class RooStats::MCMCCalculator: public RooStats::IntervalCalculator

MCMCCalculator is a concrete implementation of IntervalCalculator. It creates a Markov Chain of data points using Monte Carlo, implementing the Metropolis algorithm. From this Markov Chain, this class can generate a MCMCInterval as per user specification.

Note: Currently the Markov Chain is created within this class, but this feature will be factored out in future implementations so that Markov Chains can be generated for other purposes.

In the main algorithm, new points in the space of parameters are proposed and then visited based on their relative likelihoods. This class can accept any implementation of the ProposalFunction interface, including non-symmetric proposal functions, and still maintain detailed balance.

The interface allows one to pass the model, data, and parameters via a workspace and then specify them with names.

After configuring the calculator, one only needs to ask GetInterval(), which will return an ConfInterval (MCMCInterval in this case) pointer.