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MarkovChain.h
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1// @(#)root/roostats:$Id$
2// Authors: Kevin Belasco 17/06/2009
3// Authors: Kyle Cranmer 17/06/2009
4/*************************************************************************
5 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
6 * All rights reserved. *
7 * *
8 * For the licensing terms see $ROOTSYS/LICENSE. *
9 * For the list of contributors see $ROOTSYS/README/CREDITS. *
10 *************************************************************************/
11
12#ifndef ROOSTATS_MarkovChain
13#define ROOSTATS_MarkovChain
14
15#include "Rtypes.h"
16
17#include "TNamed.h"
18
19#include "RooRealVar.h"
20#include "RooDataSet.h"
21#include "RooDataHist.h"
22#include "THnSparse.h"
23//#include "RooArgSet.h"
24//#include "RooMsgService.h"
25//#include "RooRealVar.h"
26
27
28namespace RooStats {
29
30 class MarkovChain : public TNamed {
31
32 public:
34 MarkovChain(RooArgSet& parameters);
35 MarkovChain(const char* name, const char* title, RooArgSet& parameters);
36
37 /// safely add an entry to the chain
38 virtual void Add(RooArgSet& entry, Double_t nllValue, Double_t weight = 1.0);
39 /// add an entry to the chain ONLY IF you have constructed with parameters
40 /// or called SetParameters
41 virtual void AddFast(RooArgSet& entry, Double_t nllValue, Double_t weight = 1.0);
42 /// add another markov chain
43 virtual void AddWithBurnIn(MarkovChain& otherChain, Int_t burnIn = 0);
44 /// add another markov chain
45 virtual void Add(MarkovChain& otherChain, Double_t discardEntries = 0.0);
46 /// set which of your parameters this chain should store
47 virtual void SetParameters(RooArgSet& parameters);
48 /// get the number of steps in the chain
49 virtual Int_t Size() const { return fChain ? fChain->numEntries() : 0; }
50 /// get the entry at position i
51 virtual const RooArgSet* Get(Int_t i) const { return fChain->get(i); }
52 /// get the entry at the current position
53 virtual const RooArgSet* Get() const { return fChain->get(); }
54 /// get the weight of the current (last indexed) entry
55 virtual Double_t Weight() const;
56 /// get the weight of entry at position i
57 virtual Double_t Weight(Int_t i) const;
58 /// get the NLL value of entry at position i
59 virtual Double_t NLL(Int_t i) const;
60 /// get the NLL value of the current (last indexed) entry
61 virtual Double_t NLL() const;
62
63 /// get this MarkovChain as a RooDataSet whose entries contain the values
64 /// of whichVars. Call with whichVars = NULL (default) to get values of
65 /// all variables (including NLL value and weight);
66 /// Note: caller owns the returned data set
67 virtual RooDataSet* GetAsDataSet(RooArgSet* whichVars = NULL) const;
68
69 /// Get a clone of the markov chain on which this interval is based
70 /// as a RooDataSet. You own the returned RooDataSet*
71 virtual RooDataSet* GetAsDataSet(const RooCmdArg& arg1,
72 const RooCmdArg& arg2=RooCmdArg::none(), const RooCmdArg& arg3=RooCmdArg::none(),
73 const RooCmdArg& arg4=RooCmdArg::none(), const RooCmdArg& arg5=RooCmdArg::none(),
74 const RooCmdArg& arg6=RooCmdArg::none(), const RooCmdArg& arg7=RooCmdArg::none(),
75 const RooCmdArg& arg8=RooCmdArg::none() ) const;
76
77 virtual const RooDataSet* GetAsConstDataSet() const { return fChain; }
78
79 /// get this MarkovChain as a RooDataHist whose entries contain the values
80 /// of whichVars. Call with whichVars = NULL (default) to get values of
81 /// all variables (including NLL value and weight);
82 /// Note: caller owns the returned data hist
83 virtual RooDataHist* GetAsDataHist(RooArgSet* whichVars = NULL) const;
84
85 /// Get a clone of the markov chain on which this interval is based
86 /// as a RooDataHist. You own the returned RooDataHist*
87 virtual RooDataHist* GetAsDataHist(const RooCmdArg & arg1,
88 const RooCmdArg& arg2=RooCmdArg::none(), const RooCmdArg& arg3=RooCmdArg::none(),
89 const RooCmdArg& arg4=RooCmdArg::none(), const RooCmdArg& arg5=RooCmdArg::none(),
90 const RooCmdArg& arg6=RooCmdArg::none(), const RooCmdArg& arg7=RooCmdArg::none(),
91 const RooCmdArg& arg8=RooCmdArg::none() ) const;
92
93 /// Get a clone of the markov chain on which this interval is based
94 /// as a sparse histogram. You own the returned THnSparse*
95 virtual THnSparse* GetAsSparseHist(RooAbsCollection* whichVars = NULL) const;
96 virtual THnSparse* GetAsSparseHist(RooAbsCollection& whichVars) const
97 { return GetAsSparseHist(&whichVars); }
98
99 /// get a clone of the NLL variable
100 virtual RooRealVar* GetNLLVar() const
101 { return (RooRealVar*)fNLL->Clone(); }
102
103 /// get a clone of the weight variable
104 virtual RooRealVar* GetWeightVar() const
105 { return (RooRealVar*)fWeight->Clone(); }
106
107 virtual ~MarkovChain()
108 {
109 delete fParameters;
110 delete fDataEntry;
111 delete fChain;
112 }
113
114 protected:
120
122 };
123}
124
125#endif
double Double_t
Definition RtypesCore.h:59
#define ClassDef(name, id)
Definition Rtypes.h:325
char name[80]
Definition TGX11.cxx:110
virtual TObject * Clone(const char *newname=0) const
Make a clone of an object using the Streamer facility.
Definition RooAbsArg.h:81
RooAbsCollection is an abstract container object that can hold multiple RooAbsArg objects.
virtual Int_t numEntries() const
Return number of entries in dataset, i.e., count unweighted entries.
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition RooArgSet.h:35
RooCmdArg is a named container for two doubles, two integers two object points and three string point...
Definition RooCmdArg.h:27
static const RooCmdArg & none()
Return reference to null argument.
Definition RooCmdArg.cxx:52
The RooDataHist is a container class to hold N-dimensional binned data.
Definition RooDataHist.h:45
RooDataSet is a container class to hold unbinned data.
Definition RooDataSet.h:36
virtual const RooArgSet * get(Int_t index) const override
Return RooArgSet with coordinates of event 'index'.
RooRealVar represents a variable that can be changed from the outside.
Definition RooRealVar.h:39
Stores the steps in a Markov Chain of points.
Definition MarkovChain.h:30
virtual RooRealVar * GetWeightVar() const
get a clone of the weight variable
virtual THnSparse * GetAsSparseHist(RooAbsCollection &whichVars) const
Definition MarkovChain.h:96
virtual Double_t NLL() const
get the NLL value of the current (last indexed) entry
virtual void AddWithBurnIn(MarkovChain &otherChain, Int_t burnIn=0)
add another markov chain
virtual void AddFast(RooArgSet &entry, Double_t nllValue, Double_t weight=1.0)
add an entry to the chain ONLY IF you have constructed with parameters or called SetParameters
virtual Double_t Weight() const
get the weight of the current (last indexed) entry
virtual RooDataHist * GetAsDataHist(RooArgSet *whichVars=NULL) const
get this MarkovChain as a RooDataHist whose entries contain the values of whichVars.
RooArgSet * fParameters
virtual void Add(RooArgSet &entry, Double_t nllValue, Double_t weight=1.0)
safely add an entry to the chain
virtual const RooArgSet * Get() const
get the entry at the current position
Definition MarkovChain.h:53
virtual void SetParameters(RooArgSet &parameters)
set which of your parameters this chain should store
virtual RooRealVar * GetNLLVar() const
get a clone of the NLL variable
virtual const RooArgSet * Get(Int_t i) const
get the entry at position i
Definition MarkovChain.h:51
virtual const RooDataSet * GetAsConstDataSet() const
Definition MarkovChain.h:77
virtual THnSparse * GetAsSparseHist(RooAbsCollection *whichVars=NULL) const
Get a clone of the markov chain on which this interval is based as a sparse histogram.
virtual RooDataSet * GetAsDataSet(RooArgSet *whichVars=NULL) const
get this MarkovChain as a RooDataSet whose entries contain the values of whichVars.
virtual Int_t Size() const
get the number of steps in the chain
Definition MarkovChain.h:49
Efficient multidimensional histogram.
Definition THnSparse.h:36
The TNamed class is the base class for all named ROOT classes.
Definition TNamed.h:29
Namespace for the RooStats classes.
Definition Asimov.h:19