void ws_profile_interval1( const char* wsfile = "ws-test1.root", const char* parName = "mu_susy_sig", double alpha = 0.10, double mu_susy_sig_val = 0., double xmax = -1. ) {
TFile* wstf = new TFile( wsfile ) ;
RooWorkspace* ws = dynamic_cast<RooWorkspace*>( wstf->Get("ws") );
ws->Print() ;
//// ModelConfig* modelConfig = (ModelConfig*) ws->obj( "SbModel" ) ;
//// printf("\n\n\n ===== SbModel ====================\n\n") ;
//// modelConfig->Print() ;
RooDataSet* rds = (RooDataSet*) ws->obj( "ra2b_observed_rds" ) ;
printf("\n\n\n ===== RooDataSet ====================\n\n") ;
rds->Print() ;
rds->printMultiline(cout, 1, kTRUE, "") ;
printf("\n\n\n ===== Grabbing %s rrv ====================\n\n", parName ) ;
RooRealVar* rrv_par = ws->var( parName ) ;
if ( rrv_par == 0x0 ) {
printf("\n\n\n *** can't find %s in workspace. Quitting.\n\n\n", parName ) ; return ;
} else {
printf(" current value is : %8.3f\n", rrv_par->getVal() ) ; cout << flush ;
}
if ( xmax > 0 ) { rrv_par->setMax( xmax ) ; }
printf("\n\n\n ===== Grabbing mu_susy_sig rrv ====================\n\n") ;
RooRealVar* rrv_mu_susy_sig = ws->var("mu_susy_sig") ;
if ( rrv_mu_susy_sig == 0x0 ) {
printf("\n\n\n *** can't find mu_susy_sig in workspace. Quitting.\n\n\n") ; return ;
}
if ( strcmp( parName, "mu_susy_sig" ) != 0 ) {
if ( mu_susy_sig_val >= 0. ) {
printf(" current value is : %8.3f\n", rrv_mu_susy_sig->getVal() ) ; cout << flush ;
printf(" fixing to %8.2f.\n", mu_susy_sig_val ) ;
rrv_mu_susy_sig->setVal( mu_susy_sig_val ) ;
rrv_mu_susy_sig->setConstant(kTRUE) ;
} else {
printf(" current value is : %8.3f\n", rrv_mu_susy_sig->getVal() ) ; cout << flush ;
printf(" allowing mu_susy_sig to float.\n") ;
rrv_mu_susy_sig->setConstant(kFALSE) ;
}
} else {
printf("\n\n profile plot parameter is mu_susy_sig.\n") ;
rrv_mu_susy_sig->setConstant(kFALSE) ;
}
printf("\n\n\n ===== Grabbing likelihood pdf ====================\n\n") ;
RooAbsPdf* likelihood = ws->pdf("likelihood") ;
if ( likelihood == 0x0 ) {
printf("\n\n\n *** can't find likelihood pdf in workspace. Quitting.\n\n\n") ; return ;
} else {
printf("\n\n likelihood pdf: \n\n") ;
likelihood->Print() ;
}
printf("\n\n\n ===== Doing a fit ====================\n\n") ;
likelihood->fitTo( *rds ) ;
double mlValue = rrv_par->getVal() ;
printf(" Maximum likelihood value of %s : %8.3f +/- %8.3f\n",
parName, rrv_par->getVal(), rrv_par->getError() ) ;
printf("\n\n ========== Creating ProfileLikelihoodCalculator\n\n" ) ; cout << flush ;
// ProfileLikelihoodCalculator plc( *rds, *modelConfig ) ;
ProfileLikelihoodCalculator plc( *rds, *likelihood, RooArgSet( *rrv_par ) ) ;
plc.SetTestSize( alpha ) ;
ConfInterval* plinterval = plc.GetInterval() ;
double low = ((LikelihoodInterval*) plinterval)->LowerLimit(*rrv_par) ;
double high = ((LikelihoodInterval*) plinterval)->UpperLimit(*rrv_par) ;
printf("\n\n Limits: %8.3f, %8.3f\n\n", low, high ) ;
printf("\n\n ========= Making profile likelihood plot\n\n") ; cout << flush ;
LikelihoodIntervalPlot* profPlot = new LikelihoodIntervalPlot((LikelihoodInterval*)plinterval) ;
TCanvas* cplplot = new TCanvas("cplplot","cplplot", 500, 400) ;
profPlot->Draw() ;
gPad->SetGridy(1) ;
char plotname[10000] ;
sprintf( plotname, "plplot-%s.png", parName ) ;
cplplot->SaveAs( plotname ) ;
if ( alpha > 0.3 ) {
printf("\n\n\n 1 standard-deviation errors for %s : %8.2f + %8.2f - %8.2f\n\n\n",
parName, mlValue, high-mlValue, mlValue-low ) ;
}
}
// 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);
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);
}
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 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 iterations (i.e. number of toys for MC integrations)
}
// in case of toyMC make a nuisance 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 interval 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();
}
void StandardHypoTestDemo(const char* infile = "",
const char* workspaceName = "combined",
const char* modelSBName = "ModelConfig",
const char* modelBName = "",
const char* dataName = "obsData",
int calcType = 0, // 0 freq 1 hybrid, 2 asymptotic
int testStatType = 3, // 0 LEP, 1 TeV, 2 LHC, 3 LHC - one sided
int ntoys = 5000,
bool useNC = false,
const char * nuisPriorName = 0)
{
/*
Other Parameter to pass in tutorial
apart from standard for filename, ws, modelconfig and data
type = 0 Freq calculator
type = 1 Hybrid calculator
type = 2 Asymptotic calculator
testStatType = 0 LEP
= 1 Tevatron
= 2 Profile Likelihood
= 3 Profile Likelihood one sided (i.e. = 0 if mu < mu_hat)
ntoys: number of toys to use
useNumberCounting: set to true when using number counting events
nuisPriorName: name of prior for the nnuisance. This is often expressed as constraint term in the global model
It is needed only when using the HybridCalculator (type=1)
If not given by default the prior pdf from ModelConfig is used.
extra options are available as global paramwters of the macro. They major ones are:
generateBinned generate binned data sets for toys (default is false) - be careful not to activate with
a too large (>=3) number of observables
nToyRatio ratio of S+B/B toys (default is 2)
printLevel
*/
// disable - can cause some problems
//ToyMCSampler::SetAlwaysUseMultiGen(true);
SimpleLikelihoodRatioTestStat::SetAlwaysReuseNLL(true);
ProfileLikelihoodTestStat::SetAlwaysReuseNLL(true);
RatioOfProfiledLikelihoodsTestStat::SetAlwaysReuseNLL(true);
//RooRandom::randomGenerator()->SetSeed(0);
// to change minimizers
// ROOT::Math::MinimizerOptions::SetDefaultStrategy(0);
// ROOT::Math::MinimizerOptions::SetDefaultMinimizer("Minuit2");
// ROOT::Math::MinimizerOptions::SetDefaultTolerance(1);
/////////////////////////////////////////////////////////////
// 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;
}
/////////////////////////////////////////////////////////////
// Tutorial starts here
////////////////////////////////////////////////////////////
// get the workspace out of the file
RooWorkspace* w = (RooWorkspace*) file->Get(workspaceName);
if(!w){
cout <<"workspace not found" << endl;
return;
}
w->Print();
// get the modelConfig out of the file
ModelConfig* sbModel = (ModelConfig*) w->obj(modelSBName);
// get the modelConfig out of the file
RooAbsData* data = w->data(dataName);
// make sure ingredients are found
if(!data || !sbModel){
w->Print();
cout << "data or ModelConfig was not found" <<endl;
return;
}
// make b model
ModelConfig* bModel = (ModelConfig*) w->obj(modelBName);
// 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 ) {
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("B_only"));
RooRealVar * var = dynamic_cast<RooRealVar*>(bModel->GetParametersOfInterest()->first());
if (!var) return;
double oldval = var->getVal();
var->setVal(0);
//bModel->SetSnapshot( RooArgSet(*var, *w->var("lumi")) );
bModel->SetSnapshot( RooArgSet(*var) );
var->setVal(oldval);
}
if (!sbModel->GetSnapshot() || poiValue > 0) {
Info("StandardHypoTestDemo","Model %s has no snapshot - make one using model poi",modelSBName);
RooRealVar * var = dynamic_cast<RooRealVar*>(sbModel->GetParametersOfInterest()->first());
if (!var) return;
double oldval = var->getVal();
if (poiValue > 0) var->setVal(poiValue);
//sbModel->SetSnapshot( RooArgSet(*var, *w->var("lumi") ) );
sbModel->SetSnapshot( RooArgSet(*var) );
if (poiValue > 0) var->setVal(oldval);
//sbModel->SetSnapshot( *sbModel->GetParametersOfInterest() );
}
// part 1, hypothesis testing
SimpleLikelihoodRatioTestStat * slrts = new SimpleLikelihoodRatioTestStat(*bModel->GetPdf(), *sbModel->GetPdf());
// null parameters must includes snapshot of poi plus the nuisance values
RooArgSet nullParams(*bModel->GetSnapshot());
if (bModel->GetNuisanceParameters()) nullParams.add(*bModel->GetNuisanceParameters());
slrts->SetNullParameters(nullParams);
RooArgSet altParams(*sbModel->GetSnapshot());
if (sbModel->GetNuisanceParameters()) altParams.add(*sbModel->GetNuisanceParameters());
slrts->SetAltParameters(altParams);
ProfileLikelihoodTestStat * profll = new ProfileLikelihoodTestStat(*bModel->GetPdf());
RatioOfProfiledLikelihoodsTestStat *
ropl = new RatioOfProfiledLikelihoodsTestStat(*bModel->GetPdf(), *sbModel->GetPdf(), sbModel->GetSnapshot());
ropl->SetSubtractMLE(false);
if (testStatType == 3) profll->SetOneSidedDiscovery(1);
profll->SetPrintLevel(printLevel);
// profll.SetReuseNLL(mOptimize);
// slrts.SetReuseNLL(mOptimize);
// ropl.SetReuseNLL(mOptimize);
AsymptoticCalculator::SetPrintLevel(printLevel);
HypoTestCalculatorGeneric * hypoCalc = 0;
// note here Null is B and Alt is S+B
if (calcType == 0) hypoCalc = new FrequentistCalculator(*data, *sbModel, *bModel);
else if (calcType == 1) hypoCalc= new HybridCalculator(*data, *sbModel, *bModel);
else if (calcType == 2) hypoCalc= new AsymptoticCalculator(*data, *sbModel, *bModel);
if (calcType == 0)
((FrequentistCalculator*)hypoCalc)->SetToys(ntoys, ntoys/nToysRatio);
if (calcType == 1)
((HybridCalculator*)hypoCalc)->SetToys(ntoys, ntoys/nToysRatio);
if (calcType == 2 ) {
if (testStatType == 3) ((AsymptoticCalculator*) hypoCalc)->SetOneSidedDiscovery(true);
if (testStatType != 2 && testStatType != 3)
Warning("StandardHypoTestDemo","Only the PL test statistic can be used with AsymptoticCalculator - use by default a two-sided PL");
}
// check for nuisance prior pdf in case of nuisance parameters
if (calcType == 1 && (bModel->GetNuisanceParameters() || sbModel->GetNuisanceParameters() )) {
RooAbsPdf * nuisPdf = 0;
if (nuisPriorName) nuisPdf = w->pdf(nuisPriorName);
// use prior defined first in bModel (then in SbModel)
if (!nuisPdf) {
Info("StandardHypoTestDemo","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("StandardHypoTestDemo","No nuisance pdf given - try to use %s that is defined as a prior pdf in the B model",nuisPdf->GetName());
}
else {
Error("StandardHypoTestDemo","Cannnot run Hybrid calculator because no prior on the nuisance parameter is specified or can be derived");
return;
}
}
assert(nuisPdf);
Info("StandardHypoTestDemo","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("StandardHypoTestDemo","Prior nuisance does not depend on nuisance parameters. They will be smeared in their full range");
}
delete np;
((HybridCalculator*)hypoCalc)->ForcePriorNuisanceAlt(*nuisPdf);
((HybridCalculator*)hypoCalc)->ForcePriorNuisanceNull(*nuisPdf);
}
// hypoCalc->ForcePriorNuisanceAlt(*sbModel->GetPriorPdf());
// hypoCalc->ForcePriorNuisanceNull(*bModel->GetPriorPdf());
ToyMCSampler * sampler = (ToyMCSampler *)hypoCalc->GetTestStatSampler();
if (sampler && (calcType == 0 || calcType == 1) ) {
// look if pdf is number counting or extended
if (sbModel->GetPdf()->canBeExtended() ) {
if (useNC) Warning("StandardHypoTestDemo","Pdf is extended: but number counting flag is set: ignore it ");
}
else {
// for not extended pdf
if (!useNC) {
int nEvents = data->numEntries();
Info("StandardHypoTestDemo","Pdf is not extended: number of events to generate taken from observed data set is %d",nEvents);
sampler->SetNEventsPerToy(nEvents);
}
else {
Info("StandardHypoTestDemo","using a number counting pdf");
sampler->SetNEventsPerToy(1);
}
}
if (data->isWeighted() && !generateBinned) {
Info("StandardHypoTestDemo","Data set is weighted, nentries = %d and sum of weights = %8.1f but toy generation is unbinned - it would be faster to set generateBinned to true\n",data->numEntries(), data->sumEntries());
}
if (generateBinned) sampler->SetGenerateBinned(generateBinned);
// set the test statistic
if (testStatType == 0) sampler->SetTestStatistic(slrts);
if (testStatType == 1) sampler->SetTestStatistic(ropl);
if (testStatType == 2 || testStatType == 3) sampler->SetTestStatistic(profll);
}
HypoTestResult * htr = hypoCalc->GetHypoTest();
htr->SetPValueIsRightTail(true);
htr->SetBackgroundAsAlt(false);
htr->Print(); // how to get meaningfull CLs at this point?
delete sampler;
delete slrts;
delete ropl;
delete profll;
if (calcType != 2) {
HypoTestPlot * plot = new HypoTestPlot(*htr,100);
plot->SetLogYaxis(true);
plot->Draw();
}
else {
std::cout << "Asymptotic results " << std::endl;
}
// look at expected significances
// found median of S+B distribution
if (calcType != 2) {
SamplingDistribution * altDist = htr->GetAltDistribution();
HypoTestResult htExp("Expected Result");
htExp.Append(htr);
// find quantiles in alt (S+B) distribution
double p[5];
double q[5];
for (int i = 0; i < 5; ++i) {
double sig = -2 + i;
p[i] = ROOT::Math::normal_cdf(sig,1);
}
std::vector<double> values = altDist->GetSamplingDistribution();
TMath::Quantiles( values.size(), 5, &values[0], q, p, false);
for (int i = 0; i < 5; ++i) {
htExp.SetTestStatisticData( q[i] );
double sig = -2 + i;
std::cout << " Expected p -value and significance at " << sig << " sigma = "
<< htExp.NullPValue() << " significance " << htExp.Significance() << " sigma " << std::endl;
}
}
else {
// case of asymptotic calculator
for (int i = 0; i < 5; ++i) {
double sig = -2 + i;
// sigma is inverted here
double pval = AsymptoticCalculator::GetExpectedPValues( htr->NullPValue(), htr->AlternatePValue(), -sig, false);
std::cout << " Expected p -value and significance at " << sig << " sigma = "
<< pval << " significance " << ROOT::Math::normal_quantile_c(pval,1) << " sigma " << std::endl;
}
}
}
void ws_constrained_profile3D( const char* wsfile = "rootfiles/ws-data-unblind.root",
const char* new_poi_name = "n_M234_H4_3b",
int npoiPoints = 20,
double poiMinVal = 0.,
double poiMaxVal = 20.,
double constraintWidth = 1.5,
double ymax = 10.,
int verbLevel=0 ) {
gStyle->SetOptStat(0) ;
//--- make output directory.
char command[10000] ;
sprintf( command, "basename %s", wsfile ) ;
TString wsfilenopath = gSystem->GetFromPipe( command ) ;
wsfilenopath.ReplaceAll(".root","") ;
char outputdirstr[1000] ;
sprintf( outputdirstr, "outputfiles/scans-%s", wsfilenopath.Data() ) ;
TString outputdir( outputdirstr ) ;
printf("\n\n Creating output directory: %s\n\n", outputdir.Data() ) ;
sprintf(command, "mkdir -p %s", outputdir.Data() ) ;
gSystem->Exec( command ) ;
//--- Tell RooFit to shut up about anything less important than an ERROR.
RooMsgService::instance().setGlobalKillBelow(RooFit::ERROR) ;
if ( verbLevel > 0 ) { printf("\n\n Verbose level : %d\n\n", verbLevel) ; }
TFile* wstf = new TFile( wsfile ) ;
RooWorkspace* ws = dynamic_cast<RooWorkspace*>( wstf->Get("ws") );
if ( verbLevel > 0 ) { ws->Print() ; }
RooDataSet* rds = (RooDataSet*) ws->obj( "ra2b_observed_rds" ) ;
if ( verbLevel > 0 ) {
printf("\n\n\n ===== RooDataSet ====================\n\n") ;
rds->Print() ;
rds->printMultiline(cout, 1, kTRUE, "") ;
}
ModelConfig* modelConfig = (ModelConfig*) ws->obj( "SbModel" ) ;
RooAbsPdf* likelihood = modelConfig->GetPdf() ;
RooRealVar* rrv_mu_susy_all0lep = ws->var("mu_susy_all0lep") ;
if ( rrv_mu_susy_all0lep == 0x0 ) {
printf("\n\n\n *** can't find mu_susy_all0lep in workspace. Quitting.\n\n\n") ;
return ;
}
//-- do BG only.
rrv_mu_susy_all0lep->setVal(0.) ;
rrv_mu_susy_all0lep->setConstant( kTRUE ) ;
//-- do a prefit.
printf("\n\n\n ====== Pre fit with unmodified nll var.\n\n") ;
RooFitResult* dataFitResultSusyFixed = likelihood->fitTo(*rds, Save(true),Hesse(false),Minos(false),Strategy(1),PrintLevel(verbLevel));
int dataSusyFixedFitCovQual = dataFitResultSusyFixed->covQual() ;
if ( dataSusyFixedFitCovQual < 2 ) { printf("\n\n\n *** Failed fit! Cov qual %d. Quitting.\n\n", dataSusyFixedFitCovQual ) ; return ; }
double dataFitSusyFixedNll = dataFitResultSusyFixed->minNll() ;
if ( verbLevel > 0 ) {
dataFitResultSusyFixed->Print("v") ;
}
printf("\n\n Nll value, from fit result : %.3f\n\n", dataFitSusyFixedNll ) ;
delete dataFitResultSusyFixed ;
//-- Construct the new POI parameter.
RooAbsReal* new_poi_rar(0x0) ;
new_poi_rar = ws->var( new_poi_name ) ;
if ( new_poi_rar == 0x0 ) {
printf("\n\n New POI %s is not a variable. Trying function.\n\n", new_poi_name ) ;
new_poi_rar = ws->function( new_poi_name ) ;
if ( new_poi_rar == 0x0 ) {
printf("\n\n New POI %s is not a function. I quit.\n\n", new_poi_name ) ;
return ;
}
} else {
printf("\n\n New POI %s is a variable with current value %.1f.\n\n", new_poi_name, new_poi_rar->getVal() ) ;
}
if ( npoiPoints <=0 ) {
printf("\n\n Quitting now.\n\n" ) ;
return ;
}
double startPoiVal = new_poi_rar->getVal() ;
//--- The RooNLLVar is NOT equivalent to what minuit uses.
// RooNLLVar* nll = new RooNLLVar("nll","nll", *likelihood, *rds ) ;
// printf("\n\n Nll value, from construction : %.3f\n\n", nll->getVal() ) ;
//--- output of createNLL IS what minuit uses, so use that.
RooAbsReal* nll = likelihood -> createNLL( *rds, Verbose(true) ) ;
RooRealVar* rrv_poiValue = new RooRealVar( "poiValue", "poiValue", 0., -10000., 10000. ) ;
/// rrv_poiValue->setVal( poiMinVal ) ;
/// rrv_poiValue->setConstant(kTRUE) ;
RooRealVar* rrv_constraintWidth = new RooRealVar("constraintWidth","constraintWidth", 0.1, 0.1, 1000. ) ;
rrv_constraintWidth -> setVal( constraintWidth ) ;
rrv_constraintWidth -> setConstant(kTRUE) ;
if ( verbLevel > 0 ) {
printf("\n\n ======= debug likelihood print\n\n") ;
likelihood->Print("v") ;
printf("\n\n ======= debug nll print\n\n") ;
nll->Print("v") ;
}
//----------------------------------------------------------------------------------------------
RooMinuit* rminuit( 0x0 ) ;
RooMinuit* rminuit_uc = new RooMinuit( *nll ) ;
rminuit_uc->setPrintLevel(verbLevel-1) ;
rminuit_uc->setNoWarn() ;
rminuit_uc->migrad() ;
rminuit_uc->hesse() ;
RooFitResult* rfr_uc = rminuit_uc->fit("mr") ;
double floatParInitVal[10000] ;
char floatParName[10000][100] ;
int nFloatParInitVal(0) ;
RooArgList ral_floats = rfr_uc->floatParsFinal() ;
TIterator* floatParIter = ral_floats.createIterator() ;
{
RooRealVar* par ;
while ( (par = (RooRealVar*) floatParIter->Next()) ) {
sprintf( floatParName[nFloatParInitVal], "%s", par->GetName() ) ;
floatParInitVal[nFloatParInitVal] = par->getVal() ;
nFloatParInitVal++ ;
}
}
//-------
printf("\n\n Unbiased best value for new POI %s is : %7.1f\n\n", new_poi_rar->GetName(), new_poi_rar->getVal() ) ;
double best_poi_val = new_poi_rar->getVal() ;
char minuit_formula[10000] ;
sprintf( minuit_formula, "%s+%s*(%s-%s)*(%s-%s)",
nll->GetName(),
rrv_constraintWidth->GetName(),
new_poi_rar->GetName(), rrv_poiValue->GetName(),
new_poi_rar->GetName(), rrv_poiValue->GetName()
) ;
printf("\n\n Creating new minuit variable with formula: %s\n\n", minuit_formula ) ;
RooFormulaVar* new_minuit_var = new RooFormulaVar("new_minuit_var", minuit_formula,
RooArgList( *nll,
*rrv_constraintWidth,
*new_poi_rar, *rrv_poiValue,
*new_poi_rar, *rrv_poiValue
) ) ;
printf("\n\n Current value is %.2f\n\n",
new_minuit_var->getVal() ) ;
rminuit = new RooMinuit( *new_minuit_var ) ;
RooAbsReal* plot_var = nll ;
printf("\n\n Current value is %.2f\n\n",
plot_var->getVal() ) ;
rminuit->setPrintLevel(verbLevel-1) ;
if ( verbLevel <=0 ) { rminuit->setNoWarn() ; }
//----------------------------------------------------------------------------------------------
//-- If POI range is -1 to -1, automatically determine the range using the set value.
if ( poiMinVal < 0. && poiMaxVal < 0. ) {
printf("\n\n Automatic determination of scan range.\n\n") ;
if ( startPoiVal <= 0. ) {
printf("\n\n *** POI starting value zero or negative %g. Quit.\n\n\n", startPoiVal ) ;
return ;
}
poiMinVal = startPoiVal - 3.5 * sqrt(startPoiVal) ;
poiMaxVal = startPoiVal + 6.0 * sqrt(startPoiVal) ;
if ( poiMinVal < 0. ) { poiMinVal = 0. ; }
printf(" Start val = %g. Scan range: %g to %g\n\n", startPoiVal, poiMinVal, poiMaxVal ) ;
}
//----------------------------------------------------------------------------------------------
double poiVals_scanDown[1000] ;
double nllVals_scanDown[1000] ;
//-- Do scan down from best value.
printf("\n\n +++++ Starting scan down from best value.\n\n") ;
double minNllVal(1.e9) ;
for ( int poivi=0; poivi < npoiPoints/2 ; poivi++ ) {
////double poiValue = poiMinVal + poivi*(poiMaxVal-poiMinVal)/(1.*(npoiPoints-1)) ;
double poiValue = best_poi_val - poivi*(best_poi_val-poiMinVal)/(1.*(npoiPoints/2-1)) ;
rrv_poiValue -> setVal( poiValue ) ;
rrv_poiValue -> setConstant( kTRUE ) ;
//+++++++++++++++++++++++++++++++++++
rminuit->migrad() ;
rminuit->hesse() ;
RooFitResult* rfr = rminuit->save() ;
//+++++++++++++++++++++++++++++++++++
if ( verbLevel > 0 ) { rfr->Print("v") ; }
float fit_minuit_var_val = rfr->minNll() ;
printf(" %02d : poi constraint = %.2f : allvars : MinuitVar, createNLL, PV, POI : %.5f %.5f %.5f %.5f\n",
poivi, rrv_poiValue->getVal(), fit_minuit_var_val, nll->getVal(), plot_var->getVal(), new_poi_rar->getVal() ) ;
cout << flush ;
poiVals_scanDown[poivi] = new_poi_rar->getVal() ;
nllVals_scanDown[poivi] = plot_var->getVal() ;
if ( nllVals_scanDown[poivi] < minNllVal ) { minNllVal = nllVals_scanDown[poivi] ; }
delete rfr ;
} // poivi
printf("\n\n +++++ Resetting floats to best fit values.\n\n") ;
for ( int pi=0; pi<nFloatParInitVal; pi++ ) {
RooRealVar* par = ws->var( floatParName[pi] ) ;
par->setVal( floatParInitVal[pi] ) ;
} // pi.
printf("\n\n +++++ Starting scan up from best value.\n\n") ;
//-- Now do scan up.
double poiVals_scanUp[1000] ;
double nllVals_scanUp[1000] ;
for ( int poivi=0; poivi < npoiPoints/2 ; poivi++ ) {
double poiValue = best_poi_val + poivi*(poiMaxVal-best_poi_val)/(1.*(npoiPoints/2-1)) ;
rrv_poiValue -> setVal( poiValue ) ;
rrv_poiValue -> setConstant( kTRUE ) ;
//+++++++++++++++++++++++++++++++++++
rminuit->migrad() ;
rminuit->hesse() ;
RooFitResult* rfr = rminuit->save() ;
//+++++++++++++++++++++++++++++++++++
if ( verbLevel > 0 ) { rfr->Print("v") ; }
float fit_minuit_var_val = rfr->minNll() ;
printf(" %02d : poi constraint = %.2f : allvars : MinuitVar, createNLL, PV, POI : %.5f %.5f %.5f %.5f\n",
poivi, rrv_poiValue->getVal(), fit_minuit_var_val, nll->getVal(), plot_var->getVal(), new_poi_rar->getVal() ) ;
cout << flush ;
poiVals_scanUp[poivi] = new_poi_rar->getVal() ;
nllVals_scanUp[poivi] = plot_var->getVal() ;
if ( nllVals_scanUp[poivi] < minNllVal ) { minNllVal = nllVals_scanUp[poivi] ; }
delete rfr ;
} // poivi
double poiVals[1000] ;
double nllVals[1000] ;
int pointCount(0) ;
for ( int pi=0; pi<npoiPoints/2; pi++ ) {
poiVals[pi] = poiVals_scanDown[(npoiPoints/2-1)-pi] ;
nllVals[pi] = nllVals_scanDown[(npoiPoints/2-1)-pi] ;
pointCount++ ;
}
for ( int pi=1; pi<npoiPoints/2; pi++ ) {
poiVals[pointCount] = poiVals_scanUp[pi] ;
nllVals[pointCount] = nllVals_scanUp[pi] ;
pointCount++ ;
}
npoiPoints = pointCount ;
printf("\n\n --- TGraph arrays:\n") ;
for ( int i=0; i<npoiPoints; i++ ) {
printf(" %2d : poi = %6.1f, nll = %g\n", i, poiVals[i], nllVals[i] ) ;
}
printf("\n\n") ;
double nllDiffVals[1000] ;
double poiAtMinlnL(-1.) ;
double poiAtMinusDelta2(-1.) ;
double poiAtPlusDelta2(-1.) ;
for ( int poivi=0; poivi < npoiPoints ; poivi++ ) {
nllDiffVals[poivi] = 2.*(nllVals[poivi] - minNllVal) ;
double poiValue = poiMinVal + poivi*(poiMaxVal-poiMinVal)/(1.*npoiPoints) ;
if ( nllDiffVals[poivi] < 0.01 ) { poiAtMinlnL = poiValue ; }
if ( poiAtMinusDelta2 < 0. && nllDiffVals[poivi] < 2.5 ) { poiAtMinusDelta2 = poiValue ; }
if ( poiAtMinlnL > 0. && poiAtPlusDelta2 < 0. && nllDiffVals[poivi] > 2.0 ) { poiAtPlusDelta2 = poiValue ; }
} // poivi
printf("\n\n Estimates for poi at delta ln L = -2, 0, +2: %g , %g , %g\n\n", poiAtMinusDelta2, poiAtMinlnL, poiAtPlusDelta2 ) ;
//--- Main canvas
TCanvas* cscan = (TCanvas*) gDirectory->FindObject("cscan") ;
if ( cscan == 0x0 ) {
printf("\n Creating canvas.\n\n") ;
cscan = new TCanvas("cscan","Delta nll") ;
}
char gname[1000] ;
TGraph* graph = new TGraph( npoiPoints, poiVals, nllDiffVals ) ;
sprintf( gname, "scan_%s", new_poi_name ) ;
graph->SetName( gname ) ;
double poiBest(-1.) ;
double poiMinus1stdv(-1.) ;
double poiPlus1stdv(-1.) ;
double poiMinus2stdv(-1.) ;
double poiPlus2stdv(-1.) ;
double twoDeltalnLMin(1e9) ;
int nscan(1000) ;
for ( int xi=0; xi<nscan; xi++ ) {
double x = poiVals[0] + xi*(poiVals[npoiPoints-1]-poiVals[0])/(nscan-1) ;
double twoDeltalnL = graph -> Eval( x, 0, "S" ) ;
if ( poiMinus1stdv < 0. && twoDeltalnL < 1.0 ) { poiMinus1stdv = x ; printf(" set m1 : %d, x=%g, 2dnll=%g\n", xi, x, twoDeltalnL) ;}
if ( poiMinus2stdv < 0. && twoDeltalnL < 4.0 ) { poiMinus2stdv = x ; printf(" set m2 : %d, x=%g, 2dnll=%g\n", xi, x, twoDeltalnL) ;}
if ( twoDeltalnL < twoDeltalnLMin ) { poiBest = x ; twoDeltalnLMin = twoDeltalnL ; }
if ( twoDeltalnLMin < 0.3 && poiPlus1stdv < 0. && twoDeltalnL > 1.0 ) { poiPlus1stdv = x ; printf(" set p1 : %d, x=%g, 2dnll=%g\n", xi, x, twoDeltalnL) ;}
if ( twoDeltalnLMin < 0.3 && poiPlus2stdv < 0. && twoDeltalnL > 4.0 ) { poiPlus2stdv = x ; printf(" set p2 : %d, x=%g, 2dnll=%g\n", xi, x, twoDeltalnL) ;}
if ( xi%100 == 0 ) { printf( " %4d : poi=%6.2f, 2DeltalnL = %6.2f\n", xi, x, twoDeltalnL ) ; }
}
printf("\n\n POI estimate : %g +%g -%g [%g,%g], two sigma errors: +%g -%g [%g,%g]\n\n",
poiBest,
(poiPlus1stdv-poiBest), (poiBest-poiMinus1stdv), poiMinus1stdv, poiPlus1stdv,
(poiPlus2stdv-poiBest), (poiBest-poiMinus2stdv), poiMinus2stdv, poiPlus2stdv
) ;
printf(" %s val,pm1sig,pm2sig: %7.2f %7.2f %7.2f %7.2f %7.2f\n",
new_poi_name, poiBest, (poiPlus1stdv-poiBest), (poiBest-poiMinus1stdv), (poiPlus2stdv-poiBest), (poiBest-poiMinus2stdv) ) ;
char htitle[1000] ;
sprintf(htitle, "%s profile likelihood scan: -2ln(L/Lm)", new_poi_name ) ;
TH1F* hscan = new TH1F("hscan", htitle, 10, poiMinVal, poiMaxVal ) ;
hscan->SetMinimum(0.) ;
hscan->SetMaximum(ymax) ;
hscan->DrawCopy() ;
graph->SetLineColor(4) ;
graph->SetLineWidth(3) ;
graph->Draw("CP") ;
gPad->SetGridx(1) ;
gPad->SetGridy(1) ;
cscan->Update() ;
TLine* line = new TLine() ;
line->SetLineColor(2) ;
line->DrawLine(poiMinVal, 1., poiPlus1stdv, 1.) ;
line->DrawLine(poiMinus1stdv,0., poiMinus1stdv, 1.) ;
line->DrawLine(poiPlus1stdv ,0., poiPlus1stdv , 1.) ;
TText* text = new TText() ;
text->SetTextSize(0.04) ;
char tstring[1000] ;
sprintf( tstring, "%s = %.1f +%.1f -%.1f", new_poi_name, poiBest, (poiPlus1stdv-poiBest), (poiBest-poiMinus1stdv) ) ;
text -> DrawTextNDC( 0.15, 0.85, tstring ) ;
sprintf( tstring, "68%% interval [%.1f, %.1f]", poiMinus1stdv, poiPlus1stdv ) ;
text -> DrawTextNDC( 0.15, 0.78, tstring ) ;
char hname[1000] ;
sprintf( hname, "hscanout_%s", new_poi_name ) ;
TH1F* hsout = new TH1F( hname,"scan results",4,0.,4.) ;
double obsVal(-1.) ;
hsout->SetBinContent(1, obsVal ) ;
hsout->SetBinContent(2, poiPlus1stdv ) ;
hsout->SetBinContent(3, poiBest ) ;
hsout->SetBinContent(4, poiMinus1stdv ) ;
TAxis* xaxis = hsout->GetXaxis() ;
xaxis->SetBinLabel(1,"Observed val.") ;
xaxis->SetBinLabel(2,"Model+1sd") ;
xaxis->SetBinLabel(3,"Model") ;
xaxis->SetBinLabel(4,"Model-1sd") ;
char outrootfile[10000] ;
sprintf( outrootfile, "%s/scan-ff-%s.root", outputdir.Data(), new_poi_name ) ;
char outpdffile[10000] ;
sprintf( outpdffile, "%s/scan-ff-%s.pdf", outputdir.Data(), new_poi_name ) ;
cscan->Update() ; cscan->Draw() ;
printf("\n Saving %s\n", outpdffile ) ;
cscan->SaveAs( outpdffile ) ;
//--- save in root file
printf("\n Saving %s\n", outrootfile ) ;
TFile fout(outrootfile,"recreate") ;
graph->Write() ;
hsout->Write() ;
fout.Close() ;
delete ws ;
wstf->Close() ;
}
