void StandardBayesianNumericalDemo(const char* infile = "",
const char* workspaceName = "combined",
const char* modelConfigName = "ModelConfig",
const char* dataName = "obsData") {
// option definitions
double confLevel = optBayes.confLevel;
TString integrationType = optBayes.integrationType;
int nToys = optBayes.nToys;
bool scanPosterior = optBayes.scanPosterior;
int nScanPoints = optBayes.nScanPoints;
int intervalType = optBayes.intervalType;
int maxPOI = optBayes.maxPOI;
double nSigmaNuisance = optBayes.nSigmaNuisance;
/////////////////////////////////////////////////////////////
// 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;
}
/////////////////////////////////////////////////////////////
// Tutorial starts here
////////////////////////////////////////////////////////////
// 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;
}
/////////////////////////////////////////////
// create and use the BayesianCalculator
// to find and plot the 95% credible interval
// on the parameter of interest as specified
// in the model config
// before we do that, we must specify our prior
// it belongs in the model config, but it may not have
// been specified
RooUniform prior("prior","",*mc->GetParametersOfInterest());
w->import(prior);
mc->SetPriorPdf(*w->pdf("prior"));
// do without systematics
//mc->SetNuisanceParameters(RooArgSet() );
if (nSigmaNuisance > 0) {
RooAbsPdf * pdf = mc->GetPdf();
assert(pdf);
RooFitResult * res = pdf->fitTo(*data, Save(true), Minimizer(ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str()), Hesse(true),
PrintLevel(ROOT::Math::MinimizerOptions::DefaultPrintLevel()-1) );
res->Print();
RooArgList nuisPar(*mc->GetNuisanceParameters());
for (int i = 0; i < nuisPar.getSize(); ++i) {
RooRealVar * v = dynamic_cast<RooRealVar*> (&nuisPar[i] );
assert( v);
v->setMin( TMath::Max( v->getMin(), v->getVal() - nSigmaNuisance * v->getError() ) );
v->setMax( TMath::Min( v->getMax(), v->getVal() + nSigmaNuisance * v->getError() ) );
std::cout << "setting interval for nuisance " << v->GetName() << " : [ " << v->getMin() << " , " << v->getMax() << " ]" << std::endl;
}
}
BayesianCalculator bayesianCalc(*data,*mc);
bayesianCalc.SetConfidenceLevel(confLevel); // 95% interval
// default of the calculator is central interval. here use shortest , central or upper limit depending on input
// doing a shortest interval might require a longer time since it requires a scan of the posterior function
if (intervalType == 0) bayesianCalc.SetShortestInterval(); // for shortest interval
if (intervalType == 1) bayesianCalc.SetLeftSideTailFraction(0.5); // for central interval
if (intervalType == 2) bayesianCalc.SetLeftSideTailFraction(0.); // for upper limit
if (!integrationType.IsNull() ) {
bayesianCalc.SetIntegrationType(integrationType); // set integrationType
bayesianCalc.SetNumIters(nToys); // set number of ietrations (i.e. number of toys for MC integrations)
}
// in case of toyMC make a nnuisance pdf
if (integrationType.Contains("TOYMC") ) {
RooAbsPdf * nuisPdf = RooStats::MakeNuisancePdf(*mc, "nuisance_pdf");
cout << "using TOYMC integration: make nuisance pdf from the model " << std::endl;
nuisPdf->Print();
bayesianCalc.ForceNuisancePdf(*nuisPdf);
scanPosterior = true; // for ToyMC the posterior is scanned anyway so used given points
}
// compute interval by scanning the posterior function
if (scanPosterior)
bayesianCalc.SetScanOfPosterior(nScanPoints);
RooRealVar* poi = (RooRealVar*) mc->GetParametersOfInterest()->first();
if (maxPOI != -999 && maxPOI > poi->getMin())
poi->setMax(maxPOI);
SimpleInterval* interval = bayesianCalc.GetInterval();
// print out the iterval on the first Parameter of Interest
cout << "\n>>>> RESULT : " << confLevel*100 << "% interval on " << poi->GetName()<<" is : ["<<
interval->LowerLimit() << ", "<<
interval->UpperLimit() <<"] "<<endl;
// make a plot
// since plotting may take a long time (it requires evaluating
// the posterior in many points) this command will speed up
// by reducing the number of points to plot - do 50
// ignore errors of PDF if is zero
RooAbsReal::setEvalErrorLoggingMode(RooAbsReal::Ignore) ;
cout << "\nDrawing plot of posterior function....." << endl;
// always plot using numer of scan points
bayesianCalc.SetScanOfPosterior(nScanPoints);
RooPlot * plot = bayesianCalc.GetPosteriorPlot();
plot->Draw();
}
// 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;
}
