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Reference Guide
RooStats::MCMCInterval Class Reference

MCMCInterval is a concrete implementation of the RooStats::ConfInterval interface.

It takes as input Markov Chain of data points in the parameter space generated by Monte Carlo using the Metropolis algorithm. From the Markov Chain, the confidence interval can be determined in two ways:

Using a Kernel-Estimated PDF: (not the default method)

A RooNDKeysPdf is constructed from the data set using adaptive kernel width. With this RooNDKeysPdf F, we then integrate over the most likely domain in the parameter space (tallest points in the posterior RooNDKeysPdf) until the target confidence level is reached within an acceptable neighborhood as defined by SetEpsilon(). More specifically: we calculate the following for different cutoff values C until we reach the target confidence level: \(\int_{ F >= C } F d{normset} \). Important note: this is not the default method because of a bug in constructing the RooNDKeysPdf from a weighted data set. Configure to use this method by calling SetUseKeys(true), and the data set will be interpreted without weights.

Using a binned data set: (the default method)

This is the binned analog of the continuous integrative method that uses the kernel-estimated PDF. The points in the Markov Chain are put into a binned data set and the interval is then calculated by adding the heights of the bins in decreasing order until the desired level of confidence has been reached. Note that this means the actual confidence level is >= the confidence level prescribed by the client (unless the user calls SetHistStrict(false)). This method is the default but may not remain as such in future releases, so you may wish to explicitly configure to use this method by calling SetUseKeys(false)

These are not the only ways for the confidence interval to be determined, and other possibilities are being considered being added, especially for the 1-dimensional case.

One can ask an MCMCInterval for the lower and upper limits on a specific parameter of interest in the interval. Note that this works better for some distributions (ones with exactly one local maximum) than others, and sometimes has little value.

Definition at line 33 of file MCMCInterval.h.

Public Types

enum  { DEFAULT_NUM_BINS = 50 }
 
enum  IntervalType { kShortest , kTailFraction }
 
- 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 ))
}
 

Public Member Functions

 MCMCInterval (const char *name, const RooArgSet &parameters, MarkovChain &chain)
 constructor from parameter of interest and Markov chain object More...
 
 MCMCInterval (const char *name=nullptr)
 default constructor More...
 
 ~MCMCInterval () override
 
bool CheckParameters (const RooArgSet &point) const override
 check if parameters are correct. (dummy implementation to start) More...
 
double ConfidenceLevel () const override
 get the desired confidence level (see GetActualConfidenceLevel()) More...
 
virtual double GetActualConfidenceLevel ()
 virtual double GetKeysPdfCutoff() { return fKeysCutoff; } More...
 
virtual RooArgListGetAxes ()
 return a list of RooRealVars representing the axes you own the returned RooArgList More...
 
virtual const MarkovChainGetChain ()
 Get the markov chain on which this interval is based You do not own the returned MarkovChain*. More...
 
virtual const RooDataSetGetChainAsConstDataSet ()
 Get the markov chain on which this interval is based as a RooDataSet. More...
 
virtual RooDataHistGetChainAsDataHist (RooArgSet *whichVars=nullptr)
 Get a clone of the markov chain on which this interval is based as a RooDataHist. More...
 
virtual RooDataSetGetChainAsDataSet (RooArgSet *whichVars=nullptr)
 Get a clone of the markov chain on which this interval is based as a RooDataSet. More...
 
virtual THnSparseGetChainAsSparseHist (RooArgSet *whichVars=nullptr)
 Get a clone of the markov chain on which this interval is based as a THnSparse. More...
 
virtual Int_t GetDimension () const
 Get the number of parameters of interest in this interval. More...
 
virtual double GetHistCutoff ()
 get the cutoff bin height for being considered in the confidence interval More...
 
virtual enum IntervalType GetIntervalType ()
 Return the type of this interval. More...
 
double GetKeysMax ()
 Determine the approximate maximum value of the Keys PDF. More...
 
virtual double GetKeysPdfCutoff ()
 get the cutoff RooNDKeysPdf value for being considered in the confidence interval More...
 
virtual RooRealVarGetNLLVar () const
 Get a clone of the NLL variable from the markov chain. More...
 
virtual Int_t GetNumBurnInSteps ()
 get the number of steps in the chain to discard as burn-in, More...
 
RooArgSetGetParameters () const override
 return a set containing the parameters of this interval the caller owns the returned RooArgSet* More...
 
virtual TH1GetPosteriorHist ()
 set the number of bins to use (same for all axes, for now) virtual void SetNumBins(Int_t numBins); More...
 
virtual RooNDKeysPdfGetPosteriorKeysPdf ()
 Get a clone of the keys pdf of the posterior. More...
 
virtual RooProductGetPosteriorKeysProduct ()
 Get a clone of the (keyspdf * heaviside) product of the posterior. More...
 
virtual bool GetUseKeys ()
 get whether we used kernel estimation to determine the interval More...
 
virtual RooRealVarGetWeightVar () const
 Get a clone of the weight variable from the markov chain. More...
 
TClassIsA () const override
 
bool IsInInterval (const RooArgSet &point) const override
 determine whether this point is in the confidence interval More...
 
virtual double LowerLimit (RooRealVar &param)
 get the lowest value of param that is within the confidence interval More...
 
virtual double LowerLimitByDataHist (RooRealVar &param)
 determine lower limit using histogram More...
 
virtual double LowerLimitByHist (RooRealVar &param)
 determine lower limit using histogram More...
 
virtual double LowerLimitByKeys (RooRealVar &param)
 determine lower limit in the shortest interval by using keys pdf More...
 
virtual double LowerLimitBySparseHist (RooRealVar &param)
 determine lower limit using histogram More...
 
virtual double LowerLimitShortest (RooRealVar &param)
 get the lower limit of param in the shortest confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value. More...
 
virtual double LowerLimitTailFraction (RooRealVar &param)
 determine lower limit of the lower confidence interval More...
 
virtual void SetAxes (RooArgList &axes)
 Set which parameters go on which axis. More...
 
virtual void SetChain (MarkovChain &chain)
 Set the MarkovChain that this interval is based on. More...
 
void SetConfidenceLevel (double cl) override
 set the desired confidence level (see GetActualConfidenceLevel()) Note: calling this function triggers the algorithm that determines the interval, so call this after initializing all other aspects of this IntervalCalculator Also, calling this function again with a different confidence level re-triggers the calculation of the interval More...
 
virtual void SetDelta (double delta)
 kbelasco: The inner-workings of the class really should not be exposed like this in a comment, but it seems to be the only way to give the user any control over this process, if they desire it More...
 
virtual void SetEpsilon (double epsilon)
 set the acceptable level or error for Keys interval determination More...
 
virtual void SetHistStrict (bool isHistStrict)
 whether the specified confidence level is a floor for the actual confidence level (strict), or a ceiling (not strict) More...
 
virtual void SetIntervalType (enum IntervalType intervalType)
 Set the type of interval to find. More...
 
virtual void SetLeftSideTailFraction (double a)
 set the left-side tail fraction for a tail-fraction interval More...
 
virtual void SetNumBurnInSteps (Int_t numBurnInSteps)
 set the number of steps in the chain to discard as burn-in, starting from the first More...
 
virtual void SetParameters (const RooArgSet &parameters)
 Set the parameters of interest for this interval and change other internal data members accordingly. More...
 
virtual void SetShortestInterval ()
 
virtual void SetUseKeys (bool useKeys)
 set whether to use kernel estimation to determine the interval More...
 
virtual void SetUseSparseHist (bool useSparseHist)
 set whether to use a sparse histogram. More...
 
void Streamer (TBuffer &) override
 Stream an object of class TObject. More...
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
virtual double UpperLimit (RooRealVar &param)
 get the highest value of param that is within the confidence interval More...
 
virtual double UpperLimitByDataHist (RooRealVar &param)
 determine upper limit using histogram More...
 
virtual double UpperLimitByHist (RooRealVar &param)
 determine upper limit using histogram More...
 
virtual double UpperLimitByKeys (RooRealVar &param)
 determine upper limit in the shortest interval by using keys pdf More...
 
virtual double UpperLimitBySparseHist (RooRealVar &param)
 determine upper limit using histogram More...
 
virtual double UpperLimitShortest (RooRealVar &param)
 get the upper limit of param in the confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value. More...
 
virtual double UpperLimitTailFraction (RooRealVar &param)
 determine upper limit of the lower confidence interval More...
 
- Public Member Functions inherited from RooStats::ConfInterval
 ConfInterval (const char *name=nullptr)
 constructor given name and title More...
 
 ~ConfInterval () override
 destructor More...
 
virtual bool CheckParameters (const RooArgSet &) const =0
 check if parameters are correct (i.e. they are the POI of this interval) More...
 
virtual double ConfidenceLevel () const =0
 return confidence level More...
 
virtual RooArgSetGetParameters () const =0
 return list of parameters of interest defining this interval (return a new cloned list) More...
 
TClassIsA () const override
 
virtual bool IsInInterval (const RooArgSet &) const =0
 check if given point is in the interval More...
 
ConfIntervaloperator= (const ConfInterval &other)
 operator= More...
 
virtual void SetConfidenceLevel (double cl)=0
 used to set confidence level. Keep pure virtual More...
 
void Streamer (TBuffer &) override
 Stream an object of class TObject. More...
 
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. More...
 
 TNamed (const TString &name, const TString &title)
 
virtual ~TNamed ()
 TNamed destructor. More...
 
void Clear (Option_t *option="") override
 Set name and title to empty strings (""). More...
 
TObjectClone (const char *newname="") const override
 Make a clone of an object using the Streamer facility. More...
 
Int_t Compare (const TObject *obj) const override
 Compare two TNamed objects. More...
 
void Copy (TObject &named) const override
 Copy this to obj. More...
 
virtual void FillBuffer (char *&buffer)
 Encode TNamed into output buffer. More...
 
const char * GetName () const override
 Returns name of object. More...
 
const char * GetTitle () const override
 Returns title of object. More...
 
ULong_t Hash () const override
 Return hash value for this object. More...
 
TClassIsA () const override
 
Bool_t IsSortable () const override
 
void ls (Option_t *option="") const override
 List TNamed name and title. More...
 
TNamedoperator= (const TNamed &rhs)
 TNamed assignment operator. More...
 
void Print (Option_t *option="") const override
 Print TNamed name and title. More...
 
virtual void SetName (const char *name)
 Set the name of the TNamed. More...
 
virtual void SetNameTitle (const char *name, const char *title)
 Set all the TNamed parameters (name and title). More...
 
virtual void SetTitle (const char *title="")
 Set the title of the TNamed. More...
 
virtual Int_t Sizeof () const
 Return size of the TNamed part of the TObject. More...
 
void Streamer (TBuffer &) override
 Stream an object of class TObject. More...
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
- Public Member Functions inherited from TObject
 TObject ()
 TObject constructor. More...
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
virtual ~TObject ()
 TObject destructor. More...
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad. More...
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action. More...
 
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. More...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. More...
 
virtual void Clear (Option_t *="")
 
virtual TObjectClone (const char *newname="") const
 Make a clone of an object using the Streamer facility. More...
 
virtual Int_t Compare (const TObject *obj) const
 Compare abstract method. More...
 
virtual void Copy (TObject &object) const
 Copy this to obj. More...
 
virtual void Delete (Option_t *option="")
 Delete this object. More...
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object. More...
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects. More...
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs. More...
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad). More...
 
virtual void Dump () const
 Dump contents of object on stdout. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
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. More...
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=nullptr)
 Execute method on this object with parameters stored in the TObjArray. More...
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py). More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. More...
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes. More...
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes. More...
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Option_tGetOption () const
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
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. More...
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname". More...
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl. More...
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas. More...
 
void InvertBit (UInt_t f)
 
virtual TClassIsA () const
 
Bool_t IsDestructed () const
 IsDestructed. More...
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
R__ALWAYS_INLINE Bool_t IsOnHeap () const
 
virtual Bool_t IsSortable () const
 
R__ALWAYS_INLINE Bool_t IsZombie () const
 
virtual void ls (Option_t *option="") const
 The ls function lists the contents of a class on stdout. More...
 
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). More...
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. More...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
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. More...
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself. More...
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list. More...
 
virtual void Print (Option_t *option="") const
 This method must be overridden when a class wants to print itself. More...
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory. More...
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list. More...
 
void ResetBit (UInt_t f)
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename. More...
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out". More...
 
void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object. More...
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id. More...
 
virtual void Streamer (TBuffer &)
 Stream an object of class TObject. More...
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
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. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual Int_t Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory. More...
 
virtual Int_t Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory. More...
 

Static Public Member Functions

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

Protected Member Functions

virtual double CalcConfLevel (double cutoff, double full)
 
virtual void CreateDataHist ()
 
virtual void CreateHist ()
 
virtual void CreateKeysDataHist ()
 
virtual void CreateKeysPdf ()
 
virtual void CreateSparseHist ()
 
virtual void CreateVector (RooRealVar *param)
 
virtual void DetermineByDataHist ()
 
virtual void DetermineByHist ()
 
virtual void DetermineByKeys ()
 
virtual void DetermineBySparseHist ()
 
virtual void DetermineInterval ()
 
virtual void DetermineShortestInterval ()
 
virtual void DetermineTailFractionInterval ()
 
- 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). More...
 
void MakeZombie ()
 

Protected Attributes

RooRealVar ** fAxes
 array of pointers to RooRealVars representing the axes of the histogram fAxes[0] represents x-axis, [1] y, [2] z, etc More...
 
MarkovChainfChain
 the markov chain More...
 
double fConfidenceLevel
 Requested confidence level (eg. 0.95 for 95% CL) More...
 
RooRealVarfCutoffVar
 cutoff variable to use for integrating keys pdf More...
 
RooDataHistfDataHist
 the binned Markov Chain data More...
 
double fDelta
 topCutoff (a) considered == bottomCutoff (b) iff More...
 
Int_t fDimension
 number of variables More...
 
double fEpsilon
 acceptable error for Keys interval determination More...
 
double fFull
 Value of intergral of fProduct. More...
 
HeavisidefHeaviside
 the Heaviside function More...
 
TH1fHist
 the binned Markov Chain data More...
 
double fHistConfLevel
 the actual conf level determined by hist More...
 
double fHistCutoff
 cutoff bin size to be in interval More...
 
enum IntervalType fIntervalType
 
bool fIsHistStrict
 whether the specified confidence level is a More...
 
double fKeysConfLevel
 the actual conf level determined by keys More...
 
double fKeysCutoff
 cutoff keys pdf value to be in interval More...
 
RooDataHistfKeysDataHist
 data hist representing product More...
 
RooNDKeysPdffKeysPdf
 the kernel estimation pdf More...
 
double fLeftSideTF
 left side tail-fraction for interval More...
 
Int_t fNumBurnInSteps
 number of steps to discard as burn in, starting from the first More...
 
RooArgSet fParameters
 parameters of interest for this interval More...
 
RooProductfProduct
 the (keysPdf * heaviside) product More...
 
THnSparsefSparseHist
 the binned Markov Chain data More...
 
double fTFConfLevel
 the actual conf level of tail-fraction interval More...
 
double fTFLower
 lower limit of the tail-fraction interval More...
 
double fTFUpper
 upper limit of the tail-fraction interval More...
 
bool fUseKeys
 whether to use kernel estimation More...
 
bool fUseSparseHist
 whether to use sparse hist (vs. RooDataHist) More...
 
std::vector< Int_tfVector
 vector containing the Markov chain data More...
 
double fVecWeight
 sum of weights of all entries in fVector More...
 
- Protected Attributes inherited from TNamed
TString fName
 
TString fTitle
 

Private Member Functions

bool AcceptableConfLevel (double confLevel)
 
bool WithinDeltaFraction (double a, double b)
 

Additional Inherited Members

- Protected Types inherited from TObject
enum  { kOnlyPrepStep = (1ULL << ( 3 )) }
 

#include <RooStats/MCMCInterval.h>

Inheritance diagram for RooStats::MCMCInterval:
[legend]

Member Enumeration Documentation

◆ anonymous enum

anonymous enum
Enumerator
DEFAULT_NUM_BINS 

Definition at line 45 of file MCMCInterval.h.

◆ IntervalType

Enumerator
kShortest 
kTailFraction 

Definition at line 46 of file MCMCInterval.h.

Constructor & Destructor Documentation

◆ MCMCInterval() [1/2]

MCMCInterval::MCMCInterval ( const char *  name = nullptr)
explicit

default constructor

Definition at line 96 of file MCMCInterval.cxx.

◆ MCMCInterval() [2/2]

MCMCInterval::MCMCInterval ( const char *  name,
const RooArgSet parameters,
MarkovChain chain 
)

constructor from parameter of interest and Markov chain object

Definition at line 133 of file MCMCInterval.cxx.

◆ ~MCMCInterval()

MCMCInterval::~MCMCInterval ( )
override

Definition at line 170 of file MCMCInterval.cxx.

Member Function Documentation

◆ AcceptableConfLevel()

bool MCMCInterval::AcceptableConfLevel ( double  confLevel)
inlineprivate

Definition at line 1456 of file MCMCInterval.cxx.

◆ CalcConfLevel()

double MCMCInterval::CalcConfLevel ( double  cutoff,
double  full 
)
inlineprotectedvirtual

Definition at line 1380 of file MCMCInterval.cxx.

◆ CheckParameters()

bool MCMCInterval::CheckParameters ( const RooArgSet point) const
overridevirtual

check if parameters are correct. (dummy implementation to start)

Implements RooStats::ConfInterval.

Definition at line 1538 of file MCMCInterval.cxx.

◆ Class()

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

◆ Class_Name()

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

◆ Class_Version()

static Version_t RooStats::MCMCInterval::Class_Version ( )
inlinestatic
Returns
Version of this class

Definition at line 344 of file MCMCInterval.h.

◆ ConfidenceLevel()

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

get the desired confidence level (see GetActualConfidenceLevel())

Implements RooStats::ConfInterval.

Definition at line 62 of file MCMCInterval.h.

◆ CreateDataHist()

void MCMCInterval::CreateDataHist ( )
protectedvirtual

Definition at line 496 of file MCMCInterval.cxx.

◆ CreateHist()

void MCMCInterval::CreateHist ( )
protectedvirtual

Definition at line 376 of file MCMCInterval.cxx.

◆ CreateKeysDataHist()

void MCMCInterval::CreateKeysDataHist ( )
protectedvirtual

Definition at line 1470 of file MCMCInterval.cxx.

◆ CreateKeysPdf()

void MCMCInterval::CreateKeysPdf ( )
protectedvirtual

Definition at line 332 of file MCMCInterval.cxx.

◆ CreateSparseHist()

void MCMCInterval::CreateSparseHist ( )
protectedvirtual

Definition at line 447 of file MCMCInterval.cxx.

◆ CreateVector()

void MCMCInterval::CreateVector ( RooRealVar param)
protectedvirtual

Definition at line 520 of file MCMCInterval.cxx.

◆ DeclFileName()

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

Definition at line 344 of file MCMCInterval.h.

◆ DetermineByDataHist()

void MCMCInterval::DetermineByDataHist ( )
protectedvirtual

Definition at line 903 of file MCMCInterval.cxx.

◆ DetermineByHist()

void MCMCInterval::DetermineByHist ( )
protectedvirtual

Definition at line 822 of file MCMCInterval.cxx.

◆ DetermineByKeys()

void MCMCInterval::DetermineByKeys ( )
protectedvirtual

Definition at line 708 of file MCMCInterval.cxx.

◆ DetermineBySparseHist()

void MCMCInterval::DetermineBySparseHist ( )
protectedvirtual

Definition at line 832 of file MCMCInterval.cxx.

◆ DetermineInterval()

void MCMCInterval::DetermineInterval ( )
protectedvirtual

Definition at line 578 of file MCMCInterval.cxx.

◆ DetermineShortestInterval()

void MCMCInterval::DetermineShortestInterval ( )
protectedvirtual

Definition at line 596 of file MCMCInterval.cxx.

◆ DetermineTailFractionInterval()

void MCMCInterval::DetermineTailFractionInterval ( )
protectedvirtual

Definition at line 606 of file MCMCInterval.cxx.

◆ GetActualConfidenceLevel()

double MCMCInterval::GetActualConfidenceLevel ( )
virtual

virtual double GetKeysPdfCutoff() { return fKeysCutoff; }

get the actual value of the confidence level for this interval.

Definition at line 975 of file MCMCInterval.cxx.

◆ GetAxes()

virtual RooArgList * RooStats::MCMCInterval::GetAxes ( )
inlinevirtual

return a list of RooRealVars representing the axes you own the returned RooArgList

Definition at line 102 of file MCMCInterval.h.

◆ GetChain()

virtual const MarkovChain * RooStats::MCMCInterval::GetChain ( )
inlinevirtual

Get the markov chain on which this interval is based You do not own the returned MarkovChain*.

Definition at line 198 of file MCMCInterval.h.

◆ GetChainAsConstDataSet()

virtual const RooDataSet * RooStats::MCMCInterval::GetChainAsConstDataSet ( )
inlinevirtual

Get the markov chain on which this interval is based as a RooDataSet.

You do not own the returned RooDataSet*

Definition at line 207 of file MCMCInterval.h.

◆ GetChainAsDataHist()

virtual RooDataHist * RooStats::MCMCInterval::GetChainAsDataHist ( RooArgSet whichVars = nullptr)
inlinevirtual

Get a clone of the markov chain on which this interval is based as a RooDataHist.

You own the returned RooDataHist*

Definition at line 212 of file MCMCInterval.h.

◆ GetChainAsDataSet()

virtual RooDataSet * RooStats::MCMCInterval::GetChainAsDataSet ( RooArgSet whichVars = nullptr)
inlinevirtual

Get a clone of the markov chain on which this interval is based as a RooDataSet.

You own the returned RooDataSet*

Definition at line 202 of file MCMCInterval.h.

◆ GetChainAsSparseHist()

virtual THnSparse * RooStats::MCMCInterval::GetChainAsSparseHist ( RooArgSet whichVars = nullptr)
inlinevirtual

Get a clone of the markov chain on which this interval is based as a THnSparse.

You own the returned THnSparse*

Definition at line 217 of file MCMCInterval.h.

◆ GetDimension()

virtual Int_t RooStats::MCMCInterval::GetDimension ( ) const
inlinevirtual

Get the number of parameters of interest in this interval.

Definition at line 194 of file MCMCInterval.h.

◆ GetHistCutoff()

double MCMCInterval::GetHistCutoff ( )
virtual

get the cutoff bin height for being considered in the confidence interval

Definition at line 1356 of file MCMCInterval.cxx.

◆ GetIntervalType()

virtual enum IntervalType RooStats::MCMCInterval::GetIntervalType ( )
inlinevirtual

Return the type of this interval.

Definition at line 247 of file MCMCInterval.h.

◆ GetKeysMax()

double MCMCInterval::GetKeysMax ( )

Determine the approximate maximum value of the Keys PDF.

Definition at line 1324 of file MCMCInterval.cxx.

◆ GetKeysPdfCutoff()

double MCMCInterval::GetKeysPdfCutoff ( )
virtual

get the cutoff RooNDKeysPdf value for being considered in the confidence interval

Definition at line 1366 of file MCMCInterval.cxx.

◆ GetNLLVar()

virtual RooRealVar * RooStats::MCMCInterval::GetNLLVar ( ) const
inlinevirtual

Get a clone of the NLL variable from the markov chain.

Definition at line 221 of file MCMCInterval.h.

◆ GetNumBurnInSteps()

virtual Int_t RooStats::MCMCInterval::GetNumBurnInSteps ( )
inlinevirtual

get the number of steps in the chain to discard as burn-in,

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

Definition at line 179 of file MCMCInterval.h.

◆ GetParameters()

RooArgSet * MCMCInterval::GetParameters ( ) const
overridevirtual

return a set containing the parameters of this interval the caller owns the returned RooArgSet*

Implements RooStats::ConfInterval.

Definition at line 1448 of file MCMCInterval.cxx.

◆ GetPosteriorHist()

TH1 * MCMCInterval::GetPosteriorHist ( )
virtual

set the number of bins to use (same for all axes, for now) virtual void SetNumBins(Int_t numBins);

Get a clone of the histogram of the posterior

Definition at line 1395 of file MCMCInterval.cxx.

◆ GetPosteriorKeysPdf()

RooNDKeysPdf * MCMCInterval::GetPosteriorKeysPdf ( )
virtual

Get a clone of the keys pdf of the posterior.

Definition at line 1412 of file MCMCInterval.cxx.

◆ GetPosteriorKeysProduct()

RooProduct * MCMCInterval::GetPosteriorKeysProduct ( )
virtual

Get a clone of the (keyspdf * heaviside) product of the posterior.

Definition at line 1429 of file MCMCInterval.cxx.

◆ GetUseKeys()

virtual bool RooStats::MCMCInterval::GetUseKeys ( )
inlinevirtual

get whether we used kernel estimation to determine the interval

Definition at line 173 of file MCMCInterval.h.

◆ GetWeightVar()

virtual RooRealVar * RooStats::MCMCInterval::GetWeightVar ( ) const
inlinevirtual

Get a clone of the weight variable from the markov chain.

Definition at line 225 of file MCMCInterval.h.

◆ IsA()

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

Reimplemented from RooStats::ConfInterval.

Definition at line 344 of file MCMCInterval.h.

◆ IsInInterval()

bool MCMCInterval::IsInInterval ( const RooArgSet point) const
overridevirtual

determine whether this point is in the confidence interval

kbelasco: for this method, consider running DetermineInterval() if fKeysPdf==nullptr, fSparseHist==nullptr, fDataHist==nullptr, or fVector.empty() rather than just returning false.

Though this should not be an issue because nobody should be able to get an MCMCInterval that has their interval or posterior representation nullptr/empty since they should only get this through the MCMCCalculator

Implements RooStats::ConfInterval.

Definition at line 228 of file MCMCInterval.cxx.

◆ LowerLimit()

double MCMCInterval::LowerLimit ( RooRealVar param)
virtual

get the lowest value of param that is within the confidence interval

Definition at line 993 of file MCMCInterval.cxx.

◆ LowerLimitByDataHist()

double MCMCInterval::LowerLimitByDataHist ( RooRealVar param)
virtual

determine lower limit using histogram

Determine the lower limit for param on this interval using the binned data set.

Definition at line 1132 of file MCMCInterval.cxx.

◆ LowerLimitByHist()

double MCMCInterval::LowerLimitByHist ( RooRealVar param)
virtual

determine lower limit using histogram

Determine the lower limit for param on this interval using the binned data set.

Definition at line 1067 of file MCMCInterval.cxx.

◆ LowerLimitByKeys()

double MCMCInterval::LowerLimitByKeys ( RooRealVar param)
virtual

determine lower limit in the shortest interval by using keys pdf

Determine the lower limit for param on this interval using the keys pdf.

Definition at line 1245 of file MCMCInterval.cxx.

◆ LowerLimitBySparseHist()

double MCMCInterval::LowerLimitBySparseHist ( RooRealVar param)
virtual

determine lower limit using histogram

Determine the lower limit for param on this interval using the binned data set.

Definition at line 1091 of file MCMCInterval.cxx.

◆ LowerLimitShortest()

double MCMCInterval::LowerLimitShortest ( RooRealVar param)
virtual

get the lower limit of param in the shortest confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value.

Definition at line 1045 of file MCMCInterval.cxx.

◆ LowerLimitTailFraction()

double MCMCInterval::LowerLimitTailFraction ( RooRealVar param)
virtual

determine lower limit of the lower confidence interval

Definition at line 1025 of file MCMCInterval.cxx.

◆ SetAxes()

void MCMCInterval::SetAxes ( RooArgList axes)
virtual

Set which parameters go on which axis.

The first list element goes on the x axis, second (if it exists) on y, third (if it exists) on z, etc

Definition at line 316 of file MCMCInterval.cxx.

◆ SetChain()

virtual void RooStats::MCMCInterval::SetChain ( MarkovChain chain)
inlinevirtual

Set the MarkovChain that this interval is based on.

Definition at line 93 of file MCMCInterval.h.

◆ SetConfidenceLevel()

void MCMCInterval::SetConfidenceLevel ( double  cl)
overridevirtual

set the desired confidence level (see GetActualConfidenceLevel()) Note: calling this function triggers the algorithm that determines the interval, so call this after initializing all other aspects of this IntervalCalculator Also, calling this function again with a different confidence level re-triggers the calculation of the interval

Implements RooStats::ConfInterval.

Definition at line 286 of file MCMCInterval.cxx.

◆ SetDelta()

virtual void RooStats::MCMCInterval::SetDelta ( double  delta)
inlinevirtual

kbelasco: The inner-workings of the class really should not be exposed like this in a comment, but it seems to be the only way to give the user any control over this process, if they desire it

Set the fraction delta such that topCutoff (a) is considered == bottomCutoff (b) iff (TMath::Abs(a - b) < TMath::Abs(fDelta * (a + b)/2)) when determining the confidence interval by Keys

Definition at line 263 of file MCMCInterval.h.

◆ SetEpsilon()

virtual void RooStats::MCMCInterval::SetEpsilon ( double  epsilon)
inlinevirtual

set the acceptable level or error for Keys interval determination

Definition at line 229 of file MCMCInterval.h.

◆ SetHistStrict()

virtual void RooStats::MCMCInterval::SetHistStrict ( bool  isHistStrict)
inlinevirtual

whether the specified confidence level is a floor for the actual confidence level (strict), or a ceiling (not strict)

Definition at line 82 of file MCMCInterval.h.

◆ SetIntervalType()

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

Set the type of interval to find.

This will only have an effect for 1-D intervals. If is more than 1 parameter of interest, then a "shortest" interval will always be used, since it generalizes directly to N dimensions

Definition at line 242 of file MCMCInterval.h.

◆ SetLeftSideTailFraction()

virtual void RooStats::MCMCInterval::SetLeftSideTailFraction ( double  a)
inlinevirtual

set the left-side tail fraction for a tail-fraction interval

Definition at line 250 of file MCMCInterval.h.

◆ SetNumBurnInSteps()

virtual void RooStats::MCMCInterval::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 161 of file MCMCInterval.h.

◆ SetParameters()

void MCMCInterval::SetParameters ( const RooArgSet parameters)
virtual

Set the parameters of interest for this interval and change other internal data members accordingly.

Definition at line 557 of file MCMCInterval.cxx.

◆ SetShortestInterval()

virtual void RooStats::MCMCInterval::SetShortestInterval ( )
inlinevirtual

Definition at line 244 of file MCMCInterval.h.

◆ SetUseKeys()

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

set whether to use kernel estimation to determine the interval

Definition at line 165 of file MCMCInterval.h.

◆ SetUseSparseHist()

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

set whether to use a sparse histogram.

you MUST also call SetUseKeys(false) to use a histogram.

Definition at line 169 of file MCMCInterval.h.

◆ Streamer()

void RooStats::MCMCInterval::Streamer ( TBuffer R__b)
overridevirtual

Stream an object of class TObject.

Reimplemented from RooStats::ConfInterval.

◆ StreamerNVirtual()

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

Definition at line 344 of file MCMCInterval.h.

◆ UpperLimit()

double MCMCInterval::UpperLimit ( RooRealVar param)
virtual

get the highest value of param that is within the confidence interval

Definition at line 1009 of file MCMCInterval.cxx.

◆ UpperLimitByDataHist()

double MCMCInterval::UpperLimitByDataHist ( RooRealVar param)
virtual

determine upper limit using histogram

Determine the upper limit for param on this interval using the binned data set.

Definition at line 1209 of file MCMCInterval.cxx.

◆ UpperLimitByHist()

double MCMCInterval::UpperLimitByHist ( RooRealVar param)
virtual

determine upper limit using histogram

Determine the upper limit for param on this interval using the binned data set.

Definition at line 1079 of file MCMCInterval.cxx.

◆ UpperLimitByKeys()

double MCMCInterval::UpperLimitByKeys ( RooRealVar param)
virtual

determine upper limit in the shortest interval by using keys pdf

Determine the upper limit for param on this interval using the keys pdf.

Definition at line 1285 of file MCMCInterval.cxx.

◆ UpperLimitBySparseHist()

double MCMCInterval::UpperLimitBySparseHist ( RooRealVar param)
virtual

determine upper limit using histogram

Determine the upper limit for param on this interval using the binned data set.

Definition at line 1168 of file MCMCInterval.cxx.

◆ UpperLimitShortest()

double MCMCInterval::UpperLimitShortest ( RooRealVar param)
virtual

get the upper limit of param in the confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value.

Definition at line 1055 of file MCMCInterval.cxx.

◆ UpperLimitTailFraction()

double MCMCInterval::UpperLimitTailFraction ( RooRealVar param)
virtual

determine upper limit of the lower confidence interval

Definition at line 1035 of file MCMCInterval.cxx.

◆ WithinDeltaFraction()

bool MCMCInterval::WithinDeltaFraction ( double  a,
double  b 
)
inlineprivate

Definition at line 1463 of file MCMCInterval.cxx.

Member Data Documentation

◆ fAxes

RooRealVar** RooStats::MCMCInterval::fAxes
protected

array of pointers to RooRealVars representing the axes of the histogram fAxes[0] represents x-axis, [1] y, [2] z, etc

Definition at line 314 of file MCMCInterval.h.

◆ fChain

MarkovChain* RooStats::MCMCInterval::fChain
protected

the markov chain

Definition at line 279 of file MCMCInterval.h.

◆ fConfidenceLevel

double RooStats::MCMCInterval::fConfidenceLevel
protected

Requested confidence level (eg. 0.95 for 95% CL)

Definition at line 280 of file MCMCInterval.h.

◆ fCutoffVar

RooRealVar* RooStats::MCMCInterval::fCutoffVar
protected

cutoff variable to use for integrating keys pdf

Definition at line 291 of file MCMCInterval.h.

◆ fDataHist

RooDataHist* RooStats::MCMCInterval::fDataHist
protected

the binned Markov Chain data

Definition at line 282 of file MCMCInterval.h.

◆ fDelta

double RooStats::MCMCInterval::fDelta
protected

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 320 of file MCMCInterval.h.

◆ fDimension

Int_t RooStats::MCMCInterval::fDimension
protected

number of variables

Definition at line 311 of file MCMCInterval.h.

◆ fEpsilon

double RooStats::MCMCInterval::fEpsilon
protected

acceptable error for Keys interval determination

Definition at line 318 of file MCMCInterval.h.

◆ fFull

double RooStats::MCMCInterval::fFull
protected

Value of intergral of fProduct.

Definition at line 294 of file MCMCInterval.h.

◆ fHeaviside

Heaviside* RooStats::MCMCInterval::fHeaviside
protected

the Heaviside function

Definition at line 289 of file MCMCInterval.h.

◆ fHist

TH1* RooStats::MCMCInterval::fHist
protected

the binned Markov Chain data

Definition at line 303 of file MCMCInterval.h.

◆ fHistConfLevel

double RooStats::MCMCInterval::fHistConfLevel
protected

the actual conf level determined by hist

Definition at line 284 of file MCMCInterval.h.

◆ fHistCutoff

double RooStats::MCMCInterval::fHistCutoff
protected

cutoff bin size to be in interval

Definition at line 285 of file MCMCInterval.h.

◆ fIntervalType

enum IntervalType RooStats::MCMCInterval::fIntervalType
protected

Definition at line 325 of file MCMCInterval.h.

◆ fIsHistStrict

bool RooStats::MCMCInterval::fIsHistStrict
protected

whether the specified confidence level is a

floor for the actual confidence level (strict), or a ceiling (not strict) for determination by histogram

Definition at line 307 of file MCMCInterval.h.

◆ fKeysConfLevel

double RooStats::MCMCInterval::fKeysConfLevel
protected

the actual conf level determined by keys

Definition at line 292 of file MCMCInterval.h.

◆ fKeysCutoff

double RooStats::MCMCInterval::fKeysCutoff
protected

cutoff keys pdf value to be in interval

Definition at line 293 of file MCMCInterval.h.

◆ fKeysDataHist

RooDataHist* RooStats::MCMCInterval::fKeysDataHist
protected

data hist representing product

Definition at line 290 of file MCMCInterval.h.

◆ fKeysPdf

RooNDKeysPdf* RooStats::MCMCInterval::fKeysPdf
protected

the kernel estimation pdf

Definition at line 287 of file MCMCInterval.h.

◆ fLeftSideTF

double RooStats::MCMCInterval::fLeftSideTF
protected

left side tail-fraction for interval

Definition at line 296 of file MCMCInterval.h.

◆ fNumBurnInSteps

Int_t RooStats::MCMCInterval::fNumBurnInSteps
protected

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

Definition at line 312 of file MCMCInterval.h.

◆ fParameters

RooArgSet RooStats::MCMCInterval::fParameters
protected

parameters of interest for this interval

Definition at line 278 of file MCMCInterval.h.

◆ fProduct

RooProduct* RooStats::MCMCInterval::fProduct
protected

the (keysPdf * heaviside) product

Definition at line 288 of file MCMCInterval.h.

◆ fSparseHist

THnSparse* RooStats::MCMCInterval::fSparseHist
protected

the binned Markov Chain data

Definition at line 283 of file MCMCInterval.h.

◆ fTFConfLevel

double RooStats::MCMCInterval::fTFConfLevel
protected

the actual conf level of tail-fraction interval

Definition at line 297 of file MCMCInterval.h.

◆ fTFLower

double RooStats::MCMCInterval::fTFLower
protected

lower limit of the tail-fraction interval

Definition at line 300 of file MCMCInterval.h.

◆ fTFUpper

double RooStats::MCMCInterval::fTFUpper
protected

upper limit of the tail-fraction interval

Definition at line 301 of file MCMCInterval.h.

◆ fUseKeys

bool RooStats::MCMCInterval::fUseKeys
protected

whether to use kernel estimation

Definition at line 305 of file MCMCInterval.h.

◆ fUseSparseHist

bool RooStats::MCMCInterval::fUseSparseHist
protected

whether to use sparse hist (vs. RooDataHist)

Definition at line 306 of file MCMCInterval.h.

◆ fVector

std::vector<Int_t> RooStats::MCMCInterval::fVector
protected

vector containing the Markov chain data

Definition at line 298 of file MCMCInterval.h.

◆ fVecWeight

double RooStats::MCMCInterval::fVecWeight
protected

sum of weights of all entries in fVector

Definition at line 299 of file MCMCInterval.h.

Libraries for RooStats::MCMCInterval:
[legend]

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