/usr/include/root/RooStats/MaxLikelihoodEstimateTestStat.h is in libroot-roofit-dev 5.34.00-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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// Author: Kyle Cranmer June 2010
/*************************************************************************
* Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
* All rights reserved. *
* *
* For the licensing terms see $ROOTSYS/LICENSE. *
* For the list of contributors see $ROOTSYS/README/CREDITS. *
*************************************************************************/
#ifndef ROOSTATS_MaxLikelihoodEstimateTestStat
#define ROOSTATS_MaxLikelihoodEstimateTestStat
//_________________________________________________
/*
BEGIN_HTML
<p>
MaxLikelihoodEstimateTestStat: TestStatistic that returns maximum likelihood estimate of a specified parameter.
</p>
END_HTML
*/
//
#ifndef ROOT_Rtypes
#include "Rtypes.h"
#endif
#ifndef ROO_NLL_VAR
#include "RooNLLVar.h"
#endif
#include "RooFitResult.h"
#include "RooStats/TestStatistic.h"
#include "RooAbsPdf.h"
#include "RooRealVar.h"
#include "RooMinimizer.h"
#include "Math/MinimizerOptions.h"
#include "RooStats/RooStatsUtils.h"
namespace RooStats {
class MaxLikelihoodEstimateTestStat: public TestStatistic {
public:
//__________________________________
MaxLikelihoodEstimateTestStat() :
fPdf(NULL),fParameter(NULL), fUpperLimit(true)
{
// constructor
// fPdf = pdf;
// fParameter = parameter;
fMinimizer=::ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str();
fStrategy=::ROOT::Math::MinimizerOptions::DefaultStrategy();
fPrintLevel=::ROOT::Math::MinimizerOptions::DefaultPrintLevel();
}
//__________________________________
MaxLikelihoodEstimateTestStat(RooAbsPdf& pdf, RooRealVar& parameter) :
fPdf(&pdf),fParameter(¶meter), fUpperLimit(true)
{
// constructor
// fPdf = pdf;
// fParameter = parameter;
fMinimizer=::ROOT::Math::MinimizerOptions::DefaultMinimizerType().c_str();
fStrategy=::ROOT::Math::MinimizerOptions::DefaultStrategy();
fPrintLevel=::ROOT::Math::MinimizerOptions::DefaultPrintLevel();
}
//______________________________
virtual Double_t Evaluate(RooAbsData& data, RooArgSet& /*nullPOI*/) {
RooFit::MsgLevel msglevel = RooMsgService::instance().globalKillBelow();
RooMsgService::instance().setGlobalKillBelow(RooFit::FATAL);
/*
// this is more straight forward, but produces a lot of messages
RooFitResult* res = fPdf.fitTo(data, RooFit::CloneData(kFALSE),RooFit::Minos(0),RooFit::Hesse(false), RooFit::Save(1),RooFit::PrintLevel(-1),RooFit::PrintEvalErrors(0));
RooRealVar* mle = (RooRealVar*) res->floatParsFinal().find(fParameter.GetName());
double ret = mle->getVal();
delete res;
return ret;
*/
RooArgSet* allParams = fPdf->getParameters(data);
RooStats::RemoveConstantParameters(allParams);
// need to call constrain for RooSimultaneous until stripDisconnected problem fixed
RooAbsReal* nll = (RooNLLVar*) fPdf->createNLL(data, RooFit::CloneData(kFALSE),RooFit::Constrain(*allParams));
//RooAbsReal* nll = fPdf->createNLL(data, RooFit::CloneData(false));
// RooAbsReal* profile = nll->createProfile(RooArgSet());
// profile->getVal();
// RooArgSet* vars = profile->getVariables();
// RooMsgService::instance().setGlobalKillBelow(msglevel);
// double ret = vars->getRealValue(fParameter->GetName());
// delete vars;
// delete nll;
// delete profile;
// return ret;
RooMinimizer minim(*nll);
minim.setStrategy(fStrategy);
//LM: RooMinimizer.setPrintLevel has +1 offset - so subtruct here -1
minim.setPrintLevel(fPrintLevel-1);
int status = -1;
// minim.optimizeConst(true);
for (int tries = 0, maxtries = 4; tries <= maxtries; ++tries) {
// status = minim.minimize(fMinimizer, ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo().c_str());
status = minim.minimize(fMinimizer, "Minimize");
if (status == 0) {
break;
} else {
if (tries > 1) {
printf(" ----> Doing a re-scan first\n");
minim.minimize(fMinimizer,"Scan");
}
if (tries > 2) {
printf(" ----> trying with strategy = 1\n");
minim.setStrategy(1);
}
}
}
//std::cout << "BEST FIT values " << std::endl;
//allParams->Print("V");
RooMsgService::instance().setGlobalKillBelow(msglevel);
delete nll;
if (status != 0) return -1;
return fParameter->getVal();
}
virtual const TString GetVarName() const {
TString varName = Form("Maximum Likelihood Estimate of %s",fParameter->GetName());
return varName;
}
virtual void PValueIsRightTail(bool isright) { fUpperLimit = isright; }
virtual bool PValueIsRightTail(void) const { return fUpperLimit; }
private:
RooAbsPdf *fPdf;
RooRealVar *fParameter;
bool fUpperLimit;
TString fMinimizer;
Int_t fStrategy;
Int_t fPrintLevel;
protected:
ClassDef(MaxLikelihoodEstimateTestStat,1)
};
}
#endif
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