// @(#)root/mathcore:$Id$ // Author: L. Moneta Fri Sep 22 15:06:47 2006 /********************************************************************** * * * Copyright (c) 2006 LCG ROOT Math Team, CERN/PH-SFT * * * * * **********************************************************************/ // Header file for class DistSampler #ifndef ROOT_Math_DistSampler #define ROOT_Math_DistSampler #ifndef ROOT_Math_IFunctionfwd #include "Math/IFunctionfwd.h" #endif #ifndef ROOT_Math_WrappedFunction #include "Math/WrappedFunction.h" #endif #include <vector> #include <cassert> class TRandom; namespace ROOT { namespace Fit { class DataRange; class BinData; class UnBinData; } namespace Math { class DistSamplerOptions; /** @defgroup Random Random number generators and generation of random number distributions @ingroup Random Classes implementing random number generators and classes implementing generation of random numbers according to arbitrary distributions */ //_______________________________________________________________________________ /** Interface class for generic sampling of a distribution, i.e. generating random numbers according to arbitrary distributions @ingroup Random */ class DistSampler { public: /// default constructor DistSampler() : fOwnFunc(false), fRange(0), fFunc(0) {} /// virtual destructor virtual ~DistSampler(); /// set the parent function distribution to use for sampling (generic case) template<class Function> void SetFunction(Function & func, unsigned int dim) { WrappedMultiFunction<Function &> wf(func, dim); fData.resize(dim); // need to clone to avoid temporary DoSetFunction(wf,true); } /// set the parent function distribution to use for random sampling (one dim case) virtual void SetFunction(const ROOT::Math::IGenFunction & func) { SetFunction<const ROOT::Math::IGenFunction>(func, 1); } /// set the parent function distribution to use for random sampling (multi-dim case) virtual void SetFunction(const ROOT::Math::IMultiGenFunction & func) { DoSetFunction(func,false); } /// return the dimension of the parent distribution (and the data) unsigned int NDim() const { return fData.size(); } /** initialize the generators with the given algorithm Implemented by derived classes who needs it (like UnuranSampler) If nothing is specified use default algorithm from DistSamplerOptions::SetDefaultAlgorithm */ virtual bool Init(const char * =""/* algorithm */) { return true;} /** initialize the generators with the given option which my include the algorithm but also more if the method is re-impelmented by derived class The default implementation calls the above method passing just the algorithm name */ virtual bool Init(const DistSamplerOptions & opt ); /** Set the random engine to be used To be implemented by the derived classes who provides random sampling */ virtual void SetRandom(TRandom * ) {} /** Set the random seed for the TRandom instances used by the sampler classes To be implemented by the derived classes who provides random sampling */ virtual void SetSeed(unsigned int /*seed*/ ) {} /** Get the random engine used by the sampler To be implemented by the derived classes who needs it Returns zero by default */ virtual TRandom * GetRandom() { return 0; } /// set range in a given dimension void SetRange(double xmin, double xmax, int icoord = 0); /// set range for all dimensions void SetRange(const double * xmin, const double * xmax); /// set range using DataRange class void SetRange(const ROOT::Fit::DataRange & range); /// set the mode of the distribution (could be useful to some methods) /// implemented by derived classes if needed virtual void SetMode(double ) {} /// set the normalization area of distribution /// implemented by derived classes if needed virtual void SetArea(double) {} /// get the parent distribution function (must be called after setting the function) const ROOT::Math::IMultiGenFunction & ParentPdf() const { return *fFunc; } /** sample one event in one dimension better implementation could be provided by the derived classes */ virtual double Sample1D() { Sample(&fData[0]); return fData[0]; } /** sample one event and rerturning array x with coordinates */ const double * Sample() { Sample(&fData[0]); return &fData.front(); } /** sample one event in multi-dimension by filling the given array return false if sampling failed */ virtual bool Sample(double * x) = 0; /** sample one bin given an estimated of the pdf in the bin (this can be function value at the center or its integral in the bin divided by the bin width) By default do not do random sample, just return the function values Typically Poisson statistics will be used */ virtual bool SampleBin(double prob, double & value, double * error = 0) { value = prob; if (error) *error = 0; return true; } /** sample a set of bins given a vector of probabilities Typically multinomial statistics will be used and the sum of the probabilities will be equal to the total number of events to be generated For sampling the bins indipendently, SampleBin should be used */ virtual bool SampleBins(unsigned int n, const double * prob, double * values, double * errors = 0) { std::copy(prob,prob+n, values); if (errors) std::fill(errors,errors+n,0); return true; } /** generate a un-binned data sets (fill the given data set) if dataset has already data append to it */ virtual bool Generate(unsigned int nevt, ROOT::Fit::UnBinData & data); /** generate a bin data set . A range must have been set before (otherwise inf is returned) and the bins are equidinstant in the previously defined range bin center values must be present in given data set If the sampler is implemented by a random one, the entries will be binned according to the Poisson distribution It is assumed the distribution is normalized, otherwise the nevt must be scaled accordingly. The expected value/bin nexp = f(x_i) * binArea/ nevt Extend control if use a fixed (i.e. multinomial statistics) or floating total number of events */ virtual bool Generate(unsigned int nevt, const int * nbins, ROOT::Fit::BinData & data, bool extend = true); /** same as before but passing the range in case of 1 dim data */ bool Generate(unsigned int nevt, int nbins, double xmin, double xmax, ROOT::Fit::BinData & data, bool extend = true) { SetRange(xmin,xmax); int nbs[1]; nbs[0] = nbins; return Generate(nevt, nbs, data, extend); } protected: // internal method to set the function virtual void DoSetFunction(const ROOT::Math::IMultiGenFunction & func, bool copy); // check if generator have been initialized correctly and one can start generating bool IsInitialized() ; /// return the data range of the Pdf . Must be called after setting the function const ROOT::Fit::DataRange & PdfRange() const { assert(fRange); return *fRange; } private: // private methods bool fOwnFunc; // flag to indicate if the function is owned mutable std::vector<double> fData; // internal array used to cached the sample data ROOT::Fit::DataRange * fRange; // data range const ROOT::Math::IMultiGenFunction * fFunc; // internal function (ND) }; } // end namespace Math } // end namespace ROOT #endif /* ROOT_Math_DistSampler */