Rolke


Example of the usage of the TRolke class The TRolke class computes the profile likelihood confidence limits for 7 different model assumptions on systematic/statistical uncertainties

Please read TRolke.cxx and TRolke.h for more docs.

Author: Jan Conrad. Johan Lundberg
This notebook tutorial was automatically generated with ROOTBOOK-izer (Beta) from the macro found in the ROOT repository on Thursday, January 19, 2017 at 04:34 PM.


In [1]:
%%cpp -d
#include "TROOT.h"
#include "TSystem.h"
#include "TRolke.h"
#include "Riostream.h"



Variables used throughout the example


In [2]:
Double_t bm;
Double_t tau;
Int_t mid;
Int_t m;
Int_t z;
Int_t y;
Int_t x;
Double_t e;
Double_t em;
Double_t sde;
Double_t sdb;
Double_t b;

Double_t alpha; //Confidence Level

Make trolke objects


In [3]:
TRolke tr;   //

Double_t ul ; // upper limit
Double_t ll ; // lower limit

Model 1 assumes:

Poisson uncertainty in the background estimate Binomial uncertainty in the efficiency estimate


In [4]:
cout << endl<<" ======================================================== " <<endl;
mid =1;
x = 5;     // events in the signal region
y = 10;    // events observed in the background region
tau = 2.5; // ratio between size of signal/background region
m = 100;   // MC events have been produced  (signal)
z = 50;    // MC events have been observed (signal)

alpha=0.9; //Confidence Level

tr.SetCL(alpha);

tr.SetPoissonBkgBinomEff(x,y,z,tau,m);
tr.GetLimits(ll,ul);

cout << "For model 1: Poisson / Binomial" << endl;
cout << "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


 ======================================================== 
For model 1: Poisson / Binomial
the Profile Likelihood interval is :
[0,11.5943]

Model 2 assumes:

Poisson uncertainty in the background estimate Gaussian uncertainty in the efficiency estimate


In [5]:
cout << endl<<" ======================================================== " <<endl;
mid =2;
y = 3 ;      // events observed in the background region
x = 10 ;     // events in the signal region
tau = 2.5;   // ratio between size of signal/background region
em = 0.9;    // measured efficiency
sde = 0.05;  // standard deviation of efficiency
alpha =0.95; // Confidence L evel

tr.SetCL(alpha);

tr.SetPoissonBkgGaussEff(x,y,em,tau,sde);
tr.GetLimits(ll,ul);

cout << "For model 2 : Poisson / Gaussian" << endl;
cout << "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


 ======================================================== 
For model 2 : Poisson / Gaussian
the Profile Likelihood interval is :
[3.88417,18.4584]

Model 3 assumes:

Gaussian uncertainty in the background estimate Gaussian uncertainty in the efficiency estimate


In [6]:
cout << endl<<" ======================================================== " <<endl;
mid =3;
bm = 5;      // expected background
x = 10;      // events in the signal region
sdb = 0.5;   // standard deviation in background estimate
em = 0.9;    //  measured efficiency
sde = 0.05;  // standard deviation of efficiency
alpha =0.99; // Confidence Level

tr.SetCL(alpha);

tr.SetGaussBkgGaussEff(x,bm,em,sde,sdb);
tr.GetLimits(ll,ul);
cout << "For model 3 : Gaussian / Gaussian" << endl;
cout << "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;

cout << "***************************************" << endl;
cout << "* some more example's for gauss/gauss *" << endl;
cout << "*                                     *" << endl;
Double_t slow,shigh;
tr.GetSensitivity(slow,shigh);
cout << "sensitivity:" << endl;
cout << "[" << slow << "," << shigh << "]" << endl;

int outx;
tr.GetLimitsQuantile(slow,shigh,outx,0.5);
cout << "median limit:" << endl;
cout << "[" << slow << "," << shigh << "] @ x =" << outx <<endl;

tr.GetLimitsML(slow,shigh,outx);
cout << "ML limit:" << endl;
cout << "[" << slow << "," << shigh << "] @ x =" << outx <<endl;

tr.GetSensitivity(slow,shigh);
cout << "sensitivity:" << endl;
cout << "[" << slow << "," << shigh << "]" << endl;

tr.GetLimits(ll,ul);
cout << "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;

Int_t ncrt;

tr.GetCriticalNumber(ncrt);
cout << "critical number: " << ncrt << endl;

tr.SetCLSigmas(5);
tr.GetCriticalNumber(ncrt);
cout << "critical number for 5 sigma: " << ncrt << endl;

cout << "***************************************" << endl;


 ======================================================== 
For model 3 : Gaussian / Gaussian
the Profile Likelihood interval is :
[0,17.5005]
***************************************
* some more example's for gauss/gauss *
*                                     *
sensitivity:
[0.00213408,9.0817]
median limit:
[0,9.21861] @ x =5
ML limit:
[0,9.21861] @ x =5
sensitivity:
[0.00213408,18.3004]
the Profile Likelihood interval is :
[0,17.5005]
critical number: 13
critical number for 5 sigma: 21
***************************************

Model 4 assumes:

Poisson uncertainty in the background estimate known efficiency


In [7]:
cout << endl<<" ======================================================== " <<endl;
mid =4;
y = 7;       // events observed in the background region
x = 1;       // events in the signal region
tau = 5;     // ratio between size of signal/background region
e = 0.25;    // efficiency

alpha =0.68; // Confidence L evel

tr.SetCL(alpha);

tr.SetPoissonBkgKnownEff(x,y,tau,e);
tr.GetLimits(ll,ul);

cout << "For model 4 : Poissonian / Known" << endl;
cout <<  "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


 ======================================================== 
For model 4 : Poissonian / Known
the Profile Likelihood interval is :
[0,4.08807]

Model 5 assumes:

Gaussian uncertainty in the background estimate Known efficiency


In [8]:
cout << endl<<" ======================================================== " <<endl;
mid =5;
bm = 0;          // measured background expectation
x = 1 ;          // events in the signal region
e = 0.65;        // known eff
sdb = 1.0;       // standard deviation of background estimate
alpha =0.799999; // Confidence Level

tr.SetCL(alpha);

tr.SetGaussBkgKnownEff(x,bm,sdb,e);
tr.GetLimits(ll,ul);

cout << "For model 5 : Gaussian / Known" << endl;
cout <<  "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


 ======================================================== 
For model 5 : Gaussian / Known
the Profile Likelihood interval is :
[0,4.91504]

Model 6 assumes:

Known background Binomial uncertainty in the efficiency estimate


In [9]:
cout << endl<<" ======================================================== " <<endl;
mid =6;
b = 10;      // known background
x = 25;      // events in the signal region
z = 500;     // Number of observed signal MC events
m = 750;     // Number of produced MC signal events
alpha =0.9;  // Confidence L evel

tr.SetCL(alpha);

tr.SetKnownBkgBinomEff(x, z,m,b);
tr.GetLimits(ll,ul);

cout << "For model 6 : Known / Binomial" << endl;
cout <<  "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


 ======================================================== 
For model 6 : Known / Binomial
the Profile Likelihood interval is :
[11.4655,36.3035]

Model 7 assumes:

Known Background Gaussian uncertainty in the efficiency estimate


In [10]:
cout << endl<<" ======================================================== " <<endl;
mid =7;
x = 15;      // events in the signal region
em = 0.77;   // measured efficiency
sde = 0.15;  // standard deviation of efficiency estimate
b = 10;      // known background
alpha =0.95; // Confidence L evel

y = 1;

tr.SetCL(alpha);

tr.SetKnownBkgGaussEff(x,em,sde,b);
tr.GetLimits(ll,ul);

cout << "For model 7 : Known / Gaussian " << endl;
cout <<  "the Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


 ======================================================== 
For model 7 : Known / Gaussian 
the Profile Likelihood interval is :
[0,20.1747]

Example of bounded and unbounded likelihood Example for Model 1


In [11]:
bm = 0.0;
tau = 5;
mid = 1;
m = 100;
z = 90;
y = 15;
x = 0;
alpha = 0.90;

tr.SetCL(alpha);
tr.SetPoissonBkgBinomEff(x,y,z,tau,m);
tr.SetBounding(true); //bounded
tr.GetLimits(ll,ul);

cout << "Example of the effect of bounded vs unbounded, For model 1" << endl;
cout <<  "the BOUNDED Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


tr.SetBounding(false); //unbounded
tr.GetLimits(ll,ul);

cout <<  "the UNBOUNDED Profile Likelihood interval is :" << endl;
cout << "[" << ll << "," << ul << "]" << endl;


Example of the effect of bounded vs unbounded, For model 1
the BOUNDED Profile Likelihood interval is :
[0,1.1729]
the UNBOUNDED Profile Likelihood interval is :
[0,0.936334]