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Reference Guide
PdfProposal.cxx
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1// @(#)root/roostats:$Id$
2// Authors: Kevin Belasco 17/06/2009
3// Authors: Kyle Cranmer 17/06/2009
4/*************************************************************************
5 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers. *
6 * All rights reserved. *
7 * *
8 * For the licensing terms see $ROOTSYS/LICENSE. *
9 * For the list of contributors see $ROOTSYS/README/CREDITS. *
10 *************************************************************************/
11
12////////////////////////////////////////////////////////////////////////////////
13
14/** \class RooStats::PdfProposal
15 \ingroup Roostats
16
17PdfProposal is a concrete implementation of the ProposalFunction interface.
18It proposes points across the parameter space in the distribution of the
19given PDF.
20
21To make Propose(xPrime, x) dependent on x, configure with
22PdfProposal::AddMapping(varToUpdate, valueToUse). For example, suppose we have:
23
24~~~{.cpp}
25// our parameter
26RooRealVar p("p", "p", 5, 0, 10);
27
28// create mean and sigma for gaussian proposal function
29RooRealVar meanP("meanP", "meanP", 0, 10);
30RooRealVar sigma("sigma", "sigma", 1, 0, 5);
31RooGaussian pGaussian("pGaussian", "pGaussian", p, meanP, sigma);
32
33// configure proposal function
34PdfProposal pdfProposal(pGaussian);
35pdfProposal.AddMapping(meanP, p); // each call of Propose(xPrime, x), meanP in
36 // the proposal function will be updated to
37 // the value of p in x. this will center the
38 // proposal function about x's p when
39 // proposing for xPrime
40
41// To improve performance, PdfProposal has the ability to cache a specified
42// number of proposals. If you don't call this function, the default cache size
43// is 1, which can be slow.
44pdfProposal.SetCacheSize(desiredCacheSize);
45~~~
46
47PdfProposal currently uses a fixed cache size. Adaptive caching methods are in the works
48for future versions.
49*/
50
51
52#include "Rtypes.h"
53
56#include "RooArgSet.h"
57#include "RooDataSet.h"
58#include "RooAbsPdf.h"
59#include "RooMsgService.h"
60#include "RooRealVar.h"
61
62#include <map>
63
65
66using namespace RooFit;
67using namespace RooStats;
68using namespace std;
69
70////////////////////////////////////////////////////////////////////////////////
71/// By default, PdfProposal does NOT own the PDF that serves as the
72/// proposal density function
73
74PdfProposal::PdfProposal() : ProposalFunction()
75{
76 fPdf = nullptr;
77 fOwnsPdf = false;
78 fCacheSize = 1;
80 fCache = nullptr;
81}
82
83////////////////////////////////////////////////////////////////////////////////
84/// By default, PdfProposal does NOT own the PDF that serves as the
85/// proposal density function
86
88{
89 fPdf = &pdf;
90 fOwnsPdf = false;
91 fCacheSize = 1;
93 fCache = nullptr;
94}
95
96////////////////////////////////////////////////////////////////////////////////
97/// determine whether these two RooArgSets represent the same point
98
100{
101 if (x1.equals(x2)) {
102 for (auto const *r : static_range_cast<RooRealVar*>(x1))
103 if (r->getVal() != x2.getRealValue(r->GetName())) {
104 return false;
105 }
106 return true;
107 }
108 return false;
109}
110
111////////////////////////////////////////////////////////////////////////////////
112/// Populate xPrime with a new proposed point
113
115{
116 if (fLastX.empty()) {
117 // fLastX not yet initialized
119 // generate initial cache
121 if (fMap.size() > 0) {
122 for (fIt = fMap.begin(); fIt != fMap.end(); fIt++)
123 fIt->first->setVal(fIt->second->getVal(&x));
124 }
125 fCache = fPdf->generate(xPrime, fCacheSize);
126 }
127
128 bool moved = false;
129 if (fMap.size() > 0) {
130 moved = !Equals(fLastX, x);
131
132 // if we've moved, set the values of the variables in the PDF to the
133 // corresponding values of the variables in x, according to the
134 // mappings (i.e. let the variables in x set the given values for the
135 // PDF that will generate xPrime)
136 if (moved) {
137 // update the pdf parameters
139
140 for (fIt = fMap.begin(); fIt != fMap.end(); fIt++)
141 fIt->first->setVal(fIt->second->getVal(&x));
142
143 // save the new x in fLastX
145 }
146 }
147
148 // generate new cache if necessary
149 if (moved || fCachePosition >= fCacheSize) {
150 delete fCache;
151 fCache = fPdf->generate(xPrime, fCacheSize);
152 fCachePosition = 0;
153 }
154
155 const RooArgSet* proposal = fCache->get(fCachePosition);
157 RooStats::SetParameters(proposal, &xPrime);
158}
159
160////////////////////////////////////////////////////////////////////////////////
161/// Determine whether or not the proposal density is symmetric for
162/// points x1 and x2 - that is, whether the probabilty of reaching x2
163/// from x1 is equal to the probability of reaching x1 from x2
164
166{
167 // kbelasco: is there a better way to do this?
168 return false;
169}
170
171////////////////////////////////////////////////////////////////////////////////
172/// Return the probability of proposing the point x1 given the starting
173/// point x2
174
176{
178 for (fIt = fMap.begin(); fIt != fMap.end(); fIt++)
179 fIt->first->setVal(fIt->second->getVal(&x2));
182 delete temp;
183 return fPdf->getVal(&x1); // could just as well use x2
184}
185
186////////////////////////////////////////////////////////////////////////////////
187/// specify a mapping between a parameter of the proposal function and
188/// a parameter of interest. this mapping is used to set the value of
189/// proposalParam equal to the value of update to determine the
190/// proposal function.
191/// proposalParam is a parameter of the proposal function that must
192/// be set to the value of update (from the current point) in order to
193/// propose a new point.
194
196{
197 fMaster.add(*update.getParameters(static_cast<RooAbsData const*>(nullptr)));
198 if (update.getParameters(static_cast<RooAbsData const*>(nullptr))->empty())
200 fMap.insert(pair<RooRealVar*, RooAbsReal*>(&proposalParam, &update));
201}
static void update(gsl_integration_workspace *workspace, double a1, double b1, double area1, double error1, double a2, double b2, double area2, double error2)
#define ClassImp(name)
Definition: Rtypes.h:375
Option_t Option_t TPoint TPoint const char GetTextMagnitude GetFillStyle GetLineColor GetLineWidth GetMarkerStyle GetTextAlign GetTextColor GetTextSize void char Point_t Rectangle_t WindowAttributes_t Float_t r
Option_t Option_t TPoint TPoint const char x2
Option_t Option_t TPoint TPoint const char x1
RooArgSet * getObservables(const RooArgSet &set, bool valueOnly=true) const
Given a set of possible observables, return the observables that this PDF depends on.
Definition: RooAbsArg.h:293
bool empty() const
virtual bool add(const RooAbsArg &var, bool silent=false)
Add the specified argument to list.
virtual RooAbsArg * addClone(const RooAbsArg &var, bool silent=false)
Add a clone of the specified argument to list.
RooAbsData is the common abstract base class for binned and unbinned datasets.
Definition: RooAbsData.h:62
RooDataSet * generate(const RooArgSet &whatVars, Int_t nEvents, const RooCmdArg &arg1, const RooCmdArg &arg2=RooCmdArg::none(), const RooCmdArg &arg3=RooCmdArg::none(), const RooCmdArg &arg4=RooCmdArg::none(), const RooCmdArg &arg5=RooCmdArg::none())
See RooAbsPdf::generate(const RooArgSet&,const RooCmdArg&,const RooCmdArg&,const RooCmdArg&,...
Definition: RooAbsPdf.h:61
RooAbsReal is the common abstract base class for objects that represent a real value and implements f...
Definition: RooAbsReal.h:62
double getVal(const RooArgSet *normalisationSet=nullptr) const
Evaluate object.
Definition: RooAbsReal.h:91
RooArgSet is a container object that can hold multiple RooAbsArg objects.
Definition: RooArgSet.h:56
const RooArgSet * get(Int_t index) const override
Return RooArgSet with coordinates of event 'index'.
RooRealVar represents a variable that can be changed from the outside.
Definition: RooRealVar.h:40
PdfProposal is a concrete implementation of the ProposalFunction interface.
Definition: PdfProposal.h:30
std::map< RooRealVar *, RooAbsReal * >::iterator fIt
map of values in pdf to update
Definition: PdfProposal.h:106
RooArgSet fMaster
the cached proposal data set
Definition: PdfProposal.h:111
bool IsSymmetric(RooArgSet &x1, RooArgSet &x2) override
Determine whether or not the proposal density is symmetric for points x1 and x2 - that is,...
virtual void AddMapping(RooRealVar &proposalParam, RooAbsReal &update)
specify a mapping between a parameter of the proposal function and a parameter of interest.
bool fOwnsPdf
pointers to master variables needed for updates
Definition: PdfProposal.h:112
RooDataSet * fCache
our position in the cached proposal data set
Definition: PdfProposal.h:110
virtual bool Equals(RooArgSet &x1, RooArgSet &x2)
whether we own the proposal density function
Definition: PdfProposal.cxx:99
RooArgSet fLastX
pdf iterator
Definition: PdfProposal.h:107
void Propose(RooArgSet &xPrime, RooArgSet &x) override
Populate xPrime with a new proposed point.
Int_t fCacheSize
the last point we were at
Definition: PdfProposal.h:108
Int_t fCachePosition
how many points to generate each time
Definition: PdfProposal.h:109
std::map< RooRealVar *, RooAbsReal * > fMap
the proposal density function
Definition: PdfProposal.h:105
PdfProposal()
By default, PdfProposal does NOT own the PDF that serves as the proposal density function.
Definition: PdfProposal.cxx:74
double GetProposalDensity(RooArgSet &x1, RooArgSet &x2) override
Return the probability of proposing the point x1 given the starting point x2.
ProposalFunction is an interface for all proposal functions that would be used with a Markov Chain Mo...
Double_t x[n]
Definition: legend1.C:17
The namespace RooFit contains mostly switches that change the behaviour of functions of PDFs (or othe...
Definition: Common.h:18
Namespace for the RooStats classes.
Definition: Asimov.h:19
void SetParameters(const RooArgSet *desiredVals, RooArgSet *paramsToChange)
Definition: RooStatsUtils.h:63