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// @(#)root/hist:$Id: TConfidenceLevel.cxx 27713 2009-03-07 08:12:02Z brun $
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// Author: Christophe.Delaere@cern.ch 21/08/2002
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///////////////////////////////////////////////////////////////////////////
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//
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// TConfidenceLevel
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//
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// Class to compute 95% CL limits
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//
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///////////////////////////////////////////////////////////////////////////
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/*************************************************************************
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* C.Delaere *
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* adapted from the mclimit code from Tom Junk *
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* see http://cern.ch/thomasj/searchlimits/ecl.html *
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*************************************************************************/
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#include "TConfidenceLevel.h"
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#include "TH1F.h"
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#include "TMath.h"
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#include "Riostream.h"
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ClassImp(TConfidenceLevel)
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Double_t const TConfidenceLevel::fgMCLM2S = 0.025;
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Double_t const TConfidenceLevel::fgMCLM1S = 0.16;
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Double_t const TConfidenceLevel::fgMCLMED = 0.5;
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Double_t const TConfidenceLevel::fgMCLP1S = 0.84;
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Double_t const TConfidenceLevel::fgMCLP2S = 0.975;
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// LHWG "one-sided" definition
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Double_t const TConfidenceLevel::fgMCL3S1S = 2.6998E-3;
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Double_t const TConfidenceLevel::fgMCL5S1S = 5.7330E-7;
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// the other definition (not chosen by the LHWG)
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Double_t const TConfidenceLevel::fgMCL3S2S = 1.349898E-3;
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Double_t const TConfidenceLevel::fgMCL5S2S = 2.866516E-7;
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//______________________________________________________________________________
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TConfidenceLevel::TConfidenceLevel()
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{
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// Default constructor
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fStot = 0;
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fBtot = 0;
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fDtot = 0;
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fTSD = 0;
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fTSB = 0;
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fTSS = 0;
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fLRS = 0;
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fLRB = 0;
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fNMC = 0;
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fNNMC = 0;
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fISS = 0;
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fISB = 0;
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fMCL3S = fgMCL3S1S;
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fMCL5S = fgMCL5S1S;
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}
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//______________________________________________________________________________
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TConfidenceLevel::TConfidenceLevel(Int_t mc, bool onesided)
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{
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// a constructor that fix some conventions:
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// mc is the number of Monte Carlo experiments
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// while onesided specifies if the intervals are one-sided or not.
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fStot = 0;
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fBtot = 0;
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fDtot = 0;
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fTSD = 0;
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fTSB = 0;
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fTSS = 0;
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fLRS = 0;
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fLRB = 0;
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fNMC = mc;
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fNNMC = mc;
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fISS = new Int_t[mc];
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fISB = new Int_t[mc];
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fMCL3S = onesided ? fgMCL3S1S : fgMCL3S2S;
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fMCL5S = onesided ? fgMCL5S1S : fgMCL5S2S;
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}
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//______________________________________________________________________________
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TConfidenceLevel::~TConfidenceLevel()
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{
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// The destructor
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if (fISS)
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delete[]fISS;
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if (fISB)
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delete[]fISB;
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if (fTSB)
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delete[]fTSB;
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if (fTSS)
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delete[]fTSS;
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if (fLRS)
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delete[]fLRS;
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if (fLRB)
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delete[]fLRB;
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::GetExpectedStatistic_b(Int_t sigma) const
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{
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// Get the expected statistic value in the background only hypothesis
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switch (sigma) {
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case -2:
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return (-2 *((fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP2S)))]]) - fStot));
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case -1:
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return (-2 *((fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP1S)))]]) - fStot));
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case 0:
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return (-2 *((fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLMED)))]]) - fStot));
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case 1:
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return (-2 *((fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM1S)))]]) - fStot));
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case 2:
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return (-2 *((fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM2S)))]]) - fStot));
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default:
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return 0;
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}
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::GetExpectedStatistic_sb(Int_t sigma) const
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{
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// Get the expected statistic value in the signal plus background hypothesis
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switch (sigma) {
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case -2:
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return (-2 *((fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP2S)))]]) - fStot));
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case -1:
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return (-2 *((fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP1S)))]]) - fStot));
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case 0:
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return (-2 *((fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLMED)))]]) - fStot));
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case 1:
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return (-2 *((fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM1S)))]]) - fStot));
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case 2:
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return (-2 *((fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM2S)))]]) - fStot));
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default:
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return 0;
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}
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::CLb(bool use_sMC) const
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{
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// Get the Confidence Level for the background only
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Double_t result = 0;
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switch (use_sMC) {
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case kFALSE:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] < fTSD)
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result = (Double_t(i + 1)) / fNMC;
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return result;
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}
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case kTRUE:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] < fTSD)
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result += (1 / (fLRS[fISS[i]] * fNMC));
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return result;
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}
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}
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return result;
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::CLsb(bool use_sMC) const
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{
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// Get the Confidence Level for the signal plus background hypothesis
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Double_t result = 0;
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switch (use_sMC) {
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case kFALSE:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSD)
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result += (fLRB[fISB[i]]) / fNMC;
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return result;
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}
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case kTRUE:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] <= fTSD)
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result = i / fNMC;
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return result;
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}
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}
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return result;
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::CLs(bool use_sMC) const
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{
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// Get the Confidence Level defined by CLs = CLsb/CLb.
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// This quantity is stable w.r.t. background fluctuations.
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Double_t clb = CLb(kFALSE);
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Double_t clsb = CLsb(use_sMC);
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if(clb==0) { cout << "Warning: clb = 0 !" << endl; return 0;}
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else return clsb/clb;
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::GetExpectedCLsb_b(Int_t sigma) const
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{
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// Get the expected Confidence Level for the signal plus background hypothesis
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// if there is only background.
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Double_t result = 0;
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switch (sigma) {
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case -2:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP2S)))]])
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result += fLRB[fISB[i]] / fNMC;
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return result;
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}
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case -1:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP1S)))]])
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result += fLRB[fISB[i]] / fNMC;
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return result;
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}
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case 0:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLMED)))]])
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result += fLRB[fISB[i]] / fNMC;
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return result;
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}
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case 1:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM1S)))]])
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result += fLRB[fISB[i]] / fNMC;
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return result;
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}
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case 2:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM2S)))]])
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result += fLRB[fISB[i]] / fNMC;
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return result;
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}
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default:
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return 0;
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}
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::GetExpectedCLb_sb(Int_t sigma) const
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{
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// Get the expected Confidence Level for the background only
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// if there is signal and background.
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Double_t result = 0;
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switch (sigma) {
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case 2:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] <= fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP2S)))]])
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result += fLRS[fISS[i]] / fNMC;
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return result;
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}
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case 1:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] <= fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP1S)))]])
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result += fLRS[fISS[i]] / fNMC;
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return result;
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}
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case 0:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] <= fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLMED)))]])
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result += fLRS[fISS[i]] / fNMC;
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return result;
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}
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case -1:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] <= fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM1S)))]])
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result += fLRS[fISS[i]] / fNMC;
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return result;
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}
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case -2:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSS[fISS[i]] <= fTSS[fISS[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM2S)))]])
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result += fLRS[fISS[i]] / fNMC;
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return result;
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}
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default:
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return 0;
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}
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::GetExpectedCLb_b(Int_t sigma) const
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{
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// Get the expected Confidence Level for the background only
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// if there is only background.
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Double_t result = 0;
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switch (sigma) {
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case 2:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM2S)))]])
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result = (i + 1) / double (fNMC);
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return result;
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}
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case 1:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLM1S)))]])
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result = (i + 1) / double (fNMC);
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return result;
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}
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case 0:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLMED)))]])
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result = (i + 1) / double (fNMC);
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return result;
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}
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| 340 |
case -1:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP1S)))]])
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result = (i + 1) / double (fNMC);
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return result;
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}
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| 347 |
case -2:
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{
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for (Int_t i = 0; i < fNMC; i++)
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if (fTSB[fISB[i]] <= fTSB[fISB[TMath::Min((Int_t) fNMC,(Int_t) TMath::Max((Int_t) 1,(Int_t) (fNMC * fgMCLP2S)))]])
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result = (i + 1) / double (fNMC);
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return result;
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}
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}
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return result;
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}
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| 359 |
//______________________________________________________________________________
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Double_t TConfidenceLevel::GetAverageCLsb() const
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{
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| 362 |
// Get average CLsb.
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| 363 |
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| 364 |
Double_t result = 0;
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| 365 |
Double_t psumsb = 0;
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for (Int_t i = 0; i < fNMC; i++) {
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psumsb += fLRB[fISB[i]] / fNMC;
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result += psumsb / fNMC;
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}
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return result;
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}
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//______________________________________________________________________________
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Double_t TConfidenceLevel::GetAverageCLs() const
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{
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// Get average CLs.
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Double_t result = 0;
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| 380 |
Double_t psumsb = 0;
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for (Int_t i = 0; i < fNMC; i++) {
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psumsb += fLRB[fISB[i]] / fNMC;
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result += ((psumsb / fNMC) / ((i + 1) / fNMC));
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| 384 |
}
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| 385 |
return result;
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}
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| 389 |
//______________________________________________________________________________
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| 390 |
Double_t TConfidenceLevel::Get3sProbability() const
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{
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| 392 |
// Get 3s probability.
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| 393 |
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| 394 |
Double_t result = 0;
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| 395 |
Double_t psumbs = 0;
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for (Int_t i = 0; i < fNMC; i++) {
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psumbs += 1 / (Double_t) (fLRS[(fISS[(Int_t) (fNMC - i)])] * fNMC);
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if (psumbs <= fMCL3S)
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result = i / fNMC;
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| 400 |
}
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| 401 |
return result;
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}
|
| 403 |
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| 404 |
|
| 405 |
//______________________________________________________________________________
|
| 406 |
Double_t TConfidenceLevel::Get5sProbability() const
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| 407 |
{
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| 408 |
// Get 5s probability.
|
| 409 |
|
| 410 |
Double_t result = 0;
|
| 411 |
Double_t psumbs = 0;
|
| 412 |
for (Int_t i = 0; i < fNMC; i++) {
|
| 413 |
psumbs += 1 / (Double_t) (fLRS[(fISS[(Int_t) (fNMC - i)])] * fNMC);
|
| 414 |
if (psumbs <= fMCL5S)
|
| 415 |
result = i / fNMC;
|
| 416 |
}
|
| 417 |
return result;
|
| 418 |
}
|
| 419 |
|
| 420 |
//______________________________________________________________________________
|
| 421 |
void TConfidenceLevel::Draw(const Option_t*)
|
| 422 |
{
|
| 423 |
// Display sort of a "canonical" -2lnQ plot.
|
| 424 |
// This results in a plot with 2 elements:
|
| 425 |
// - The histogram of -2lnQ for background hypothesis (full)
|
| 426 |
// - The histogram of -2lnQ for signal and background hypothesis (dashed)
|
| 427 |
// The 2 histograms are respectively named b_hist and sb_hist.
|
| 428 |
|
| 429 |
TH1F h("TConfidenceLevel_Draw","",50,0,0);
|
| 430 |
Int_t i;
|
| 431 |
for (i=0; i<fNMC; i++) {
|
| 432 |
h.Fill(-2*(fTSB[i]-fStot));
|
| 433 |
h.Fill(-2*(fTSS[i]-fStot));
|
| 434 |
}
|
| 435 |
TH1F* b_hist = new TH1F("b_hist", "-2lnQ",50,h.GetXaxis()->GetXmin(),h.GetXaxis()->GetXmax());
|
| 436 |
TH1F* sb_hist = new TH1F("sb_hist","-2lnQ",50,h.GetXaxis()->GetXmin(),h.GetXaxis()->GetXmax());
|
| 437 |
for (i=0; i<fNMC; i++) {
|
| 438 |
b_hist->Fill(-2*(fTSB[i]-fStot));
|
| 439 |
sb_hist->Fill(-2*(fTSS[i]-fStot));
|
| 440 |
}
|
| 441 |
b_hist->Draw();
|
| 442 |
sb_hist->Draw("Same");
|
| 443 |
sb_hist->SetLineStyle(3);
|
| 444 |
}
|
| 445 |
|
| 446 |
|
| 447 |
//______________________________________________________________________________
|
| 448 |
void TConfidenceLevel::SetTSB(Double_t * in)
|
| 449 |
{
|
| 450 |
// Set the TSB.
|
| 451 |
fTSB = in;
|
| 452 |
TMath::Sort(fNNMC, fTSB, fISB, 0);
|
| 453 |
}
|
| 454 |
|
| 455 |
|
| 456 |
//______________________________________________________________________________
|
| 457 |
void TConfidenceLevel::SetTSS(Double_t * in)
|
| 458 |
{
|
| 459 |
// Set the TSS.
|
| 460 |
fTSS = in;
|
| 461 |
TMath::Sort(fNNMC, fTSS, fISS, 0);
|
| 462 |
}
|
