SequentialProposal.cxx

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// @(#)root/roostats:$Id$
// Authors: Giovanni Petrucciani 4/21/2011
/*************************************************************************
 * 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.             *
 *************************************************************************/
 
/** \class RooStats::SequentialProposal
    \ingroup Roostats
 
Class implementing a proposal function that samples the parameter space
by moving only in one coordinate (chosen randomly) at each step
*/
 
#include "RooStats/SequentialProposal.h"
#include <RooArgSet.h>
#include <iostream>
#include <memory>
#include <RooRandom.h>
#include <RooStats/RooStatsUtils.h>
 
 
 
namespace RooStats {
 
////////////////////////////////////////////////////////////////////////////////
 
SequentialProposal::SequentialProposal(double divisor) : fDivisor(1. / divisor) {}
 
////////////////////////////////////////////////////////////////////////////////
/// Populate xPrime with a new proposed point
 
void SequentialProposal::Propose(RooArgSet& xPrime, RooArgSet& x )
{
   RooStats::SetParameters(&x, &xPrime);
   int n = xPrime.size();
   int j = int( floor(RooRandom::uniform()*n) );
   int i = 0;
   for (auto *var : static_range_cast<RooRealVar *>(xPrime)) {
      if (i == j) {
         double val = var->getVal();
         double max = var->getMax();
         double min = var->getMin();
         double len = max - min;
         val += RooRandom::gaussian() * len * fDivisor;
         while (val > max)
            val -= len;
         while (val < min)
            val += len;
         var->setVal(val);
         // std::cout << "Proposing a step along " << var->GetName() << std::endl;
      }
      ++i;
   }
}
 
////////////////////////////////////////////////////////////////////////////////
/// Return the probability of proposing the point x1 given the starting
/// point x2
 
bool SequentialProposal::IsSymmetric(RooArgSet& , RooArgSet& ) {
   return true;
}
 
double SequentialProposal::GetProposalDensity(RooArgSet& ,
                                                RooArgSet& )
{
   return 1.0; // should not be needed
}
 
}