endl;
tmpPoint->Print("v");
cout << "from hist " << histOfThresholds->GetBinCenter(i+1) <<endl;
double arMax = histOfThresholds->GetBinContent(i+1);
// cout << " threhold from Hist = aMax " << arMax<<endl;
// double arMax2 = belt->GetAcceptanceRegionMax(*tmpPoint);
// cout << "from scan arMax2 = "<< arMax2 << endl; // not the same due to TH1F not TH1D
// cout << "scan - hist" << arMax2-arMax << endl;
firstPOI->setVal( histOfThresholds->GetBinCenter(i+1));
// double thisTS = profile->getVal();
double thisTS = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData,tmpPOI);
// cout << "poi = " << firstPOI->getVal()
// << " max is " << arMax << " this profile = " << thisTS << endl;
// cout << "thisTS = " << thisTS<<endl;
// NOTE: need to add a small epsilon term for single precision vs. double precision
if(thisTS<=arMax + 1e-7){
thisUL = firstPOI->getVal();
} else{
break;
}
}
*/
histOfUL->Fill(thisUL);
// for few events, data is often the same, and UL is often the same
// cout << "thisUL = " << thisUL<<endl;
delete toyData;
}
histOfUL->Draw();
c1->SaveAs("one-sided_upper_limit_output.pdf");
// if you want to see a plot of the sampling distribution for a particular scan point:
/*
SamplingDistPlot sampPlot;
int indexInScan = 0;
tmpPoint = (RooArgSet*) parameterScan->get(indexInScan)->clone("temp");
firstPOI->setVal( tmpPoint->getRealValue(firstPOI->GetName()) );
toymcsampler->SetParametersForTestStat(tmpPOI);
SamplingDistribution* samp = toymcsampler->GetSamplingDistribution(*tmpPoint);
sampPlot.AddSamplingDistribution(samp);
sampPlot.Draw();
*/
// Now find bands and power constraint
Double_t* bins = histOfUL->GetIntegral();
TH1F* cumulative = (TH1F*) histOfUL->Clone("cumulative");
cumulative->SetContent(bins);
double band2sigDown, band1sigDown, bandMedian, band1sigUp,band2sigUp;
for(int i=1; i<=cumulative->GetNbinsX(); ++i){
if(bins[i]<RooStats::SignificanceToPValue(2))
band2sigDown=cumulative->GetBinCenter(i);
if(bins[i]<RooStats::SignificanceToPValue(1))
band1sigDown=cumulative->GetBinCenter(i);
if(bins[i]<0.5)
bandMedian=cumulative->GetBinCenter(i);
if(bins[i]<RooStats::SignificanceToPValue(-1))
band1sigUp=cumulative->GetBinCenter(i);
if(bins[i]<RooStats::SignificanceToPValue(-2))
band2sigUp=cumulative->GetBinCenter(i);
}
cout << "-2 sigma band " << band2sigDown << endl;
cout << "-1 sigma band " << band1sigDown << " [Power Constraint)]" << endl;
cout << "median of band " << bandMedian << endl;
cout << "+1 sigma band " << band1sigUp << endl;
cout << "+2 sigma band " << band2sigUp << endl;
// print out the interval on the first Parameter of Interest
cout << "\nobserved 95% upper-limit "<< interval->UpperLimit(*firstPOI) <<endl;
cout << "CLb strict [P(toy>obs|0)] for observed 95% upper-limit "<< CLb <<endl;
cout << "CLb inclusive [P(toy>=obs|0)] for observed 95% upper-limit "<< CLbinclusive <<endl;
delete profile;
delete nll;
}
void OneSidedFrequentistUpperLimitWithBands_intermediate(const char* infile = "",
const char* workspaceName = "combined",
const char* modelConfigName = "ModelConfig",
const char* dataName = "obsData"){
double confidenceLevel=0.95;
// degrade/improve number of pseudo-experiments used to define the confidence belt.
// value of 1 corresponds to default number of toys in the tail, which is 50/(1-confidenceLevel)
double additionalToysFac = 1.;
int nPointsToScan = 30; // number of steps in the parameter of interest
int nToyMC = 100; // number of toys used to define the expected limit and band
TStopwatch t;
t.Start();
/////////////////////////////////////////////////////////////
// First part is just to access a user-defined file
// or create the standard example file if it doesn't exist
////////////////////////////////////////////////////////////
const char* filename = "";
if (!strcmp(infile,""))
filename = "results/example_combined_GaussExample_model.root";
else
filename = infile;
// Check if example input file exists
TFile *file = TFile::Open(filename);
// if input file was specified byt not found, quit
if(!file && strcmp(infile,"")){
cout <<"file not found" << endl;
return;
}
// if default file not found, try to create it
if(!file ){
// Normally this would be run on the command line
cout <<"will run standard hist2workspace example"<<endl;
gROOT->ProcessLine(".! prepareHistFactory .");
gROOT->ProcessLine(".! hist2workspace config/example.xml");
cout <<"\n\n---------------------"<<endl;
cout <<"Done creating example input"<<endl;
cout <<"---------------------\n\n"<<endl;
}
// now try to access the file again
file = TFile::Open(filename);
if(!file){
// if it is still not there, then we can't continue
cout << "Not able to run hist2workspace to create example input" <<endl;
return;
}
/////////////////////////////////////////////////////////////
// Now get the data and workspace
////////////////////////////////////////////////////////////
// get the workspace out of the file
RooWorkspace* w = (RooWorkspace*) file->Get(workspaceName);
if(!w){
cout <<"workspace not found" << endl;
return;
}
// get the modelConfig out of the file
ModelConfig* mc = (ModelConfig*) w->obj(modelConfigName);
// get the modelConfig out of the file
RooAbsData* data = w->data(dataName);
// make sure ingredients are found
if(!data || !mc){
w->Print();
cout << "data or ModelConfig was not found" <<endl;
return;
}
cout << "Found data and ModelConfig:" <<endl;
mc->Print();
/////////////////////////////////////////////////////////////
// Now get the POI for convenience
// you may want to adjust the range of your POI
////////////////////////////////////////////////////////////
RooRealVar* firstPOI = (RooRealVar*) mc->GetParametersOfInterest()->first();
// firstPOI->setMin(0);
// firstPOI->setMax(10);
/////////////////////////////////////////////
// create and use the FeldmanCousins tool
// to find and plot the 95% confidence interval
// on the parameter of interest as specified
// in the model config
// REMEMBER, we will change the test statistic
// so this is NOT a Feldman-Cousins interval
FeldmanCousins fc(*data,*mc);
fc.SetConfidenceLevel(confidenceLevel);
fc.AdditionalNToysFactor(additionalToysFac); // improve sampling that defines confidence belt
// fc.UseAdaptiveSampling(true); // speed it up a bit, but don't use for expectd limits
fc.SetNBins(nPointsToScan); // set how many points per parameter of interest to scan
fc.CreateConfBelt(true); // save the information in the belt for plotting
/////////////////////////////////////////////
// Feldman-Cousins is a unified limit by definition
// but the tool takes care of a few things for us like which values
// of the nuisance parameters should be used to generate toys.
// so let's just change the test statistic and realize this is
// no longer "Feldman-Cousins" but is a fully frequentist Neyman-Construction.
// ProfileLikelihoodTestStatModified onesided(*mc->GetPdf());
// fc.GetTestStatSampler()->SetTestStatistic(&onesided);
// ((ToyMCSampler*) fc.GetTestStatSampler())->SetGenerateBinned(true);
ToyMCSampler* toymcsampler = (ToyMCSampler*) fc.GetTestStatSampler();
ProfileLikelihoodTestStat* testStat = dynamic_cast<ProfileLikelihoodTestStat*>(toymcsampler->GetTestStatistic());
testStat->SetOneSided(true);
// test speedups:
testStat->SetReuseNLL(true);
// toymcsampler->setUseMultiGen(true); // not fully validated
// Since this tool needs to throw toy MC the PDF needs to be
// extended or the tool needs to know how many entries in a dataset
// per pseudo experiment.
// In the 'number counting form' where the entries in the dataset
// are counts, and not values of discriminating variables, the
// datasets typically only have one entry and the PDF is not
// extended.
if(!mc->GetPdf()->canBeExtended()){
if(data->numEntries()==1)
fc.FluctuateNumDataEntries(false);
else
cout <<"Not sure what to do about this model" <<endl;
}
// We can use PROOF to speed things along in parallel
ProofConfig pc(*w, 4, "",false);
if(mc->GetGlobalObservables()){
cout << "will use global observables for unconditional ensemble"<<endl;
mc->GetGlobalObservables()->Print();
toymcsampler->SetGlobalObservables(*mc->GetGlobalObservables());
}
toymcsampler->SetProofConfig(&pc); // enable proof
// Now get the interval
PointSetInterval* interval = fc.GetInterval();
ConfidenceBelt* belt = fc.GetConfidenceBelt();
// print out the iterval on the first Parameter of Interest
cout << "\n95% interval on " <<firstPOI->GetName()<<" is : ["<<
interval->LowerLimit(*firstPOI) << ", "<<
interval->UpperLimit(*firstPOI) <<"] "<<endl;
// get observed UL and value of test statistic evaluated there
RooArgSet tmpPOI(*firstPOI);
double observedUL = interval->UpperLimit(*firstPOI);
firstPOI->setVal(observedUL);
double obsTSatObsUL = fc.GetTestStatSampler()->EvaluateTestStatistic(*data,tmpPOI);
// Ask the calculator which points were scanned
RooDataSet* parameterScan = (RooDataSet*) fc.GetPointsToScan();
RooArgSet* tmpPoint;
// make a histogram of parameter vs. threshold
TH1F* histOfThresholds = new TH1F("histOfThresholds","",
parameterScan->numEntries(),
firstPOI->getMin(),
firstPOI->getMax());
histOfThresholds->GetXaxis()->SetTitle(firstPOI->GetName());
histOfThresholds->GetYaxis()->SetTitle("Threshold");
// loop through the points that were tested and ask confidence belt
// what the upper/lower thresholds were.
// For FeldmanCousins, the lower cut off is always 0
for(Int_t i=0; i<parameterScan->numEntries(); ++i){
tmpPoint = (RooArgSet*) parameterScan->get(i)->clone("temp");
double arMax = belt->GetAcceptanceRegionMax(*tmpPoint);
double poiVal = tmpPoint->getRealValue(firstPOI->GetName()) ;
histOfThresholds->Fill(poiVal,arMax);
}
TCanvas* c1 = new TCanvas();
c1->Divide(2);
c1->cd(1);
histOfThresholds->SetMinimum(0);
histOfThresholds->Draw();
c1->cd(2);
/////////////////////////////////////////////////////////////
// Now we generate the expected bands and power-constriant
////////////////////////////////////////////////////////////
// First: find parameter point for mu=0, with conditional MLEs for nuisance parameters
RooAbsReal* nll = mc->GetPdf()->createNLL(*data);
RooAbsReal* profile = nll->createProfile(*mc->GetParametersOfInterest());
firstPOI->setVal(0.);
profile->getVal(); // this will do fit and set nuisance parameters to profiled values
RooArgSet* poiAndNuisance = new RooArgSet();
if(mc->GetNuisanceParameters())
poiAndNuisance->add(*mc->GetNuisanceParameters());
poiAndNuisance->add(*mc->GetParametersOfInterest());
w->saveSnapshot("paramsToGenerateData",*poiAndNuisance);
RooArgSet* paramsToGenerateData = (RooArgSet*) poiAndNuisance->snapshot();
cout << "\nWill use these parameter points to generate pseudo data for bkg only" << endl;
paramsToGenerateData->Print("v");
double CLb=0;
double CLbinclusive=0;
// Now we generate background only and find distribution of upper limits
TH1F* histOfUL = new TH1F("histOfUL","",100,0,firstPOI->getMax());
histOfUL->GetXaxis()->SetTitle("Upper Limit (background only)");
histOfUL->GetYaxis()->SetTitle("Entries");
for(int imc=0; imc<nToyMC; ++imc){
// set parameters back to values for generating pseudo data
w->loadSnapshot("paramsToGenerateData");
// in 5.30 there is a nicer way to generate toy data & randomize global obs
RooAbsData* toyData = toymcsampler->GenerateToyData(*paramsToGenerateData);
// get test stat at observed UL in observed data
firstPOI->setVal(observedUL);
double toyTSatObsUL = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData,tmpPOI);
// toyData->get()->Print("v");
// cout <<"obsTSatObsUL " <<obsTSatObsUL << "toyTS " << toyTSatObsUL << endl;
if(obsTSatObsUL < toyTSatObsUL) // (should be checked)
CLb+= (1.)/nToyMC;
if(obsTSatObsUL <= toyTSatObsUL) // (should be checked)
CLbinclusive+= (1.)/nToyMC;
// loop over points in belt to find upper limit for this toy data
double thisUL = 0;
for(Int_t i=0; i<parameterScan->numEntries(); ++i){
tmpPoint = (RooArgSet*) parameterScan->get(i)->clone("temp");
double arMax = belt->GetAcceptanceRegionMax(*tmpPoint);
firstPOI->setVal( tmpPoint->getRealValue(firstPOI->GetName()) );
double thisTS = fc.GetTestStatSampler()->EvaluateTestStatistic(*toyData,tmpPOI);
if(thisTS<=arMax){
thisUL = firstPOI->getVal();
} else{
break;
}
}
histOfUL->Fill(thisUL);
delete toyData;
}
histOfUL->Draw();
c1->SaveAs("one-sided_upper_limit_output.pdf");
// if you want to see a plot of the sampling distribution for a particular scan point:
// Now find bands and power constraint
Double_t* bins = histOfUL->GetIntegral();
TH1F* cumulative = (TH1F*) histOfUL->Clone("cumulative");
cumulative->SetContent(bins);
double band2sigDown=0, band1sigDown=0, bandMedian=0, band1sigUp=0,band2sigUp=0;
for(int i=1; i<=cumulative->GetNbinsX(); ++i){
if(bins[i]<RooStats::SignificanceToPValue(2))
band2sigDown=cumulative->GetBinCenter(i);
if(bins[i]<RooStats::SignificanceToPValue(1))
band1sigDown=cumulative->GetBinCenter(i);
if(bins[i]<0.5)
bandMedian=cumulative->GetBinCenter(i);
if(bins[i]<RooStats::SignificanceToPValue(-1))
band1sigUp=cumulative->GetBinCenter(i);
if(bins[i]<RooStats::SignificanceToPValue(-2))
band2sigUp=cumulative->GetBinCenter(i);
}
t.Stop();
t.Print();
cout << "-2 sigma band " << band2sigDown << endl;
cout << "-1 sigma band " << band1sigDown << endl;
cout << "median of band " << bandMedian << " [Power Constriant)]" << endl;
cout << "+1 sigma band " << band1sigUp << endl;
cout << "+2 sigma band " << band2sigUp << endl;
// print out the iterval on the first Parameter of Interest
cout << "\nobserved 95% upper-limit "<< interval->UpperLimit(*firstPOI) <<endl;
cout << "CLb strict [P(toy>obs|0)] for observed 95% upper-limit "<< CLb <<endl;
cout << "CLb inclusive [P(toy>=obs|0)] for observed 95% upper-limit "<< CLbinclusive <<endl;
delete profile;
delete nll;
}
void StandardTestStatDistributionDemo(const char* infile = "",
const char* workspaceName = "combined",
const char* modelConfigName = "ModelConfig",
const char* dataName = "obsData"){
// the number of toy MC used to generate the distribution
int nToyMC = 1000;
// The parameter below is needed for asymptotic distribution to be chi-square,
// but set to false if your model is not numerically stable if mu<0
bool allowNegativeMu=true;
/////////////////////////////////////////////////////////////
// First part is just to access a user-defined file
// or create the standard example file if it doesn't exist
////////////////////////////////////////////////////////////
const char* filename = "";
if (!strcmp(infile,"")) {
filename = "results/example_combined_GaussExample_model.root";
bool fileExist = !gSystem->AccessPathName(filename); // note opposite return code
// if file does not exists generate with histfactory
if (!fileExist) {
#ifdef _WIN32
cout << "HistFactory file cannot be generated on Windows - exit" << endl;
return;
#endif
// Normally this would be run on the command line
cout <<"will run standard hist2workspace example"<<endl;
gROOT->ProcessLine(".! prepareHistFactory .");
gROOT->ProcessLine(".! hist2workspace config/example.xml");
cout <<"\n\n---------------------"<<endl;
cout <<"Done creating example input"<<endl;
cout <<"---------------------\n\n"<<endl;
}
}
else
filename = infile;
// Try to open the file
TFile *file = TFile::Open(filename);
// if input file was specified byt not found, quit
if(!file ){
cout <<"StandardRooStatsDemoMacro: Input file " << filename << " is not found" << endl;
return;
}
/////////////////////////////////////////////////////////////
// Now get the data and workspace
////////////////////////////////////////////////////////////
// get the workspace out of the file
RooWorkspace* w = (RooWorkspace*) file->Get(workspaceName);
if(!w){
cout <<"workspace not found" << endl;
return;
}
// get the modelConfig out of the file
ModelConfig* mc = (ModelConfig*) w->obj(modelConfigName);
// get the modelConfig out of the file
RooAbsData* data = w->data(dataName);
// make sure ingredients are found
if(!data || !mc){
w->Print();
cout << "data or ModelConfig was not found" <<endl;
return;
}
mc->Print();
/////////////////////////////////////////////////////////////
// Now find the upper limit based on the asymptotic results
////////////////////////////////////////////////////////////
RooRealVar* firstPOI = (RooRealVar*) mc->GetParametersOfInterest()->first();
ProfileLikelihoodCalculator plc(*data,*mc);
LikelihoodInterval* interval = plc.GetInterval();
double plcUpperLimit = interval->UpperLimit(*firstPOI);
delete interval;
cout << "\n\n--------------------------------------"<<endl;
cout <<"Will generate sampling distribution at " << firstPOI->GetName() << " = " << plcUpperLimit <<endl;
int nPOI = mc->GetParametersOfInterest()->getSize();
if(nPOI>1){
cout <<"not sure what to do with other parameters of interest, but here are their values"<<endl;
mc->GetParametersOfInterest()->Print("v");
}
/////////////////////////////////////////////
// create thte test stat sampler
ProfileLikelihoodTestStat ts(*mc->GetPdf());
// to avoid effects from boundary and simplify asymptotic comparison, set min=-max
if(allowNegativeMu)
firstPOI->setMin(-1*firstPOI->getMax());
// temporary RooArgSet
RooArgSet poi;
poi.add(*mc->GetParametersOfInterest());
// create and configure the ToyMCSampler
ToyMCSampler sampler(ts,nToyMC);
sampler.SetPdf(*mc->GetPdf());
sampler.SetObservables(*mc->GetObservables());
sampler.SetGlobalObservables(*mc->GetGlobalObservables());
if(!mc->GetPdf()->canBeExtended() && (data->numEntries()==1)){
cout << "tell it to use 1 event"<<endl;
sampler.SetNEventsPerToy(1);
}
firstPOI->setVal(plcUpperLimit); // set POI value for generation
sampler.SetParametersForTestStat(*mc->GetParametersOfInterest()); // set POI value for evaluation
if (useProof) {
ProofConfig pc(*w, nworkers, "",false);
sampler.SetProofConfig(&pc); // enable proof
}
firstPOI->setVal(plcUpperLimit);
RooArgSet allParameters;
allParameters.add(*mc->GetParametersOfInterest());
allParameters.add(*mc->GetNuisanceParameters());
allParameters.Print("v");
SamplingDistribution* sampDist = sampler.GetSamplingDistribution(allParameters);
SamplingDistPlot plot;
plot.AddSamplingDistribution(sampDist);
plot.GetTH1F(sampDist)->GetYaxis()->SetTitle(Form("f(-log #lambda(#mu=%.2f) | #mu=%.2f)",plcUpperLimit,plcUpperLimit));
plot.SetAxisTitle(Form("-log #lambda(#mu=%.2f)",plcUpperLimit));
TCanvas* c1 = new TCanvas("c1");
c1->SetLogy();
plot.Draw();
double min = plot.GetTH1F(sampDist)->GetXaxis()->GetXmin();
double max = plot.GetTH1F(sampDist)->GetXaxis()->GetXmax();
TF1* f = new TF1("f",Form("2*ROOT::Math::chisquared_pdf(2*x,%d,0)",nPOI),min,max);
f->Draw("same");
c1->SaveAs("standard_test_stat_distribution.pdf");
}
TH1D* runSig(RooWorkspace* ws,
const char* modelConfigName = "ModelConfig",
const char* dataName = "obsData",
const char* asimov1DataName = "asimovData_1",
const char* conditional1Snapshot = "conditionalGlobs_1",
const char* nominalSnapshot = "nominalGlobs")
{
string defaultMinimizer = "Minuit"; // or "Minuit"
int defaultStrategy = 2; // Minimization strategy. 0-2. 0 = fastest, least robust. 2 = slowest, most robust
double mu_profile_value = 1; // mu value to profile the obs data at wbefore generating the expected
bool doUncap = 1; // uncap p0
bool doInj = 0; // setup the poi for injection study (zero is faster if you're not)
bool doMedian = 1; // compute median significance
bool isBlind = 0; // Dont look at observed data
bool doConditional = !isBlind; // do conditional expected data
bool doObs = !isBlind; // compute observed significance
TStopwatch timer;
timer.Start();
if (!ws)
{
cout << "ERROR::Workspace is NULL!" << endl;
return NULL;
}
ModelConfig* mc = (ModelConfig*)ws->obj(modelConfigName);
if (!mc)
{
cout << "ERROR::ModelConfig: " << modelConfigName << " doesn't exist!" << endl;
return NULL;
}
RooDataSet* data = (RooDataSet*)ws->data(dataName);
if (!data)
{
cout << "ERROR::Dataset: " << dataName << " doesn't exist!" << endl;
return NULL;
}
mc->GetNuisanceParameters()->Print("v");
//RooNLLVar::SetIgnoreZeroEntries(1);
ROOT::Math::MinimizerOptions::SetDefaultMinimizer(defaultMinimizer.c_str());
ROOT::Math::MinimizerOptions::SetDefaultStrategy(defaultStrategy);
ROOT::Math::MinimizerOptions::SetDefaultPrintLevel(-1);
// cout << "Setting max function calls" << endl;
//ROOT::Math::MinimizerOptions::SetDefaultMaxFunctionCalls(20000);
//RooMinimizer::SetMaxFunctionCalls(10000);
ws->loadSnapshot("conditionalNuis_0");
RooArgSet nuis(*mc->GetNuisanceParameters());
RooRealVar* mu = (RooRealVar*)mc->GetParametersOfInterest()->first();
RooAbsPdf* pdf_temp = mc->GetPdf();
string condSnapshot(conditional1Snapshot);
RooArgSet nuis_tmp2 = *mc->GetNuisanceParameters();
RooNLLVar* obs_nll = doObs ? (RooNLLVar*)pdf_temp->createNLL(*data, Constrain(nuis_tmp2)) : NULL;
RooDataSet* asimovData1 = (RooDataSet*)ws->data(asimov1DataName);
if (!asimovData1)
{
cout << "Asimov data doesn't exist! Please, allow me to build one for you..." << endl;
string mu_str, mu_prof_str;
asimovData1 = makeAsimovData(mc, doConditional, ws, obs_nll, 1, &mu_str, &mu_prof_str, mu_profile_value, true);
condSnapshot="conditionalGlobs"+mu_prof_str;
//makeAsimovData(mc, true, ws, mc->GetPdf(), data, 0);
//ws->Print();
//asimovData1 = (RooDataSet*)ws->data("asimovData_1");
}
if (!doUncap) mu->setRange(0, 40);
else mu->setRange(-40, 40);
RooAbsPdf* pdf = mc->GetPdf();
RooArgSet nuis_tmp1 = *mc->GetNuisanceParameters();
RooNLLVar* asimov_nll = (RooNLLVar*)pdf->createNLL(*asimovData1, Constrain(nuis_tmp1));
//do asimov
mu->setVal(1);
mu->setConstant(0);
if (!doInj) mu->setConstant(1);
int status,sign;
double med_sig=0,obs_sig=0,asimov_q0=0,obs_q0=0;
if (doMedian)
{
ws->loadSnapshot(condSnapshot.c_str());
if (doInj) ws->loadSnapshot("conditionalNuis_inj");
else ws->loadSnapshot("conditionalNuis_1");
mc->GetGlobalObservables()->Print("v");
mu->setVal(0);
mu->setConstant(1);
status = minimize(asimov_nll, ws);
if (status >= 0) cout << "Success!" << endl;
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(asimov_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double asimov_nll_cond = asimov_nll->getVal();
mu->setVal(1);
if (doInj) ws->loadSnapshot("conditionalNuis_inj");
else ws->loadSnapshot("conditionalNuis_1");
if (doInj) mu->setConstant(0);
status = minimize(asimov_nll, ws);
if (status >= 0) cout << "Success!" << endl;
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(asimov_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double asimov_nll_min = asimov_nll->getVal();
asimov_q0 = 2*(asimov_nll_cond - asimov_nll_min);
if (doUncap && mu->getVal() < 0) asimov_q0 = -asimov_q0;
sign = int(asimov_q0 != 0 ? asimov_q0/fabs(asimov_q0) : 0);
med_sig = sign*sqrt(fabs(asimov_q0));
ws->loadSnapshot(nominalSnapshot);
}
if (doObs)
{
ws->loadSnapshot("conditionalNuis_0");
mu->setVal(0);
mu->setConstant(1);
status = minimize(obs_nll, ws);
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(obs_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double obs_nll_cond = obs_nll->getVal();
//ws->loadSnapshot("ucmles");
mu->setConstant(0);
status = minimize(obs_nll, ws);
if (status < 0)
{
cout << "Retrying with conditional snapshot at mu=1" << endl;
ws->loadSnapshot("conditionalNuis_0");
status = minimize(obs_nll, ws);
if (status >= 0) cout << "Success!" << endl;
}
double obs_nll_min = obs_nll->getVal();
obs_q0 = 2*(obs_nll_cond - obs_nll_min);
if (doUncap && mu->getVal() < 0) obs_q0 = -obs_q0;
sign = int(obs_q0 == 0 ? 0 : obs_q0 / fabs(obs_q0));
if (!doUncap && ((obs_q0 < 0 && obs_q0 > -0.1) || mu->getVal() < 0.001)) obs_sig = 0;
else obs_sig = sign*sqrt(fabs(obs_q0));
}
cout << "obs: " << obs_sig << endl;
cout << "Observed significance: " << obs_sig << endl;
if (med_sig)
{
cout << "Median test stat val: " << asimov_q0 << endl;
cout << "Median significance: " << med_sig << endl;
}
TH1D* h_hypo = new TH1D("hypo","hypo",2,0,2);
h_hypo->SetBinContent(1, obs_sig);
h_hypo->SetBinContent(2, med_sig);
timer.Stop();
timer.Print();
return h_hypo;
}