MarkovChain.h

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// @(#)root/roostats:$Id$
// Authors: Kevin Belasco        17/06/2009
// Authors: Kyle Cranmer         17/06/2009
/*************************************************************************
 * 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.             *
 *************************************************************************/
 
#ifndef ROOSTATS_MarkovChain
#define ROOSTATS_MarkovChain
 
#include "Rtypes.h"
 
#include "TNamed.h"
 
#include "RooRealVar.h"
#include "RooDataSet.h"
#include "RooDataHist.h"
#include "THnSparse.h"
 
namespace RooStats {
 
   class MarkovChain : public TNamed {
 
   public:
      MarkovChain();
      MarkovChain(RooArgSet& parameters);
      MarkovChain(const char* name, const char* title, RooArgSet& parameters);
 
      /// safely add an entry to the chain
      virtual void Add(RooArgSet& entry, double nllValue, double weight = 1.0);
      /// add an entry to the chain ONLY IF you have constructed with parameters
      /// or called SetParameters
      virtual void AddFast(RooArgSet& entry, double nllValue, double weight = 1.0);
      /// add another markov chain
      virtual void AddWithBurnIn(MarkovChain& otherChain, Int_t burnIn = 0);
      /// add another markov chain
      virtual void Add(MarkovChain& otherChain, double discardEntries = 0.0);
      /// set which of your parameters this chain should store
      virtual void SetParameters(RooArgSet& parameters);
      /// get the number of steps in the chain
      virtual Int_t Size() const { return fChain ? fChain->numEntries() : 0; }
      /// get the entry at position i
      virtual const RooArgSet* Get(Int_t i) const { return fChain->get(i); }
      /// get the entry at the current position
      virtual const RooArgSet* Get() const { return fChain->get(); }
      /// get the weight of the current (last indexed) entry
      virtual double Weight() const;
      /// get the weight of entry at position i
      virtual double Weight(Int_t i) const;
      /// get the NLL value of entry at position i
      virtual double NLL(Int_t i) const;
      /// get the NLL value of the current (last indexed) entry
      virtual double NLL() const;
 
      /// get this MarkovChain as a RooDataSet whose entries contain the values
      /// of whichVars.  Call with whichVars = nullptr (default) to get values of
      /// all variables (including NLL value and weight);
      /// Note: caller owns the returned data set
      virtual RooFit::OwningPtr<RooDataSet> GetAsDataSet(RooArgSet* whichVars = nullptr) const;
      virtual const RooDataSet* GetAsConstDataSet() const { return fChain; }
 
      /// get this MarkovChain as a RooDataHist whose entries contain the values
      /// of whichVars.  Call with whichVars = nullptr (default) to get values of
      /// all variables (including NLL value and weight);
      /// Note: caller owns the returned data hist
      virtual RooFit::OwningPtr<RooDataHist> GetAsDataHist(RooArgSet* whichVars = nullptr) const;
 
      /// Get a clone of the markov chain on which this interval is based
      /// as a sparse histogram.  You own the returned THnSparse*
      virtual THnSparse* GetAsSparseHist(RooAbsCollection* whichVars = nullptr) const;
      virtual THnSparse* GetAsSparseHist(RooAbsCollection& whichVars) const
      { return GetAsSparseHist(&whichVars); }
 
      /// get a clone of the NLL variable
      virtual RooRealVar* GetNLLVar() const
      { return (RooRealVar*)fNLL->Clone(); }
 
      /// get a clone of the weight variable
      virtual RooRealVar* GetWeightVar() const
      { return static_cast<RooRealVar*>(fChain->weightVar()->Clone()); }
 
      ~MarkovChain() override
      {
         delete fParameters;
         delete fDataEntry;
         delete fChain;
      }
 
   protected:
      RooArgSet *fParameters = nullptr;
      RooArgSet *fDataEntry = nullptr;
      RooDataSet *fChain = nullptr;
      RooRealVar *fNLL = nullptr;
 
      ClassDefOverride(MarkovChain,2);
   };
}
 
#endif