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(kFALSE)). 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 30 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 = BIT(0) , kOverwrite = BIT(1) , kWriteDelete = BIT(2) }

enum	EDeprecatedStatusBits { kObjInCanvas = BIT(3) }

enum	EStatusBits { kCanDelete = BIT(0) , kMustCleanup = BIT(3) , kIsReferenced = BIT(4) , kHasUUID = BIT(5) , kCannotPick = BIT(6) , kNoContextMenu = BIT(8) , kInvalidObject = BIT(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=0)
	default constructor More...

virtual	~MCMCInterval ()

Bool_t	CheckParameters (const RooArgSet &point) const
	check if parameters are correct. (dummy implementation to start) More...

virtual Double_t	ConfidenceLevel () const
	get the desired confidence level (see GetActualConfidenceLevel()) More...

virtual Double_t	GetActualConfidenceLevel ()
	virtual Double_t GetKeysPdfCutoff() { return fKeysCutoff; } More...

virtual RooArgList *	GetAxes ()
	return a list of RooRealVars representing the axes you own the returned RooArgList More...

virtual const MarkovChain *	GetChain ()
	Get the markov chain on which this interval is based You do not own the returned MarkovChain*. More...

virtual const RooDataSet *	GetChainAsConstDataSet ()
	Get the markov chain on which this interval is based as a RooDataSet. More...

virtual RooDataHist *	GetChainAsDataHist (RooArgSet *whichVars=NULL)
	Get a clone of the markov chain on which this interval is based as a RooDataHist. More...

virtual RooDataSet *	GetChainAsDataSet (RooArgSet *whichVars=NULL)
	Get a clone of the markov chain on which this interval is based as a RooDataSet. More...

virtual THnSparse *	GetChainAsSparseHist (RooArgSet *whichVars=NULL)
	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_t	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_t	GetKeysMax ()
	Determine the approximate maximum value of the Keys PDF. More...

virtual Double_t	GetKeysPdfCutoff ()
	get the cutoff RooNDKeysPdf value for being considered in the confidence interval More...

virtual RooRealVar *	GetNLLVar () 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...

virtual RooArgSet *	GetParameters () const
	return a set containing the parameters of this interval the caller owns the returned RooArgSet* More...

virtual TH1 *	GetPosteriorHist ()
	set the number of bins to use (same for all axes, for now) virtual void SetNumBins(Int_t numBins); More...

virtual RooNDKeysPdf *	GetPosteriorKeysPdf ()
	Get a clone of the keys pdf of the posterior. More...

virtual RooProduct *	GetPosteriorKeysProduct ()
	Get a clone of the (keyspdf * heaviside) product of the posterior. More...

virtual Bool_t	GetUseKeys ()
	get whether we used kernel estimation to determine the interval More...

virtual RooRealVar *	GetWeightVar () const
	Get a clone of the weight variable from the markov chain. More...

virtual Bool_t	IsInInterval (const RooArgSet &point) const
	determine whether this point is in the confidence interval More...

virtual Double_t	LowerLimit (RooRealVar &param)
	get the lowest value of param that is within the confidence interval More...

virtual Double_t	LowerLimitByDataHist (RooRealVar &param)
	determine lower limit using histogram More...

virtual Double_t	LowerLimitByHist (RooRealVar &param)
	determine lower limit using histogram More...

virtual Double_t	LowerLimitByKeys (RooRealVar &param)
	determine lower limit in the shortest interval by using keys pdf More...

virtual Double_t	LowerLimitBySparseHist (RooRealVar &param)
	determine lower limit using histogram More...

virtual Double_t	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_t	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...

virtual void	SetConfidenceLevel (Double_t cl)
	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_t 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_t epsilon)
	set the acceptable level or error for Keys interval determination More...

virtual void	SetHistStrict (Bool_t 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_t 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_t useKeys)
	set whether to use kernel estimation to determine the interval More...

virtual void	SetUseSparseHist (Bool_t useSparseHist)
	set whether to use a sparse histogram. More...

virtual Double_t	UpperLimit (RooRealVar &param)
	get the highest value of param that is within the confidence interval More...

virtual Double_t	UpperLimitByDataHist (RooRealVar &param)
	determine upper limit using histogram More...

virtual Double_t	UpperLimitByHist (RooRealVar &param)
	determine upper limit using histogram More...

virtual Double_t	UpperLimitByKeys (RooRealVar &param)
	determine upper limit in the shortest interval by using keys pdf More...

virtual Double_t	UpperLimitBySparseHist (RooRealVar &param)
	determine upper limit using histogram More...

virtual Double_t	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_t	UpperLimitTailFraction (RooRealVar &param)
	determine upper limit of the lower confidence interval More...

Public Member Functions inherited from RooStats::ConfInterval
	ConfInterval (const char *name=0)
	constructor given name and title More...

virtual	~ConfInterval ()
	destructor More...

virtual Bool_t	CheckParameters (const RooArgSet &) const =0
	check if parameters are correct (i.e. they are the POI of this interval) More...

virtual Double_t	ConfidenceLevel () const =0
	return confidence level More...

virtual RooArgSet *	GetParameters () const =0
	return list of parameters of interest defining this interval (return a new cloned list) More...

virtual Bool_t	IsInInterval (const RooArgSet &) const =0
	check if given point is in the interval More...

ConfInterval &	operator= (const ConfInterval &other)
	operator= More...

virtual void	SetConfidenceLevel (Double_t cl)=0
	used to set confidence level. Keep pure virtual More...

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...

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...

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 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 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 TObject *	DrawClone (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=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 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_t *	GetOption () 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 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)

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 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	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=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
virtual Double_t	CalcConfLevel (Double_t cutoff, Double_t 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

MarkovChain *	fChain

Double_t	fConfidenceLevel

RooRealVar *	fCutoffVar

RooDataHist *	fDataHist

Double_t	fDelta

Int_t	fDimension

Double_t	fEpsilon

Double_t	fFull

Heaviside *	fHeaviside

TH1 *	fHist

Double_t	fHistConfLevel

Double_t	fHistCutoff

enum IntervalType	fIntervalType

Bool_t	fIsHistStrict

Double_t	fKeysConfLevel

Double_t	fKeysCutoff

RooDataHist *	fKeysDataHist

RooNDKeysPdf *	fKeysPdf

Double_t	fLeftSideTF

Int_t	fNumBurnInSteps

RooArgSet	fParameters

RooProduct *	fProduct

THnSparse *	fSparseHist

Double_t	fTFConfLevel

Double_t	fTFLower

Double_t	fTFUpper

Bool_t	fUseKeys

Bool_t	fUseSparseHist

std::vector< Int_t >	fVector

Double_t	fVecWeight

Protected Attributes inherited from TNamed
TString	fName

TString	fTitle

Private Member Functions
Bool_t	AcceptableConfLevel (Double_t confLevel)

Bool_t	WithinDeltaFraction (Double_t a, Double_t b)

Additional Inherited Members
Static Public Member Functions inherited from TObject
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/MCMCInterval.h>

Inheritance diagram for RooStats::MCMCInterval:

[legend]

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Enumerator
DEFAULT_NUM_BINS

Definition at line 42 of file MCMCInterval.h.

◆ IntervalType

enum RooStats::MCMCInterval::IntervalType

Enumerator
kShortest
kTailFraction

Definition at line 43 of file MCMCInterval.h.

Constructor & Destructor Documentation

◆ MCMCInterval() [1/2]

MCMCInterval::MCMCInterval ( const char * name = 0 )

explicit

default constructor

Definition at line 100 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 137 of file MCMCInterval.cxx.

◆ ~MCMCInterval()

MCMCInterval::~MCMCInterval ( )

virtual

Definition at line 174 of file MCMCInterval.cxx.

Member Function Documentation

◆ AcceptableConfLevel()

Bool_t MCMCInterval::AcceptableConfLevel ( Double_t confLevel )

inlineprivate

Definition at line 1471 of file MCMCInterval.cxx.

◆ CalcConfLevel()

Double_t MCMCInterval::CalcConfLevel	(	Double_t	cutoff,
		Double_t	full
	)

inlineprotectedvirtual

Definition at line 1395 of file MCMCInterval.cxx.

◆ CheckParameters()

Bool_t MCMCInterval::CheckParameters ( const RooArgSet & point ) const

virtual

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

Implements RooStats::ConfInterval.

Definition at line 1556 of file MCMCInterval.cxx.

◆ ConfidenceLevel()

virtual Double_t RooStats::MCMCInterval::ConfidenceLevel ( ) const

inlinevirtual

get the desired confidence level (see GetActualConfidenceLevel())

Implements RooStats::ConfInterval.

Definition at line 59 of file MCMCInterval.h.

◆ CreateDataHist()

void MCMCInterval::CreateDataHist ( )

protectedvirtual

Definition at line 505 of file MCMCInterval.cxx.

◆ CreateHist()

void MCMCInterval::CreateHist ( )

protectedvirtual

Definition at line 381 of file MCMCInterval.cxx.

◆ CreateKeysDataHist()

void MCMCInterval::CreateKeysDataHist ( )

protectedvirtual

Definition at line 1485 of file MCMCInterval.cxx.

◆ CreateKeysPdf()

void MCMCInterval::CreateKeysPdf ( )

protectedvirtual

Definition at line 337 of file MCMCInterval.cxx.

◆ CreateSparseHist()

void MCMCInterval::CreateSparseHist ( )

protectedvirtual

Definition at line 451 of file MCMCInterval.cxx.

◆ CreateVector()

void MCMCInterval::CreateVector ( RooRealVar * param )

protectedvirtual

Definition at line 529 of file MCMCInterval.cxx.

◆ DetermineByDataHist()

void MCMCInterval::DetermineByDataHist ( )

protectedvirtual

Definition at line 918 of file MCMCInterval.cxx.

◆ DetermineByHist()

void MCMCInterval::DetermineByHist ( )

protectedvirtual

Definition at line 837 of file MCMCInterval.cxx.

◆ DetermineByKeys()

void MCMCInterval::DetermineByKeys ( )

protectedvirtual

Definition at line 720 of file MCMCInterval.cxx.

◆ DetermineBySparseHist()

void MCMCInterval::DetermineBySparseHist ( )

protectedvirtual

Definition at line 847 of file MCMCInterval.cxx.

◆ DetermineInterval()

void MCMCInterval::DetermineInterval ( )

protectedvirtual

Definition at line 590 of file MCMCInterval.cxx.

◆ DetermineShortestInterval()

void MCMCInterval::DetermineShortestInterval ( )

protectedvirtual

Definition at line 608 of file MCMCInterval.cxx.

◆ DetermineTailFractionInterval()

void MCMCInterval::DetermineTailFractionInterval ( )

protectedvirtual

Definition at line 618 of file MCMCInterval.cxx.

◆ GetActualConfidenceLevel()

Double_t MCMCInterval::GetActualConfidenceLevel ( )

virtual

virtual Double_t GetKeysPdfCutoff() { return fKeysCutoff; }

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

Definition at line 990 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 99 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 195 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 204 of file MCMCInterval.h.

◆ GetChainAsDataHist()

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

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 209 of file MCMCInterval.h.

◆ GetChainAsDataSet()

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

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 199 of file MCMCInterval.h.

◆ GetChainAsSparseHist()

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

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 214 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 191 of file MCMCInterval.h.

◆ GetHistCutoff()

Double_t MCMCInterval::GetHistCutoff ( )

virtual

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

Definition at line 1371 of file MCMCInterval.cxx.

◆ GetIntervalType()

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

inlinevirtual

Return the type of this interval.

Definition at line 244 of file MCMCInterval.h.

◆ GetKeysMax()

Double_t MCMCInterval::GetKeysMax ( )

Determine the approximate maximum value of the Keys PDF.

Definition at line 1339 of file MCMCInterval.cxx.

◆ GetKeysPdfCutoff()

Double_t MCMCInterval::GetKeysPdfCutoff ( )

virtual

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

Definition at line 1381 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 218 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 176 of file MCMCInterval.h.

◆ GetParameters()

RooArgSet * MCMCInterval::GetParameters ( ) const

virtual

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

Implements RooStats::ConfInterval.

Definition at line 1463 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 1410 of file MCMCInterval.cxx.

◆ GetPosteriorKeysPdf()

RooNDKeysPdf * MCMCInterval::GetPosteriorKeysPdf ( )

virtual

Get a clone of the keys pdf of the posterior.

Definition at line 1427 of file MCMCInterval.cxx.

◆ GetPosteriorKeysProduct()

RooProduct * MCMCInterval::GetPosteriorKeysProduct ( )

virtual

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

Definition at line 1444 of file MCMCInterval.cxx.

◆ GetUseKeys()

virtual Bool_t RooStats::MCMCInterval::GetUseKeys ( )

inlinevirtual

get whether we used kernel estimation to determine the interval

Definition at line 170 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 222 of file MCMCInterval.h.

◆ IsInInterval()

Bool_t MCMCInterval::IsInInterval ( const RooArgSet & point ) const

virtual

determine whether this point is in the confidence interval

kbelasco: for this method, consider running DetermineInterval() if fKeysPdf==NULL, fSparseHist==NULL, fDataHist==NULL, or fVector.size()==0 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 NULL/empty since they should only get this through the MCMCCalculator

Implements RooStats::ConfInterval.

Definition at line 232 of file MCMCInterval.cxx.

◆ LowerLimit()

Double_t MCMCInterval::LowerLimit ( RooRealVar & param )

virtual

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

Definition at line 1008 of file MCMCInterval.cxx.

◆ LowerLimitByDataHist()

Double_t 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 1147 of file MCMCInterval.cxx.

◆ LowerLimitByHist()

Double_t 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 1082 of file MCMCInterval.cxx.

◆ LowerLimitByKeys()

Double_t 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 1260 of file MCMCInterval.cxx.

◆ LowerLimitBySparseHist()

Double_t 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 1106 of file MCMCInterval.cxx.

◆ LowerLimitShortest()

Double_t 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 1060 of file MCMCInterval.cxx.

◆ LowerLimitTailFraction()

Double_t MCMCInterval::LowerLimitTailFraction ( RooRealVar & param )

virtual

determine lower limit of the lower confidence interval

Definition at line 1040 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 321 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 90 of file MCMCInterval.h.

◆ SetConfidenceLevel()

void MCMCInterval::SetConfidenceLevel ( Double_t cl )

virtual

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 291 of file MCMCInterval.cxx.

◆ SetDelta()

virtual void RooStats::MCMCInterval::SetDelta ( Double_t 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 260 of file MCMCInterval.h.

◆ SetEpsilon()

virtual void RooStats::MCMCInterval::SetEpsilon ( Double_t epsilon )

inlinevirtual

set the acceptable level or error for Keys interval determination

Definition at line 226 of file MCMCInterval.h.

◆ SetHistStrict()

virtual void RooStats::MCMCInterval::SetHistStrict ( Bool_t isHistStrict )

inlinevirtual

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

Definition at line 79 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 239 of file MCMCInterval.h.

◆ SetLeftSideTailFraction()

virtual void RooStats::MCMCInterval::SetLeftSideTailFraction ( Double_t a )

inlinevirtual

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

Definition at line 247 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 158 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 566 of file MCMCInterval.cxx.

◆ SetShortestInterval()

virtual void RooStats::MCMCInterval::SetShortestInterval ( )

inlinevirtual

Definition at line 241 of file MCMCInterval.h.

◆ SetUseKeys()

virtual void RooStats::MCMCInterval::SetUseKeys ( Bool_t useKeys )

inlinevirtual

set whether to use kernel estimation to determine the interval

Definition at line 162 of file MCMCInterval.h.

◆ SetUseSparseHist()

virtual void RooStats::MCMCInterval::SetUseSparseHist ( Bool_t useSparseHist )

inlinevirtual

set whether to use a sparse histogram.

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

Definition at line 166 of file MCMCInterval.h.

◆ UpperLimit()

Double_t MCMCInterval::UpperLimit ( RooRealVar & param )

virtual

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

Definition at line 1024 of file MCMCInterval.cxx.

◆ UpperLimitByDataHist()

Double_t 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 1224 of file MCMCInterval.cxx.

◆ UpperLimitByHist()

Double_t 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 1094 of file MCMCInterval.cxx.

◆ UpperLimitByKeys()

Double_t 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 1300 of file MCMCInterval.cxx.

◆ UpperLimitBySparseHist()

Double_t 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 1183 of file MCMCInterval.cxx.

◆ UpperLimitShortest()

Double_t 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 1070 of file MCMCInterval.cxx.

◆ UpperLimitTailFraction()

Double_t MCMCInterval::UpperLimitTailFraction ( RooRealVar & param )

virtual

determine upper limit of the lower confidence interval

Definition at line 1050 of file MCMCInterval.cxx.

◆ WithinDeltaFraction()

Bool_t MCMCInterval::WithinDeltaFraction	(	Double_t	a,
		Double_t	b
	)

inlineprivate

Definition at line 1478 of file MCMCInterval.cxx.

Member Data Documentation

◆ fAxes

RooRealVar** RooStats::MCMCInterval::fAxes

protected

Definition at line 312 of file MCMCInterval.h.

◆ fChain

MarkovChain* RooStats::MCMCInterval::fChain

protected

Definition at line 276 of file MCMCInterval.h.

◆ fConfidenceLevel

Double_t RooStats::MCMCInterval::fConfidenceLevel

protected

Definition at line 277 of file MCMCInterval.h.

◆ fCutoffVar

RooRealVar* RooStats::MCMCInterval::fCutoffVar

protected

Definition at line 288 of file MCMCInterval.h.

◆ fDataHist

RooDataHist* RooStats::MCMCInterval::fDataHist

protected

Definition at line 279 of file MCMCInterval.h.

◆ fDelta

Double_t RooStats::MCMCInterval::fDelta

protected

Definition at line 318 of file MCMCInterval.h.

◆ fDimension

Int_t RooStats::MCMCInterval::fDimension

protected

Definition at line 308 of file MCMCInterval.h.

◆ fEpsilon

Double_t RooStats::MCMCInterval::fEpsilon

protected

Definition at line 316 of file MCMCInterval.h.

◆ fFull

Double_t RooStats::MCMCInterval::fFull

protected

Definition at line 291 of file MCMCInterval.h.

◆ fHeaviside

Heaviside* RooStats::MCMCInterval::fHeaviside

protected

Definition at line 286 of file MCMCInterval.h.

◆ fHist

TH1* RooStats::MCMCInterval::fHist

protected

Definition at line 300 of file MCMCInterval.h.

◆ fHistConfLevel

Double_t RooStats::MCMCInterval::fHistConfLevel

protected

Definition at line 281 of file MCMCInterval.h.

◆ fHistCutoff

Double_t RooStats::MCMCInterval::fHistCutoff

protected

Definition at line 282 of file MCMCInterval.h.

◆ fIntervalType

enum IntervalType RooStats::MCMCInterval::fIntervalType

protected

Definition at line 323 of file MCMCInterval.h.

◆ fIsHistStrict

Bool_t RooStats::MCMCInterval::fIsHistStrict

protected

Definition at line 304 of file MCMCInterval.h.

◆ fKeysConfLevel

Double_t RooStats::MCMCInterval::fKeysConfLevel

protected

Definition at line 289 of file MCMCInterval.h.

◆ fKeysCutoff

Double_t RooStats::MCMCInterval::fKeysCutoff

protected

Definition at line 290 of file MCMCInterval.h.

◆ fKeysDataHist

RooDataHist* RooStats::MCMCInterval::fKeysDataHist

protected

Definition at line 287 of file MCMCInterval.h.

◆ fKeysPdf

RooNDKeysPdf* RooStats::MCMCInterval::fKeysPdf

protected

Definition at line 284 of file MCMCInterval.h.

◆ fLeftSideTF

Double_t RooStats::MCMCInterval::fLeftSideTF

protected

Definition at line 293 of file MCMCInterval.h.

◆ fNumBurnInSteps

Int_t RooStats::MCMCInterval::fNumBurnInSteps

protected

Definition at line 309 of file MCMCInterval.h.

◆ fParameters

RooArgSet RooStats::MCMCInterval::fParameters

protected

Definition at line 275 of file MCMCInterval.h.

◆ fProduct

RooProduct* RooStats::MCMCInterval::fProduct

protected

Definition at line 285 of file MCMCInterval.h.

◆ fSparseHist

THnSparse* RooStats::MCMCInterval::fSparseHist

protected

Definition at line 280 of file MCMCInterval.h.

◆ fTFConfLevel

Double_t RooStats::MCMCInterval::fTFConfLevel

protected

Definition at line 294 of file MCMCInterval.h.

◆ fTFLower

Double_t RooStats::MCMCInterval::fTFLower

protected

Definition at line 297 of file MCMCInterval.h.

◆ fTFUpper

Double_t RooStats::MCMCInterval::fTFUpper

protected

Definition at line 298 of file MCMCInterval.h.

◆ fUseKeys

Bool_t RooStats::MCMCInterval::fUseKeys

protected

Definition at line 302 of file MCMCInterval.h.

◆ fUseSparseHist

Bool_t RooStats::MCMCInterval::fUseSparseHist

protected

Definition at line 303 of file MCMCInterval.h.

◆ fVector

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

protected

Definition at line 295 of file MCMCInterval.h.

◆ fVecWeight

Double_t RooStats::MCMCInterval::fVecWeight

protected

Definition at line 296 of file MCMCInterval.h.

Libraries for RooStats::MCMCInterval:

[legend]

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

Using a binned data set: (the default method)

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Private Member Functions

Additional Inherited Members

Member Enumeration Documentation

◆ anonymous enum

◆ IntervalType

Constructor & Destructor Documentation

◆ MCMCInterval() [1/2]

◆ MCMCInterval() [2/2]

◆ ~MCMCInterval()

Member Function Documentation

◆ AcceptableConfLevel()

◆ CalcConfLevel()

◆ CheckParameters()

◆ ConfidenceLevel()

◆ CreateDataHist()

◆ CreateHist()

◆ CreateKeysDataHist()

◆ CreateKeysPdf()

◆ CreateSparseHist()

◆ CreateVector()

◆ DetermineByDataHist()

◆ DetermineByHist()

◆ DetermineByKeys()

◆ DetermineBySparseHist()

◆ DetermineInterval()

◆ DetermineShortestInterval()

◆ DetermineTailFractionInterval()

◆ GetActualConfidenceLevel()

◆ GetAxes()

◆ GetChain()

◆ GetChainAsConstDataSet()

◆ GetChainAsDataHist()

◆ GetChainAsDataSet()

◆ GetChainAsSparseHist()

◆ GetDimension()

◆ GetHistCutoff()

◆ GetIntervalType()

◆ GetKeysMax()

◆ GetKeysPdfCutoff()

◆ GetNLLVar()

◆ GetNumBurnInSteps()

◆ GetParameters()

◆ GetPosteriorHist()

◆ GetPosteriorKeysPdf()

◆ GetPosteriorKeysProduct()

◆ GetUseKeys()

◆ GetWeightVar()

◆ IsInInterval()

◆ LowerLimit()

◆ LowerLimitByDataHist()

◆ LowerLimitByHist()

◆ LowerLimitByKeys()

◆ LowerLimitBySparseHist()

◆ LowerLimitShortest()

◆ LowerLimitTailFraction()

◆ SetAxes()

◆ SetChain()

◆ SetConfidenceLevel()

◆ SetDelta()

◆ SetEpsilon()

◆ SetHistStrict()

◆ SetIntervalType()

◆ SetLeftSideTailFraction()

◆ SetNumBurnInSteps()

◆ SetParameters()

◆ SetShortestInterval()

◆ SetUseKeys()

◆ SetUseSparseHist()

◆ UpperLimit()

◆ UpperLimitByDataHist()

◆ UpperLimitByHist()

◆ UpperLimitByKeys()

◆ UpperLimitBySparseHist()

◆ UpperLimitShortest()