This class simply holds a sampling distribution of some test statistic.
The distribution can either be an empirical distribution (eg. the samples themselves) or a weighted set of points (eg. for the FFT method). The class supports merging.
Definition at line 28 of file SamplingDistribution.h.
Public Member Functions | |
SamplingDistribution () | |
Default constructor for SamplingDistribution. | |
SamplingDistribution (const char *name, const char *title, const char *varName=nullptr) | |
SamplingDistribution constructor (with name and title) | |
SamplingDistribution (const char *name, const char *title, RooDataSet &dataSet, const char *columnName=nullptr, const char *varName=nullptr) | |
Creates a SamplingDistribution from a RooDataSet for debugging purposes; e.g. | |
SamplingDistribution (const char *name, const char *title, std::vector< double > &samplingDist, const char *varName=nullptr) | |
Constructor for SamplingDistribution. | |
SamplingDistribution (const char *name, const char *title, std::vector< double > &samplingDist, std::vector< double > &sampleWeights, const char *varName=nullptr) | |
SamplingDistribution constructor. | |
~SamplingDistribution () override | |
Destructor of SamplingDistribution. | |
void | Add (const SamplingDistribution *other) |
merge two sampling distributions | |
double | CDF (double x) const |
calculate CDF as a special case of Integral(...) with lower limit equal to -inf | |
const std::vector< double > & | GetSampleWeights () const |
Get the sampling weights. | |
const std::vector< double > & | GetSamplingDistribution () const |
Get test statistics values. | |
Int_t | GetSize () const |
size of samples | |
const TString | GetVarName () const |
double | Integral (double low, double high, bool normalize=true, bool lowClosed=true, bool highClosed=false) const |
numerical integral in these limits | |
double | IntegralAndError (double &error, double low, double high, bool normalize=true, bool lowClosed=true, bool highClosed=false) const |
numerical integral in these limits including error estimation | |
double | InverseCDF (double pvalue) |
get the inverse of the Cumulative distribution function | |
double | InverseCDF (double pvalue, double sigmaVariaton, double &inverseVariation) |
get the inverse of the Cumulative distribution function together with the inverse based on sampling variation | |
double | InverseCDFInterpolate (double pvalue) |
get the inverse of the Cumulative distribution function | |
TClass * | IsA () const override |
void | Streamer (TBuffer &) override |
Stream an object of class TObject. | |
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 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 | |
void | SortValues () const |
internal function to sort values | |
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 () |
Private Attributes | |
std::vector< double > | fSampleWeights |
vector of weights for the samples | |
std::vector< double > | fSamplingDist |
vector of points for the sampling distribution | |
std::vector< double > | fSumW |
! Cached vector with sum of the weight used to compute integral | |
std::vector< double > | fSumW2 |
! Cached vector with sum of the weight used to compute integral error | |
TString | fVarName |
Additional Inherited Members | |
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 )) } |
Protected Types inherited from TObject | |
enum | { kOnlyPrepStep = (1ULL << ( 3 )) } |
Protected Attributes inherited from TNamed | |
TString | fName |
TString | fTitle |
#include <RooStats/SamplingDistribution.h>
SamplingDistribution::SamplingDistribution | ( | const char * | name, |
const char * | title, | ||
std::vector< double > & | samplingDist, | ||
const char * | varName = nullptr |
||
) |
Constructor for SamplingDistribution.
SamplingDistribution constructor.
Definition at line 43 of file SamplingDistribution.cxx.
SamplingDistribution::SamplingDistribution | ( | const char * | name, |
const char * | title, | ||
std::vector< double > & | samplingDist, | ||
std::vector< double > & | sampleWeights, | ||
const char * | varName = nullptr |
||
) |
SamplingDistribution constructor.
Definition at line 60 of file SamplingDistribution.cxx.
SamplingDistribution::SamplingDistribution | ( | const char * | name, |
const char * | title, | ||
const char * | varName = nullptr |
||
) |
SamplingDistribution constructor (with name and title)
Definition at line 75 of file SamplingDistribution.cxx.
SamplingDistribution::SamplingDistribution | ( | const char * | name, |
const char * | title, | ||
RooDataSet & | dataSet, | ||
const char * | _columnName = nullptr , |
||
const char * | varName = nullptr |
||
) |
Creates a SamplingDistribution from a RooDataSet for debugging purposes; e.g.
if you need a Gaussian type SamplingDistribution you can generate it from a Gaussian pdf and use the resulting RooDataSet with this constructor.
The result is the projected distribution onto varName marginalizing the other variables.
If varName is not given, the first variable will be used. This is useful mostly for RooDataSets with only one observable.
Definition at line 93 of file SamplingDistribution.cxx.
SamplingDistribution::SamplingDistribution | ( | ) |
Default constructor for SamplingDistribution.
SamplingDistribution default constructor.
Definition at line 134 of file SamplingDistribution.cxx.
|
override |
Destructor of SamplingDistribution.
SamplingDistribution destructor.
Definition at line 142 of file SamplingDistribution.cxx.
void SamplingDistribution::Add | ( | const SamplingDistribution * | other | ) |
merge two sampling distributions
Merge SamplingDistributions (does nothing if nullptr is given).
If variable name was not set before, it is copied from the added SamplingDistribution.
Definition at line 153 of file SamplingDistribution.cxx.
calculate CDF as a special case of Integral(...) with lower limit equal to -inf
returns the closed integral [-inf,x]
Definition at line 310 of file SamplingDistribution.cxx.
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static |
|
static |
|
inlinestaticconstexpr |
Definition at line 96 of file SamplingDistribution.h.
|
inlinestatic |
Definition at line 96 of file SamplingDistribution.h.
|
inline |
Get the sampling weights.
Definition at line 67 of file SamplingDistribution.h.
|
inline |
Get test statistics values.
Definition at line 65 of file SamplingDistribution.h.
|
inline |
size of samples
Definition at line 62 of file SamplingDistribution.h.
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inline |
Definition at line 69 of file SamplingDistribution.h.
double SamplingDistribution::Integral | ( | double | low, |
double | high, | ||
bool | normalize = true , |
||
bool | lowClosed = true , |
||
bool | highClosed = false |
||
) | const |
numerical integral in these limits
Returns the integral in the open/closed/mixed interval.
Default is [low,high) interval. Normalization can be turned off.
Definition at line 188 of file SamplingDistribution.cxx.
double SamplingDistribution::IntegralAndError | ( | double & | error, |
double | low, | ||
double | high, | ||
bool | normalize = true , |
||
bool | lowClosed = true , |
||
bool | highClosed = false |
||
) | const |
numerical integral in these limits including error estimation
Returns the integral in the open/closed/mixed interval.
Default is [low,high) interval. Normalization can be turned off. compute also the error on the integral
Definition at line 238 of file SamplingDistribution.cxx.
get the inverse of the Cumulative distribution function
returns the inverse of the cumulative distribution function
Definition at line 317 of file SamplingDistribution.cxx.
double SamplingDistribution::InverseCDF | ( | double | pvalue, |
double | sigmaVariaton, | ||
double & | inverseVariation | ||
) |
get the inverse of the Cumulative distribution function together with the inverse based on sampling variation
returns the inverse of the cumulative distribution function, with variations depending on number of samples
Definition at line 326 of file SamplingDistribution.cxx.
get the inverse of the Cumulative distribution function
returns the inverse of the cumulative distribution function
Definition at line 406 of file SamplingDistribution.cxx.
|
inlineoverridevirtual |
Reimplemented from TObject.
Definition at line 96 of file SamplingDistribution.h.
|
protected |
internal function to sort values
first need to sort the values and then compute the running sum of the weights and of the weight square needed later for computing the integral
Definition at line 200 of file SamplingDistribution.cxx.
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overridevirtual |
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inline |
Definition at line 96 of file SamplingDistribution.h.
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mutableprivate |
vector of weights for the samples
Definition at line 84 of file SamplingDistribution.h.
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mutableprivate |
vector of points for the sampling distribution
Definition at line 83 of file SamplingDistribution.h.
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mutableprivate |
! Cached vector with sum of the weight used to compute integral
Definition at line 88 of file SamplingDistribution.h.
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mutableprivate |
! Cached vector with sum of the weight used to compute integral error
Definition at line 89 of file SamplingDistribution.h.
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private |
Definition at line 86 of file SamplingDistribution.h.