ToyMCImportanceSampler is an extension of the ToyMCSampler for Importance Sampling.

Implementation based on a work by Cranmer, Kreiss, Read (in Preparation)

Definition at line 37 of file ToyMCImportanceSampler.h.

Public Member Functions
	ToyMCImportanceSampler ()

	ToyMCImportanceSampler (TestStatistic &ts, Int_t ntoys)

virtual	~ToyMCImportanceSampler ()

void	AddImportanceDensity (RooAbsPdf p, const RooArgSet s)

void	AddNullDensity (RooAbsPdf p, const RooArgSet s=NULL)

int	CreateImpDensitiesForOnePOIAdaptively (RooAbsPdf &pdf, const RooArgSet &allPOI, RooRealVar &poi, double nStdDevOverlap=0.5, double poiValueForBackground=0.0)

int	CreateNImpDensitiesForOnePOI (RooAbsPdf &pdf, const RooArgSet &allPOI, RooRealVar &poi, int n, double poiValueForBackground=0.0)

virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight) const

virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight, std::vector< double > &impNLLs, double &nullNLL) const

virtual RooAbsData *	GenerateToyData (std::vector< double > &weights) const

virtual RooAbsData *	GenerateToyData (std::vector< double > &weights, std::vector< double > &nullNLLs, std::vector< double > &impNLLs) const

virtual RooDataSet *	GetSamplingDistributionsSingleWorker (RooArgSet &paramPoint)

void	SetApplyVeto (bool b=true)

virtual void	SetConditionalObservables (const RooArgSet &set)

void	SetDensityToGenerateFromByIndex (unsigned int i, bool fromNull=false)
	specifies the pdf to sample from More...

void	SetEqualNumToysPerDensity (void)

void	SetExpIncreasingNumToysPerDensity (void)

void	SetParametersForTestStat (const RooArgSet &nullpoi)

virtual void	SetPdf (RooAbsPdf &pdf)

void	SetReuseNLL (bool r=true)

Public Member Functions inherited from RooStats::ToyMCSampler
	ToyMCSampler ()

	ToyMCSampler (TestStatistic &ts, Int_t ntoys)

virtual	~ToyMCSampler ()

virtual void	AddTestStatistic (TestStatistic *t=NULL)

virtual SamplingDistribution *	AppendSamplingDistribution (RooArgSet &allParameters, SamplingDistribution *last, Int_t additionalMC)

Bool_t	CheckConfig (void)

virtual Double_t	ConfidenceLevel () const

virtual RooArgList *	EvaluateAllTestStatistics (RooAbsData &data, const RooArgSet &poi)

virtual Double_t	EvaluateTestStatistic (RooAbsData &data, RooArgSet &nullPOI, int i)

virtual Double_t	EvaluateTestStatistic (RooAbsData &data, RooArgSet &nullPOI)

virtual void	GenerateGlobalObservables (RooAbsPdf &pdf) const

virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, RooAbsPdf &pdf) const

virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint) const

virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight, RooAbsPdf &pdf) const

virtual Int_t	GetNToys (void)

std::string	GetSamplingDistName (void)

virtual SamplingDistribution *	GetSamplingDistribution (RooArgSet &paramPoint)

virtual RooDataSet *	GetSamplingDistributions (RooArgSet &paramPoint)

virtual TestStatistic *	GetTestStatistic (unsigned int i) const

virtual TestStatistic *	GetTestStatistic (void) const

virtual void	Initialize (RooAbsArg &, RooArgSet &, RooArgSet &)

virtual void	SetAsimovNuisancePar (Bool_t i=kTRUE)

virtual void	SetConfidenceLevel (Double_t cl)

virtual void	SetExpectedNuisancePar (Bool_t i=kTRUE)

void	SetGenerateAutoBinned (Bool_t autoBinned=kTRUE)

void	SetGenerateBinned (bool binned=true)

void	SetGenerateBinnedTag (const char *binnedTag="")

virtual void	SetGlobalObservables (const RooArgSet &o)

void	SetMaxToys (Double_t t)

virtual void	SetNEventsPerToy (const Int_t nevents)

virtual void	SetNToys (const Int_t ntoy)

virtual void	SetNuisanceParameters (const RooArgSet &np)

virtual void	SetObservables (const RooArgSet &o)

virtual void	SetPriorNuisance (RooAbsPdf *pdf)

void	SetProofConfig (ProofConfig *pc=NULL)

void	SetProtoData (const RooDataSet *d)

void	SetSamplingDistName (const char *name)

virtual void	SetTestSize (Double_t size)

virtual void	SetTestStatistic (TestStatistic *testStatistic, unsigned int i)

virtual void	SetTestStatistic (TestStatistic *t)

void	SetToysBothTails (Double_t toys, Double_t low_threshold, Double_t high_threshold)

void	SetToysLeftTail (Double_t toys, Double_t threshold)

void	SetToysRightTail (Double_t toys, Double_t threshold)

void	SetUseMultiGen (Bool_t flag)

Public Member Functions inherited from RooStats::TestStatSampler
virtual	~TestStatSampler ()

Protected Member Functions
virtual void	ClearCache ()

Protected Member Functions inherited from RooStats::ToyMCSampler
const RooArgList *	EvaluateAllTestStatistics (RooAbsData &data, const RooArgSet &poi, DetailedOutputAggregator &detOutAgg)

RooAbsData *	Generate (RooAbsPdf &pdf, RooArgSet &observables, const RooDataSet *protoData=NULL, int forceEvents=0) const

Protected Attributes
bool	fApplyVeto

RooArgSet	fConditionalObs

bool	fGenerateFromNull

std::vector< RooAbsReal * >	fImpNLLs

std::vector< RooAbsPdf * >	fImportanceDensities

std::vector< const RooArgSet * >	fImportanceSnapshots

unsigned int	fIndexGenDensity

std::vector< RooAbsPdf * >	fNullDensities

std::vector< RooAbsReal * >	fNullNLLs

std::vector< const RooArgSet * >	fNullSnapshots

bool	fReuseNLL

toysStrategies	fToysStrategy

Protected Attributes inherited from RooStats::ToyMCSampler
RooArgSet *	_allVars

RooAbsPdf::GenSpec *	_gs1

RooAbsPdf::GenSpec *	_gs2
	GenSpec #1. More...

RooAbsPdf::GenSpec *	_gs3
	GenSpec #2. More...

RooAbsPdf::GenSpec *	_gs4
	GenSpec #3. More...

std::list< RooAbsPdf::GenSpec * >	_gsList

std::list< RooArgSet * >	_obsList

std::list< RooAbsPdf * >	_pdfList

Double_t	fAdaptiveHighLimit

Double_t	fAdaptiveLowLimit

Bool_t	fExpectedNuisancePar

Bool_t	fGenerateAutoBinned

Bool_t	fGenerateBinned

TString	fGenerateBinnedTag

const RooArgSet *	fGlobalObservables

Double_t	fMaxToys

Int_t	fNEvents

Int_t	fNToys

NuisanceParametersSampler *	fNuisanceParametersSampler

const RooArgSet *	fNuisancePars

const RooArgSet *	fObservables

const RooArgSet *	fParametersForTestStat

RooAbsPdf *	fPdf

RooAbsPdf *	fPriorNuisance

ProofConfig *	fProofConfig

const RooDataSet *	fProtoData

std::string	fSamplingDistName

Double_t	fSize

std::vector< TestStatistic * >	fTestStatistics

Double_t	fToysInTails

Bool_t	fUseMultiGen

Additional Inherited Members
Static Public Member Functions inherited from RooStats::ToyMCSampler
static void	SetAlwaysUseMultiGen (Bool_t flag)

Static Protected Attributes inherited from RooStats::ToyMCSampler
static Bool_t	fgAlwaysUseMultiGen = kFALSE
	GenSpec #4. More...

#include <RooStats/ToyMCImportanceSampler.h>

Inheritance diagram for RooStats::ToyMCImportanceSampler:

[legend]

Constructor & Destructor Documentation

◆ ToyMCImportanceSampler() [1/2]

RooStats::ToyMCImportanceSampler::ToyMCImportanceSampler ( )

inline

Definition at line 40 of file ToyMCImportanceSampler.h.

◆ ToyMCImportanceSampler() [2/2]

RooStats::ToyMCImportanceSampler::ToyMCImportanceSampler	(	TestStatistic &	ts,
		Int_t	ntoys
	)

inline

Definition at line 51 of file ToyMCImportanceSampler.h.

◆ ~ToyMCImportanceSampler()

RooStats::ToyMCImportanceSampler::~ToyMCImportanceSampler ( )

virtual

Definition at line 30 of file ToyMCImportanceSampler.cxx.

Member Function Documentation

◆ AddImportanceDensity()

void RooStats::ToyMCImportanceSampler::AddImportanceDensity	(	RooAbsPdf *	p,
		const RooArgSet *	s
	)

inline

Definition at line 103 of file ToyMCImportanceSampler.h.

◆ AddNullDensity()

void RooStats::ToyMCImportanceSampler::AddNullDensity	(	RooAbsPdf *	p,
		const RooArgSet *	s = `NULL`
	)

inline

Definition at line 124 of file ToyMCImportanceSampler.h.

◆ ClearCache()

void RooStats::ToyMCImportanceSampler::ClearCache ( void )

protectedvirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 34 of file ToyMCImportanceSampler.cxx.

◆ CreateImpDensitiesForOnePOIAdaptively()

int RooStats::ToyMCImportanceSampler::CreateImpDensitiesForOnePOIAdaptively	(	RooAbsPdf &	pdf,
		const RooArgSet &	allPOI,
		RooRealVar &	poi,
		double	nStdDevOverlap = `0.5`,
		double	poiValueForBackground = `0.0`
	)

Definition at line 427 of file ToyMCImportanceSampler.cxx.

◆ CreateNImpDensitiesForOnePOI()

int RooStats::ToyMCImportanceSampler::CreateNImpDensitiesForOnePOI	(	RooAbsPdf &	pdf,
		const RooArgSet &	allPOI,
		RooRealVar &	poi,
		int	n,
		double	poiValueForBackground = `0.0`
	)

Definition at line 447 of file ToyMCImportanceSampler.cxx.

◆ GenerateToyData() [1/4]

RooAbsData * RooStats::ToyMCImportanceSampler::GenerateToyData	(	RooArgSet &	paramPoint,
		double &	weight
	)		const

virtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 135 of file ToyMCImportanceSampler.cxx.

◆ GenerateToyData() [2/4]

RooAbsData * RooStats::ToyMCImportanceSampler::GenerateToyData	(	RooArgSet &	paramPoint,
		double &	weight,
		std::vector< double > &	impNLLs,
		double &	nullNLL
	)		const

virtual

Definition at line 174 of file ToyMCImportanceSampler.cxx.

◆ GenerateToyData() [3/4]

RooAbsData * RooStats::ToyMCImportanceSampler::GenerateToyData ( std::vector< double > & weights ) const

virtual

Definition at line 211 of file ToyMCImportanceSampler.cxx.

◆ GenerateToyData() [4/4]

RooAbsData * RooStats::ToyMCImportanceSampler::GenerateToyData	(	std::vector< double > &	weights,
		std::vector< double > &	nullNLLs,
		std::vector< double > &	impNLLs
	)		const

virtual

Definition at line 227 of file ToyMCImportanceSampler.cxx.

◆ GetSamplingDistributionsSingleWorker()

RooDataSet * RooStats::ToyMCImportanceSampler::GetSamplingDistributionsSingleWorker ( RooArgSet & paramPoint )

virtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 49 of file ToyMCImportanceSampler.cxx.

◆ SetApplyVeto()

void RooStats::ToyMCImportanceSampler::SetApplyVeto ( bool b = true )

inline

Definition at line 166 of file ToyMCImportanceSampler.h.

◆ SetConditionalObservables()

virtual void RooStats::ToyMCImportanceSampler::SetConditionalObservables ( const RooArgSet & set )

inlinevirtual

Definition at line 174 of file ToyMCImportanceSampler.h.

◆ SetDensityToGenerateFromByIndex()

void RooStats::ToyMCImportanceSampler::SetDensityToGenerateFromByIndex	(	unsigned int	i,
		bool	fromNull = `false`
	)

inline

specifies the pdf to sample from

Definition at line 83 of file ToyMCImportanceSampler.h.

◆ SetEqualNumToysPerDensity()

void RooStats::ToyMCImportanceSampler::SetEqualNumToysPerDensity ( void )

inline

Definition at line 192 of file ToyMCImportanceSampler.h.

◆ SetExpIncreasingNumToysPerDensity()

void RooStats::ToyMCImportanceSampler::SetExpIncreasingNumToysPerDensity ( void )

inline

Definition at line 193 of file ToyMCImportanceSampler.h.

◆ SetParametersForTestStat()

void RooStats::ToyMCImportanceSampler::SetParametersForTestStat ( const RooArgSet & nullpoi )

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 150 of file ToyMCImportanceSampler.h.

◆ SetPdf()

virtual void RooStats::ToyMCImportanceSampler::SetPdf ( RooAbsPdf & pdf )

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 140 of file ToyMCImportanceSampler.h.

◆ SetReuseNLL()

void RooStats::ToyMCImportanceSampler::SetReuseNLL ( bool r = true )

inline

Definition at line 168 of file ToyMCImportanceSampler.h.

Member Data Documentation

◆ fApplyVeto

bool RooStats::ToyMCImportanceSampler::fApplyVeto

protected

Definition at line 202 of file ToyMCImportanceSampler.h.

◆ fConditionalObs

RooArgSet RooStats::ToyMCImportanceSampler::fConditionalObs

protected

Definition at line 204 of file ToyMCImportanceSampler.h.

◆ fGenerateFromNull

bool RooStats::ToyMCImportanceSampler::fGenerateFromNull

protected

Definition at line 201 of file ToyMCImportanceSampler.h.

◆ fImpNLLs

std::vector<RooAbsReal*> RooStats::ToyMCImportanceSampler::fImpNLLs

mutableprotected

Definition at line 219 of file ToyMCImportanceSampler.h.

◆ fImportanceDensities

std::vector<RooAbsPdf*> RooStats::ToyMCImportanceSampler::fImportanceDensities

protected

Definition at line 211 of file ToyMCImportanceSampler.h.

◆ fImportanceSnapshots

std::vector<const RooArgSet*> RooStats::ToyMCImportanceSampler::fImportanceSnapshots

protected

Definition at line 212 of file ToyMCImportanceSampler.h.

◆ fIndexGenDensity

unsigned int RooStats::ToyMCImportanceSampler::fIndexGenDensity

protected

Definition at line 200 of file ToyMCImportanceSampler.h.

◆ fNullDensities

std::vector<RooAbsPdf*> RooStats::ToyMCImportanceSampler::fNullDensities

protected

Definition at line 207 of file ToyMCImportanceSampler.h.

◆ fNullNLLs

std::vector<RooAbsReal*> RooStats::ToyMCImportanceSampler::fNullNLLs

mutableprotected

Definition at line 218 of file ToyMCImportanceSampler.h.

◆ fNullSnapshots

std::vector<const RooArgSet*> RooStats::ToyMCImportanceSampler::fNullSnapshots

mutableprotected

Definition at line 208 of file ToyMCImportanceSampler.h.

◆ fReuseNLL

bool RooStats::ToyMCImportanceSampler::fReuseNLL

protected

Definition at line 214 of file ToyMCImportanceSampler.h.

◆ fToysStrategy

toysStrategies RooStats::ToyMCImportanceSampler::fToysStrategy

protected

Definition at line 216 of file ToyMCImportanceSampler.h.

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

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

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Constructor & Destructor Documentation

◆ ToyMCImportanceSampler() [1/2]

◆ ToyMCImportanceSampler() [2/2]

◆ ~ToyMCImportanceSampler()

Member Function Documentation

◆ AddImportanceDensity()

◆ AddNullDensity()

◆ ClearCache()

◆ CreateImpDensitiesForOnePOIAdaptively()

◆ CreateNImpDensitiesForOnePOI()

◆ GenerateToyData() [1/4]

◆ GenerateToyData() [2/4]

◆ GenerateToyData() [3/4]

◆ GenerateToyData() [4/4]

◆ GetSamplingDistributionsSingleWorker()

◆ SetApplyVeto()

◆ SetConditionalObservables()

◆ SetDensityToGenerateFromByIndex()

◆ SetEqualNumToysPerDensity()

◆ SetExpIncreasingNumToysPerDensity()

◆ SetParametersForTestStat()

◆ SetPdf()

◆ SetReuseNLL()

Member Data Documentation

◆ fApplyVeto

◆ fConditionalObs

◆ fGenerateFromNull

◆ fImpNLLs

◆ fImportanceDensities

◆ fImportanceSnapshots

◆ fIndexGenDensity

◆ fNullDensities

◆ fNullNLLs

◆ fNullSnapshots

◆ fReuseNLL

◆ fToysStrategy