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Calculate P-Value via ToyMC #2

Merged
merged 3 commits into from
May 7, 2021
Merged

Calculate P-Value via ToyMC #2

merged 3 commits into from
May 7, 2021

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JosephJHowlett
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I'm in the process of incorporating this package into bbf, and realized my use case might be somewhat common. I have a histogrammed model (ER template) and histogrammed data (Rn220 data), and want the p-value of the fit. With this PR you can do (if e.g. these are both multihists):

from GOFevaluation import binned_poisson_chi2_gof
gof_object = binned_poisson_chi2_gof.from_binned(datahist.histogram, mchist.histogram)
gof_object.get_pvalue(n_mc=1000)

If you want to plot the distribution of GoF's, you can do:

gofs = gof_object.sample_gofs()
hist, bin_edges = np.histogram(gofs, bins=1000)
cumulative_density = 1.0 - np.cumsum(hist)/np.sum(hist)
plt.plot(np.mean(np.vstack([bin_edges[0:-1], bin_edges[1:]]), axis=0), cumulative_density)
plt.axvline(gof_object.calculate_gof())
plt.ylabel('P(less than GoF)')
plt.xlabel('GoF')
plt.show()

to get:
pva

@WolfXeHD WolfXeHD added the enhancement New feature or request label May 7, 2021
@WolfXeHD WolfXeHD requested a review from hammannr May 7, 2021 09:09
@WolfXeHD
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WolfXeHD commented May 7, 2021

Hi @jhowl01 !
It is great to see that you are such an early adopter and try to incorporate the package in bbf.
From a first quick look, this seems to be a great and useful feature. I also added @hammannr as a reviewer since he is also actively developing the package at the moment. I think he might also have some ideas about what to do and how to incorporate your idea.

hammannr
hammannr reviewed May 7, 2021
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I think this is a really cool and handy feature to have in the package so that one can directly get a proper understanding of how well the fit performed and for comparing different gof measures! If we add get_pvalue() to all gof tests we might want to outsource the calculations into a dedicated class.

@kdund kdund merged commit f6f2af3 into master May 7, 2021
@hammannr hammannr mentioned this pull request May 10, 2021
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@hammannr hammannr linked an issue May 10, 2021 that may be closed by this pull request
Adding p-value calculation #9
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@hammannr hammannr deleted the pvalue_toymc branch May 17, 2021 07:27
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@hammannr hammannr hammannr approved these changes

@WolfXeHD WolfXeHD Awaiting requested review from WolfXeHD

@kdund kdund Awaiting requested review from kdund

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Adding p-value calculation
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@JosephJHowlett @WolfXeHD @kdund @hammannr