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.

MCMCInterval *	GetInterval () const override
	Main interface to get a ConfInterval.

TClass *	IsA () 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 ("").

TObject *	Clone (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.

TClass *	IsA () const override

Bool_t	IsSortable () const override

void	ls (Option_t *option="") const override
	List TNamed name and title.

TNamed &	operator= (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 TObject *	DrawClone (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 TObject *	FindObject (const char *name) const
	Must be redefined in derived classes.

virtual TObject *	FindObject (const TObject *obj) const
	Must be redefined in derived classes.

virtual Option_t *	GetDrawOption () 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_t *	GetOption () 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, void vp)
	Only called by placement new when throwing an exception.

void	operator delete[] (void *ptr)
	Operator delete [].

void	operator delete[] (void ptr, void vp)
	Only called by placement new[] when throwing an exception.

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)

TObject &	operator= (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 TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from RooStats::IntervalCalculator
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from TNamed
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from TObject
static TClass *	Class ()

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
RooArgList *	fAxes
	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

RooAbsData *	fData
	pointer to the data (owned by the workspace)

double	fDelta = -1
	acceptable error for Keys cutoffs being equal topCutoff (a) considered == bottomCutoff (b) iff (std::abs(a - b) < std::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

RooAbsPdf *	fPdf
	pointer to common PDF (owned by the workspace)

RooArgSet	fPOI
	parameters of interest for interval

RooAbsPdf *	fPriorPdf
	pointer to prior PDF (owned by the workspace)

ProposalFunction *	fPropFunc
	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:

std::abs(a - b) < std::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 (std::abs(a - b) < std::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:

[legend]

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

roofit/roostats/inc/RooStats/MCMCCalculator.h
roofit/roostats/src/MCMCCalculator.cxx

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ MCMCCalculator() [1/2]

◆ MCMCCalculator() [2/2]

Member Function Documentation

◆ Class()

◆ Class_Name()

◆ Class_Version()

◆ ConfidenceLevel()

◆ DeclFileName()

◆ GetInterval()

◆ IsA()

◆ SetAxes()

◆ SetBins()

◆ SetChainParameters()

◆ SetConditionalObservables()

◆ SetConfidenceLevel()

◆ SetData()

◆ SetGlobalObservables()

◆ SetIntervalType()

◆ SetKeysConfidenceAccuracy()

◆ SetKeysTerminationThreshold()

◆ SetLeftSideTailFraction()

◆ SetModel()

◆ SetNuisanceParameters()

◆ SetNumBins()

◆ SetNumBurnInSteps()

◆ SetNumIters()

◆ SetParameters()

◆ SetPdf()

◆ SetPriorPdf()

◆ SetProposalFunction()

◆ SetTestSize()

◆ SetupBasicUsage()

◆ SetUseKeys()

◆ SetUseSparseHist()

◆ Size()

◆ Streamer()

◆ StreamerNVirtual()

Member Data Documentation

◆ fAxes

◆ fChainParams

◆ fConditionalObs

◆ fData

◆ fDelta

◆ fEpsilon

◆ fGlobalObs

◆ fIntervalType

◆ fLeftSideTF

◆ fNuisParams

◆ fNumBins

◆ fNumBurnInSteps

◆ fNumIters

◆ fPdf

◆ fPOI

◆ fPriorPdf

◆ fPropFunc

◆ fSize

◆ fUseKeys

◆ fUseSparseHist