RooStats::ToyMCImportanceSampler Class Reference

ToyMCImportanceSampler is an extension of the ToyMCSampler for Importance Sampling.

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

Definition at line 21 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)
	poi has to be fitted beforehand. This function expects this to be the muhat value. More...
int	CreateNImpDensitiesForOnePOI (RooAbsPdf &pdf, const RooArgSet &allPOI, RooRealVar &poi, int n, double poiValueForBackground=0.0)
	n is the number of importance densities More...
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight, RooAbsPdf &pdf) const
	This method generates a toy data set for the given parameter point taking global observables into account. More...
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight, std::vector< double > &impNLLs, double &nullNLL) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, RooAbsPdf &pdf) 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
	This method generates a toy data set for importance sampling for the given parameter point taking global observables into account. More...
virtual RooDataSet *	GetSamplingDistributionsSingleWorker (RooArgSet &paramPoint)
	This is the main function for serial runs. More...
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 ()
	Proof constructor. Do not use. More...
	ToyMCSampler (TestStatistic &ts, Int_t ntoys)
virtual	~ToyMCSampler ()
virtual void	AddTestStatistic (TestStatistic *t=NULL)
virtual SamplingDistribution *	AppendSamplingDistribution (RooArgSet &allParameters, SamplingDistribution *last, Int_t additionalMC)
	Extended interface to append to sampling distribution more samples. More...
Bool_t	CheckConfig (void)
	only checks, no guessing/determination (do this in calculators, e.g. More...
virtual Double_t	ConfidenceLevel () const
virtual RooArgList *	EvaluateAllTestStatistics (RooAbsData &data, const RooArgSet &poi)
	Evaluate all test statistics, returning result and any detailed output. More...
virtual Double_t	EvaluateTestStatistic (RooAbsData &data, RooArgSet &nullPOI)
virtual Double_t	EvaluateTestStatistic (RooAbsData &data, RooArgSet &nullPOI, int i)
virtual void	GenerateGlobalObservables (RooAbsPdf &pdf) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight) const
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, double &weight, RooAbsPdf &pdf) const
	This method generates a toy data set for the given parameter point taking global observables into account. More...
virtual RooAbsData *	GenerateToyData (RooArgSet &paramPoint, RooAbsPdf &pdf) const
virtual Int_t	GetNToys (void)
std::string	GetSamplingDistName (void)
virtual SamplingDistribution *	GetSamplingDistribution (RooArgSet &paramPoint)
virtual RooDataSet *	GetSamplingDistributions (RooArgSet &paramPoint)
	Use for serial and parallel runs. More...
virtual RooDataSet *	GetSamplingDistributionsSingleWorker (RooArgSet &paramPoint)
	This is the main function for serial runs. More...
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	SetParametersForTestStat (const RooArgSet &nullpoi)
virtual void	SetPdf (RooAbsPdf &pdf)
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 *t)
virtual void	SetTestStatistic (TestStatistic *testStatistic, unsigned int i)
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 ()
virtual Double_t	ConfidenceLevel () const =0
virtual Double_t	EvaluateTestStatistic (RooAbsData &data, RooArgSet &paramsOfInterest)=0
virtual SamplingDistribution *	GetSamplingDistribution (RooArgSet &paramsOfInterest)=0
virtual TestStatistic *	GetTestStatistic () const =0
virtual void	Initialize (RooAbsArg &testStatistic, RooArgSet &paramsOfInterest, RooArgSet &nuisanceParameters)=0
virtual void	SetConfidenceLevel (Double_t cl)=0
virtual void	SetGlobalObservables (const RooArgSet &)=0
virtual void	SetNuisanceParameters (const RooArgSet &)=0
virtual void	SetObservables (const RooArgSet &)=0
virtual void	SetParametersForTestStat (const RooArgSet &)=0
virtual void	SetPdf (RooAbsPdf &)=0
virtual void	SetPriorNuisance (RooAbsPdf *)=0
virtual void	SetSamplingDistName (const char *name)=0
virtual void	SetTestSize (Double_t size)=0
virtual void	SetTestStatistic (TestStatistic *testStatistic)=0

Protected Member Functions
virtual void	ClearCache ()
	clear the cache obtained from the pdf used for speeding the toy and global observables generation needs to be called every time the model pdf (fPdf) changes More...
Protected Member Functions inherited from RooStats::ToyMCSampler
virtual void	ClearCache ()
	clear the cache obtained from the pdf used for speeding the toy and global observables generation needs to be called every time the model pdf (fPdf) changes More...
const RooArgList *	EvaluateAllTestStatistics (RooAbsData &data, const RooArgSet &poi, DetailedOutputAggregator &detOutAgg)
RooAbsData *	Generate (RooAbsPdf &pdf, RooArgSet &observables, const RooDataSet *protoData=NULL, int forceEvents=0) const
	This is the generate function to use in the context of the ToyMCSampler instead of the standard RooAbsPdf::generate(...). More...

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
std::unique_ptr< 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:

Constructor & Destructor Documentation

ToyMCImportanceSampler() [1/2]

RooStats::ToyMCImportanceSampler::ToyMCImportanceSampler ( )

inline

Definition at line 24 of file ToyMCImportanceSampler.h.

ToyMCImportanceSampler() [2/2]

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

inline

Definition at line 35 of file ToyMCImportanceSampler.h.

~ToyMCImportanceSampler()

RooStats::ToyMCImportanceSampler::~ToyMCImportanceSampler ( )

virtual

Definition at line 37 of file ToyMCImportanceSampler.cxx.

Member Function Documentation

AddImportanceDensity()

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

inline

Definition at line 80 of file ToyMCImportanceSampler.h.

AddNullDensity()

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

inline

Definition at line 101 of file ToyMCImportanceSampler.h.

ClearCache()

void RooStats::ToyMCImportanceSampler::ClearCache ( void  )

protectedvirtual

clear the cache obtained from the pdf used for speeding the toy and global observables generation needs to be called every time the model pdf (fPdf) changes

Reimplemented from RooStats::ToyMCSampler.

Definition at line 44 of file ToyMCImportanceSampler.cxx.

CreateImpDensitiesForOnePOIAdaptively()

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

poi has to be fitted beforehand. This function expects this to be the muhat value.

Definition at line 434 of file ToyMCImportanceSampler.cxx.

CreateNImpDensitiesForOnePOI()

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

n is the number of importance densities

Definition at line 457 of file ToyMCImportanceSampler.cxx.

GenerateToyData() [1/8]

virtual RooAbsData * RooStats::ToyMCSampler::GenerateToyData ( RooArgSet &  paramPoint ) const

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 116 of file ToyMCSampler.h.

GenerateToyData() [2/8]

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 119 of file ToyMCSampler.h.

GenerateToyData() [3/8]

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

virtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 135 of file ToyMCImportanceSampler.cxx.

GenerateToyData() [4/8]

RooAbsData * RooStats::ToyMCSampler::GenerateToyData ( RooArgSet &  paramPoint, double &  weight, RooAbsPdf &  pdf  ) const

virtual

This method generates a toy data set for the given parameter point taking global observables into account.

The values of the generated global observables remain in the pdf's variables. They have to have those values for the subsequent evaluation of the test statistics.

Reimplemented from RooStats::ToyMCSampler.

Definition at line 118 of file ToyMCSampler.cxx.

GenerateToyData() [5/8]

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

virtual

Definition at line 177 of file ToyMCImportanceSampler.cxx.

GenerateToyData() [6/8]

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 111 of file ToyMCSampler.h.

GenerateToyData() [7/8]

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

virtual

Definition at line 216 of file ToyMCImportanceSampler.cxx.

GenerateToyData() [8/8]

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

virtual

This method generates a toy data set for importance sampling for the given parameter point taking global observables into account.

The values of the generated global observables remain in the pdf's variables. They have to have those values for the subsequent evaluation of the test statistics.

Definition at line 240 of file ToyMCImportanceSampler.cxx.

GetSamplingDistributionsSingleWorker()

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

virtual

This is the main function for serial runs.

It is called automatically from inside GetSamplingDistribution when no ProofConfig is given. You should not call this function yourself. This function should be used by ToyMCStudy on the workers (ie. when you explicitly want a serial run although ProofConfig is present).

Make sure the cache is clear. It is important to clear it hear, because the cache might be invalid even when just the firstPOI was changed, for which no accessor has to be called. (Fixes a bug when ToyMCSampler is used with the Neyman Construction)

Reimplemented from RooStats::ToyMCSampler.

Definition at line 53 of file ToyMCImportanceSampler.cxx.

SetApplyVeto()

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

inline

Definition at line 142 of file ToyMCImportanceSampler.h.

SetConditionalObservables()

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

inlinevirtual

Definition at line 149 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 60 of file ToyMCImportanceSampler.h.

SetEqualNumToysPerDensity()

void RooStats::ToyMCImportanceSampler::SetEqualNumToysPerDensity ( void  )

inline

Definition at line 166 of file ToyMCImportanceSampler.h.

SetExpIncreasingNumToysPerDensity()

void RooStats::ToyMCImportanceSampler::SetExpIncreasingNumToysPerDensity ( void  )

inline

Definition at line 167 of file ToyMCImportanceSampler.h.

SetParametersForTestStat()

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 127 of file ToyMCImportanceSampler.h.

SetPdf()

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 117 of file ToyMCImportanceSampler.h.

SetReuseNLL()

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

inline

Definition at line 144 of file ToyMCImportanceSampler.h.

Member Data Documentation

fApplyVeto

bool RooStats::ToyMCImportanceSampler::fApplyVeto

protected

Definition at line 176 of file ToyMCImportanceSampler.h.

fConditionalObs

RooArgSet RooStats::ToyMCImportanceSampler::fConditionalObs

protected

Definition at line 178 of file ToyMCImportanceSampler.h.

fGenerateFromNull

bool RooStats::ToyMCImportanceSampler::fGenerateFromNull

protected

Definition at line 175 of file ToyMCImportanceSampler.h.

fImpNLLs

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

mutableprotected

Definition at line 193 of file ToyMCImportanceSampler.h.

fImportanceDensities

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

protected

Definition at line 185 of file ToyMCImportanceSampler.h.

fImportanceSnapshots

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

protected

Definition at line 186 of file ToyMCImportanceSampler.h.

fIndexGenDensity

unsigned int RooStats::ToyMCImportanceSampler::fIndexGenDensity

protected

Definition at line 174 of file ToyMCImportanceSampler.h.

fNullDensities

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

protected

Definition at line 181 of file ToyMCImportanceSampler.h.

fNullNLLs

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

mutableprotected

Definition at line 192 of file ToyMCImportanceSampler.h.

fNullSnapshots

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

mutableprotected

Definition at line 182 of file ToyMCImportanceSampler.h.

fReuseNLL

bool RooStats::ToyMCImportanceSampler::fReuseNLL

protected

Definition at line 188 of file ToyMCImportanceSampler.h.

fToysStrategy

toysStrategies RooStats::ToyMCImportanceSampler::fToysStrategy

protected

Definition at line 190 of file ToyMCImportanceSampler.h.

Libraries for RooStats::ToyMCImportanceSampler:

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