def checkInstallation(self, compile=True):
"""
Checks if installation of tool is correct by looking for executable and
executing it. If check is False and compile is True, then try and compile it.
:returns: True, if everything is ok
"""
if not os.path.exists(self.executablePath):
if compile:
logger.warn(
"%s executable not found. Trying to compile it now. This may take a while."
% self.name)
self.compile()
else:
logger.warn("%s exectuable not found." % self.name)
self.complain()
return False
if not os.path.exists(self.executablePath):
logger.error(
"Compilation of %s failed Is a according compiler installed?" %
self.name)
self.complain()
if not os.access(self.executablePath, os.X_OK):
logger.warning("%s is not executable Trying to chmod" %
self.executable)
self.chmod()
return True
def writeToFile(self, args):
toFile = None
if args.tofile:
toFile = "highest"
if args.alltofile:
if toFile == "highest":
logger.warn ( "Specified both --tofile and --alltofile. Will use "\
"--alltofile" )
toFile = "all"
return toFile
def unlink(self, unlinkdir=True):
"""
Remove temporary files.
:param unlinkdir: remove temp directory completely
"""
if self.tempdir == None:
return
if self.keepTempDir:
logger.warn("Keeping everything in " + self.tempdir)
return
logger.debug( "Unlinking " + self.tempdir )
for inputFile in ["fort.61", "fort.68", "log"]:
if os.path.exists(self.tempdir + "/" + inputFile):
os.unlink(self.tempdir + "/" + inputFile)
if unlinkdir:
for inputFile in ["temp.cfg"]:
os.unlink(self.tempdir + "/" + inputFile)
if os.path.exists(self.tempdir):
os.rmdir(self.tempdir)
self.tempdir = None
def checkInstallation(self, compile=True ):
"""
Checks if installation of tool is correct by looking for executable and
executing it. If check is False and compile is True, then try and compile it.
:returns: True, if everything is ok
"""
if not os.path.exists(self.executablePath):
if compile:
logger.warn("%s executable not found. Trying to compile it now. This may take a while." % self.name )
self.compile()
else:
logger.warn("%s exectuable not found." % self.name )
self.complain()
return False
if not os.path.exists(self.executablePath):
logger.error("Compilation of %s failed Is a according compiler installed?" % self.name )
self.complain()
if not os.access(self.executablePath, os.X_OK):
logger.warning("%s is not executable Trying to chmod" % self.executable)
self.chmod()
return True
def likelihoodFromLimits(upperLimit, expectedUpperLimit, nsig, nll=False):
""" computes the likelihood from an expected and an observed upper limit.
:param upperLimit: observed upper limit, as a yield (i.e. unitless)
:param expectedUpperLimit: expected upper limit, also as a yield
:param nSig: number of signal events
:param nll: if True, return negative log likelihood
:returns: likelihood (float)
"""
assert (upperLimit > 0.)
def getSigma(ul, muhat=0.):
""" get the standard deviation sigma, given
an upper limit and a central value. assumes a truncated Gaussian likelihood """
# the expected scale, eq 3.24 in arXiv:1202.3415
return (ul - muhat) / 1.96
def llhd(nsig, mumax, sigma_exp, nll):
## need to account for the truncation!
## first compute how many sigmas left of center is 0.
Zprime = mumax / sigma_exp
## now compute the area of the truncated gaussian
A = stats.norm.cdf(Zprime)
if nll:
return np.log(A) - stats.norm.logpdf(nsig, mumax, sigma_exp)
return float(stats.norm.pdf(nsig, mumax, sigma_exp) / A)
dr = 2. * (upperLimit - expectedUpperLimit) / (expectedUpperLimit +
upperLimit)
if dr > runtime._drmax:
if runtime._cap_likelihoods == False:
logger.warn(
"asking for likelihood from limit but difference between oUL(%.2f) and eUL(%.2f) is too large (dr=%.2f>%.2f)"
% (upperLimit, expectedUpperLimit, dr, runtime._drmax))
return None
oldUL = upperLimit
upperLimit = expectedUpperLimit * (2. + runtime._drmax) / (
2. - runtime._drmax)
logger.warn("asking for likelihood from limit but difference between oUL(%.2f) and eUL(%.2f) is too large (dr=%.2f>%.2f). capping to %.2f." % \
( oldUL, expectedUpperLimit, dr, runtime._drmax, upperLimit ) )
## we are asked to cap likelihoods, so we set observed UL such that dr == drmax
# sigma_exp = expectedUpperLimit / 1.96 # the expected scale, eq 3.24 in arXiv:1202.3415
sigma_exp = getSigma(
expectedUpperLimit) # the expected scale, eq 3.24 in arXiv:1202.3415
if upperLimit < expectedUpperLimit:
## underfluctuation. mumax = 0.
return llhd(nsig, 0., sigma_exp, nll)
def root_func(x): ## we want the root of this one
return (erf((upperLimit - x) / denominator) +
erf(x / denominator)) / (1. + erf(x / denominator)) - .95
denominator = np.sqrt(2.) * sigma_exp
fA = root_func(0.)
fB = root_func(max(upperLimit, expectedUpperLimit))
if np.sign(fA * fB) > 0.:
## the have the same sign
logger.error("when computing likelihood: fA and fB have same sign")
return None
mumax = optimize.brentq(root_func,
0.,
max(upperLimit, expectedUpperLimit),
rtol=1e-03,
xtol=1e-06)
llhdexp = llhd(nsig, mumax, sigma_exp, nll)
return llhdexp
def llhdFromLimits_moments(upperLimit,
expectedUpperLimit,
nll=False,
underfluct="norm_0"):
"""Compute the Expected Value, Variance, Skewness and Mode of normalized Likelihood that was computed with the Expected and observed Upper Limit.
:param upperLimit: observed upper limit, as a yield (i.e. unitless)
:param expectedUpperLimit: expected upper limit, also as a yield
:param nSig: number of signal events
:param nll: if True, return negative log likelihood
:param underfluct: How to handle Unfderfluctuations, "norm_0" uses a gaussian with maximum at 0,
"norm_neg" uses a gaussian with negative maximum, "exp" uses an exponential distribution,
defaults to "norm_0"
:returns: EV, Var, Skew and Mode of computed Likelihood as dict
"""
assert (upperLimit > 0.)
def getSigma(ul, muhat=0.):
""" get the standard deviation sigma, given
an upper limit and a central value. assumes a truncated Gaussian likelihood """
# the expected scale, eq 3.24 in arXiv:1202.3415
return (ul - muhat) / 1.96
sigma_exp = getSigma(
expectedUpperLimit) # the expected scale, eq 3.24 in arXiv:1202.3415
denominator = np.sqrt(2.) * sigma_exp
def root_func(x): ## we want the root of this one
return (erf((upperLimit - x) / denominator) +
erf(x / denominator)) / (1. + erf(x / denominator)) - .95
def find_neg_mumax(upperLimit, expectedUpperLimit, xa, xb):
while root_func(xa) * root_func(xb) > 0:
xa = 2 * xa
mumax = optimize.brentq(root_func, xa, xb, rtol=1e-03, xtol=1e-06)
return mumax
def getLam(ul):
""" get the scale for the exponential destribution that reproduces the upper limit"""
return -np.log(0.05) / ul
def llhdexponential(nsig, lam, nll):
## exponential distribution
if nll:
return float(lam * nsig - np.log(lam))
return float(stats.expon.pdf(nsig, scale=1 / lam))
def trunc_norm_moments(mumax, sigma):
rho = np.exp(
-mumax**2 /
(2 * sigma**2)) / (np.sqrt(2 * np.pi) *
(1 - stats.norm.cdf(0, loc=mumax, scale=sigma)))
h = -mumax / sigma
ev = mumax + (sigma * rho)
var = sigma**2 * (1 + rho * h - rho**2)
#skew = sigma**3 * rho* ( (rho-h)**2 + rho*(rho-h) - 1 )
skew = rho * (2 * rho**2 - 3 * rho * h + h**2 - 1) / (1 + h * rho -
rho**2)**(3 / 2)
#skew = sigma*rho*(ev**2 - var)
if mumax < 0:
mod = 0.
else:
mod = mumax
return ({"ev": ev, "var": var, "skew": skew, "mode": mod})
def exp_moments(lam):
ev = 1 / lam
var = 1 / (lam)**2
skew = 2
mod = 0.
return ({"ev": ev, "var": var, "skew": skew, "mode": mod})
dr = 2. * (upperLimit - expectedUpperLimit) / (expectedUpperLimit +
upperLimit)
if dr > runtime._drmax:
if runtime._cap_likelihoods == False:
logger.warn(
"asking for likelihood from limit but difference between oUL(%.2f) and eUL(%.2f) is too large (dr=%.2f>%.2f)"
% (upperLimit, expectedUpperLimit, dr, runtime._drmax))
return None
oldUL = upperLimit
upperLimit = expectedUpperLimit * (2. + runtime._drmax) / (
2. - runtime._drmax)
logger.warn("asking for likelihood from limit but difference between oUL(%.2f) and eUL(%.2f) is too large (dr=%.2f>%.2f). capping to %.2f." % \
( oldUL, expectedUpperLimit, dr, runtime._drmax, upperLimit ) )
## we are asked to cap likelihoods, so we set observed UL such that dr == drmax
if upperLimit <= expectedUpperLimit:
## underfluctuation.
if underfluct == "norm_0":
mumax = 0
return trunc_norm_moments(mumax, sigma_exp)
elif underfluct == "norm_neg":
xa = -expectedUpperLimit
xb = 1
mumax = find_neg_mumax(upperLimit, expectedUpperLimit, xa, xb)
return trunc_norm_moments(mumax, sigma_exp)
elif underfluct == "exp":
lam = getLam(upperLimit)
return exp_moments(lam)
else:
logger.warn(
"underfluct not defined, choose one of norm_0, norm_neg and exp"
)
fA = root_func(0.)
fB = root_func(max(upperLimit, expectedUpperLimit))
if np.sign(fA * fB) > 0.:
## the have the same sign
logger.error("when computing likelihood: fA and fB have same sign")
return None
mumax = optimize.brentq(root_func,
0.,
max(upperLimit, expectedUpperLimit),
rtol=1e-03,
xtol=1e-06)
return trunc_norm_moments(mumax, sigma_exp)
def likelihoodFromLimits(upperLimit,
expectedUpperLimit,
nsig,
nll=False,
underfluct="norm_0"):
""" computes the likelihood from an expected and an observed upper limit.
:param upperLimit: observed upper limit, as a yield (i.e. unitless)
:param expectedUpperLimit: expected upper limit, also as a yield
:param nSig: number of signal events
:param nll: if True, return negative log likelihood
:param underfluct: How to handle Unfderfluctuations, "norm_0" uses a gaussian with maximum at 0,
"norm_neg" uses a gaussian with negative maximum, "exp" uses an exponential distribution,
defaults to "norm_0"
:returns: likelihood (float)
"""
assert (upperLimit > 0.)
def getSigma(ul, muhat=0.):
""" get the standard deviation sigma, given
an upper limit and a central value. assumes a truncated Gaussian likelihood """
# the expected scale, eq 3.24 in arXiv:1202.3415
return (ul - muhat) / 1.96
def llhd(nsig, mumax, sigma_exp, nll):
## need to account for the truncation!
## first compute how many sigmas left of center is 0.
Zprime = mumax / sigma_exp
## now compute the area of the truncated gaussian
A = stats.norm.cdf(Zprime)
if nll:
return np.log(A) - stats.norm.logpdf(nsig, mumax, sigma_exp)
return float(stats.norm.pdf(nsig, mumax, sigma_exp) / A)
# sigma_exp = expectedUpperLimit / 1.96 # the expected scale, eq 3.24 in arXiv:1202.3415
sigma_exp = getSigma(
expectedUpperLimit) # the expected scale, eq 3.24 in arXiv:1202.3415
denominator = np.sqrt(2.) * sigma_exp
def root_func(x): ## we want the root of this one
return (erf((upperLimit - x) / denominator) +
erf(x / denominator)) / (1. + erf(x / denominator)) - .95
def find_neg_mumax(upperLimit, expectedUpperLimit, xa, xb):
while root_func(xa) * root_func(xb) > 0:
xa = 2 * xa
#logger.error (xa, root_func(xa), xb, root_func(xb))
mumax = optimize.brentq(root_func, xa, xb, rtol=1e-03, xtol=1e-06)
return mumax
def getLam(ul):
""" get the scale for the exponential destribution that reproduces the upper limit"""
return -np.log(0.05) / ul
def llhdexponential(nsig, lam, nll):
## exponential distribution
if nll:
return float(lam * nsig - np.log(lam))
return float(stats.expon.pdf(nsig, scale=1 / lam))
dr = 2. * (upperLimit - expectedUpperLimit) / (expectedUpperLimit +
upperLimit)
if dr > runtime._drmax:
if runtime._cap_likelihoods == False:
logger.warn(
"asking for likelihood from limit but difference between oUL(%.2f) and eUL(%.2f) is too large (dr=%.2f>%.2f)"
% (upperLimit, expectedUpperLimit, dr, runtime._drmax))
return None
oldUL = upperLimit
upperLimit = expectedUpperLimit * (2. + runtime._drmax) / (
2. - runtime._drmax)
logger.warn("asking for likelihood from limit but difference between oUL(%.2f) and eUL(%.2f) is too large (dr=%.2f>%.2f). capping to %.2f." % \
( oldUL, expectedUpperLimit, dr, runtime._drmax, upperLimit ) )
## we are asked to cap likelihoods, so we set observed UL such that dr == drmax
if upperLimit <= expectedUpperLimit:
## underfluctuation.
if underfluct == "norm_0":
return llhd(nsig, 0., sigma_exp, nll)
elif underfluct == "norm_neg":
xa = -expectedUpperLimit
xb = 1
mumax = find_neg_mumax(upperLimit, expectedUpperLimit, xa, xb)
return llhd(nsig, mumax, sigma_exp, nll)
elif underfluct == "exp":
lam = getLam(upperLimit)
return llhdexponential(nsig, lam, nll)
else:
logger.warn(
"underfluct not defined, choose one of norm_0, norm_neg and exp"
)
fA = root_func(0.)
fB = root_func(max(upperLimit, expectedUpperLimit))
if np.sign(fA * fB) > 0.:
## the have the same sign
logger.error("when computing likelihood: fA and fB have same sign")
return None
mumax = optimize.brentq(root_func,
0.,
max(upperLimit, expectedUpperLimit),
rtol=1e-03,
xtol=1e-06)
llhdexp = llhd(nsig, mumax, sigma_exp, nll)
return llhdexp
def ulSigma (self, expected=False, workspace_index=None):
"""
Compute the upper limit on the signal strength modifier with:
- by default, the combination of the workspaces contained into self.workspaces
- if workspace_index is specified, self.workspace[workspace_index] (useful for computation of the best upper limit)
:param expected: - if set to `True`: uses expected SM backgrounds as signals
- else: uses `self.nsignals`
:param workspace_index: - if different from `None`: index of the workspace to use for upper limit
- else: all workspaces are combined
:return: the upper limit at `self.cl` level (0.95 by default)
"""
startUL = time.time()
logger.debug("Calling ulSigma")
if self.data.errorFlag or self.workspaces == None: # For now, this flag can only be turned on by PyhfData.checkConsistency
return None
if self.nWS == 1:
if self.zeroSignalsFlag[0] == True:
logger.warning("There is only one workspace but all signals are zeroes")
return None
else:
if workspace_index == None:
logger.error("There are several workspaces but no workspace index was provided")
return None
elif self.zeroSignalsFlag[workspace_index] == True:
logger.debug("Workspace number %d has zero signals" % workspace_index)
return None
def updateWorkspace():
if self.nWS == 1:
return self.workspaces[0]
else:
return self.workspaces[workspace_index]
workspace = updateWorkspace()
def root_func(mu):
# Same modifiers_settings as those use when running the 'pyhf cls' command line
msettings = {'normsys': {'interpcode': 'code4'}, 'histosys': {'interpcode': 'code4p'}}
model = workspace.model(modifier_settings=msettings)
start = time.time()
stat = "qtilde" # by default
args = { "return_expected": expected }
pver = float ( pyhf.__version__[:3] )
if pver < 0.6:
args["qtilde"]=True
else:
args["test_stat"]=stat
with np.testing.suppress_warnings() as sup:
if pyhfinfo["backend"] == "numpy":
sup.filter ( RuntimeWarning, r'invalid value encountered in log')
result = pyhf.infer.hypotest(mu, workspace.data(model), model, **args )
end = time.time()
logger.debug("Hypotest elapsed time : %1.4f secs" % (end - start))
if expected:
logger.debug("expected = {}, mu = {}, result = {}".format(expected, mu, result))
try:
CLs = float(result[1].tolist())
except TypeError:
CLs = float(result[1][0])
else:
logger.debug("expected = {}, mu = {}, result = {}".format(expected, mu, result))
CLs = float(result)
# logger.debug("Call of root_func(%f) -> %f" % (mu, 1.0 - CLs))
return 1.0 - self.cl - CLs
# Rescaling singals so that mu is in [0, 10]
factor = 10.
wereBothLarge = False
wereBothTiny = False
nattempts = 0
nNan = 0
lo_mu, hi_mu = .2, 5.
while "mu is not in [lo_mu,hi_mu]":
nattempts += 1
if nNan > 5:
logger.warn("encountered NaN 5 times while trying to determine the bounds for brent bracketing. now trying with q instead of qtilde test statistic")
stat = "q"
nattempts = 0
if nattempts > 10:
logger.warn ( "tried 10 times to determine the bounds for brent bracketing. we abort now." )
return None
# Computing CL(1) - 0.95 and CL(10) - 0.95 once and for all
rt1 = root_func(lo_mu)
rt10 = root_func(hi_mu)
if rt1 < 0. and 0. < rt10: # Here's the real while condition
break
if self.alreadyBeenThere:
factor = 1 + (factor-1)/2
logger.debug("Diminishing rescaling factor")
if np.isnan(rt1):
nNan += 1
self.rescale(factor)
workspace = updateWorkspace()
continue
if np.isnan(rt10):
nNan += 1
self.rescale(1/factor)
workspace = updateWorkspace()
continue
# Analyzing previous values of wereBoth***
if rt10 < 0 and rt1 < 0 and wereBothLarge:
factor = 1 + (factor-1)/2
logger.debug("Diminishing rescaling factor")
if rt10 > 0 and rt1 > 0 and wereBothTiny:
factor = 1 + (factor-1)/2
logger.debug("Diminishing rescaling factor")
# Preparing next values of wereBoth***
wereBothTiny = rt10 < 0 and rt1 < 0
wereBothLarge = rt10 > 0 and rt1 > 0
# Main rescaling code
if rt10 < 0.:
self.rescale(factor)
workspace = updateWorkspace()
continue
if rt1 > 0.:
self.rescale(1/factor)
workspace = updateWorkspace()
continue
# Finding the root (Brent bracketing part)
logger.debug("Final scale : %f" % self.scale)
logger.debug("Starting brent bracketing")
ul = optimize.brentq(root_func, lo_mu, hi_mu, rtol=1e-3, xtol=1e-3)
endUL = time.time()
logger.debug("ulSigma elpased time : %1.4f secs" % (endUL - startUL))
return ul*self.scale # self.scale has been updated whithin self.rescale() method
