AsymptoticCalculator.cxx

Go to the documentation of this file.

// @(#)root/roostats:$Id$
// Author: Kyle Cranmer, Sven Kreiss   23/05/10
/*************************************************************************
 * 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.             *
 *************************************************************************/

/**
   Performs hypothesis tests using aysmptotic formula for the profile likelihood and 
   Asimov data set
*/


#include "RooStats/AsymptoticCalculator.h"
#include "RooStats/ToyMCSampler.h"
#include "RooStats/ModelConfig.h"
#include "RooStats/ProfileLikelihoodTestStat.h"
#include "RooStats/RooStatsUtils.h"

#include "RooArgSet.h"
#include "RooArgList.h"
#include "RooProdPdf.h"
#include "RooSimultaneous.h"
#include "RooDataSet.h"
#include "RooCategory.h"
#include "RooRealVar.h"
#include "RooMinimizer.h"
#include "RooFitResult.h"
#include "RooNLLVar.h"
#include "Math/MinimizerOptions.h"
#include "RooPoisson.h"
#include "RooUniform.h"
#include "RooGamma.h"
#include "RooGaussian.h"
#include "RooBifurGauss.h"
#include "RooLognormal.h"
#include "RooDataHist.h"
#include <cmath>
#include <typeinfo>

#include "Math/BrentRootFinder.h"
#include "Math/WrappedFunction.h"

#include "TStopwatch.h"

using namespace RooStats;
using namespace std;


ClassImp(RooStats::AsymptoticCalculator);

int AsymptoticCalculator::fgPrintLevel = 1;


void AsymptoticCalculator::SetPrintLevel(int level) { 
   // set print level (static function)
   // 0 minimal, 1 normal,  2 debug
   fgPrintLevel = level;
}


AsymptoticCalculator::AsymptoticCalculator(
   RooAbsData &data,
   const ModelConfig &altModel,
   const ModelConfig &nullModel, bool nominalAsimov) :
      HypoTestCalculatorGeneric(data, altModel, nullModel, 0), 
      fOneSided(false), fOneSidedDiscovery(false), fNominalAsimov(nominalAsimov),
      fUseQTilde(-1), 
      fNLLObs(0), fNLLAsimov(0), 
      fAsimovData(0)   
{
   // constructor for asymptotic calculator from Data set  and ModelConfig
   if (!Initialize()) return; 

   int verbose = fgPrintLevel; 
   // try to guess default configuration
   // (this part should be only in constructor because the null snapshot might change during HypoTestInversion
   const RooArgSet * nullSnapshot = GetNullModel()->GetSnapshot();
   assert(nullSnapshot);
   RooRealVar * muNull  = dynamic_cast<RooRealVar*>( nullSnapshot->first() );
   assert(muNull);
   if (muNull->getVal() == muNull->getMin()) { 
      fOneSidedDiscovery = true; 
      if (verbose > 0) 
         oocoutI((TObject*)0,InputArguments) << "AsymptotiCalculator: Minimum of POI is " << muNull->getMin() << " corresponds to null  snapshot   - default configuration is  one-sided discovery formulae  " << std::endl;
   }

}

   
bool AsymptoticCalculator::Initialize() const {
   // Initialize the calculator 
   // The initialization will perform a global fit of the model to the data 
   // and build an Asimov data set. 
   // It will then also fit the model to the Asimov data set to find the likelihood value  
   // of the Asimov data set
   // nominalAsimov is an option for using Asimov data set obtained using nominal nuisance parameter values 
   // By default the nuisance parameters are fitted to the data  
   // NOTE: If a fit has been done before, one for speeding up could set all the initial prameters 
   // to the fit value and in addition set the null snapshot to the best fit

   int verbose = fgPrintLevel; 
   if (verbose >= 0)
      oocoutP((TObject*)0,Eval) << "AsymptoticCalculator::Initialize...." << std::endl;


   RooAbsPdf * nullPdf = GetNullModel()->GetPdf();
   if (!nullPdf) {
      oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator::Initialize - ModelConfig has not a pdf defined" << std::endl;
      return false;       
   }
   RooAbsData * obsData = const_cast<RooAbsData *>(GetData() );
   if (!obsData ) {
      oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator::Initialize - data set has not been defined" << std::endl;
      return false;       
   }
   RooAbsData & data = *obsData;

   

   const RooArgSet * poi = GetNullModel()->GetParametersOfInterest(); 
   if (!poi || poi->getSize() == 0) { 
      oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator::Initialize -  ModelConfig has not POI defined." << endl;
      return false;
   }
   if (poi->getSize() > 1) { 
      oocoutW((TObject*)0,InputArguments) << "AsymptoticCalculator::Initialize - ModelConfig has more than one POI defined \n\t" 
                                          << "The asymptotic calculator works for only one POI - consider as POI only the first parameter" 
                                          << std::endl;
   }
 

   // This will set the poi value to the null snapshot value in the ModelConfig
   const RooArgSet * nullSnapshot = GetNullModel()->GetSnapshot();
   if(nullSnapshot == NULL || nullSnapshot->getSize() == 0) {
      oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator::Initialize - Null model needs a snapshot. Set using modelconfig->SetSnapshot(poi)." << endl;
      return false;
   }
   
   // GetNullModel()->Print();
   // printf("ASymptotic calc: null snapshot\n");
   // nullSnapshot->Print("v");
   // printf("PDF  variables " );
   // nullPdf->getVariables()->Print("v");
   
   // keep snapshot for the initial parameter values (need for nominal Asimov)
   RooArgSet nominalParams; 
   RooArgSet * allParams = nullPdf->getParameters(data);
   RemoveConstantParameters(allParams);
   if (fNominalAsimov) { 
      allParams->snapshot(nominalParams);
   }
   fBestFitPoi.removeAll(); 
   fBestFitParams.removeAll();
   fAsimovGlobObs.removeAll();
      
   // evaluate the unconditional nll for the full model on the  observed data 
   if (verbose >= 0)
      oocoutP((TObject*)0,Eval) << "AsymptoticCalculator::Initialize - Find  best unconditional NLL on observed data" << endl;
   fNLLObs = EvaluateNLL( *nullPdf, data, GetNullModel()->GetConditionalObservables());
   // fill also snapshot of best poi
   poi->snapshot(fBestFitPoi);
   RooRealVar * muBest = dynamic_cast<RooRealVar*>(fBestFitPoi.first());
   assert(muBest);
   if (verbose >= 0)  
      oocoutP((TObject*)0,Eval) << "Best fitted POI value = " << muBest->getVal() << " +/- " << muBest->getError() << std::endl;   
   // keep snapshot of all best fit parameters
   allParams->snapshot(fBestFitParams);
   delete allParams;
   
   // compute Asimov data set for the background (alt poi ) value
   const RooArgSet * altSnapshot = GetAlternateModel()->GetSnapshot();
   if(altSnapshot == NULL || altSnapshot->getSize() == 0) {
      oocoutE((TObject*)0,InputArguments) << "Alt (Background)  model needs a snapshot. Set using modelconfig->SetSnapshot(poi)." << endl;
      return false;
   }

   RooArgSet poiAlt(*altSnapshot);  // this is the poi snapshot of B (i.e. for mu=0)

   oocoutP((TObject*)0,Eval) << "AsymptoticCalculator: Building Asimov data Set" << endl;

   // check that in case of binned models th ennumber of bins of the observables are consistent 
   // with the number of bins  in the observed data 
   // This number will be used for making the Asimov data set so it will be more consistent with the 
   // observed data
   int prevBins = 0; 
   RooRealVar * xobs = 0;
   if (GetNullModel()->GetObservables() && GetNullModel()->GetObservables()->getSize() == 1 ) {
      xobs = (RooRealVar*) (GetNullModel()->GetObservables())->first();
      if (data.IsA() == RooDataHist::Class() ) { 
         if (data.numEntries() != xobs->getBins() ) { 
            prevBins = xobs->getBins();
            oocoutW((TObject*)0,InputArguments) << "AsymptoticCalculator: number of bins in " << xobs->GetName() << " are different than data bins " 
                                                << " set the same data bins " << data.numEntries() << " in range " 
                                                << " [ " << xobs->getMin() << " , " << xobs->getMax() << " ]" << std::endl;
            xobs->setBins(data.numEntries());
         }
      }
   }

   if (!fNominalAsimov) {
      if (verbose >= 0) 
         oocoutI((TObject*)0,InputArguments) << "AsymptoticCalculator: Asimov data will be generated using fitted nuisance parameter values" << endl;
      RooArgSet * tmp = (RooArgSet*) poiAlt.snapshot(); 
      fAsimovData = MakeAsimovData( data, *GetNullModel(), poiAlt, fAsimovGlobObs,tmp);
   }

   else {
      // assume use current value of nuisance as nominal ones
      if (verbose >= 0) 
         oocoutI((TObject*)0,InputArguments) << "AsymptoticCalculator: Asimovdata set will be generated using nominal (current) nuisance parameter values" << endl;
      nominalParams = poiAlt; // set poi to alt value but keep nuisance at the nominal one
      fAsimovData = MakeAsimovData( *GetNullModel(), nominalParams, fAsimovGlobObs);
   }

   if (!fAsimovData) { 
      oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator: Error : Asimov data set could not be generated " << endl;
      return false;
   }

   // set global observables to their Asimov values 
   RooArgSet globObs;
   RooArgSet globObsSnapshot;
   if (GetNullModel()->GetGlobalObservables()  ) {
      globObs.add(*GetNullModel()->GetGlobalObservables());
      assert(globObs.getSize() == fAsimovGlobObs.getSize() );
      // store previous snapshot value
      globObs.snapshot(globObsSnapshot);
      globObs = fAsimovGlobObs; 
   }


   // evaluate  the likelihood. Since we use on Asimov data , conditional and unconditional values should be the same
   // do conditional fit since is faster

   RooRealVar * muAlt = (RooRealVar*) poiAlt.first();
   assert(muAlt);
   if (verbose>=0)
      oocoutP((TObject*)0,Eval) << "AsymptoticCalculator::Initialize Find  best conditional NLL on ASIMOV data set for given alt POI ( " << 
         muAlt->GetName() << " ) = " << muAlt->getVal() << std::endl;

   fNLLAsimov =  EvaluateNLL( *nullPdf, *fAsimovData, GetNullModel()->GetConditionalObservables(), &poiAlt );
   // for unconditional fit 
   //fNLLAsimov =  EvaluateNLL( *nullPdf, *fAsimovData);
   //poi->Print("v");

   // restore previous value 
   globObs = globObsSnapshot;

   // restore number of bins 
   if (prevBins > 0 && xobs) xobs->setBins(prevBins);

   fIsInitialized = true; 
   return true; 
}

////////////////////////////////////////////////////////////////////////////////

Double_t AsymptoticCalculator::EvaluateNLL(RooAbsPdf & pdf, RooAbsData& data,   const RooArgSet * condObs, const RooArgSet *poiSet) {
    int verbose = fgPrintLevel;
      
    
    RooFit::MsgLevel msglevel = RooMsgService::instance().globalKillBelow();
    if (verbose < 2) RooMsgService::instance().setGlobalKillBelow(RooFit::FATAL);


    RooArgSet* allParams = pdf.getParameters(data);
    RooStats::RemoveConstantParameters(allParams);
    // add constraint terms for all non-constant parameters

    RooArgSet conditionalObs;
    if (condObs) conditionalObs.add(*condObs);

    // need to call constrain for RooSimultaneous until stripDisconnected problem fixed
    RooAbsReal* nll = pdf.createNLL(data, RooFit::CloneData(kFALSE),RooFit::Constrain(*allParams),RooFit::ConditionalObservables(conditionalObs), RooFit::Offset(RooStats::IsNLLOffset()));

    RooArgSet* attachedSet = nll->getVariables();

    // if poi are specified - do a conditional fit 
    RooArgSet paramsSetConstant;
    // support now only one POI 
    if (poiSet && poiSet->getSize() > 0) { 
       RooRealVar * muTest = (RooRealVar*) (poiSet->first());
       RooRealVar * poiVar = dynamic_cast<RooRealVar*>( attachedSet->find( muTest->GetName() ) );
       if (poiVar && !poiVar->isConstant() ) {
          poiVar->setVal(  muTest->getVal() );
          poiVar->setConstant(); 
          paramsSetConstant.add(*poiVar);
       }
       if (poiSet->getSize() > 1) 
          std::cout << "Model with more than one POI are not supported - ignore extra parameters, consider only first one" << std::endl;

 

       // This for more than one POI (not yet supported)
       //
       // RooLinkedListIter it = poiSet->iterator();
       // RooRealVar* tmpPar = NULL, *tmpParA=NULL;
       // while((tmpPar = (RooRealVar*)it.Next())){
       //    tmpParA =  ((RooRealVar*)attachedSet->find(tmpPar->GetName()));
       //    tmpParA->setVal( tmpPar->getVal() );
       //    if (!tmpParA->isConstant() ) { 
       //       tmpParA->setConstant();
       //       paramsSetConstant.add(*tmpParA);
       //    }
       // }

       // check if there are non-const parameters so it is worth to do the minimization

    }

    TStopwatch tw; 
    tw.Start();
    double val =  -1;

    //check if needed to skip the fit 
    RooArgSet nllParams(*attachedSet); 
    RooStats::RemoveConstantParameters(&nllParams);
    delete attachedSet;
    bool skipFit = (nllParams.getSize() == 0);

    if (skipFit) 
       val = nll->getVal(); // just evaluate nll in conditional fits with model without nuisance params
    else {

       
       int minimPrintLevel = verbose;
       
       RooMinimizer minim(*nll);
       int strategy = ROOT::Math::MinimizerOptions::DefaultStrategy();
       minim.setStrategy( strategy);
       // use tolerance - but never smaller than 1 (default in RooMinimizer)
       double tol =  ROOT::Math::MinimizerOptions::DefaultTolerance();
       tol = std::max(tol,1.0); // 1.0 is the minimum value used in RooMinimizer
       minim.setEps( tol );
       //LM: RooMinimizer.setPrintLevel has +1 offset - so subtruct  here -1
       minim.setPrintLevel(minimPrintLevel-1);
       int status = -1;
       minim.optimizeConst(2);
       TString minimizer = ROOT::Math::MinimizerOptions::DefaultMinimizerType(); 
       TString algorithm = ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo(); 

       if (verbose > 0 )
          std::cout << "AsymptoticCalculator::EvaluateNLL  ........ using " << minimizer << " / " << algorithm 
                    << " with strategy  " << strategy << " and tolerance " << tol << std::endl;


       for (int tries = 1, maxtries = 4; tries <= maxtries; ++tries) {
          //    status = minim.minimize(fMinimizer, ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo().c_str());
          status = minim.minimize(minimizer, algorithm);  
          if (status%1000 == 0) {  // ignore erros from Improve 
             break;
          } else { 
             if (tries == 1) {
                printf("    ----> Doing a re-scan first\n");
                minim.minimize(minimizer,"Scan");
             }
             if (tries == 2) {
                if (ROOT::Math::MinimizerOptions::DefaultStrategy() == 0 ) { 
                   printf("    ----> trying with strategy = 1\n");
                   minim.setStrategy(1);
                }
                else 
                   tries++; // skip this trial if stratehy is already 1 
             }
             if (tries == 3) {
                printf("    ----> trying with improve\n");
                minimizer = "Minuit";
                algorithm = "migradimproved";
             }
          }
       }
       
       RooFitResult * result = 0; 


       if (status%100 == 0) { // ignore errors in Hesse or in Improve
          result = minim.save();
       }
       if (result){
          if (!RooStats::IsNLLOffset() ) 
             val = result->minNll();
          else {
             bool previous = RooAbsReal::hideOffset();
             RooAbsReal::setHideOffset(kTRUE) ;
             val = nll->getVal();
             if (!previous)  RooAbsReal::setHideOffset(kFALSE) ;
          }
             
       }
       else { 
          oocoutE((TObject*)0,Fitting) << "FIT FAILED !- return a NaN NLL " << std::endl;
          val =  TMath::QuietNaN();       
       }

       minim.optimizeConst(false);
       if (result) delete result;


    }

    double muTest = 0; 
    if (verbose > 0) { 
       std::cout << "AsymptoticCalculator::EvaluateNLL -  value = " << val;
       if (poiSet) { 
          muTest = ( (RooRealVar*) poiSet->first() )->getVal();
          std::cout << " for poi fixed at = " << muTest; 
       }
       if (!skipFit) {
          std::cout << "\tfit time : ";  
          tw.Print();
       }
       else 
          std::cout << std::endl;
    }

    // reset the parameter free which where set as constant
    if (poiSet && paramsSetConstant.getSize() > 0) SetAllConstant(paramsSetConstant,false);


    if (verbose < 2) RooMsgService::instance().setGlobalKillBelow(msglevel);

    delete allParams;
    delete nll;

    return val;
}

////////////////////////////////////////////////////////////////////////////////
/// It performs an hypothesis tests using the likelihood function
/// and computes the p values for the null and the alternate using the asymptotic 
/// formulae for the profile likelihood ratio.
/// See G. Cowan, K. Cranmer, E. Gross and O. Vitells.
/// Asymptotic formulae for likelihood- based tests of new physics. Eur. Phys. J., C71:1–19, 2011.
/// The formulae are valid only for one POI. If more than one POI exists consider as POI only the 
/// first one

HypoTestResult* AsymptoticCalculator::GetHypoTest() const {
   int verbose = fgPrintLevel;

   // re-initialized the calculator in case it is needed (pdf or data modifided)
   if (!fIsInitialized) {
      if (!Initialize() ) {
         oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator::GetHypoTest - Error initializing Asymptotic calculator - return NULL result " << endl;
         return 0;
      }
   }

   if (!fAsimovData) { 
       oocoutE((TObject*)0,InputArguments) << "AsymptoticCalculator::GetHypoTest - Asimov data set has not been generated - return NULL result " << endl;
       return 0;
   }

   assert(GetNullModel() );
   assert(GetData() );

   RooAbsPdf * nullPdf = GetNullModel()->GetPdf();
   assert(nullPdf); 

   // make conditional fit on null snapshot of poi

   const RooArgSet * nullSnapshot = GetNullModel()->GetSnapshot();
   assert(nullSnapshot && nullSnapshot->getSize() > 0);
   
   // use as POI the nullSnapshot
   // if more than one POI exists, consider only the first one
   RooArgSet poiTest(*nullSnapshot);

   if (poiTest.getSize() > 1)  { 
      oocoutW((TObject*)0,InputArguments) << "AsymptoticCalculator::GetHypoTest: snapshot has more than one POI - assume as POI first parameter " << std::endl;         
   }

   RooArgSet * allParams = nullPdf->getParameters(*GetData() );
   *allParams = fBestFitParams;
   delete allParams;

   // set the one-side condition
   // (this works when we have only one params of interest 
   RooRealVar * muHat =  dynamic_cast<RooRealVar*> (  fBestFitPoi.first() );
   assert(muHat && "no best fit parameter defined"); 
   RooRealVar * muTest = dynamic_cast<RooRealVar*> ( nullSnapshot->find(muHat->GetName() ) );
   assert(muTest && "poi snapshot is not existing"); 



   if (verbose> 0) {
      std::cout << std::endl;
      oocoutI((TObject*)0,Eval) << "AsymptoticCalculator::GetHypoTest: - perform  an hypothesis test for  POI ( " << muTest->GetName() << " ) = " << muTest->getVal() << std::endl;
      oocoutP((TObject*)0,Eval) << "AsymptoticCalculator::GetHypoTest -  Find  best conditional NLL on OBSERVED data set ..... " << std::endl;
   }

   // evaluate the conditional NLL on the observed data for the snapshot value
   double condNLL = EvaluateNLL( *nullPdf, const_cast<RooAbsData&>(*GetData()), GetNullModel()->GetConditionalObservables(), &poiTest);

   double qmu = 2.*(condNLL - fNLLObs); 
   
   

   if (verbose > 0) 
      oocoutP((TObject*)0,Eval) << "\t OBSERVED DATA :  qmu   = " << qmu << " condNLL = " << condNLL << " uncond " << fNLLObs << std::endl;


   // this tolerance is used to avoid having negative qmu due to numerical errors
   double tol = 1.E-4 * ROOT::Math::MinimizerOptions::DefaultTolerance();
   if (qmu < -tol || TMath::IsNaN(fNLLObs) ) {

      if (qmu < 0) 
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  Found a negative value of the qmu - retry to do the unconditional fit " 
                                           << std::endl;         
      else 
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  unconditional fit failed before - retry to do it now " 
                                           << std::endl;         
      
      
      double nll = EvaluateNLL( *nullPdf, const_cast<RooAbsData&>(*GetData()),GetNullModel()->GetConditionalObservables());
      
      if (nll < fNLLObs || (TMath::IsNaN(fNLLObs) && !TMath::IsNaN(nll) ) ) { 
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  Found a better unconditional minimum "
                                           << " old NLL = " << fNLLObs << " old muHat " << muHat->getVal() << std::endl;            

         // update values
         fNLLObs = nll; 
         const RooArgSet * poi = GetNullModel()->GetParametersOfInterest(); 
         assert(poi);
         fBestFitPoi.removeAll();
         poi->snapshot(fBestFitPoi);
         // restore also muHad since previous pointr has been deleted
         muHat =  dynamic_cast<RooRealVar*> (  fBestFitPoi.first() );
         assert(muHat);

        oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  New minimum  found for                       "
                                          << "    NLL = " << fNLLObs << "    muHat  " << muHat->getVal() << std::endl;            


        qmu = 2.*(condNLL - fNLLObs); 

        if (verbose > 0) 
           oocoutP((TObject*)0,Eval) << "After unconditional refit,  new qmu value is " << qmu << std::endl;

      }
   }

   if (qmu < -tol ) {       
      oocoutE((TObject*)0,Minimization) << "AsymptoticCalculator:  qmu is still < 0  for mu = " 
                                        <<  muTest->getVal() << " return a dummy result "  
                                        << std::endl;         
      return new HypoTestResult();
   }
   if (TMath::IsNaN(qmu) ) {       
      oocoutE((TObject*)0,Minimization) << "AsymptoticCalculator:  failure in fitting for qmu or qmuA " 
                                        <<  muTest->getVal() << " return a dummy result "  
                                        << std::endl;         
      return new HypoTestResult();
   }





   // compute conditional ML on Asimov data set
   // (need to const cast because it uses fitTo which is a non const method
   // RooArgSet asimovGlobObs;
   // RooAbsData * asimovData = (const_cast<AsymptoticCalculator*>(this))->MakeAsimovData( poi, asimovGlobObs);
   // set global observables to their Asimov values 
   RooArgSet globObs;
   RooArgSet globObsSnapshot;
   if (GetNullModel()->GetGlobalObservables()  ) {
      globObs.add(*GetNullModel()->GetGlobalObservables());
      // store previous snapshot value
      globObs.snapshot(globObsSnapshot);
      globObs = fAsimovGlobObs; 
   }


   if (verbose > 0) oocoutP((TObject*)0,Eval) << "AsymptoticCalculator::GetHypoTest -- Find  best conditional NLL on ASIMOV data set .... " << std::endl;

   double condNLL_A = EvaluateNLL( *nullPdf, *fAsimovData, GetNullModel()->GetConditionalObservables(), &poiTest);


   double qmu_A = 2.*(condNLL_A - fNLLAsimov  );

   if (verbose > 0) 
      oocoutP((TObject*)0,Eval) << "\t ASIMOV data qmu_A = " << qmu_A << " condNLL = " << condNLL_A << " uncond " << fNLLAsimov << std::endl;

   if (qmu_A < -tol || TMath::IsNaN(fNLLAsimov) ) {

      if (qmu_A < 0) 
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  Found a negative value of the qmu Asimov- retry to do the unconditional fit " 
                                           << std::endl;         
      else 
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  Fit failed for  unconditional the qmu Asimov- retry  unconditional fit " 
                                           << std::endl;         
      
      
      double nll = EvaluateNLL( *nullPdf, *fAsimovData,  GetNullModel()->GetConditionalObservables() );
      
      if (nll < fNLLAsimov || (TMath::IsNaN(fNLLAsimov) && !TMath::IsNaN(nll) )) { 
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  Found a better unconditional minimum for Asimov data set"
                                           << " old NLL = " << fNLLAsimov << std::endl;            

         // update values
         fNLLAsimov = nll; 
         
         oocoutW((TObject*)0,Minimization) << "AsymptoticCalculator:  New minimum  found for                       "
                                           << "    NLL = " << fNLLAsimov << std::endl;            
         qmu_A = 2.*(condNLL_A - fNLLAsimov); 

        if (verbose > 0) 
           oocoutP((TObject*)0,Eval) << "After unconditional Asimov refit,  new qmu_A value is " << qmu_A << std::endl;

      }
   }

   if (qmu_A < - tol) {       
      oocoutE((TObject*)0,Minimization) << "AsymptoticCalculator:  qmu_A is still < 0  for mu = " 
                                        <<  muTest->getVal() << " return a dummy result "  
                                        << std::endl;         
      return new HypoTestResult();
   }
   if (TMath::IsNaN(qmu) ) {       
      oocoutE((TObject*)0,Minimization) << "AsymptoticCalculator:  failure in fitting for qmu or qmuA " 
                                        <<  muTest->getVal() << " return a dummy result "  
                                        << std::endl;         
      return new HypoTestResult();
   }


   // restore previous value of global observables
   globObs = globObsSnapshot;

   // now we compute p-values using the asumptotic formulae 
   // described in the paper 
   //  Cowan et al, Eur.Phys.J. C (2011) 71:1554

   // first try to guess autoatically if needed to use qtilde (or ttilde in case of two sided) 
   // if explicitly fUseQTilde this was not set
   // qtilde is in this case used if poi is bounded at the value of the alt hypothesis
   //  for Qtilde (need to distinguish case when qmu > qmuA = mu^2/ sigma^2) 
   // (see Cowan et al, Eur.Phys.J. C(2011) 71:1554 paper equations 64 and 65
   // (remember qmu_A = mu^2/sigma^2 )
   bool useQTilde = false; 
   // default case (check if poi is limited or not to a zero value)
   if (!fOneSidedDiscovery) { // qtilde is not a discovery test 
      if (fUseQTilde == -1 && !fOneSidedDiscovery) { 
         // alternate snapshot is value for which background is zero (for limits)
         RooRealVar * muAlt = dynamic_cast<RooRealVar*>( GetAlternateModel()->GetSnapshot()->first() );
         // null snapshot is value for which background is zero (for discovery)
         //RooRealVar * muNull = dynamic_cast<RooRealVar*>( GetNullModel()->GetSnapshot()->first() );
         assert(muAlt != 0 );
         if (muTest->getMin() == muAlt->getVal()   ) { 
            fUseQTilde = 1;  
            oocoutI((TObject*)0,InputArguments) << "Minimum of POI is " << muTest->getMin() << " corresponds to alt  snapshot   - using qtilde asymptotic formulae  " << std::endl;
         } else {
            fUseQTilde = 0;  
            oocoutI((TObject*)0,InputArguments) << "Minimum of POI is " << muTest->getMin() << " is different to alt snapshot " << muAlt->getVal() 
                                                << " - using standard q asymptotic formulae  " << std::endl;
         }         
      }
      useQTilde = fUseQTilde;
   }


   //check for one side condition (remember this is valid only for one poi)
   if (fOneSided ) { 
      if ( muHat->getVal() > muTest->getVal() ) { 
         oocoutI((TObject*)0,Eval) << "Using one-sided qmu - setting qmu to zero  muHat = " << muHat->getVal() 
                                   << " muTest = " << muTest->getVal() << std::endl;
         qmu = 0;
      }
   }
   if (fOneSidedDiscovery ) { 
      if ( muHat->getVal() < muTest->getVal() ) { 
         oocoutI((TObject*)0,Eval) << "Using one-sided discovery qmu - setting qmu to zero  muHat = " << muHat->getVal() 
                                   << " muTest = " << muTest->getVal() << std::endl;
         qmu = 0;
      }
   }

   // fix for negative qmu values due to numerical errors
   if (qmu < 0 && qmu > -tol) qmu = 0; 
   if (qmu_A < 0 && qmu_A > -tol) qmu_A = 0; 

   // asymptotic formula for pnull and from  paper Eur.Phys.J C 2011  71:1554
   // we have 4 different cases: 
   //          t(mu), t_tilde(mu) for the 2-sided 
   //          q(mu) and q_tilde(mu) for the one -sided test statistics

   double pnull = -1, palt = -1;

   // asymptotic formula for pnull (for only one POI) 
   // From fact that qmu is a chi2 with ndf=1

   double sqrtqmu = (qmu > 0) ? std::sqrt(qmu) : 0; 
   double sqrtqmu_A = (qmu_A > 0) ? std::sqrt(qmu_A) : 0; 

   
   if (fOneSided || fOneSidedDiscovery) {
      // for one-sided PL (q_mu : equations 56,57)
      if (verbose>2) {
         if (fOneSided) 
            oocoutI((TObject*)0,Eval) << "Using one-sided limit asymptotic formula (qmu)" << endl;
         else
            oocoutI((TObject*)0,Eval) << "Using one-sided discovery asymptotic formula (q0)" << endl;
      }
      pnull = ROOT::Math::normal_cdf_c( sqrtqmu, 1.);
      palt = ROOT::Math::normal_cdf( sqrtqmu_A - sqrtqmu, 1.);
   }
   else  {
      // for 2-sided PL (t_mu : equations 35,36 in asymptotic paper) 
      if (verbose > 2) oocoutI((TObject*)0,Eval) << "Using two-sided asimptotic  formula (tmu)" << endl;
      pnull = 2.*ROOT::Math::normal_cdf_c( sqrtqmu, 1.);
      palt = ROOT::Math::normal_cdf_c( sqrtqmu + sqrtqmu_A, 1.) + 
         ROOT::Math::normal_cdf_c( sqrtqmu - sqrtqmu_A, 1.); 
         
   }

   if (useQTilde ) { 
      if (fOneSided) { 
         // for bounded one-sided (q_mu_tilde: equations 64,65)
         if ( qmu > qmu_A && (qmu_A > 0 || qmu > tol) ) { // to avoid case 0/0
            if (verbose > 2) oocoutI((TObject*)0,Eval) << "Using qmu_tilde (qmu is greater than qmu_A)" << endl;
            pnull = ROOT::Math::normal_cdf_c( (qmu + qmu_A)/(2 * sqrtqmu_A), 1.);
            palt = ROOT::Math::normal_cdf_c( (qmu - qmu_A)/(2 * sqrtqmu_A), 1.);
         }
      }
      else {  
         // for 2 sided bounded test statistic  (N.B there is no one sided discovery qtilde)
         // t_mu_tilde: equations 43,44 in asymptotic paper
         if ( qmu >  qmu_A  && (qmu_A > 0 || qmu > tol)  ) { 
            if (verbose > 2) oocoutI((TObject*)0,Eval) << "Using tmu_tilde (qmu is greater than qmu_A)" << endl;
            pnull = ROOT::Math::normal_cdf_c(sqrtqmu,1.) + 
                    ROOT::Math::normal_cdf_c( (qmu + qmu_A)/(2 * sqrtqmu_A), 1.);
            palt = ROOT::Math::normal_cdf_c( sqrtqmu_A + sqrtqmu, 1.) + 
                   ROOT::Math::normal_cdf_c( (qmu - qmu_A)/(2 * sqrtqmu_A), 1.);
         }
      }
   }



   // create an HypoTest result but where the sampling distributions are set to zero
   string resultname = "HypoTestAsymptotic_result";
   HypoTestResult* res = new HypoTestResult(resultname.c_str(), pnull, palt);

   if (verbose > 0) 
      //std::cout 
      oocoutP((TObject*)0,Eval) 
         << "poi = " << muTest->getVal() << " qmu = " << qmu << " qmu_A = " << qmu_A 
         << " sigma = " << muTest->getVal()/sqrtqmu_A
         << "  CLsplusb = " << pnull << " CLb = " << palt << " CLs = " <<  res->CLs() << std::endl; 

   return res; 

}

struct PaltFunction { 
   PaltFunction( double offset, double pval, int icase) : 
      fOffset(offset), fPval(pval), fCase(icase) {}
   double operator() (double x) const { 
      return ROOT::Math::normal_cdf_c(x + fOffset) + ROOT::Math::normal_cdf_c(fCase*(x - fOffset)) - fPval;
   }
   double fOffset;
   double fPval;
   int fCase;
};

double AsymptoticCalculator::GetExpectedPValues(double pnull, double palt, double nsigma, bool useCls, bool oneSided ) { 
   // function given the null and the alt p value - return the expected one given the N - sigma value
   if (oneSided) { 
      double sqrtqmu =  ROOT::Math::normal_quantile_c( pnull,1.);
      double sqrtqmu_A =  ROOT::Math::normal_quantile( palt,1.) + sqrtqmu;
      double clsplusb = ROOT::Math::normal_cdf_c( sqrtqmu_A - nsigma, 1.);
      if (!useCls) return clsplusb; 
      double clb = ROOT::Math::normal_cdf( nsigma, 1.);
      return (clb == 0) ? -1 : clsplusb / clb;  
   }

   // case of 2 sided test statistic
   // need to compute numerically
   double sqrttmu =  ROOT::Math::normal_quantile_c( 0.5*pnull,1.);
   if (sqrttmu == 0) { 
      // here cannot invert the function - skip the point
      return -1; 
   }      
   // invert formula for palt to get sqrttmu_A
   PaltFunction f( sqrttmu, palt, -1);       
   ROOT::Math::BrentRootFinder brf;
   ROOT::Math::WrappedFunction<PaltFunction> wf(f);
   brf.SetFunction( wf, 0, 20);
   bool ret = brf.Solve();
   if (!ret) { 
      oocoutE((TObject*)0,Eval)  << "Error finding expected p-values - return -1" << std::endl;
      return -1;
   }
   double sqrttmu_A = brf.Root();

   // now invert for expected value
   PaltFunction f2( sqrttmu_A,  ROOT::Math::normal_cdf( nsigma, 1.), 1);
   ROOT::Math::WrappedFunction<PaltFunction> wf2(f2);
   brf.SetFunction(wf2,0,20);
   ret = brf.Solve();
   if (!ret) { 
      oocoutE((TObject*)0,Eval)  << "Error finding expected p-values - return -1" << std::endl;
      return -1;
   }   
   return  2*ROOT::Math::normal_cdf_c( brf.Root(),1.);
}

// void GetExpectedLimit(double nsigma, double alpha, double &clsblimit, double &clslimit) { 
//    // get expected limit 
//    double 
// }


void AsymptoticCalculator::FillBins(const RooAbsPdf & pdf, const RooArgList &obs, RooAbsData & data, int &index,  double &binVolume, int &ibin) { 
   /// fill bins by looping recursivly on observables 

   bool debug = (fgPrintLevel >= 2);  

   RooRealVar * v = dynamic_cast<RooRealVar*>( &(obs[index]) );
   if (!v) return;

   RooArgSet obstmp(obs);
   double expectedEvents = pdf.expectedEvents(obstmp);
   // if (debug)  { 
   //    std::cout << "expected events = " << expectedEvents << std::endl;
   // }

   if (debug) cout << "looping on observable " << v->GetName() << endl;
   for (int i = 0; i < v->getBins(); ++i) {
      v->setBin(i);
      if (index < obs.getSize() -1) {
         index++;  // increase index
         double prevBinVolume = binVolume; 
         binVolume *= v->getBinWidth(i); // increase bin volume
         FillBins(pdf, obs, data, index,  binVolume, ibin);
         index--; // decrease index
         binVolume = prevBinVolume; // decrease also bin volume
      }
      else {

         // this is now a new bin - compute the pdf in this bin 
         double totBinVolume = binVolume * v->getBinWidth(i);
         double fval = pdf.getVal(&obstmp)*totBinVolume;

         //if (debug) std::cout << "pdf value in the bin " << fval << " bin volume = " << totBinVolume << "   " << fval*expectedEvents << std::endl;
         if (fval*expectedEvents <= 0)
         {
            if (fval*expectedEvents < 0)
               cout << "WARNING::Detected a bin with negative expected events! Please check your inputs." << endl;
            else
               cout << "WARNING::Detected a bin with zero expected events- skip it" << endl;
         }
         // have a cut off for overflows ??
         else 
            data.add(obs, fval*expectedEvents);

         if (debug) { 
            cout << "bin " << ibin << "\t";
            for (int j=0; j < obs.getSize(); ++j) { cout << "  " <<  ((RooRealVar&) obs[j]).getVal(); }
            cout << " w = " << fval*expectedEvents;
            cout << endl;
         }
         // RooArgSet xxx(obs);
         // h3->Fill(((RooRealVar&) obs[0]).getVal(), ((RooRealVar&) obs[1]).getVal(), ((RooRealVar&) obs[2]).getVal() ,
         //          pdf->getVal(&xxx) );
         ibin++;
      }
   }
   //reset bin values
   if (debug) 
      cout << "ending loop on .. " << v->GetName() << endl;

   v->setBin(0);
   
}


bool AsymptoticCalculator::SetObsToExpected(RooProdPdf &prod, const RooArgSet &obs) 
{
   // iterate a Prod pdf to find all the Poisson or Gaussian part to set the observed value to expected one
    RooLinkedListIter  iter(prod.pdfList().iterator());
    bool ret = false;
    for (RooAbsArg *a = (RooAbsArg *) iter.Next(); a != 0; a = (RooAbsArg *) iter.Next()) {
        if (!a->dependsOn(obs)) continue;
        RooPoisson *pois = 0;
        RooGaussian * gaus = 0;
        if ((pois = dynamic_cast<RooPoisson *>(a)) != 0) {
            SetObsToExpected(*pois, obs);
            pois->setNoRounding(true);  //needed since expecteed value is not an integer
        } else if ((gaus = dynamic_cast<RooGaussian *>(a)) != 0) {
            SetObsToExpected(*gaus, obs);
        } else {
           // should try to add also lognormal case ? 
            RooProdPdf *subprod = dynamic_cast<RooProdPdf *>(a);
            if (subprod) 
               return SetObsToExpected(*subprod, obs);
            else {
               oocoutE((TObject*)0,InputArguments) << "Illegal term in counting model: depends on observables, but not Poisson or Gaussian or Product" 
                                                   << endl;
               return false;
            }
        }
        ret = (pois != 0 || gaus != 0 ); 
    }
    return ret;
}

bool AsymptoticCalculator::SetObsToExpected(RooAbsPdf &pdf, const RooArgSet &obs) 
{
   // set observed value to the expected one 
   // works for Gaussian, Poisson or LogNormal
   // assumes mean parameter value is the argument not constant and not depoending on observables
   // (if more than two arguments are not constant will use first one but printr a warning !)
   // need to iterate on the components of the POisson to get n and nu (nu can be a RooAbsReal)
   // (code from G. Petrucciani and extended by L.M.)
   RooRealVar *myobs = 0;
   RooAbsReal *myexp = 0;
   const char * pdfName = pdf.IsA()->GetName();
   RooFIter iter(pdf.serverMIterator());
   for (RooAbsArg *a =  iter.next(); a != 0; a = iter.next()) {
      if (obs.contains(*a)) {
         if (myobs != 0) { 
            oocoutF((TObject*)0,Generation) << "AsymptoticCalculator::SetObsExpected( " << pdfName << " ) : Has two observables ?? " << endl;
            return false;
         }
         myobs = dynamic_cast<RooRealVar *>(a);
         if (myobs == 0) { 
            oocoutF((TObject*)0,Generation) << "AsymptoticCalculator::SetObsExpected( " << pdfName << " ) : Observable is not a RooRealVar??" << endl;
            return false; 
         }
      } else {
         if (!a->isConstant() ) {
            if (myexp != 0) { 
               oocoutE((TObject*)0,Generation) << "AsymptoticCalculator::SetObsExpected( " << pdfName << " ) : Has two non-const arguments  " << endl;
               return false;
            }
            myexp = dynamic_cast<RooAbsReal *>(a);
            if (myexp == 0) { 
               oocoutF((TObject*)0,Generation) << "AsymptoticCalculator::SetObsExpected( " << pdfName << " ) : Expected is not a RooAbsReal??" << endl;
               return false; 
            }
         }
      }
   }
   if (myobs == 0)  { 
      oocoutF((TObject*)0,Generation) << "AsymptoticCalculator::SetObsExpected( " << pdfName << " ) : No observable?" << endl;
      return false;
   }
   if (myexp == 0) {    
      oocoutF((TObject*)0,Generation) << "AsymptoticCalculator::SetObsExpected( " << pdfName << " ) : No observable?" << endl;
      return false;
   }

   myobs->setVal(myexp->getVal());

   if (fgPrintLevel > 2) { 
      std::cout << "SetObsToExpected : setting " << myobs->GetName() << " to expected value " << myexp->getVal() << " of " << myexp->GetName() << std::endl;
   }

   return true;
}


RooAbsData * AsymptoticCalculator::GenerateCountingAsimovData(RooAbsPdf & pdf, const RooArgSet & observables,  const RooRealVar & , RooCategory * channelCat) { 
   // generate counting Asimov data for the case when the pdf cannot be extended
   // assume pdf is a RooPoisson or can be decomposed in a product of RooPoisson, 
   // otherwise we cannot know how to make the Asimov data sets in the other cases
    RooArgSet obs(observables);
    RooProdPdf *prod = dynamic_cast<RooProdPdf *>(&pdf);
    RooPoisson *pois = 0;
    RooGaussian *gaus = 0;

    if (fgPrintLevel > 1) 
       std::cout << "generate counting Asimov data for pdf of type " << pdf.IsA()->GetName() << std::endl;

    bool r = false;
    if (prod != 0) {
        r = SetObsToExpected(*prod, observables);
    } else if ((pois = dynamic_cast<RooPoisson *>(&pdf)) != 0) {
        r = SetObsToExpected(*pois, observables);
        // we need in this case to set Poisson to real values
        pois->setNoRounding(true);
    } else if ((gaus = dynamic_cast<RooGaussian *>(&pdf)) != 0) {
        r = SetObsToExpected(*gaus, observables);
    } else {
       oocoutE((TObject*)0,InputArguments) << "A counting model pdf must be either a RooProdPdf or a RooPoisson or a RooGaussian" << endl;
    }
    if (!r) return 0;
    int icat = 0;
    if (channelCat) {
       icat = channelCat->getIndex(); 
    }

    RooDataSet *ret = new RooDataSet(TString::Format("CountingAsimovData%d",icat),TString::Format("CountingAsimovData%d",icat), obs);
    ret->add(obs);
    return ret;
}

RooAbsData * AsymptoticCalculator::GenerateAsimovDataSinglePdf(const RooAbsPdf & pdf, const RooArgSet & allobs,  const RooRealVar & weightVar, RooCategory * channelCat) { 
   // compute the asimov data set for an observable of a pdf 
   // use the number of bins sets in the observables 
   // to do :  (possibility to change number of bins)
   // implement integration over bin content

   int printLevel = fgPrintLevel;

   // Get observables defined by the pdf associated with this state
   std::unique_ptr<RooArgSet> obs(pdf.getObservables(allobs) );


   // if pdf cannot be extended assume is then a counting experiment
   if (!pdf.canBeExtended() ) return GenerateCountingAsimovData(const_cast<RooAbsPdf&>(pdf), *obs, weightVar, channelCat);

   RooArgSet obsAndWeight(*obs); 
   obsAndWeight.add(weightVar);

   RooDataSet* asimovData = 0; 
   if (channelCat) {
      int icat = channelCat->getIndex(); 
      asimovData = new RooDataSet(TString::Format("AsimovData%d",icat),TString::Format("combAsimovData%d",icat),
                                  RooArgSet(obsAndWeight,*channelCat),RooFit::WeightVar(weightVar));
   }
   else 
      asimovData = new RooDataSet("AsimovData","AsimovData",RooArgSet(obsAndWeight),RooFit::WeightVar(weightVar));

    // This works ony for 1D observables 
    //RooRealVar* thisObs = ((RooRealVar*)obstmp->first());

    RooArgList obsList(*obs);

    // loop on observables and on the bins 
    if (printLevel >= 2) { 
       cout << "Generating Asimov data for pdf " << pdf.GetName() << endl;
       cout << "list of observables  " << endl;
       obsList.Print();
    }

    int obsIndex = 0; 
    double binVolume = 1; 
    int nbins = 0; 
    FillBins(pdf, obsList, *asimovData, obsIndex, binVolume, nbins);
    if (printLevel >= 2) 
       cout << "filled from " << pdf.GetName() << "   " << nbins << " nbins " << " volume is " << binVolume << endl;

    // for (int iobs = 0; iobs < obsList.getSize(); ++iobs) { 
    //    RooRealVar * thisObs = dynamic_cast<RooRealVar*> &obsList[i];
    //    if (thisObs == 0) continue; 
    //    // loop on the bin contents
    //    for(int  ibin=0; ibin<thisObs->numBins(); ++ibin){
    //       thisObs->setBin(ibin);

    //   thisNorm=pdftmp->getVal(obstmp)*thisObs->getBinWidth(jj);
    //   if (thisNorm*expectedEvents <= 0)
    //   {
    //     cout << "WARNING::Detected bin with zero expected events! Please check your inputs." << endl;
    //   }
    //   // have a cut off for overflows ??
    //   obsDataUnbinned->add(*mc->GetObservables(), thisNorm*expectedEvents);
    // }
    
    if (printLevel >= 1)
    {
      asimovData->Print();
      //cout <<"sum entries "<< asimovData->sumEntries()<<endl;
    }
    if( TMath::IsNaN(asimovData->sumEntries()) ){
      cout << "sum entries is nan"<<endl;
      assert(0);
      delete asimovData;
      asimovData = 0;
    }

    return asimovData;

}

RooAbsData * AsymptoticCalculator::GenerateAsimovData(const RooAbsPdf & pdf, const RooArgSet & observables  )  { 
   // generate the asimov data for the observables (not the global ones) 
   // need to deal with the case of a sim pdf 

   int printLevel = fgPrintLevel;

   RooRealVar * weightVar = new RooRealVar("binWeightAsimov", "binWeightAsimov", 1, 0, 1.E30 );

   if (printLevel > 1) cout <<" Generate Asimov data for observables"<<endl;
  //RooDataSet* simData=NULL;
   const RooSimultaneous* simPdf = dynamic_cast<const RooSimultaneous*>(&pdf);
   if (!simPdf) { 
      // generate data for non sim pdf
      return GenerateAsimovDataSinglePdf( pdf, observables, *weightVar, 0);
   }

   std::map<std::string, RooDataSet*> asimovDataMap;
    
  //look at category of simpdf 
  RooCategory& channelCat = (RooCategory&)simPdf->indexCat();
  int nrIndices = channelCat.numTypes();
  if( nrIndices == 0 ) {
    oocoutW((TObject*)0,Generation) << "Simultaneous pdf does not contain any categories." << endl;
  }
  for (int i=0;i<nrIndices;i++){
    channelCat.setIndex(i);
    //iFrame++;
    // Get pdf associated with state from simpdf
    RooAbsPdf* pdftmp = simPdf->getPdf(channelCat.getLabel()) ;
    assert(pdftmp != 0);
   
    if (printLevel > 1)
    {
      cout << "on type " << channelCat.getLabel() << " " << channelCat.getIndex() << endl;
    }

    RooAbsData * dataSinglePdf = GenerateAsimovDataSinglePdf( *pdftmp, observables, *weightVar, &channelCat);
    //((RooRealVar*)obstmp->first())->Print();
    //cout << "expected events " << pdftmp->expectedEvents(*obstmp) << endl;
    if (!dataSinglePdf) { 
       oocoutE((TObject*)0,Generation) << "Error generating an Asimov data set for pdf " << pdftmp->GetName() << endl;
       return 0;
    }
     

    asimovDataMap[string(channelCat.getLabel())] = (RooDataSet*) dataSinglePdf;

    if (printLevel > 1)
    {
      cout << "channel: " << channelCat.getLabel() << ", data: ";
      dataSinglePdf->Print();
      cout << endl;
    }
  }

  RooArgSet obsAndWeight(observables); 
  obsAndWeight.add(*weightVar);


  RooDataSet* asimovData = new RooDataSet("asimovDataFullModel","asimovDataFullModel",RooArgSet(obsAndWeight,channelCat),
                                          RooFit::Index(channelCat),RooFit::Import(asimovDataMap),RooFit::WeightVar(*weightVar));

  delete weightVar; 
  return asimovData;

}

////////////////////////////////////////////////////////////////////////////////
/// static function to the an Asimov data set
/// given an observed dat set, a model and a snapshot of poi. 
/// Return the asimov data set + global observables set to values satisfying the constraints

RooAbsData * AsymptoticCalculator::MakeAsimovData(RooAbsData & realData, const ModelConfig & model, const  RooArgSet & paramValues, RooArgSet & asimovGlobObs, const RooArgSet * genPoiValues )  {

   int verbose = fgPrintLevel;


   RooArgSet  poi(*model.GetParametersOfInterest());
   poi = paramValues; 
   //RooRealVar *r = dynamic_cast<RooRealVar *>(poi.first());
   // set poi constant for conditional MLE 
   // need to fit nuisance parameters at their conditional MLE value
   RooLinkedListIter it = poi.iterator();
   RooRealVar*  tmpPar = NULL;
   RooArgSet paramsSetConstant; 
   while((tmpPar = (RooRealVar*)it.Next())){
      tmpPar->setConstant();
      if (verbose>0)  
         std::cout << "MakeAsimov: Setting poi " << tmpPar->GetName() << " to a constant value = " << tmpPar->getVal() << std::endl;
      paramsSetConstant.add(*tmpPar); 
   }

   // find conditional value of the nuisance parameters
   bool hasFloatParams = false;
   RooArgSet  constrainParams;
   if (model.GetNuisanceParameters()) {
      constrainParams.add(*model.GetNuisanceParameters());
      RooStats::RemoveConstantParameters(&constrainParams);
      if (constrainParams.getSize() > 0) hasFloatParams = true; 

   } else {
      // Do we have free parameters anyway that need fitting?
      std::unique_ptr<RooArgSet> params(model.GetPdf()->getParameters(realData));
      RooLinkedListIter iter(params->iterator());
      for (RooAbsArg *a = (RooAbsArg *) iter.Next(); a != 0; a = (RooAbsArg *) iter.Next()) {
         RooRealVar *rrv = dynamic_cast<RooRealVar *>(a);
         if ( rrv != 0 && rrv->isConstant() == false ) { hasFloatParams = true; break; }
      } 
   }
   if (hasFloatParams) { 
      // models need to be fitted to find best nuisance parameter values

      TStopwatch tw2; tw2.Start(); 
      int minimPrintLevel = ROOT::Math::MinimizerOptions::DefaultPrintLevel();
      if (verbose>0) { 
         std::cout << "MakeAsimov: doing a conditional fit for finding best nuisance values " << std::endl;
         minimPrintLevel = verbose;
         if (verbose>1) {
            std::cout << "POI values:\n"; poi.Print("v");
            if (verbose > 2) { 
               std::cout << "Nuis param values:\n"; 
               constrainParams.Print("v");
            }
         }
      }         
      RooFit::MsgLevel msglevel = RooMsgService::instance().globalKillBelow();
      if (verbose < 2) RooMsgService::instance().setGlobalKillBelow(RooFit::FATAL);

      RooArgSet conditionalObs;
      if (model.GetConditionalObservables()) conditionalObs.add(*model.GetConditionalObservables());

      std::string minimizerType = ROOT::Math::MinimizerOptions::DefaultMinimizerType();
      std::string minimizerAlgo = ROOT::Math::MinimizerOptions::DefaultMinimizerAlgo();
      model.GetPdf()->fitTo(realData, RooFit::Minimizer(minimizerType.c_str(),minimizerAlgo.c_str()), 
                 RooFit::Strategy(ROOT::Math::MinimizerOptions::DefaultStrategy()),
                 RooFit::PrintLevel(minimPrintLevel-1), RooFit::Hesse(false),
                            RooFit::Constrain(constrainParams),RooFit::ConditionalObservables(conditionalObs), RooFit::Offset(RooStats::IsNLLOffset()));
      if (verbose>0) { std::cout << "fit time "; tw2.Print();}
      if (verbose > 1) { 
         // after the fit the nuisance parameters will have their best fit value
         if (model.GetNuisanceParameters() ) {
            std::cout << "Nuisance parameters after fit for asimov dataset: " << std::endl;
            model.GetNuisanceParameters()->Print("V");
         }
      }

      if (verbose < 2) RooMsgService::instance().setGlobalKillBelow(msglevel);

   }

   // restore the parameters which were set constant
   SetAllConstant(paramsSetConstant, false);


   RooArgSet *  allParams = model.GetPdf()->getParameters(realData);
   RooStats::RemoveConstantParameters( allParams );

   // if a RooArgSet of poi is passed , different poi will be used for generating the Asimov data set 
   if (genPoiValues) *allParams = *genPoiValues;

   // now do the actual generation of the AsimovData Set
   // no need to pass parameters values since we have set them before
   RooAbsData * asimovData =  MakeAsimovData(model, *allParams, asimovGlobObs);

   delete allParams;

   return asimovData;

}

////////////////////////////////////////////////////////////////////////////////
/// static function to the an Asimov data set
/// given the model and the values of all parameters including the nuisance 
/// Return the asimov data set + global observables set to values satisfying the constraints

RooAbsData * AsymptoticCalculator::MakeAsimovData(const ModelConfig & model, const  RooArgSet & allParamValues, RooArgSet & asimovGlobObs)  {

   int verbose = fgPrintLevel;
 
   TStopwatch tw; 
   tw.Start();

   // set the parameter values (do I need the poi to be constant ? )
   // the nuisance parameter values could be set at their fitted value (the MLE)
   if (allParamValues.getSize() > 0) { 
      RooArgSet *  allVars = model.GetPdf()->getVariables();
      *allVars = allParamValues;
      delete allVars;
   }


   // generate the Asimov data set for the observables 
   RooAbsData * asimov = GenerateAsimovData(*model.GetPdf() , *model.GetObservables() );
   
   if (verbose>0) {
      std::cout << "Generated Asimov data for observables "; (model.GetObservables() )->Print(); 
      if (verbose > 1) { 
         if (asimov->numEntries() == 1 ) {
            std::cout << "--- Asimov data values \n";
            asimov->get()->Print("v");
         }
         else { 
            std::cout << "--- Asimov data numEntries = " << asimov->numEntries() << " sumOfEntries = " << asimov->sumEntries() << std::endl;
         }
         std::cout << "\ttime for generating : ";  tw.Print(); 
      }
   }


    // Now need to have in ASIMOV the data sets also the global observables
   // Their values must be the one satisfying the constraint. 
   // to do it make a nuisance pdf with all product of constraints and then 
   // assign to each constraint a glob observable value = to the current fitted nuisance parameter value
   // IN general  one should solve in general the system of equations f( gobs| nuispar ) = 0 where f are the 
   //  derivatives of the constraint with respect the nuisance parameter and they are evaluated at the best fit nuisance
   // parameter points
   // As simple solution assume that constrain has a direct dependence on the nuisance parameter, i.e. 
   // Constraint (gobs, func( nuispar) ) and the condifion is satisfied for 
   // gobs = func( nuispar) where nunispar is at the MLE value


   if (model.GetGlobalObservables() && model.GetGlobalObservables()->getSize() > 0) {

      if (verbose>1) {
         std::cout << "Generating Asimov data for global observables " << std::endl; 
      }

      RooArgSet gobs(*model.GetGlobalObservables());

      // snapshot data global observables
      RooArgSet snapGlobalObsData;
      SetAllConstant(gobs, true);
      gobs.snapshot(snapGlobalObsData);


      RooArgSet nuis; 
      if (model.GetNuisanceParameters()) nuis.add(*model.GetNuisanceParameters());
      if (nuis.getSize() == 0) { 
            oocoutW((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData: model does not have nuisance parameters but has global observables"
                                            << " set global observales to model values " << endl;
            asimovGlobObs = gobs;
            return asimov;
      }

      // part 1: create the nuisance pdf
      std::unique_ptr<RooAbsPdf> nuispdf(RooStats::MakeNuisancePdf(model,"TempNuisPdf") );
      if (nuispdf.get() == 0) { 
         oocoutF((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData: model has nuisance parameters and global obs but no nuisance pdf "
                                         << std::endl;
      }
      // unfold the nuisance pdf if it is a prod pdf
      RooArgList pdfList;  
      RooProdPdf *prod = dynamic_cast<RooProdPdf *>(nuispdf.get());
      if (prod ) { 
         pdfList.add(prod->pdfList());
      }
      else
         // nothing to unfold - just use the pdf
         pdfList.add(*nuispdf.get());

      RooLinkedListIter iter(pdfList.iterator());
      for (RooAbsArg *a = (RooAbsArg *) iter.Next(); a != 0; a = (RooAbsArg *) iter.Next()) {
         RooAbsPdf *cterm = dynamic_cast<RooAbsPdf *>(a); 
         assert(cterm && "AsimovUtils: a factor of the nuisance pdf is not a Pdf!");
         if (!cterm->dependsOn(nuis)) continue; // dummy constraints
         // skip also the case of uniform components
         if (typeid(*cterm) == typeid(RooUniform)) continue;

         std::unique_ptr<RooArgSet> cpars(cterm->getParameters(&gobs));
         std::unique_ptr<RooArgSet> cgobs(cterm->getObservables(&gobs));
         if (cgobs->getSize() > 1) {
            oocoutE((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData: constraint term  " <<  cterm->GetName() 
                                            << " has multiple global observables -cannot generate - skip it" << std::endl;
            continue; 
         }
         else if (cgobs->getSize() == 0) { 
            oocoutW((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData: constraint term  " <<  cterm->GetName() 
                                            << " has no global observables - skip it" << std::endl;
            continue; 
         }
         // the variable representing the global observable
         RooRealVar &rrv = dynamic_cast<RooRealVar &>(*cgobs->first());

         // remove the constant parameters in cpars 
         RooStats::RemoveConstantParameters(cpars.get());
         if (cpars->getSize() != 1) {
            oocoutE((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData:constraint term " 
                                            << cterm->GetName() << " has multiple floating params - cannot generate - skip it " << std::endl;
            continue;
         }

         bool foundServer = false;
         // note : this will work only for this type of constraints
         // expressed as RooPoisson, RooGaussian, RooLognormal, RooGamma
         TClass * cClass = cterm->IsA();
         if (verbose > 2) std::cout << "Constraint " << cterm->GetName() << " of type " << cClass->GetName() << std::endl;
         if ( cClass != RooGaussian::Class() && cClass != RooPoisson::Class() &&
              cClass != RooGamma::Class() && cClass != RooLognormal::Class() &&
              cClass != RooBifurGauss::Class()  ) {          
            TString className =  (cClass) ?  cClass->GetName() : "undefined"; 
            oocoutW((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData:constraint term " 
                                            << cterm->GetName() << " of type " << className 
                                            << " is a non-supported type - result might be not correct " << std::endl;
         }

         // in case of a Poisson constraint make sure the rounding is not set 
         if (cClass == RooPoisson::Class() ) { 
            RooPoisson * pois = dynamic_cast<RooPoisson*>(cterm); 
            assert(pois); 
            pois->setNoRounding(true); 
         }

         // look at server of the constraint term and check if the global observable is part of the server
         RooAbsArg * arg = cterm->findServer(rrv); 
         if (!arg) {
            // special case is for the Gamma where one might define the global observable n and you have a Gamma(b, n+1, ...._
            // in this case n+1 is the server and we don;t have a direct dependency, but we want to set n to the b value
            // so in case of the Gamma ignore this test
            if ( cClass != RooGamma::Class() ) {
               oocoutE((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData:constraint term " 
                                               << cterm->GetName() << " has no direct dependence on global observable- cannot generate it " << std::endl;
               continue;
            }
         }

         // loop on the server of the constraint term
         // neeed to treat the Gamma as a special case
         // the mode of the Gamma is (k-1)*theta where theta is the inverse of the rate parameter.
         // we assume that the global observable is defined as ngobs = k-1 and the theta parameter has the name theta otherwise we use other procedure which might be wrong
         RooAbsReal * thetaGamma = 0;
         if ( cClass == RooGamma::Class() ) {
            RooFIter itc(cterm->serverMIterator() );
            for (RooAbsArg *a2 = itc.next(); a2 != 0; a2 = itc.next()) {
               if (TString(a2->GetName()).Contains("theta") ) {
                  thetaGamma = dynamic_cast<RooAbsReal*>(a2);
                  break;
               }
            }
            if (thetaGamma == 0) {
               oocoutI((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData:constraint term " 
                                               << cterm->GetName() << " is a Gamma distribution and no server named theta is found. Assume that the Gamma scale is  1 " << std::endl;
            }
            else {
               if (verbose>2)
                  std::cout << "Gamma constraint has a scale " << thetaGamma->GetName() << "  = " << thetaGamma->getVal() << std::endl;
            }
         }         
         RooFIter iter2(cterm->serverMIterator() );
         for (RooAbsArg *a2 = iter2.next(); a2 != 0; a2 = iter2.next()) {
            RooAbsReal * rrv2 = dynamic_cast<RooAbsReal *>(a2); 
            if (verbose > 2) std::cout << "Loop on constraint server term  " << a2->GetName() << std::endl;
            if (rrv2 && rrv2->dependsOn(nuis) ) { 


               // found server depending on nuisance               
               if (foundServer) { 
                  oocoutE((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData:constraint term " 
                                            << cterm->GetName() << " constraint term has more server depending on nuisance- cannot generate it " <<
                     std::endl;
                  foundServer = false;
                  break;
               }
               if (thetaGamma && thetaGamma->getVal() > 0)
                  rrv.setVal( rrv2->getVal() / thetaGamma->getVal() ); 
               else 
                  rrv.setVal( rrv2->getVal() );
               foundServer = true;

               if (verbose>2) 
                  std::cout << "setting global observable "<< rrv.GetName() << " to value " << rrv.getVal() 
                         << " which comes from " << rrv2->GetName() << std::endl;
            }
         }

         if (!foundServer) {  
            oocoutE((TObject*)0,Generation) << "AsymptoticCalculator::MakeAsimovData - can't find nuisance for constraint term - global observales will not be set to Asimov value " << cterm->GetName() << std::endl;
            std::cerr << "Parameters: " << std::endl;
            cpars->Print("V");
            std::cerr << "Observables: " << std::endl;
            cgobs->Print("V");
         }
//         rrv.setVal(match->getVal());
      }

      // make a snapshot of global observables 
      // needed this ?? (LM) 

      asimovGlobObs.removeAll();
      SetAllConstant(gobs, true);
      gobs.snapshot(asimovGlobObs);

      // revert global observables to the data value
      gobs = snapGlobalObsData;

      if (verbose>0) {
         std::cout << "Generated Asimov data for global observables ";
         if (verbose == 1) gobs.Print();  
      }

      if (verbose > 1) {
         std::cout << "\nGlobal observables for data: " << std::endl;
         gobs.Print("V");
         std::cout << "\nGlobal observables for asimov: " << std::endl;
         asimovGlobObs.Print("V");
      }


   }

   return asimov;

}