ToyMCImportanceSampler is an extension of the ToyMCSampler for Importance Sampling.

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

Definition at line 22 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.

int	CreateNImpDensitiesForOnePOI (RooAbsPdf &pdf, const RooArgSet &allPOI, RooRealVar &poi, int n, double poiValueForBackground=0.0)
	n is the number of importance densities

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.

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.

virtual RooDataSet *	GetSamplingDistributionsSingleWorker (RooArgSet &paramPoint)
	This is the main function for serial runs.

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

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.

	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.

Bool_t	CheckConfig (void)
	only checks, no guessing/determination (do this in calculators, e.g.

virtual Double_t	ConfidenceLevel () const

virtual RooArgList *	EvaluateAllTestStatistics (RooAbsData &data, const RooArgSet &poi)
	Evaluate all test statistics, returning result and any detailed output.

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 Int_t	GetNToys (void)

std::string	GetSamplingDistName (void)

virtual SamplingDistribution *	GetSamplingDistribution (RooArgSet &paramPoint)

virtual RooDataSet *	GetSamplingDistributions (RooArgSet &paramPoint)
	Use for serial and parallel runs.

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)
	Forces the generation of exactly `n` events even for extended PDFs.

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 *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 ()

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

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
	This is the generate function to use in the context of the ToyMCSampler instead of the standard RooAbsPdf::generate(...).

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
std::unique_ptr< RooArgSet >	_allVars

std::unique_ptr< RooAbsPdf::GenSpec >	_gs1

std::unique_ptr< RooAbsPdf::GenSpec >	_gs2
	GenSpec #1.

std::unique_ptr< RooAbsPdf::GenSpec >	_gs3
	GenSpec #2.

std::unique_ptr< RooAbsPdf::GenSpec >	_gs4
	GenSpec #3.

std::vector< std::unique_ptr< RooAbsPdf::GenSpec > >	_gsList

std::vector< std::unique_ptr< RooArgSet > >	_obsList
	We don't own those objects.

std::vector< 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.

#include <RooStats/ToyMCImportanceSampler.h>

Inheritance diagram for RooStats::ToyMCImportanceSampler:

[legend]

Constructor & Destructor Documentation

◆ ToyMCImportanceSampler() [1/2]

RooStats::ToyMCImportanceSampler::ToyMCImportanceSampler ( )

inline

Definition at line 25 of file ToyMCImportanceSampler.h.

◆ ToyMCImportanceSampler() [2/2]

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

inline

Definition at line 36 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 81 of file ToyMCImportanceSampler.h.

◆ AddNullDensity()

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

inline

Definition at line 102 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 438 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 461 of file ToyMCImportanceSampler.cxx.

◆ GenerateToyData() [1/8]

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 111 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 114 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 113 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 106 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).

Reimplemented from RooStats::ToyMCSampler.

Definition at line 53 of file ToyMCImportanceSampler.cxx.

◆ SetApplyVeto()

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

inline

Definition at line 143 of file ToyMCImportanceSampler.h.

◆ SetConditionalObservables()

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

inlinevirtual

Definition at line 150 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 61 of file ToyMCImportanceSampler.h.

◆ SetEqualNumToysPerDensity()

void RooStats::ToyMCImportanceSampler::SetEqualNumToysPerDensity ( void )

inline

Definition at line 167 of file ToyMCImportanceSampler.h.

◆ SetExpIncreasingNumToysPerDensity()

void RooStats::ToyMCImportanceSampler::SetExpIncreasingNumToysPerDensity ( void )

inline

Definition at line 168 of file ToyMCImportanceSampler.h.

◆ SetParametersForTestStat()

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 128 of file ToyMCImportanceSampler.h.

◆ SetPdf()

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

inlinevirtual

Reimplemented from RooStats::ToyMCSampler.

Definition at line 118 of file ToyMCImportanceSampler.h.

◆ SetReuseNLL()

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

inline

Definition at line 145 of file ToyMCImportanceSampler.h.

Member Data Documentation

◆ fApplyVeto

bool RooStats::ToyMCImportanceSampler::fApplyVeto

protected

Definition at line 177 of file ToyMCImportanceSampler.h.

◆ fConditionalObs

RooArgSet RooStats::ToyMCImportanceSampler::fConditionalObs

protected

Definition at line 179 of file ToyMCImportanceSampler.h.

◆ fGenerateFromNull

bool RooStats::ToyMCImportanceSampler::fGenerateFromNull

protected

Definition at line 176 of file ToyMCImportanceSampler.h.

◆ fImpNLLs

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

mutableprotected

Definition at line 194 of file ToyMCImportanceSampler.h.

◆ fImportanceDensities

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

protected

Definition at line 186 of file ToyMCImportanceSampler.h.

◆ fImportanceSnapshots

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

protected

Definition at line 187 of file ToyMCImportanceSampler.h.

◆ fIndexGenDensity

unsigned int RooStats::ToyMCImportanceSampler::fIndexGenDensity

protected

Definition at line 175 of file ToyMCImportanceSampler.h.

◆ fNullDensities

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

protected

Definition at line 182 of file ToyMCImportanceSampler.h.

◆ fNullNLLs

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

mutableprotected

Definition at line 193 of file ToyMCImportanceSampler.h.

◆ fNullSnapshots

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

mutableprotected

Definition at line 183 of file ToyMCImportanceSampler.h.

◆ fReuseNLL

bool RooStats::ToyMCImportanceSampler::fReuseNLL

protected

Definition at line 189 of file ToyMCImportanceSampler.h.

◆ fToysStrategy

toysStrategies RooStats::ToyMCImportanceSampler::fToysStrategy

protected

Definition at line 191 of file ToyMCImportanceSampler.h.

Libraries for RooStats::ToyMCImportanceSampler:

[legend]

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() [1/8]

◆ GenerateToyData() [2/8]

◆ GenerateToyData() [3/8]

◆ GenerateToyData() [4/8]

◆ GenerateToyData() [5/8]

◆ GenerateToyData() [6/8]

◆ GenerateToyData() [7/8]

◆ GenerateToyData() [8/8]

◆ GetSamplingDistributionsSingleWorker()

◆ SetApplyVeto()

◆ SetConditionalObservables()

◆ SetDensityToGenerateFromByIndex()

◆ SetEqualNumToysPerDensity()

◆ SetExpIncreasingNumToysPerDensity()

◆ SetParametersForTestStat()

◆ SetPdf()

◆ SetReuseNLL()

Member Data Documentation

◆ fApplyVeto

◆ fConditionalObs

◆ fGenerateFromNull

◆ fImpNLLs

◆ fImportanceDensities

◆ fImportanceSnapshots

◆ fIndexGenDensity

◆ fNullDensities

◆ fNullNLLs

◆ fNullSnapshots

◆ fReuseNLL

◆ fToysStrategy