We don’t have yet this class in RooStats. If you would like to implement it, using for example the procedure described in arxiv.org/abs/1005.1891, I am willing to include it in ROOT.
I think some code already exists within the experiment analysis software, in ATLAS or CMS
I am sorry, I said that two years ago, I think. I have code that we used in our last analysis to do this. I can point you to the code within a couple of days if it is urgent. Writting a ROOT class might take longer, I am pretty busy right now. Tell me what works for you.
Thanks for the quick reply ! If you can point me to some pieces of code, that would be very helpful already. Once done, maybe we can discuss here with @moneta and @couet on how to integrate it as a ROOT class ? I am happy to help there.