/* StandardTestStatDistributionDemo.C author Kyle Cranmer date: summer solstice, 2011 This simple script plots the sampling distribution of the profile likelihood ratio test statistic based on the input Model File. To do this one needs to specify the value of the parameter of interest that will be used for evaluating the test statistic and the value of the parameters used for generating the toy data. In this case, it uses the upper-limit estimated from the ProfileLikleihoodCalculator, which assumes the asymptotic chi-square distribution for -2 log profile likleihood ratio. Thus, the script is handy for checking to see if the asymptotic approximations are valid. To aid, that comparison, the script overlays a chi-square distribution as well. The most common parameter of interest is a parameter proportional to the signal rate, and often that has a lower-limit of 0, which breaks the standard chi-square distribution. Thus the script allows the parameter to be negative so that the overlay chi-square is the correct asymptotic distribution. */ #include "TFile.h" #include "TROOT.h" #include "TH1F.h" #include "TCanvas.h" #include "TSystem.h" #include "TF1.h" #include "RooWorkspace.h" #include "RooAbsData.h" #include "RooStats/ModelConfig.h" #include "RooStats/FeldmanCousins.h" #include "RooStats/ToyMCSampler.h" #include "RooStats/PointSetInterval.h" #include "RooStats/ConfidenceBelt.h" #include "RooStats/ProfileLikelihoodCalculator.h" #include "RooStats/LikelihoodInterval.h" #include "RooStats/ProfileLikelihoodTestStat.h" #include "RooStats/SamplingDistribution.h" #include "RooStats/SamplingDistPlot.h" using namespace RooFit; using namespace RooStats; ///////////////////////////////////////////////////////////////////////// // The actual macro void StandardTestStatDistributionDemo(const char* infile = "", const char* workspaceName = "combined", const char* modelConfigName = "ModelConfig", const char* dataName = "obsData"){ // the number of toy MC used to generate the distribution int nToyMC = 1000; // The parameter below is needed for asymptotic distribution to be chi-square, // but set to false if your model is not numerically stable if mu<0 bool allowNegativeMu=true; ///////////////////////////////////////////////////////////// // First part is just to access a user-defined file // or create the standard example file if it doesn't exist //////////////////////////////////////////////////////////// const char* filename = ""; if (!strcmp(infile,"")) filename = "results/example_combined_GaussExample_model.root"; 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"<ProcessLine(".! prepareHistFactory ."); gROOT->ProcessLine(".! hist2workspace config/example.xml"); cout <<"\n\n---------------------"<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" <Print(); ///////////////////////////////////////////////////////////// // Now find the upper limit based on the asymptotic results //////////////////////////////////////////////////////////// RooRealVar* firstPOI = (RooRealVar*) mc->GetParametersOfInterest()->first(); ProfileLikelihoodCalculator plc(*data,*mc); LikelihoodInterval* interval = plc.GetInterval(); double plcUpperLimit = interval->UpperLimit(*firstPOI); delete interval; cout << "\n\n--------------------------------------"<GetName() << " = " << plcUpperLimit <GetParametersOfInterest()->getSize(); if(nPOI>1){ cout <<"not sure what to do with other parameters of interest, but here are their values"<GetParametersOfInterest()->Print("v"); } ///////////////////////////////////////////// // create thte test stat sampler ProfileLikelihoodTestStat ts(*mc->GetPdf()); // to avoid effects from boundary and simplify asymptotic comparison, set min=-max if(allowNegativeMu) firstPOI->setMin(-1*firstPOI->getMax()); // temporary RooArgSet RooArgSet poi; poi.add(*mc->GetParametersOfInterest()); // create and configure the ToyMCSampler ToyMCSampler sampler(ts,nToyMC); sampler.SetPdf(*mc->GetPdf()); sampler.SetObservables(*mc->GetObservables()); sampler.SetGlobalObservables(*mc->GetGlobalObservables()); if(!mc->GetPdf()->canBeExtended() && (data->numEntries()==1)){ cout << "tell it to use 1 event"<setVal(plcUpperLimit); // set POI value for generation sampler.SetParametersForTestStat(*mc->GetParametersOfInterest()); // set POI value for evaluation ProofConfig pc(*w, 4, "workers=4",false); sampler.SetProofConfig(&pc); // enable proof firstPOI->setVal(plcUpperLimit); RooArgSet allParameters; allParameters.add(*mc->GetParametersOfInterest()); allParameters.add(*mc->GetNuisanceParameters()); allParameters.Print("v"); SamplingDistribution* sampDist = sampler.GetSamplingDistribution(allParameters); SamplingDistPlot plot; plot.AddSamplingDistribution(sampDist); plot.GetTH1F(sampDist)->GetYaxis()->SetTitle(Form("f(-log #lambda(#mu=%.2f) | #mu=%.2f)",plcUpperLimit,plcUpperLimit)); plot.SetAxisTitle(Form("-log #lambda(#mu=%.2f)",plcUpperLimit)); TCanvas* c1 = new TCanvas("c1"); c1->SetLogy(); plot.Draw(); double min = plot.GetTH1F(sampDist)->GetXaxis()->GetXmin(); double max = plot.GetTH1F(sampDist)->GetXaxis()->GetXmax(); TF1* f = new TF1("f",Form("2*ROOT::Math::chisquared_pdf(2*x,%d,0)",nPOI),min,max); f->Draw("same"); c1->SaveAs("standard_test_stat_distribution.pdf"); }