class RooStats::PdfProposal: public RooStats::ProposalFunction

PdfProposal is a concrete implementation of the ProposalFunction interface. It proposes points across the parameter space in the distribution of the given PDF.

To make Propose(xPrime, x) dependent on x, configure with PdfProposal::AddMapping(varToUpdate, valueToUse). For example, suppose we have:

// our parameter RooRealVar p("p", "p", 5, 0, 10); // create mean and sigma for gaussian proposal function RooRealVar meanP("meanP", "meanP", 0, 10); RooRealVar sigma("sigma", "sigma", 1, 0, 5); RooGaussian pGaussian("pGaussian", "pGaussian", p, meanP, sigma); // configure proposal function PdfProposal pdfProposal(pGaussian); pdfProposal.AddMapping(meanP, p); // each call of Propose(xPrime, x), meanP in // the proposal function will be updated to // the value of p in x. this will center the // proposal function about x's p when // proposing for xPrime // To improve performance, PdfProposal has the ability to cache a specified // number of proposals. If you don't call this function, the default cache size // is 1, which can be slow. pdfProposal.SetCacheSize(desiredCacheSize);

PdfProposal currently uses a fixed cache size. Adaptive caching methods are in the works for future versions.