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ROOT 6.08/07 Reference Guide |
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 72 of file MCMCCalculator.h.
Public Member Functions | |
MCMCCalculator () | |
default constructor More... | |
MCMCCalculator (RooAbsData &data, const ModelConfig &model) | |
Constructor for automatic configuration with basic settings and a ModelConfig. More... | |
virtual | ~MCMCCalculator () |
virtual Double_t | ConfidenceLevel () const |
Get the Confidence level for the test. More... | |
virtual MCMCInterval * | GetInterval () const |
Main interface to get a ConfInterval. More... | |
virtual void | SetAxes (RooArgList &axes) |
set which variables to put on each axis More... | |
virtual void | SetChainParameters (const RooArgSet &set) |
specify the parameters to store in the Markov chain By default all the parameters are stored More... | |
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 More... | |
virtual void | SetConfidenceLevel (Double_t cl) |
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More... | |
virtual void | SetData (RooAbsData &data) |
Set the DataSet if not already there. More... | |
virtual void | SetIntervalType (enum MCMCInterval::IntervalType intervalType) |
set what type of interval to have the MCMCInterval represent More... | |
virtual void | SetKeysConfidenceAccuracy (Double_t epsilon) |
Set the desired level of confidence-level accuracy for Keys interval determination. More... | |
virtual void | SetKeysTerminationThreshold (Double_t 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. More... | |
virtual void | SetLeftSideTailFraction (Double_t a) |
Set the left side tail fraction. More... | |
virtual void | SetModel (const ModelConfig &model) |
Set the Model. More... | |
virtual void | SetNuisanceParameters (const RooArgSet &set) |
specify the nuisance parameters (eg. the rest of the parameters) More... | |
virtual void | SetNumBins (Int_t numBins) |
set the number of bins to create for each axis when constructing the 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 | SetNumIters (Int_t numIters) |
set the number of iterations to run the metropolis algorithm More... | |
virtual void | SetParameters (const RooArgSet &set) |
specify the parameters of interest in the interval More... | |
virtual void | SetPdf (RooAbsPdf &pdf) |
Set the Pdf if not already there. More... | |
virtual void | SetPriorPdf (RooAbsPdf &pdf) |
Set the Prior Pdf if not already there. More... | |
virtual void | SetProposalFunction (ProposalFunction &proposalFunction) |
set the proposal function for suggesting new points for the MCMC More... | |
virtual void | SetTestSize (Double_t size) |
set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) More... | |
virtual void | SetUseKeys (Bool_t useKeys) |
set whether to use kernel estimation to determine the interval More... | |
virtual void | SetUseSparseHist (Bool_t useSparseHist) |
set whether to use sparse histogram (if using histogram at all) More... | |
virtual Double_t | Size () const |
Get the size of the test (eg. rate of Type I error) More... | |
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virtual | ~IntervalCalculator () |
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TNamed () | |
TNamed (const char *name, const char *title) | |
TNamed (const TString &name, const TString &title) | |
TNamed (const TNamed &named) | |
TNamed copy ctor. More... | |
virtual | ~TNamed () |
virtual void | Clear (Option_t *option="") |
Set name and title to empty strings (""). More... | |
virtual TObject * | Clone (const char *newname="") const |
Make a clone of an object using the Streamer facility. More... | |
virtual Int_t | Compare (const TObject *obj) const |
Compare two TNamed objects. More... | |
virtual void | Copy (TObject &named) const |
Copy this to obj. More... | |
virtual void | FillBuffer (char *&buffer) |
Encode TNamed into output buffer. More... | |
virtual const char * | GetName () const |
Returns name of object. More... | |
virtual const char * | GetTitle () const |
Returns title of object. More... | |
virtual ULong_t | Hash () const |
Return hash value for this object. More... | |
virtual Bool_t | IsSortable () const |
virtual void | ls (Option_t *option="") const |
List TNamed name and title. More... | |
TNamed & | operator= (const TNamed &rhs) |
TNamed assignment operator. More... | |
virtual void | Print (Option_t *option="") const |
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... | |
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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... | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. 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 TObject * | DrawClone (Option_t *option="") const |
Draw a clone of this object in the current pad. 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=0) |
Execute method on this object with the given parameter string, e.g. More... | |
virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=0) |
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 TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. More... | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. More... | |
virtual Option_t * | GetDrawOption () 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 char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). More... | |
virtual Option_t * | GetOption () const |
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 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 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... | |
Bool_t | IsOnHeap () const |
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). 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) |
TObject & | operator= (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 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, Bool_t set) |
Set or unset the user status bits as specified in f. More... | |
void | SetBit (UInt_t f) |
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 | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. More... | |
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=0, Int_t option=0, Int_t bufsize=0) |
Write this object to the current directory. More... | |
virtual Int_t | Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const |
Write this object to the current directory. More... | |
Protected Member Functions | |
void | SetBins (const RooAbsCollection &coll, Int_t numBins) const |
void | SetupBasicUsage () |
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virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). More... | |
void | MakeZombie () |
Protected Attributes | |
RooArgList * | fAxes |
RooArgSet | fChainParams |
RooArgSet | fConditionalObs |
RooAbsData * | fData |
Double_t | fDelta |
Double_t | fEpsilon |
enum MCMCInterval::IntervalType | fIntervalType |
Double_t | fLeftSideTF |
RooArgSet | fNuisParams |
Int_t | fNumBins |
Int_t | fNumBurnInSteps |
Int_t | fNumIters |
RooAbsPdf * | fPdf |
RooArgSet | fPOI |
RooAbsPdf * | fPriorPdf |
ProposalFunction * | fPropFunc |
Double_t | fSize |
Bool_t | fUseKeys |
Bool_t | fUseSparseHist |
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TString | fName |
TString | fTitle |
Additional Inherited Members | |
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enum | { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff } |
enum | { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) } |
enum | EStatusBits { kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13) } |
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static Long_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... | |
#include <RooStats/MCMCCalculator.h>
MCMCCalculator::MCMCCalculator | ( | ) |
default constructor
Definition at line 67 of file MCMCCalculator.cxx.
MCMCCalculator::MCMCCalculator | ( | RooAbsData & | data, |
const ModelConfig & | model | ||
) |
Constructor for automatic configuration with basic settings and a ModelConfig.
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 88 of file MCMCCalculator.cxx.
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Definition at line 85 of file MCMCCalculator.h.
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Get the Confidence level for the test.
Implements RooStats::IntervalCalculator.
Definition at line 93 of file MCMCCalculator.h.
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Main interface to get a ConfInterval.
Implements RooStats::IntervalCalculator.
Definition at line 145 of file MCMCCalculator.cxx.
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set which variables to put on each axis
Definition at line 142 of file MCMCCalculator.h.
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Definition at line 232 of file MCMCCalculator.h.
specify the parameters to store in the Markov chain By default all the parameters are stored
Definition at line 111 of file MCMCCalculator.h.
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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 118 of file MCMCCalculator.h.
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)
Implements RooStats::IntervalCalculator.
Definition at line 124 of file MCMCCalculator.h.
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Set the DataSet if not already there.
Implements RooStats::IntervalCalculator.
Definition at line 98 of file MCMCCalculator.h.
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set what type of interval to have the MCMCInterval represent
Definition at line 151 of file MCMCCalculator.h.
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 170 of file MCMCCalculator.h.
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 193 of file MCMCCalculator.h.
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 132 of file MCMCCalculator.cxx.
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Set the Model.
Implements RooStats::IntervalCalculator.
Definition at line 97 of file MCMCCalculator.cxx.
specify the nuisance parameters (eg. the rest of the parameters)
Definition at line 114 of file MCMCCalculator.h.
set the number of bins to create for each axis when constructing the interval
Definition at line 140 of file MCMCCalculator.h.
set the number of steps in the chain to discard as burn-in, starting from the first
Definition at line 136 of file MCMCCalculator.h.
set the number of iterations to run the metropolis algorithm
Definition at line 131 of file MCMCCalculator.h.
specify the parameters of interest in the interval
Definition at line 107 of file MCMCCalculator.h.
Set the Pdf if not already there.
Definition at line 101 of file MCMCCalculator.h.
Set the Prior Pdf if not already there.
Definition at line 104 of file MCMCCalculator.h.
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set the proposal function for suggesting new points for the MCMC
Definition at line 127 of file MCMCCalculator.h.
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 121 of file MCMCCalculator.h.
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Definition at line 117 of file MCMCCalculator.cxx.
set whether to use kernel estimation to determine the interval
Definition at line 145 of file MCMCCalculator.h.
set whether to use sparse histogram (if using histogram at all)
Definition at line 147 of file MCMCCalculator.h.
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Get the size of the test (eg. rate of Type I error)
Implements RooStats::IntervalCalculator.
Definition at line 91 of file MCMCCalculator.h.
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Definition at line 217 of file MCMCCalculator.h.
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Definition at line 207 of file MCMCCalculator.h.
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Definition at line 208 of file MCMCCalculator.h.
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Definition at line 212 of file MCMCCalculator.h.
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Definition at line 223 of file MCMCCalculator.h.
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Definition at line 221 of file MCMCCalculator.h.
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Definition at line 229 of file MCMCCalculator.h.
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Definition at line 220 of file MCMCCalculator.h.
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Definition at line 206 of file MCMCCalculator.h.
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Definition at line 215 of file MCMCCalculator.h.
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Definition at line 214 of file MCMCCalculator.h.
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Definition at line 213 of file MCMCCalculator.h.
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Definition at line 210 of file MCMCCalculator.h.
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Definition at line 205 of file MCMCCalculator.h.
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Definition at line 211 of file MCMCCalculator.h.
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Definition at line 209 of file MCMCCalculator.h.
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Definition at line 204 of file MCMCCalculator.h.
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Definition at line 218 of file MCMCCalculator.h.
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Definition at line 219 of file MCMCCalculator.h.