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RooStats::MCMCCalculator Class Reference

Bayesian Calculator estimating an interval or a credible region using the Markov-Chain Monte Carlo method to integrate the likelihood function with the prior to obtain the posterior function.

By using the Markov-Chain Monte Carlo methods this calculator can work with model which require the integration of a large number of parameters.

MCMCCalculator is a concrete implementation of IntervalCalculator. It uses a MetropolisHastings object to construct a Markov Chain of data points in the parameter space. From this Markov Chain, this class can generate a MCMCInterval as per user specification.

The interface allows one to pass the model, data, and parameters via a workspace and then specify them with names.

After configuring the calculator, one only needs to ask GetInterval(), which will return an ConfInterval (MCMCInterval in this case).

Definition at line 31 of file MCMCCalculator.h.

Public Member Functions

 MCMCCalculator ()
 default constructor
 
 MCMCCalculator (RooAbsData &data, const ModelConfig &model)
 Constructor for automatic configuration with basic settings and a ModelConfig.
 
double ConfidenceLevel () const override
 Get the Confidence level for the test.
 
MCMCIntervalGetInterval () const override
 Main interface to get a ConfInterval.
 
TClassIsA () const override
 
virtual void SetAxes (RooArgList &axes)
 set which variables to put on each axis
 
virtual void SetChainParameters (const RooArgSet &set)
 specify the parameters to store in the Markov chain By default all the parameters are stored
 
virtual void SetConditionalObservables (const RooArgSet &set)
 set the conditional observables which will be used when creating the NLL so the pdf's will not be normalized on the conditional observables when computing the NLL
 
void SetConfidenceLevel (double cl) override
 set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)
 
void SetData (RooAbsData &data) override
 Set the DataSet if not already there.
 
virtual void SetGlobalObservables (const RooArgSet &set)
 set the global observables which will be used when creating the NLL so the constraint pdf's will be normalized correctly on the global observables when computing the NLL
 
virtual void SetIntervalType (enum MCMCInterval::IntervalType intervalType)
 set what type of interval to have the MCMCInterval represent
 
virtual void SetKeysConfidenceAccuracy (double epsilon)
 Set the desired level of confidence-level accuracy for Keys interval determination.
 
virtual void SetKeysTerminationThreshold (double delta)
 When the shortest interval using Keys PDF could not be found to have the desired confidence level +/- the accuracy (see SetKeysConfidenceAccuracy()), the interval determination algorithm will have to terminate with an unsatisfactory confidence level when the bottom and top of the cutoff search range are very close to being equal.
 
virtual void SetLeftSideTailFraction (double a)
 Set the left side tail fraction.
 
void SetModel (const ModelConfig &model) override
 Set the Model.
 
virtual void SetNuisanceParameters (const RooArgSet &set)
 specify the nuisance parameters (eg. the rest of the parameters)
 
virtual void SetNumBins (Int_t numBins)
 set the number of bins to create for each axis when constructing the interval
 
virtual void SetNumBurnInSteps (Int_t numBurnInSteps)
 set the number of steps in the chain to discard as burn-in, starting from the first
 
virtual void SetNumIters (Int_t numIters)
 set the number of iterations to run the metropolis algorithm
 
virtual void SetParameters (const RooArgSet &set)
 specify the parameters of interest in the interval
 
virtual void SetPdf (RooAbsPdf &pdf)
 Set the Pdf if not already there.
 
virtual void SetPriorPdf (RooAbsPdf &pdf)
 Set the Prior Pdf if not already there.
 
virtual void SetProposalFunction (ProposalFunction &proposalFunction)
 set the proposal function for suggesting new points for the MCMC
 
void SetTestSize (double size) override
 set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)
 
virtual void SetUseKeys (bool useKeys)
 set whether to use kernel estimation to determine the interval
 
virtual void SetUseSparseHist (bool useSparseHist)
 set whether to use sparse histogram (if using histogram at all)
 
double Size () const override
 Get the size of the test (eg. rate of Type I error)
 
void Streamer (TBuffer &) override
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
- Public Member Functions inherited from RooStats::IntervalCalculator
virtual ~IntervalCalculator ()
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
- Public Member Functions inherited from TNamed
 TNamed ()
 
 TNamed (const char *name, const char *title)
 
 TNamed (const TNamed &named)
 TNamed copy ctor.
 
 TNamed (const TString &name, const TString &title)
 
virtual ~TNamed ()
 TNamed destructor.
 
void Clear (Option_t *option="") override
 Set name and title to empty strings ("").
 
TObjectClone (const char *newname="") const override
 Make a clone of an object using the Streamer facility.
 
Int_t Compare (const TObject *obj) const override
 Compare two TNamed objects.
 
void Copy (TObject &named) const override
 Copy this to obj.
 
virtual void FillBuffer (char *&buffer)
 Encode TNamed into output buffer.
 
const char * GetName () const override
 Returns name of object.
 
const char * GetTitle () const override
 Returns title of object.
 
ULong_t Hash () const override
 Return hash value for this object.
 
TClassIsA () const override
 
Bool_t IsSortable () const override
 
void ls (Option_t *option="") const override
 List TNamed name and title.
 
TNamedoperator= (const TNamed &rhs)
 TNamed assignment operator.
 
void Print (Option_t *option="") const override
 Print TNamed name and title.
 
virtual void SetName (const char *name)
 Set the name of the TNamed.
 
virtual void SetNameTitle (const char *name, const char *title)
 Set all the TNamed parameters (name and title).
 
virtual void SetTitle (const char *title="")
 Set the title of the TNamed.
 
virtual Int_t Sizeof () const
 Return size of the TNamed part of the TObject.
 
void Streamer (TBuffer &) override
 Stream an object of class TObject.
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
- Public Member Functions inherited from TObject
 TObject ()
 TObject constructor.
 
 TObject (const TObject &object)
 TObject copy ctor.
 
virtual ~TObject ()
 TObject destructor.
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract.
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad.
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action.
 
ULong_t CheckedHash ()
 Check and record whether this class has a consistent Hash/RecursiveRemove setup (*) and then return the regular Hash value for this object.
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs.
 
virtual void Delete (Option_t *option="")
 Delete this object.
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object.
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects.
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs.
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current selected pad with: gROOT->SetSelectedPad(c1).
 
virtual void Dump () const
 Dump contents of object on stdout.
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message.
 
virtual void Execute (const char *method, const char *params, Int_t *error=nullptr)
 Execute method on this object with the given parameter string, e.g.
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=nullptr)
 Execute method on this object with parameters stored in the TObjArray.
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py).
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message.
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes.
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes.
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object.
 
virtual const char * GetIconName () const
 Returns mime type name of object.
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py).
 
virtual Option_tGetOption () const
 
virtual UInt_t GetUniqueID () const
 Return the unique object id.
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out.
 
Bool_t HasInconsistentHash () const
 Return true is the type of this object is known to have an inconsistent setup for Hash and RecursiveRemove (i.e.
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message.
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname".
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl.
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas.
 
void InvertBit (UInt_t f)
 
Bool_t IsDestructed () const
 IsDestructed.
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory).
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects).
 
R__ALWAYS_INLINE Bool_t IsOnHeap () const
 
R__ALWAYS_INLINE Bool_t IsZombie () const
 
void MayNotUse (const char *method) const
 Use this method to signal that a method (defined in a base class) may not be called in a derived class (in principle against good design since a child class should not provide less functionality than its parent, however, sometimes it is necessary).
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification (the base implementation is no-op).
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete.
 
void operator delete (void *ptr)
 Operator delete.
 
void operator delete[] (void *ptr)
 Operator delete [].
 
void * operator new (size_t sz)
 
void * operator new (size_t sz, void *vp)
 
void * operator new[] (size_t sz)
 
void * operator new[] (size_t sz, void *vp)
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator.
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself.
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list.
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory.
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list.
 
void ResetBit (UInt_t f)
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename.
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out".
 
void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f.
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object.
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id.
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message.
 
R__ALWAYS_INLINE Bool_t TestBit (UInt_t f) const
 
Int_t TestBits (UInt_t f) const
 
virtual void UseCurrentStyle ()
 Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked.
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message.
 
virtual Int_t Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory.
 
virtual Int_t Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory.
 

Static Public Member Functions

static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 
- Static Public Member Functions inherited from RooStats::IntervalCalculator
static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 
- Static Public Member Functions inherited from TNamed
static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 
- Static Public Member Functions inherited from TObject
static TClassClass ()
 
static const char * Class_Name ()
 
static constexpr Version_t Class_Version ()
 
static const char * DeclFileName ()
 
static Longptr_t GetDtorOnly ()
 Return destructor only flag.
 
static Bool_t GetObjectStat ()
 Get status of object stat flag.
 
static void SetDtorOnly (void *obj)
 Set destructor only flag.
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable.
 

Protected Member Functions

void SetBins (const RooAbsCollection &coll, Int_t numBins) const
 
void SetupBasicUsage ()
 Constructor for automatic configuration with basic settings.
 
- Protected Member Functions inherited from TObject
virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected).
 
void MakeZombie ()
 

Protected Attributes

RooArgListfAxes
 which variables to put on each axis
 
RooArgSet fChainParams
 parameters to store in the chain (if not specified they are all of them )
 
RooArgSet fConditionalObs
 conditional observables
 
RooAbsDatafData
 pointer to the data (owned by the workspace)
 
double fDelta = -1
 acceptable error for Keys cutoffs being equal topCutoff (a) considered == bottomCutoff (b) iff (TMath::Abs(a - b) < TMath::Abs(fDelta * (a + b)/2)); Theoretically, the Abs is not needed here, but floating-point arithmetic does not always work perfectly, and the Abs doesn't hurt
 
double fEpsilon = -1
 acceptable error for Keys interval determination
 
RooArgSet fGlobalObs
 global observables
 
enum MCMCInterval::IntervalType fIntervalType = MCMCInterval::kShortest
 
double fLeftSideTF = -1
 left side tail-fraction for interval
 
RooArgSet fNuisParams
 nuisance parameters for interval (not really used)
 
Int_t fNumBins = 0
 set the number of bins to create for each axis when constructing the interval
 
Int_t fNumBurnInSteps = 0
 number of iterations to discard as burn-in, starting from the first
 
Int_t fNumIters = 0
 number of iterations to run metropolis algorithm
 
RooAbsPdffPdf
 pointer to common PDF (owned by the workspace)
 
RooArgSet fPOI
 parameters of interest for interval
 
RooAbsPdffPriorPdf
 pointer to prior PDF (owned by the workspace)
 
ProposalFunctionfPropFunc
 Proposal function for MCMC integration.
 
double fSize = -1
 size of the test (eg. specified rate of Type I error)
 
bool fUseKeys = false
 whether to use kernel estimation to determine interval
 
bool fUseSparseHist = false
 whether to use sparse histogram (if using hist at all)
 
- Protected Attributes inherited from TNamed
TString fName
 
TString fTitle
 

Additional Inherited Members

- Public Types inherited from TObject
enum  {
  kIsOnHeap = 0x01000000 , kNotDeleted = 0x02000000 , kZombie = 0x04000000 , kInconsistent = 0x08000000 ,
  kBitMask = 0x00ffffff
}
 
enum  { kSingleKey = (1ULL << ( 0 )) , kOverwrite = (1ULL << ( 1 )) , kWriteDelete = (1ULL << ( 2 )) }
 
enum  EDeprecatedStatusBits { kObjInCanvas = (1ULL << ( 3 )) }
 
enum  EStatusBits {
  kCanDelete = (1ULL << ( 0 )) , kMustCleanup = (1ULL << ( 3 )) , kIsReferenced = (1ULL << ( 4 )) , kHasUUID = (1ULL << ( 5 )) ,
  kCannotPick = (1ULL << ( 6 )) , kNoContextMenu = (1ULL << ( 8 )) , kInvalidObject = (1ULL << ( 13 ))
}
 
- Protected Types inherited from TObject
enum  { kOnlyPrepStep = (1ULL << ( 3 )) }
 

#include <RooStats/MCMCCalculator.h>

Inheritance diagram for RooStats::MCMCCalculator:
[legend]

Constructor & Destructor Documentation

◆ MCMCCalculator() [1/2]

MCMCCalculator::MCMCCalculator ( )

default constructor

Definition at line 59 of file MCMCCalculator.cxx.

◆ MCMCCalculator() [2/2]

MCMCCalculator::MCMCCalculator ( RooAbsData data,
const ModelConfig model 
)

Constructor for automatic configuration with basic settings and a ModelConfig.

constructor from a Model Config with a basic settings package configured by SetupBasicUsage()

Uses a UniformProposal, 10,000 iterations, 40 burn in steps, 50 bins for each RooRealVar, determines interval by histogram, and finds a 95% confidence interval. Any of these basic settings can be overridden by calling one of the Set...() methods.

Definition at line 72 of file MCMCCalculator.cxx.

Member Function Documentation

◆ Class()

static TClass * RooStats::MCMCCalculator::Class ( )
static
Returns
TClass describing this class

◆ Class_Name()

static const char * RooStats::MCMCCalculator::Class_Name ( )
static
Returns
Name of this class

◆ Class_Version()

static constexpr Version_t RooStats::MCMCCalculator::Class_Version ( )
inlinestaticconstexpr
Returns
Version of this class

Definition at line 204 of file MCMCCalculator.h.

◆ ConfidenceLevel()

double RooStats::MCMCCalculator::ConfidenceLevel ( ) const
inlineoverridevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 50 of file MCMCCalculator.h.

◆ DeclFileName()

static const char * RooStats::MCMCCalculator::DeclFileName ( )
inlinestatic
Returns
Name of the file containing the class declaration

Definition at line 204 of file MCMCCalculator.h.

◆ GetInterval()

MCMCInterval * MCMCCalculator::GetInterval ( ) const
overridevirtual

Main interface to get a ConfInterval.

Main interface to get a RooStats::ConfInterval.

Implements RooStats::IntervalCalculator.

Definition at line 139 of file MCMCCalculator.cxx.

◆ IsA()

TClass * RooStats::MCMCCalculator::IsA ( ) const
inlineoverridevirtual
Returns
TClass describing current object

Reimplemented from RooStats::IntervalCalculator.

Definition at line 204 of file MCMCCalculator.h.

◆ SetAxes()

virtual void RooStats::MCMCCalculator::SetAxes ( RooArgList axes)
inlinevirtual

set which variables to put on each axis

Definition at line 103 of file MCMCCalculator.h.

◆ SetBins()

void RooStats::MCMCCalculator::SetBins ( const RooAbsCollection coll,
Int_t  numBins 
) const
inlineprotected

Definition at line 195 of file MCMCCalculator.h.

◆ SetChainParameters()

virtual void RooStats::MCMCCalculator::SetChainParameters ( const RooArgSet set)
inlinevirtual

specify the parameters to store in the Markov chain By default all the parameters are stored

Definition at line 68 of file MCMCCalculator.h.

◆ SetConditionalObservables()

virtual void RooStats::MCMCCalculator::SetConditionalObservables ( const RooArgSet set)
inlinevirtual

set the conditional observables which will be used when creating the NLL so the pdf's will not be normalized on the conditional observables when computing the NLL

Definition at line 75 of file MCMCCalculator.h.

◆ SetConfidenceLevel()

void RooStats::MCMCCalculator::SetConfidenceLevel ( double  cl)
inlineoverridevirtual

set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 85 of file MCMCCalculator.h.

◆ SetData()

void RooStats::MCMCCalculator::SetData ( RooAbsData data)
inlineoverridevirtual

Set the DataSet if not already there.

Implements RooStats::IntervalCalculator.

Definition at line 55 of file MCMCCalculator.h.

◆ SetGlobalObservables()

virtual void RooStats::MCMCCalculator::SetGlobalObservables ( const RooArgSet set)
inlinevirtual

set the global observables which will be used when creating the NLL so the constraint pdf's will be normalized correctly on the global observables when computing the NLL

Definition at line 79 of file MCMCCalculator.h.

◆ SetIntervalType()

virtual void RooStats::MCMCCalculator::SetIntervalType ( enum MCMCInterval::IntervalType  intervalType)
inlinevirtual

set what type of interval to have the MCMCInterval represent

Definition at line 112 of file MCMCCalculator.h.

◆ SetKeysConfidenceAccuracy()

virtual void RooStats::MCMCCalculator::SetKeysConfidenceAccuracy ( double  epsilon)
inlinevirtual

Set the desired level of confidence-level accuracy for Keys interval determination.

When determining the cutoff PDF height that gives the desired confidence level (C_d), the algorithm will consider acceptable any found confidence level c such that Abs(c - C_d) < epsilon.

Any value of this "epsilon" > 0 is considered acceptable, though it is advisable to not use a value too small, because the integration of the Keys PDF sometimes does not have extremely high accuracy.

Definition at line 131 of file MCMCCalculator.h.

◆ SetKeysTerminationThreshold()

virtual void RooStats::MCMCCalculator::SetKeysTerminationThreshold ( double  delta)
inlinevirtual

When the shortest interval using Keys PDF could not be found to have the desired confidence level +/- the accuracy (see SetKeysConfidenceAccuracy()), the interval determination algorithm will have to terminate with an unsatisfactory confidence level when the bottom and top of the cutoff search range are very close to being equal.

This scenario comes into play when there seems to be an error in the accuracy of the Keys PDF integration, so the search range continues to shrink without converging to a cutoff value that will give an acceptable confidence level. To choose how small to allow the search range to be before terminating, set the fraction delta such that the search will terminate when topCutoff (a) and bottomCutoff (b) satisfy this condition:

TMath::Abs(a - b) < TMath::Abs(delta * (a + b)/2)

Definition at line 155 of file MCMCCalculator.h.

◆ SetLeftSideTailFraction()

void MCMCCalculator::SetLeftSideTailFraction ( double  a)
virtual

Set the left side tail fraction.

This will automatically configure the MCMCInterval to find a tail-fraction interval. Note: that ‘a’ must be in the range 0 <= a <= 1 or the user will be notified of the error

Definition at line 123 of file MCMCCalculator.cxx.

◆ SetModel()

void MCMCCalculator::SetModel ( const ModelConfig )
overridevirtual

Set the Model.

Implements RooStats::IntervalCalculator.

Definition at line 81 of file MCMCCalculator.cxx.

◆ SetNuisanceParameters()

virtual void RooStats::MCMCCalculator::SetNuisanceParameters ( const RooArgSet set)
inlinevirtual

specify the nuisance parameters (eg. the rest of the parameters)

Definition at line 71 of file MCMCCalculator.h.

◆ SetNumBins()

virtual void RooStats::MCMCCalculator::SetNumBins ( Int_t  numBins)
inlinevirtual

set the number of bins to create for each axis when constructing the interval

Definition at line 101 of file MCMCCalculator.h.

◆ SetNumBurnInSteps()

virtual void RooStats::MCMCCalculator::SetNumBurnInSteps ( Int_t  numBurnInSteps)
inlinevirtual

set the number of steps in the chain to discard as burn-in, starting from the first

Definition at line 97 of file MCMCCalculator.h.

◆ SetNumIters()

virtual void RooStats::MCMCCalculator::SetNumIters ( Int_t  numIters)
inlinevirtual

set the number of iterations to run the metropolis algorithm

Definition at line 92 of file MCMCCalculator.h.

◆ SetParameters()

virtual void RooStats::MCMCCalculator::SetParameters ( const RooArgSet set)
inlinevirtual

specify the parameters of interest in the interval

Definition at line 64 of file MCMCCalculator.h.

◆ SetPdf()

virtual void RooStats::MCMCCalculator::SetPdf ( RooAbsPdf pdf)
inlinevirtual

Set the Pdf if not already there.

Definition at line 58 of file MCMCCalculator.h.

◆ SetPriorPdf()

virtual void RooStats::MCMCCalculator::SetPriorPdf ( RooAbsPdf pdf)
inlinevirtual

Set the Prior Pdf if not already there.

Definition at line 61 of file MCMCCalculator.h.

◆ SetProposalFunction()

virtual void RooStats::MCMCCalculator::SetProposalFunction ( ProposalFunction proposalFunction)
inlinevirtual

set the proposal function for suggesting new points for the MCMC

Definition at line 88 of file MCMCCalculator.h.

◆ SetTestSize()

void RooStats::MCMCCalculator::SetTestSize ( double  size)
inlineoverridevirtual

set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 82 of file MCMCCalculator.h.

◆ SetupBasicUsage()

void MCMCCalculator::SetupBasicUsage ( )
protected

Constructor for automatic configuration with basic settings.

Uses a UniformProposal, 10,000 iterations, 40 burn in steps, 50 bins for each RooRealVar, determines interval by histogram. Finds a 95% confidence interval.

Definition at line 106 of file MCMCCalculator.cxx.

◆ SetUseKeys()

virtual void RooStats::MCMCCalculator::SetUseKeys ( bool  useKeys)
inlinevirtual

set whether to use kernel estimation to determine the interval

Definition at line 106 of file MCMCCalculator.h.

◆ SetUseSparseHist()

virtual void RooStats::MCMCCalculator::SetUseSparseHist ( bool  useSparseHist)
inlinevirtual

set whether to use sparse histogram (if using histogram at all)

Definition at line 108 of file MCMCCalculator.h.

◆ Size()

double RooStats::MCMCCalculator::Size ( ) const
inlineoverridevirtual

Get the size of the test (eg. rate of Type I error)

Implements RooStats::IntervalCalculator.

Definition at line 48 of file MCMCCalculator.h.

◆ Streamer()

void RooStats::MCMCCalculator::Streamer ( TBuffer )
overridevirtual

Reimplemented from RooStats::IntervalCalculator.

◆ StreamerNVirtual()

void RooStats::MCMCCalculator::StreamerNVirtual ( TBuffer ClassDef_StreamerNVirtual_b)
inline

Definition at line 204 of file MCMCCalculator.h.

Member Data Documentation

◆ fAxes

RooArgList* RooStats::MCMCCalculator::fAxes
protected

which variables to put on each axis

Definition at line 180 of file MCMCCalculator.h.

◆ fChainParams

RooArgSet RooStats::MCMCCalculator::fChainParams
protected

parameters to store in the chain (if not specified they are all of them )

Definition at line 169 of file MCMCCalculator.h.

◆ fConditionalObs

RooArgSet RooStats::MCMCCalculator::fConditionalObs
protected

conditional observables

Definition at line 170 of file MCMCCalculator.h.

◆ fData

RooAbsData* RooStats::MCMCCalculator::fData
protected

pointer to the data (owned by the workspace)

Definition at line 175 of file MCMCCalculator.h.

◆ fDelta

double RooStats::MCMCCalculator::fDelta = -1
protected

acceptable error for Keys cutoffs being equal topCutoff (a) considered == bottomCutoff (b) iff (TMath::Abs(a - b) < TMath::Abs(fDelta * (a + b)/2)); Theoretically, the Abs is not needed here, but floating-point arithmetic does not always work perfectly, and the Abs doesn't hurt

Definition at line 186 of file MCMCCalculator.h.

◆ fEpsilon

double RooStats::MCMCCalculator::fEpsilon = -1
protected

acceptable error for Keys interval determination

Definition at line 184 of file MCMCCalculator.h.

◆ fGlobalObs

RooArgSet RooStats::MCMCCalculator::fGlobalObs
protected

global observables

Definition at line 171 of file MCMCCalculator.h.

◆ fIntervalType

enum MCMCInterval::IntervalType RooStats::MCMCCalculator::fIntervalType = MCMCInterval::kShortest
protected

Definition at line 192 of file MCMCCalculator.h.

◆ fLeftSideTF

double RooStats::MCMCCalculator::fLeftSideTF = -1
protected

left side tail-fraction for interval

Definition at line 183 of file MCMCCalculator.h.

◆ fNuisParams

RooArgSet RooStats::MCMCCalculator::fNuisParams
protected

nuisance parameters for interval (not really used)

Definition at line 168 of file MCMCCalculator.h.

◆ fNumBins

Int_t RooStats::MCMCCalculator::fNumBins = 0
protected

set the number of bins to create for each axis when constructing the interval

Definition at line 178 of file MCMCCalculator.h.

◆ fNumBurnInSteps

Int_t RooStats::MCMCCalculator::fNumBurnInSteps = 0
protected

number of iterations to discard as burn-in, starting from the first

Definition at line 177 of file MCMCCalculator.h.

◆ fNumIters

Int_t RooStats::MCMCCalculator::fNumIters = 0
protected

number of iterations to run metropolis algorithm

Definition at line 176 of file MCMCCalculator.h.

◆ fPdf

RooAbsPdf* RooStats::MCMCCalculator::fPdf
protected

pointer to common PDF (owned by the workspace)

Definition at line 173 of file MCMCCalculator.h.

◆ fPOI

RooArgSet RooStats::MCMCCalculator::fPOI
protected

parameters of interest for interval

Definition at line 167 of file MCMCCalculator.h.

◆ fPriorPdf

RooAbsPdf* RooStats::MCMCCalculator::fPriorPdf
protected

pointer to prior PDF (owned by the workspace)

Definition at line 174 of file MCMCCalculator.h.

◆ fPropFunc

ProposalFunction* RooStats::MCMCCalculator::fPropFunc
mutableprotected

Proposal function for MCMC integration.

Definition at line 172 of file MCMCCalculator.h.

◆ fSize

double RooStats::MCMCCalculator::fSize = -1
protected

size of the test (eg. specified rate of Type I error)

Definition at line 166 of file MCMCCalculator.h.

◆ fUseKeys

bool RooStats::MCMCCalculator::fUseKeys = false
protected

whether to use kernel estimation to determine interval

Definition at line 181 of file MCMCCalculator.h.

◆ fUseSparseHist

bool RooStats::MCMCCalculator::fUseSparseHist = false
protected

whether to use sparse histogram (if using hist at all)

Definition at line 182 of file MCMCCalculator.h.

Libraries for RooStats::MCMCCalculator:

The documentation for this class was generated from the following files: