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:
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.
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(false)). 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 33 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 = (1ULL << ( 0 )) , kOverwrite = (1ULL << ( 1 )) , kWriteDelete = (1ULL << ( 2 )) } |
enum | EDeprecatedStatusBits { kObjInCanvas = (1ULL << ( 3 )) } |
enum | EStatusBits { kCanDelete = (1ULL << ( 0 )) , kMustCleanup = (1ULL << ( 3 )) , kIsReferenced = (1ULL << ( 4 )) , kHasUUID = (1ULL << ( 5 )) , kCannotPick = (1ULL << ( 6 )) , kNoContextMenu = (1ULL << ( 8 )) , kInvalidObject = (1ULL << ( 13 )) } |
Public Member Functions | |
MCMCInterval (const char *name, const RooArgSet ¶meters, MarkovChain &chain) | |
constructor from parameter of interest and Markov chain object | |
MCMCInterval (const char *name=nullptr) | |
default constructor | |
~MCMCInterval () override | |
bool | CheckParameters (const RooArgSet &point) const override |
check if parameters are correct. (dummy implementation to start) | |
double | ConfidenceLevel () const override |
get the desired confidence level (see GetActualConfidenceLevel()) | |
virtual double | GetActualConfidenceLevel () |
virtual double GetKeysPdfCutoff() { return fKeysCutoff; } | |
virtual RooArgList * | GetAxes () |
return a list of RooRealVars representing the axes you own the returned RooArgList | |
virtual const MarkovChain * | GetChain () |
Get the markov chain on which this interval is based You do not own the returned MarkovChain*. | |
virtual const RooDataSet * | GetChainAsConstDataSet () |
Get the markov chain on which this interval is based as a RooDataSet. | |
virtual RooFit::OwningPtr< RooDataHist > | GetChainAsDataHist (RooArgSet *whichVars=nullptr) |
Get a clone of the markov chain on which this interval is based as a RooDataHist. | |
virtual RooFit::OwningPtr< RooDataSet > | GetChainAsDataSet (RooArgSet *whichVars=nullptr) |
Get a clone of the markov chain on which this interval is based as a RooDataSet. | |
virtual THnSparse * | GetChainAsSparseHist (RooArgSet *whichVars=nullptr) |
Get a clone of the markov chain on which this interval is based as a THnSparse. | |
virtual Int_t | GetDimension () const |
Get the number of parameters of interest in this interval. | |
virtual double | GetHistCutoff () |
get the cutoff bin height for being considered in the confidence interval | |
virtual enum IntervalType | GetIntervalType () |
Return the type of this interval. | |
double | GetKeysMax () |
Determine the approximate maximum value of the Keys PDF. | |
virtual double | GetKeysPdfCutoff () |
get the cutoff RooNDKeysPdf value for being considered in the confidence interval | |
virtual RooRealVar * | GetNLLVar () const |
Get a clone of the NLL variable from the markov chain. | |
virtual Int_t | GetNumBurnInSteps () |
get the number of steps in the chain to discard as burn-in, | |
RooArgSet * | GetParameters () const override |
return a set containing the parameters of this interval the caller owns the returned RooArgSet* | |
virtual TH1 * | GetPosteriorHist () |
set the number of bins to use (same for all axes, for now) virtual void SetNumBins(Int_t numBins); | |
virtual RooNDKeysPdf * | GetPosteriorKeysPdf () |
Get a clone of the keys pdf of the posterior. | |
virtual RooProduct * | GetPosteriorKeysProduct () |
Get a clone of the (keyspdf * heaviside) product of the posterior. | |
virtual bool | GetUseKeys () |
get whether we used kernel estimation to determine the interval | |
virtual RooRealVar * | GetWeightVar () const |
Get a clone of the weight variable from the markov chain. | |
TClass * | IsA () const override |
bool | IsInInterval (const RooArgSet &point) const override |
determine whether this point is in the confidence interval | |
virtual double | LowerLimit (RooRealVar ¶m) |
get the lowest value of param that is within the confidence interval | |
virtual double | LowerLimitByDataHist (RooRealVar ¶m) |
determine lower limit using histogram | |
virtual double | LowerLimitByHist (RooRealVar ¶m) |
determine lower limit using histogram | |
virtual double | LowerLimitByKeys (RooRealVar ¶m) |
determine lower limit in the shortest interval by using keys pdf | |
virtual double | LowerLimitBySparseHist (RooRealVar ¶m) |
determine lower limit using histogram | |
virtual double | LowerLimitShortest (RooRealVar ¶m) |
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. | |
virtual double | LowerLimitTailFraction (RooRealVar ¶m) |
determine lower limit of the lower confidence interval | |
virtual void | SetAxes (RooArgList &axes) |
Set which parameters go on which axis. | |
virtual void | SetChain (MarkovChain &chain) |
Set the MarkovChain that this interval is based on. | |
void | SetConfidenceLevel (double cl) override |
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 | |
virtual void | SetDelta (double 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 | |
virtual void | SetEpsilon (double epsilon) |
set the acceptable level or error for Keys interval determination | |
virtual void | SetHistStrict (bool isHistStrict) |
whether the specified confidence level is a floor for the actual confidence level (strict), or a ceiling (not strict) | |
virtual void | SetIntervalType (enum IntervalType intervalType) |
Set the type of interval to find. | |
virtual void | SetLeftSideTailFraction (double a) |
set the left-side tail fraction for a tail-fraction interval | |
virtual void | SetNumBurnInSteps (Int_t numBurnInSteps) |
set the number of steps in the chain to discard as burn-in, starting from the first | |
virtual void | SetParameters (const RooArgSet ¶meters) |
Set the parameters of interest for this interval and change other internal data members accordingly. | |
virtual void | SetShortestInterval () |
virtual void | SetUseKeys (bool useKeys) |
set whether to use kernel estimation to determine the interval | |
virtual void | SetUseSparseHist (bool useSparseHist) |
set whether to use a sparse histogram. | |
void | Streamer (TBuffer &) override |
Stream an object of class TObject. | |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
virtual double | UpperLimit (RooRealVar ¶m) |
get the highest value of param that is within the confidence interval | |
virtual double | UpperLimitByDataHist (RooRealVar ¶m) |
determine upper limit using histogram | |
virtual double | UpperLimitByHist (RooRealVar ¶m) |
determine upper limit using histogram | |
virtual double | UpperLimitByKeys (RooRealVar ¶m) |
determine upper limit in the shortest interval by using keys pdf | |
virtual double | UpperLimitBySparseHist (RooRealVar ¶m) |
determine upper limit using histogram | |
virtual double | UpperLimitShortest (RooRealVar ¶m) |
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. | |
virtual double | UpperLimitTailFraction (RooRealVar ¶m) |
determine upper limit of the lower confidence interval | |
Public Member Functions inherited from RooStats::ConfInterval | |
ConfInterval (const char *name=nullptr) | |
constructor given name and title | |
ConfInterval & | operator= (const ConfInterval &other) |
operator= | |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
Public Member Functions inherited from TNamed | |
TNamed () | |
TNamed (const char *name, const char *title) | |
TNamed (const TNamed &named) | |
TNamed copy ctor. | |
TNamed (const TString &name, const TString &title) | |
virtual | ~TNamed () |
TNamed destructor. | |
void | Clear (Option_t *option="") override |
Set name and title to empty strings (""). | |
TObject * | Clone (const char *newname="") const override |
Make a clone of an object using the Streamer facility. | |
Int_t | Compare (const TObject *obj) const override |
Compare two TNamed objects. | |
void | Copy (TObject &named) const override |
Copy this to obj. | |
virtual void | FillBuffer (char *&buffer) |
Encode TNamed into output buffer. | |
const char * | GetName () const override |
Returns name of object. | |
const char * | GetTitle () const override |
Returns title of object. | |
ULong_t | Hash () const override |
Return hash value for this object. | |
TClass * | IsA () const override |
Bool_t | IsSortable () const override |
void | ls (Option_t *option="") const override |
List TNamed name and title. | |
TNamed & | operator= (const TNamed &rhs) |
TNamed assignment operator. | |
void | Print (Option_t *option="") const override |
Print TNamed name and title. | |
virtual void | SetName (const char *name) |
Set the name of the TNamed. | |
virtual void | SetNameTitle (const char *name, const char *title) |
Set all the TNamed parameters (name and title). | |
virtual void | SetTitle (const char *title="") |
Set the title of the TNamed. | |
virtual Int_t | Sizeof () const |
Return size of the TNamed part of the TObject. | |
void | Streamer (TBuffer &) override |
Stream an object of class TObject. | |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
Public Member Functions inherited from TObject | |
TObject () | |
TObject constructor. | |
TObject (const TObject &object) | |
TObject copy ctor. | |
virtual | ~TObject () |
TObject destructor. | |
void | AbstractMethod (const char *method) const |
Use this method to implement an "abstract" method that you don't want to leave purely abstract. | |
virtual void | AppendPad (Option_t *option="") |
Append graphics object to current pad. | |
virtual void | Browse (TBrowser *b) |
Browse object. May be overridden for another default action. | |
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. | |
virtual const char * | ClassName () const |
Returns name of class to which the object belongs. | |
virtual void | Delete (Option_t *option="") |
Delete this object. | |
virtual Int_t | DistancetoPrimitive (Int_t px, Int_t py) |
Computes distance from point (px,py) to the object. | |
virtual void | Draw (Option_t *option="") |
Default Draw method for all objects. | |
virtual void | DrawClass () const |
Draw class inheritance tree of the class to which this object belongs. | |
virtual TObject * | DrawClone (Option_t *option="") const |
Draw a clone of this object in the current selected pad with: gROOT->SetSelectedPad(c1) . | |
virtual void | Dump () const |
Dump contents of object on stdout. | |
virtual void | Error (const char *method, const char *msgfmt,...) const |
Issue error message. | |
virtual void | Execute (const char *method, const char *params, Int_t *error=nullptr) |
Execute method on this object with the given parameter string, e.g. | |
virtual void | Execute (TMethod *method, TObjArray *params, Int_t *error=nullptr) |
Execute method on this object with parameters stored in the TObjArray. | |
virtual void | ExecuteEvent (Int_t event, Int_t px, Int_t py) |
Execute action corresponding to an event at (px,py). | |
virtual void | Fatal (const char *method, const char *msgfmt,...) const |
Issue fatal error message. | |
virtual TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. | |
virtual Option_t * | GetDrawOption () const |
Get option used by the graphics system to draw this object. | |
virtual const char * | GetIconName () const |
Returns mime type name of object. | |
virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). | |
virtual Option_t * | GetOption () const |
virtual UInt_t | GetUniqueID () const |
Return the unique object id. | |
virtual Bool_t | HandleTimer (TTimer *timer) |
Execute action in response of a timer timing out. | |
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. | |
virtual void | Info (const char *method, const char *msgfmt,...) const |
Issue info message. | |
virtual Bool_t | InheritsFrom (const char *classname) const |
Returns kTRUE if object inherits from class "classname". | |
virtual Bool_t | InheritsFrom (const TClass *cl) const |
Returns kTRUE if object inherits from TClass cl. | |
virtual void | Inspect () const |
Dump contents of this object in a graphics canvas. | |
void | InvertBit (UInt_t f) |
Bool_t | IsDestructed () const |
IsDestructed. | |
virtual Bool_t | IsEqual (const TObject *obj) const |
Default equal comparison (objects are equal if they have the same address in memory). | |
virtual Bool_t | IsFolder () const |
Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). | |
R__ALWAYS_INLINE Bool_t | IsOnHeap () const |
R__ALWAYS_INLINE Bool_t | IsZombie () const |
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). | |
virtual Bool_t | Notify () |
This method must be overridden to handle object notification (the base implementation is no-op). | |
void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
Use this method to declare a method obsolete. | |
void | operator delete (void *ptr) |
Operator delete. | |
void | operator delete (void *ptr, void *vp) |
Only called by placement new when throwing an exception. | |
void | operator delete[] (void *ptr) |
Operator delete []. | |
void | operator delete[] (void *ptr, void *vp) |
Only called by placement new[] when throwing an exception. | |
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. | |
virtual void | Paint (Option_t *option="") |
This method must be overridden if a class wants to paint itself. | |
virtual void | Pop () |
Pop on object drawn in a pad to the top of the display list. | |
virtual Int_t | Read (const char *name) |
Read contents of object with specified name from the current directory. | |
virtual void | RecursiveRemove (TObject *obj) |
Recursively remove this object from a list. | |
void | ResetBit (UInt_t f) |
virtual void | SaveAs (const char *filename="", Option_t *option="") const |
Save this object in the file specified by filename. | |
virtual void | SavePrimitive (std::ostream &out, Option_t *option="") |
Save a primitive as a C++ statement(s) on output stream "out". | |
void | SetBit (UInt_t f) |
void | SetBit (UInt_t f, Bool_t set) |
Set or unset the user status bits as specified in f. | |
virtual void | SetDrawOption (Option_t *option="") |
Set drawing option for object. | |
virtual void | SetUniqueID (UInt_t uid) |
Set the unique object id. | |
void | StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b) |
virtual void | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. | |
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. | |
virtual void | Warning (const char *method, const char *msgfmt,...) const |
Issue warning message. | |
virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) |
Write this object to the current directory. | |
virtual Int_t | Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const |
Write this object to the current directory. | |
Static Public Member Functions | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Static Public Member Functions inherited from RooStats::ConfInterval | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Static Public Member Functions inherited from TNamed | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
Static Public Member Functions inherited from TObject | |
static TClass * | Class () |
static const char * | Class_Name () |
static constexpr Version_t | Class_Version () |
static const char * | DeclFileName () |
static Longptr_t | GetDtorOnly () |
Return destructor only flag. | |
static Bool_t | GetObjectStat () |
Get status of object stat flag. | |
static void | SetDtorOnly (void *obj) |
Set destructor only flag. | |
static void | SetObjectStat (Bool_t stat) |
Turn on/off tracking of objects in the TObjectTable. | |
Protected Member Functions | |
virtual double | CalcConfLevel (double cutoff, double 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). | |
void | MakeZombie () |
Protected Attributes | |
RooRealVar ** | fAxes |
array of pointers to RooRealVars representing the axes of the histogram fAxes[0] represents x-axis, [1] y, [2] z, etc | |
MarkovChain * | fChain |
the markov chain | |
double | fConfidenceLevel |
Requested confidence level (eg. 0.95 for 95% CL) | |
RooRealVar * | fCutoffVar |
cutoff variable to use for integrating keys pdf | |
RooDataHist * | fDataHist |
the binned Markov Chain data | |
double | fDelta |
topCutoff (a) considered == bottomCutoff (b) iff | |
Int_t | fDimension |
number of variables | |
double | fEpsilon |
acceptable error for Keys interval determination | |
double | fFull |
Value of intergral of fProduct. | |
Heaviside * | fHeaviside |
the Heaviside function | |
TH1 * | fHist |
the binned Markov Chain data | |
double | fHistConfLevel |
the actual conf level determined by hist | |
double | fHistCutoff |
cutoff bin size to be in interval | |
enum IntervalType | fIntervalType |
bool | fIsHistStrict |
whether the specified confidence level is a | |
double | fKeysConfLevel |
the actual conf level determined by keys | |
double | fKeysCutoff |
cutoff keys pdf value to be in interval | |
RooDataHist * | fKeysDataHist |
data hist representing product | |
RooNDKeysPdf * | fKeysPdf |
the kernel estimation pdf | |
double | fLeftSideTF |
left side tail-fraction for interval | |
Int_t | fNumBurnInSteps |
number of steps to discard as burn in, starting from the first | |
RooArgSet | fParameters |
parameters of interest for this interval | |
RooProduct * | fProduct |
the (keysPdf * heaviside) product | |
THnSparse * | fSparseHist |
the binned Markov Chain data | |
double | fTFConfLevel |
the actual conf level of tail-fraction interval | |
double | fTFLower |
lower limit of the tail-fraction interval | |
double | fTFUpper |
upper limit of the tail-fraction interval | |
bool | fUseKeys |
whether to use kernel estimation | |
bool | fUseSparseHist |
whether to use sparse hist (vs. RooDataHist) | |
std::vector< Int_t > | fVector |
vector containing the Markov chain data | |
double | fVecWeight |
sum of weights of all entries in fVector | |
Protected Attributes inherited from TNamed | |
TString | fName |
TString | fTitle |
Private Member Functions | |
bool | AcceptableConfLevel (double confLevel) |
bool | WithinDeltaFraction (double a, double b) |
Additional Inherited Members | |
Protected Types inherited from TObject | |
enum | { kOnlyPrepStep = (1ULL << ( 3 )) } |
#include <RooStats/MCMCInterval.h>
anonymous enum |
Enumerator | |
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DEFAULT_NUM_BINS |
Definition at line 45 of file MCMCInterval.h.
Enumerator | |
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kShortest | |
kTailFraction |
Definition at line 46 of file MCMCInterval.h.
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explicit |
default constructor
Definition at line 96 of file MCMCInterval.cxx.
MCMCInterval::MCMCInterval | ( | const char * | name, |
const RooArgSet & | parameters, | ||
MarkovChain & | chain | ||
) |
constructor from parameter of interest and Markov chain object
Definition at line 133 of file MCMCInterval.cxx.
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override |
Definition at line 170 of file MCMCInterval.cxx.
Definition at line 1448 of file MCMCInterval.cxx.
Definition at line 1376 of file MCMCInterval.cxx.
check if parameters are correct. (dummy implementation to start)
Implements RooStats::ConfInterval.
Definition at line 1530 of file MCMCInterval.cxx.
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static |
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inlinestaticconstexpr |
Definition at line 344 of file MCMCInterval.h.
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inlineoverridevirtual |
get the desired confidence level (see GetActualConfidenceLevel())
Implements RooStats::ConfInterval.
Definition at line 62 of file MCMCInterval.h.
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protectedvirtual |
Definition at line 494 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 374 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 1462 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 332 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 445 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 518 of file MCMCInterval.cxx.
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inlinestatic |
Definition at line 344 of file MCMCInterval.h.
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protectedvirtual |
Definition at line 899 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 818 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 706 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 828 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 576 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 594 of file MCMCInterval.cxx.
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protectedvirtual |
Definition at line 604 of file MCMCInterval.cxx.
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virtual |
virtual double GetKeysPdfCutoff() { return fKeysCutoff; }
get the actual value of the confidence level for this interval.
Definition at line 971 of file MCMCInterval.cxx.
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inlinevirtual |
return a list of RooRealVars representing the axes you own the returned RooArgList
Definition at line 102 of file MCMCInterval.h.
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inlinevirtual |
Get the markov chain on which this interval is based You do not own the returned MarkovChain*.
Definition at line 198 of file MCMCInterval.h.
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inlinevirtual |
Get the markov chain on which this interval is based as a RooDataSet.
You do not own the returned RooDataSet*
Definition at line 207 of file MCMCInterval.h.
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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 212 of file MCMCInterval.h.
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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 202 of file MCMCInterval.h.
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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 217 of file MCMCInterval.h.
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inlinevirtual |
Get the number of parameters of interest in this interval.
Definition at line 194 of file MCMCInterval.h.
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virtual |
get the cutoff bin height for being considered in the confidence interval
Definition at line 1352 of file MCMCInterval.cxx.
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inlinevirtual |
Return the type of this interval.
Definition at line 247 of file MCMCInterval.h.
double MCMCInterval::GetKeysMax | ( | ) |
Determine the approximate maximum value of the Keys PDF.
Definition at line 1320 of file MCMCInterval.cxx.
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virtual |
get the cutoff RooNDKeysPdf value for being considered in the confidence interval
Definition at line 1362 of file MCMCInterval.cxx.
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inlinevirtual |
Get a clone of the NLL variable from the markov chain.
Definition at line 221 of file MCMCInterval.h.
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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 179 of file MCMCInterval.h.
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overridevirtual |
return a set containing the parameters of this interval the caller owns the returned RooArgSet*
Implements RooStats::ConfInterval.
Definition at line 1440 of file MCMCInterval.cxx.
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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 1387 of file MCMCInterval.cxx.
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Get a clone of the keys pdf of the posterior.
Definition at line 1404 of file MCMCInterval.cxx.
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Get a clone of the (keyspdf * heaviside) product of the posterior.
Definition at line 1421 of file MCMCInterval.cxx.
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get whether we used kernel estimation to determine the interval
Definition at line 173 of file MCMCInterval.h.
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Get a clone of the weight variable from the markov chain.
Definition at line 225 of file MCMCInterval.h.
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Reimplemented from RooStats::ConfInterval.
Definition at line 344 of file MCMCInterval.h.
determine whether this point is in the confidence interval
kbelasco: for this method, consider running DetermineInterval() if fKeysPdf==nullptr, fSparseHist==nullptr, fDataHist==nullptr, or fVector.empty() 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 nullptr/empty since they should only get this through the MCMCCalculator
Implements RooStats::ConfInterval.
Definition at line 228 of file MCMCInterval.cxx.
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get the lowest value of param that is within the confidence interval
Definition at line 989 of file MCMCInterval.cxx.
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determine lower limit using histogram
Determine the lower limit for param on this interval using the binned data set.
Definition at line 1128 of file MCMCInterval.cxx.
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determine lower limit using histogram
Determine the lower limit for param on this interval using the binned data set.
Definition at line 1063 of file MCMCInterval.cxx.
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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 1241 of file MCMCInterval.cxx.
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determine lower limit using histogram
Determine the lower limit for param on this interval using the binned data set.
Definition at line 1087 of file MCMCInterval.cxx.
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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 1041 of file MCMCInterval.cxx.
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determine lower limit of the lower confidence interval
Definition at line 1021 of file MCMCInterval.cxx.
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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 316 of file MCMCInterval.cxx.
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Set the MarkovChain that this interval is based on.
Definition at line 93 of file MCMCInterval.h.
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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 286 of file MCMCInterval.cxx.
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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 263 of file MCMCInterval.h.
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set the acceptable level or error for Keys interval determination
Definition at line 229 of file MCMCInterval.h.
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whether the specified confidence level is a floor for the actual confidence level (strict), or a ceiling (not strict)
Definition at line 82 of file MCMCInterval.h.
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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 242 of file MCMCInterval.h.
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set the left-side tail fraction for a tail-fraction interval
Definition at line 250 of file MCMCInterval.h.
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set the number of steps in the chain to discard as burn-in, starting from the first
Definition at line 161 of file MCMCInterval.h.
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Set the parameters of interest for this interval and change other internal data members accordingly.
Definition at line 555 of file MCMCInterval.cxx.
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Definition at line 244 of file MCMCInterval.h.
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set whether to use kernel estimation to determine the interval
Definition at line 165 of file MCMCInterval.h.
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set whether to use a sparse histogram.
you MUST also call SetUseKeys(false) to use a histogram.
Definition at line 169 of file MCMCInterval.h.
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Stream an object of class TObject.
Reimplemented from RooStats::ConfInterval.
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Definition at line 344 of file MCMCInterval.h.
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get the highest value of param that is within the confidence interval
Definition at line 1005 of file MCMCInterval.cxx.
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determine upper limit using histogram
Determine the upper limit for param on this interval using the binned data set.
Definition at line 1205 of file MCMCInterval.cxx.
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determine upper limit using histogram
Determine the upper limit for param on this interval using the binned data set.
Definition at line 1075 of file MCMCInterval.cxx.
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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 1281 of file MCMCInterval.cxx.
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determine upper limit using histogram
Determine the upper limit for param on this interval using the binned data set.
Definition at line 1164 of file MCMCInterval.cxx.
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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 1051 of file MCMCInterval.cxx.
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determine upper limit of the lower confidence interval
Definition at line 1031 of file MCMCInterval.cxx.
Definition at line 1455 of file MCMCInterval.cxx.
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array of pointers to RooRealVars representing the axes of the histogram fAxes[0] represents x-axis, [1] y, [2] z, etc
Definition at line 314 of file MCMCInterval.h.
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the markov chain
Definition at line 279 of file MCMCInterval.h.
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Requested confidence level (eg. 0.95 for 95% CL)
Definition at line 280 of file MCMCInterval.h.
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cutoff variable to use for integrating keys pdf
Definition at line 291 of file MCMCInterval.h.
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the binned Markov Chain data
Definition at line 282 of file MCMCInterval.h.
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topCutoff (a) considered == bottomCutoff (b) iff
(TMath::Abs(a - b) < TMath::Abs(fDelta * (a + b)/2)); Theoretically, the Abs is not needed here, but floating-point arithmetic does not always work perfectly, and the Abs doesn't hurt
Definition at line 320 of file MCMCInterval.h.
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number of variables
Definition at line 311 of file MCMCInterval.h.
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acceptable error for Keys interval determination
Definition at line 318 of file MCMCInterval.h.
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Value of intergral of fProduct.
Definition at line 294 of file MCMCInterval.h.
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the Heaviside function
Definition at line 289 of file MCMCInterval.h.
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the binned Markov Chain data
Definition at line 303 of file MCMCInterval.h.
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the actual conf level determined by hist
Definition at line 284 of file MCMCInterval.h.
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cutoff bin size to be in interval
Definition at line 285 of file MCMCInterval.h.
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Definition at line 325 of file MCMCInterval.h.
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whether the specified confidence level is a
floor for the actual confidence level (strict), or a ceiling (not strict) for determination by histogram
Definition at line 307 of file MCMCInterval.h.
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the actual conf level determined by keys
Definition at line 292 of file MCMCInterval.h.
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cutoff keys pdf value to be in interval
Definition at line 293 of file MCMCInterval.h.
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data hist representing product
Definition at line 290 of file MCMCInterval.h.
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the kernel estimation pdf
Definition at line 287 of file MCMCInterval.h.
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left side tail-fraction for interval
Definition at line 296 of file MCMCInterval.h.
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number of steps to discard as burn in, starting from the first
Definition at line 312 of file MCMCInterval.h.
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parameters of interest for this interval
Definition at line 278 of file MCMCInterval.h.
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the (keysPdf * heaviside) product
Definition at line 288 of file MCMCInterval.h.
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the binned Markov Chain data
Definition at line 283 of file MCMCInterval.h.
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the actual conf level of tail-fraction interval
Definition at line 297 of file MCMCInterval.h.
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lower limit of the tail-fraction interval
Definition at line 300 of file MCMCInterval.h.
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upper limit of the tail-fraction interval
Definition at line 301 of file MCMCInterval.h.
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whether to use kernel estimation
Definition at line 305 of file MCMCInterval.h.
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whether to use sparse hist (vs. RooDataHist)
Definition at line 306 of file MCMCInterval.h.
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vector containing the Markov chain data
Definition at line 298 of file MCMCInterval.h.
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sum of weights of all entries in fVector
Definition at line 299 of file MCMCInterval.h.