std::pair<float,float> ComputeLimitForADataset(float m0, RooDataSet* CurrentDataset, REGION region, REGION NonRegion, TString& modelName, RooWorkspace *ws, const char* tag) {
  
  ws->var("m0")->setVal(m0);
  ws->var("m0")->setConstant(1); 
  m0 = float(ws->var("m0")->getVal());
  
  RooRealVar *mu = ws->var(Concatenate("nSig",GetRegion(region)));
  RooArgSet *poi = new RooArgSet(*mu);
  RooArgSet *nullParams = (RooArgSet*) poi->snapshot();
  nullParams->setRealValue(Concatenate("nSig",GetRegion(region)), 0);
  
  RooStats::ModelConfig *model = new RooStats::ModelConfig();
  model->SetWorkspace(*ws);
  model->SetPdf(*ws->pdf(modelName));
  model->SetParametersOfInterest(*mu);
  model->SetObservables(RooArgSet(*ws->var("inv")));
  model->SetSnapshot(*mu);
  
  RooStats::ModelConfig *nullModel;
  nullModel = model->Clone(modelName+"BgOnly");
  float oldval = ws->var(Concatenate("nSig",GetRegion(region)))->getVal();
  ws->var(Concatenate("nSig",GetRegion(region)))->setVal(0);
  ws->var(Concatenate("nSig",GetRegion(region)))->setConstant(1);
  nullModel->SetSnapshot(RooArgSet(*ws->var(Concatenate("nSig",GetRegion(region)))));
  ws->var(Concatenate("nSig",GetRegion(region)))->setConstant(0);
  ws->var(Concatenate("nSig",GetRegion(region)))->setVal(oldval);
  nullModel->SetWorkspace(*ws);
  nullModel->SetParametersOfInterest(*nullParams);
  
  RooAbsData *data = CurrentDataset;
  
  
  float UpperLimit,Signif;
  ComputeUpperLimit(data,model,UpperLimit,Signif,mu,nullParams,ws,region,tag);
  
  delete poi;
  poi=0;
  delete model;
  model=0;
  
  return make_pair(UpperLimit,Signif);
}
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;

}
Пример #3
0
// 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 ");
         }
      }
   }

   // save all initial parameters of the model including the global observables
   RooArgSet initialParameters;
   RooArgSet * allParams = sbModel->GetPdf()->getParameters(*data);
   allParams->snapshot(initialParameters);
   delete allParams;

   // 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);
   if (mEnableDetOutput) slrts.EnableDetailedOutput();

   // 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());
   if (mEnableDetOutput) ropl.EnableDetailedOutput();

   ProfileLikelihoodTestStat profll(*sbModel->GetPdf());
   if (testStatType == 3) profll.SetOneSided(true);
   if (testStatType == 4) profll.SetSigned(true);
   profll.SetMinimizer(minimizerType.c_str());
   profll.SetPrintLevel(mPrintLevel);
   if (mEnableDetOutput) profll.EnableDetailedOutput();

   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);
      // store also the fit information for each poi point used by calculator based on toys
      if (mEnableDetOutput) ((FrequentistCalculator*) hc)->StoreFitInfo(true);
   }

   // Get the result
   RooMsgService::instance().getStream(1).removeTopic(RooFit::NumIntegration);



   HypoTestInverter calc(*hc);
   calc.SetConfidenceLevel(confidenceLevel);


   calc.UseCLs(useCLs);
   calc.SetVerbose(true);

   // can speed up using proof-lite
   if (mUseProof) {
      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) {

      std::cout << "\n***************************************************************\n";
      std::cout << "Rebuild the upper limit distribution by re-generating new set of pseudo-experiment and re-compute for each of them a new upper limit\n\n";


      allParams = sbModel->GetPdf()->getParameters(*data);

      // define on which value of nuisance parameters to do the rebuild
      // default is best fit value for bmodel snapshot



      if (mRebuildParamValues != 0) {
         // set all parameters to their initial workspace values
         *allParams = initialParameters;
      }
      if (mRebuildParamValues == 0 || mRebuildParamValues == 1 ) {
          RooArgSet constrainParams;
          if (sbModel->GetNuisanceParameters() ) constrainParams.add(*sbModel->GetNuisanceParameters());
          RooStats::RemoveConstantParameters(&constrainParams);

          const RooArgSet * poiModel = sbModel->GetParametersOfInterest();
          bModel->LoadSnapshot();

          // do a profile using the B model snapshot
          if (mRebuildParamValues == 0 ) {

             RooStats::SetAllConstant(*poiModel,true);

             sbModel->GetPdf()->fitTo(*data,InitialHesse(false), Hesse(false),
                                   Minimizer(minimizerType.c_str(),"Migrad"), Strategy(0), PrintLevel(mPrintLevel), Constrain(constrainParams) );


             std::cout << "rebuild using fitted parameter value for B-model snapshot" << std::endl;
             constrainParams.Print("v");

             RooStats::SetAllConstant(*poiModel,false);
          }
      }
      std::cout << "StandardHypoTestInvDemo: Initial parameters used for rebuilding: ";
      RooStats::PrintListContent(*allParams, std::cout);
      delete allParams;

      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 limits after rebuild distribution " << std::endl;
         std::cout << "expected upper limit  (median of limit distribution) " << limDist->InverseCDF(0.5) << std::endl;
         std::cout << "expected -1 sig limit (0.16% quantile of limit dist) " << limDist->InverseCDF(ROOT::Math::normal_cdf(-1)) << std::endl;
         std::cout << "expected +1 sig limit (0.84% quantile of limit dist) " << limDist->InverseCDF(ROOT::Math::normal_cdf(1)) << std::endl;
         std::cout << "expected -2 sig limit (.025% quantile of limit dist) " << limDist->InverseCDF(ROOT::Math::normal_cdf(-2)) << std::endl;
         std::cout << "expected +2 sig limit (.975% quantile of limit dist) " << limDist->InverseCDF(ROOT::Math::normal_cdf(2)) << std::endl;

         // Plot the upper limit distribution
         SamplingDistPlot limPlot( (mNToyToRebuild < 200) ? 50 : 100);
         limPlot.AddSamplingDistribution(limDist);
         limPlot.GetTH1F()->SetStats(true); // display statistics
         limPlot.SetLineColor(kBlue);
         new TCanvas("limPlot","Upper Limit Distribution");
         limPlot.Draw();

         /// save result in a file
         limDist->SetName("RULDist");
         TFile * fileOut = new TFile("RULDist.root","RECREATE");
         limDist->Write();
         fileOut->Close();


         //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 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;

}
Пример #5
0
void rf407_latextables()
{
  // S e t u p   c o m p o s i t e    p d f
  // --------------------------------------

  // Declare observable x
  RooRealVar x("x","x",0,10) ;

  // Create two Gaussian PDFs g1(x,mean1,sigma) anf g2(x,mean2,sigma) and their paramaters
  RooRealVar mean("mean","mean of gaussians",5) ;
  RooRealVar sigma1("sigma1","width of gaussians",0.5) ;
  RooRealVar sigma2("sigma2","width of gaussians",1) ;
  RooGaussian sig1("sig1","Signal component 1",x,mean,sigma1) ;  
  RooGaussian sig2("sig2","Signal component 2",x,mean,sigma2) ;  

  // Sum the signal components into a composite signal p.d.f.
  RooRealVar sig1frac("sig1frac","fraction of component 1 in signal",0.8,0.,1.) ;
  RooAddPdf sig("sig","Signal",RooArgList(sig1,sig2),sig1frac) ;
  
  // Build Chebychev polynomial p.d.f.  
  RooRealVar a0("a0","a0",0.5,0.,1.) ;
  RooRealVar a1("a1","a1",-0.2,0.,1.) ;
  RooChebychev bkg1("bkg1","Background 1",x,RooArgSet(a0,a1)) ;

  // Build expontential pdf
  RooRealVar alpha("alpha","alpha",-1) ;
  RooExponential bkg2("bkg2","Background 2",x,alpha) ;

  // Sum the background components into a composite background p.d.f.
  RooRealVar bkg1frac("sig1frac","fraction of component 1 in background",0.2,0.,1.) ;
  RooAddPdf bkg("bkg","Signal",RooArgList(bkg1,bkg2),sig1frac) ;
  
  // Sum the composite signal and background 
  RooRealVar bkgfrac("bkgfrac","fraction of background",0.5,0.,1.) ;
  RooAddPdf  model("model","g1+g2+a",RooArgList(bkg,sig),bkgfrac) ;



  // M a k e   l i s t   o f   p a r a m e t e r s   b e f o r e   a n d   a f t e r   f i t
  // ----------------------------------------------------------------------------------------

  // Make list of model parameters
  RooArgSet* params = model.getParameters(x) ;

  // Save snapshot of prefit parameters
  RooArgSet* initParams = (RooArgSet*) params->snapshot() ;

  // Do fit to data, to obtain error estimates on parameters
  RooDataSet* data = model.generate(x,1000) ;
  model.fitTo(*data) ;



  // P r i n t   l a t ex   t a b l e   o f   p a r a m e t e r s   o f   p d f 
  // --------------------------------------------------------------------------


  // Print parameter list in LaTeX for (one column with names, one column with values)
  params->printLatex() ;

  // Print parameter list in LaTeX for (names values|names values)
  params->printLatex(Columns(2)) ;

  // Print two parameter lists side by side (name values initvalues)
  params->printLatex(Sibling(*initParams)) ;

  // Print two parameter lists side by side (name values initvalues|name values initvalues)
  params->printLatex(Sibling(*initParams),Columns(2)) ;

  // Write LaTex table to file
  params->printLatex(Sibling(*initParams),OutputFile("rf407_latextables.tex")) ;


}
Пример #6
0
Int_t Tprime::SetParameterPoints( std::string sbModelName,
                                  std::string bModelName ) {
    //
    // Fit the data with S+B model.
    // Make a snapshot of the S+B parameter point.
    // Profile with POI=0.
    // Make a snapshot of the B parameter point
    // (B model is the S+B model with POI=0
    //

    Double_t poi_value_for_b_model = 0.0;

    // get S+B model config from workspace
    RooStats::ModelConfig * pSbModel = (RooStats::ModelConfig *)pWs->obj(sbModelName.c_str());
    pSbModel->SetWorkspace(*pWs);

    // get parameter of interest set
    const RooArgSet * poi = pSbModel->GetParametersOfInterest();

    // get B model config from workspace
    RooStats::ModelConfig * pBModel = (RooStats::ModelConfig *)pWs->obj(bModelName.c_str());
    pBModel->SetWorkspace(*pWs);

    // make sure that data has been loaded
    if (!data) return -1;

    // find parameter point for global maximum with the S+B model,
    // with conditional MLEs for nuisance parameters
    // and save the parameter point snapshot in the Workspace
    RooAbsReal * nll = pSbModel->GetPdf()->createNLL(*data);
    RooAbsReal * profile = nll->createProfile(RooArgSet());
    profile->getVal(); // this will do fit and set POI and nuisance parameters to fitted values
    RooArgSet * poiAndNuisance = new RooArgSet();
    if(pSbModel->GetNuisanceParameters())
        poiAndNuisance->add(*pSbModel->GetNuisanceParameters());
    poiAndNuisance->add(*pSbModel->GetParametersOfInterest());
    pWs->defineSet("SPlusBModelParameters", *poiAndNuisance);
    pWs->saveSnapshot("SPlusBFitParameters",*poiAndNuisance);
    pSbModel->SetSnapshot(*poi);
    RooArgSet * sbModelFitParams = (RooArgSet *)poiAndNuisance->snapshot();
    cout << "\nWill save these parameter points that correspond to the fit to data" << endl;
    sbModelFitParams->Print("v");
    delete profile;
    delete nll;
    delete poiAndNuisance;
    delete sbModelFitParams;

    //

    // Find a parameter point for generating pseudo-data
    // with the background-only data.
    // Save the parameter point snapshot in the Workspace
    nll = pBModel->GetPdf()->createNLL(*data);
    profile = nll->createProfile(*poi);
    ((RooRealVar *)poi->first())->setVal(poi_value_for_b_model);
    profile->getVal(); // this will do fit and set nuisance parameters to profiled values
    poiAndNuisance = new RooArgSet();
    if(pBModel->GetNuisanceParameters())
        poiAndNuisance->add(*pBModel->GetNuisanceParameters());
    poiAndNuisance->add(*pBModel->GetParametersOfInterest());
    pWs->defineSet("parameterPointToGenerateData", *poiAndNuisance);
    pWs->saveSnapshot("parametersToGenerateData",*poiAndNuisance);
    pBModel->SetSnapshot(*poi);
    RooArgSet * paramsToGenerateData = (RooArgSet *)poiAndNuisance->snapshot();
    cout << "\nShould use these parameter points to generate pseudo data for bkg only" << endl;
    paramsToGenerateData->Print("v");
    delete profile;
    delete nll;
    delete poiAndNuisance;
    delete paramsToGenerateData;

    return 0;
}