ProfileLikelihoodCalculator is a concrete implementation of CombinedCalculator (the interface class for a tools which can produce both RooStats HypoTestResults and ConfIntervals). The tool uses the profile likelihood ratio as a test statistic, and assumes that Wilks' theorem is valid. Wilks' theorem states that -2* log (profile likelihood ratio) is asymptotically distributed as a chi^2 distribution with N-dof, where N is the number of degrees of freedom. Thus, p-values can be constructed and the profile likelihood ratio can be used to construct a LikelihoodInterval. (In the future, this class could be extended to use toy Monte Carlo to calibrate the distribution of the test statistic).
Usage: It uses the interface of the CombinedCalculator, so that it can be configured by specifying:
After configuring the calculator, one only needs to ask GetHypoTest() (which will return a HypoTestResult pointer) or GetInterval() (which will return an ConfInterval pointer).
The concrete implementations of this interface should deal with the details of how the nuisance parameters are dealt with (eg. integration vs. profiling) and which test-statistic is used (perhaps this should be added to the interface).
The motivation for this interface is that we hope to be able to specify the problem in a common way for several concrete calculators.
| RooArgSet* | RooStats::CombinedCalculator::fAlternateParams | RooArgSet specifying alternate parameters for hypothesis test |
| const char* | RooStats::CombinedCalculator::fDataName | name of data set in workspace |
| RooArgSet* | RooStats::CombinedCalculator::fNuisParams | RooArgSet specifying nuisance parameters for interval |
| RooArgSet* | RooStats::CombinedCalculator::fNullParams | RooArgSet specifying null parameters for hypothesis test |
| Bool_t | RooStats::CombinedCalculator::fOwnsWorkspace | |
| RooArgSet* | RooStats::CombinedCalculator::fPOI | RooArgSet specifying parameters of interest for interval |
| const char* | RooStats::CombinedCalculator::fPdfName | name of common PDF in workspace |
| Double_t | RooStats::CombinedCalculator::fSize | size of the test (eg. specified rate of Type I error) |
| RooWorkspace* | RooStats::CombinedCalculator::fWS | a workspace that owns all the components to be used by the calculator |
{}{}Main interface to get a RooStats::ConfInterval. It constructs a profile likelihood ratio and uses that to construct a RooStats::LikelihoodInterval.
Main interface to get a HypoTestResult. It does two fits: the first lets the null parameters float, so it's a maximum likelihood estimate the second is to the null (fixing null parameters to their specified values): eg. a conditional maximum likelihood the ratio of the likelihood at the conditional MLE to the MLE is the profile likelihood ratio. Wilks' theorem is used to get p-values