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Reference Guide
RooMCIntegrator Class Reference

RooMCIntegrator implements an adaptive multi-dimensional Monte Carlo numerical integration, following the VEGAS algorithm originally described in G.

P. Lepage, J. Comp. Phys. 27, 192(1978). This implementation is based on a C version from the 0.9 beta release of the GNU scientific library.

Definition at line 24 of file RooMCIntegrator.h.

Public Types

enum  GeneratorType { QuasiRandom , PseudoRandom }
 
enum  SamplingMode { Importance , ImportanceOnly , Stratified }
 
enum  Stage { AllStages , ReuseGrid , RefineGrid }
 
- 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 ))
}
 

Public Member Functions

 RooMCIntegrator ()
 Default constructor. More...
 
 RooMCIntegrator (const RooAbsFunc &function, const RooNumIntConfig &config)
 Construct an integrator over 'function' where the configuration details are taken from 'config'. More...
 
 RooMCIntegrator (const RooAbsFunc &function, SamplingMode mode=Importance, GeneratorType genType=QuasiRandom, bool verbose=false)
 Construct an integrator over 'function' with given sampling mode and generator type. More...
 
 ~RooMCIntegrator () override
 Destructor. More...
 
bool canIntegrate1D () const override
 
bool canIntegrate2D () const override
 
bool canIntegrateND () const override
 
bool canIntegrateOpenEnded () const override
 
bool checkLimits () const override
 Check if we can integrate over the current domain. More...
 
RooAbsIntegratorclone (const RooAbsFunc &function, const RooNumIntConfig &config) const override
 Return clone of this generator operating on given function with given configuration Needed to support RooNumIntFactory. More...
 
double getAlpha () const
 
GeneratorType getGenType () const
 
const RooGridgrid () const
 
double integral (const double *yvec=0) override
 Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per dimension. More...
 
TClassIsA () const override
 
void setAlpha (double alpha)
 
void setGenType (GeneratorType type)
 
void Streamer (TBuffer &) override
 Stream an object of class TObject. More...
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
double vegas (Stage stage, UInt_t calls, UInt_t iterations, double *absError=0)
 Perform one step of Monte Carlo integration using the specified number of iterations with (approximately) the specified number of integrand evaluation calls per iteration. More...
 
- Public Member Functions inherited from RooAbsIntegrator
 RooAbsIntegrator ()
 Default constructor. More...
 
 RooAbsIntegrator (const RooAbsFunc &function, bool printEvalCounter=false)
 Copy constructor. More...
 
 ~RooAbsIntegrator () override
 Destructor. More...
 
double calculate (const double *yvec=0)
 Calculate integral value with given array of parameter values. More...
 
virtual bool canIntegrate1D () const =0
 
virtual bool canIntegrate2D () const =0
 
virtual bool canIntegrateND () const =0
 
virtual bool canIntegrateOpenEnded () const =0
 
virtual bool checkLimits () const
 If true, finite limits are required on the observable range. More...
 
virtual RooAbsIntegratorclone (const RooAbsFunc &function, const RooNumIntConfig &config) const =0
 
virtual double integral (const double *yvec=0)=0
 
const RooAbsFuncintegrand () const
 Return integrand function binding. More...
 
double integrand (const double x[]) const
 Return value of integrand at given observable values. More...
 
TClassIsA () const override
 
bool isValid () const
 Is integrator in valid state. More...
 
bool printEvalCounter () const
 
virtual bool setLimits (double *, double *)
 
virtual bool setLimits (double xmin, double xmax)
 Interface to set limits on integration. More...
 
void setPrintEvalCounter (bool value)
 
virtual bool setUseIntegrandLimits (bool flag)
 Interface function that allows to defer limit definition to integrand definition. More...
 
void Streamer (TBuffer &) override
 Stream an object of class TObject. More...
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
- Public Member Functions inherited from TObject
 TObject ()
 TObject constructor. More...
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
virtual ~TObject ()
 TObject destructor. More...
 
void AbstractMethod (const char *method) const
 Use this method to implement an "abstract" method that you don't want to leave purely abstract. More...
 
virtual void AppendPad (Option_t *option="")
 Append graphics object to current pad. More...
 
virtual void Browse (TBrowser *b)
 Browse object. May be overridden for another default action. More...
 
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. More...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. More...
 
virtual void Clear (Option_t *="")
 
virtual TObjectClone (const char *newname="") const
 Make a clone of an object using the Streamer facility. More...
 
virtual Int_t Compare (const TObject *obj) const
 Compare abstract method. More...
 
virtual void Copy (TObject &object) const
 Copy this to obj. More...
 
virtual void Delete (Option_t *option="")
 Delete this object. More...
 
virtual Int_t DistancetoPrimitive (Int_t px, Int_t py)
 Computes distance from point (px,py) to the object. More...
 
virtual void Draw (Option_t *option="")
 Default Draw method for all objects. More...
 
virtual void DrawClass () const
 Draw class inheritance tree of the class to which this object belongs. More...
 
virtual TObjectDrawClone (Option_t *option="") const
 Draw a clone of this object in the current selected pad for instance with: gROOT->SetSelectedPad(gPad). More...
 
virtual void Dump () const
 Dump contents of object on stdout. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
virtual void Execute (const char *method, const char *params, Int_t *error=0)
 Execute method on this object with the given parameter string, e.g. More...
 
virtual void Execute (TMethod *method, TObjArray *params, Int_t *error=0)
 Execute method on this object with parameters stored in the TObjArray. More...
 
virtual void ExecuteEvent (Int_t event, Int_t px, Int_t py)
 Execute action corresponding to an event at (px,py). More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. More...
 
virtual TObjectFindObject (const char *name) const
 Must be redefined in derived classes. More...
 
virtual TObjectFindObject (const TObject *obj) const
 Must be redefined in derived classes. More...
 
virtual Option_tGetDrawOption () const
 Get option used by the graphics system to draw this object. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Option_tGetOption () const
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
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. More...
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual Bool_t InheritsFrom (const char *classname) const
 Returns kTRUE if object inherits from class "classname". More...
 
virtual Bool_t InheritsFrom (const TClass *cl) const
 Returns kTRUE if object inherits from TClass cl. More...
 
virtual void Inspect () const
 Dump contents of this object in a graphics canvas. More...
 
void InvertBit (UInt_t f)
 
virtual TClassIsA () const
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
R__ALWAYS_INLINE Bool_t IsOnHeap () const
 
virtual Bool_t IsSortable () const
 
R__ALWAYS_INLINE Bool_t IsZombie () const
 
virtual void ls (Option_t *option="") const
 The ls function lists the contents of a class on stdout. More...
 
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). More...
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. More...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
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)
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator. More...
 
virtual void Paint (Option_t *option="")
 This method must be overridden if a class wants to paint itself. More...
 
virtual void Pop ()
 Pop on object drawn in a pad to the top of the display list. More...
 
virtual void Print (Option_t *option="") const
 This method must be overridden when a class wants to print itself. More...
 
virtual Int_t Read (const char *name)
 Read contents of object with specified name from the current directory. More...
 
virtual void RecursiveRemove (TObject *obj)
 Recursively remove this object from a list. More...
 
void ResetBit (UInt_t f)
 
virtual void SaveAs (const char *filename="", Option_t *option="") const
 Save this object in the file specified by filename. More...
 
virtual void SavePrimitive (std::ostream &out, Option_t *option="")
 Save a primitive as a C++ statement(s) on output stream "out". More...
 
void SetBit (UInt_t f)
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
virtual void SetDrawOption (Option_t *option="")
 Set drawing option for object. More...
 
virtual void SetUniqueID (UInt_t uid)
 Set the unique object id. More...
 
virtual void Streamer (TBuffer &)
 Stream an object of class TObject. More...
 
void StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
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. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0)
 Write this object to the current directory. More...
 
virtual Int_t Write (const char *name=0, Int_t option=0, Int_t bufsize=0) const
 Write this object to the current directory. More...
 

Static Public Member Functions

static TClassClass ()
 
static const char * Class_Name ()
 
static Version_t Class_Version ()
 
static const char * DeclFileName ()
 
- Static Public Member Functions inherited from RooAbsIntegrator
static TClassClass ()
 
static const char * Class_Name ()
 
static Version_t Class_Version ()
 
static const char * DeclFileName ()
 
- Static Public Member Functions inherited from TObject
static TClassClass ()
 
static const char * Class_Name ()
 
static Version_t Class_Version ()
 
static const char * DeclFileName ()
 
static Longptr_t GetDtorOnly ()
 Return destructor only flag. More...
 
static Bool_t GetObjectStat ()
 Get status of object stat flag. More...
 
static void SetDtorOnly (void *obj)
 Set destructor only flag. More...
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable. More...
 

Static Protected Member Functions

static void registerIntegrator (RooNumIntFactory &fact)
 This function registers class RooMCIntegrator, its configuration options and its capabilities with RooNumIntFactory. More...
 

Protected Attributes

double _alpha
 Grid stiffness parameter. More...
 
UInt_t _calls_per_box
 Scratch variables preserved between calls to vegas1/2/2. More...
 
double _chi_sum
 
double _chisq
 
GeneratorType _genType
 Generator type. More...
 
RooGrid _grid
 
UInt_t _it_num
 
UInt_t _it_start
 
double _jac
 
Int_t _mode
 Sampling mode. More...
 
Int_t _nIntegratePerDim
 Number of integration samplings (per dim) More...
 
Int_t _nRefineIter
 Number of refinement iterations. More...
 
Int_t _nRefinePerDim
 Number of refinement samplings (per dim) More...
 
double _result
 
UInt_t _samples
 
double _sigma
 Scratch variables preserved between calls to vegas1/2/2. More...
 
double _sum_wgts
 
TStopwatch _timer
 Timer. More...
 
bool _verbose
 Verbosity control. More...
 
double _wtd_int_sum
 
- Protected Attributes inherited from RooAbsIntegrator
const RooAbsFunc_function
 Pointer to function binding of integrand. More...
 
bool _printEvalCounter
 If true print number of function evaluation required for integration. More...
 
bool _valid
 Is integrator in valid state? More...
 

Friends

class RooNumIntFactory
 

Additional Inherited Members

- Protected Types inherited from TObject
enum  { kOnlyPrepStep = (1ULL << ( 3 )) }
 
- 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). More...
 
void MakeZombie ()
 

#include <RooMCIntegrator.h>

Inheritance diagram for RooMCIntegrator:
[legend]

Member Enumeration Documentation

◆ GeneratorType

Enumerator
QuasiRandom 
PseudoRandom 

Definition at line 29 of file RooMCIntegrator.h.

◆ SamplingMode

Enumerator
Importance 
ImportanceOnly 
Stratified 

Definition at line 28 of file RooMCIntegrator.h.

◆ Stage

Enumerator
AllStages 
ReuseGrid 
RefineGrid 

Definition at line 40 of file RooMCIntegrator.h.

Constructor & Destructor Documentation

◆ RooMCIntegrator() [1/3]

RooMCIntegrator::RooMCIntegrator ( )

Default constructor.

coverity[UNINIT_CTOR]

Definition at line 97 of file RooMCIntegrator.cxx.

◆ RooMCIntegrator() [2/3]

RooMCIntegrator::RooMCIntegrator ( const RooAbsFunc function,
SamplingMode  mode = Importance,
GeneratorType  genType = QuasiRandom,
bool  verbose = false 
)

Construct an integrator over 'function' with given sampling mode and generator type.

The sampling mode can be 'Importance' (default), 'ImportanceOnly' and 'Stratified'. The generator type can be 'QuasiRandom' (default) and 'PseudoRandom'. Consult the original VEGAS documentation on details of the mode and type parameters.

Definition at line 110 of file RooMCIntegrator.cxx.

◆ RooMCIntegrator() [3/3]

RooMCIntegrator::RooMCIntegrator ( const RooAbsFunc function,
const RooNumIntConfig config 
)

Construct an integrator over 'function' where the configuration details are taken from 'config'.

Definition at line 127 of file RooMCIntegrator.cxx.

◆ ~RooMCIntegrator()

RooMCIntegrator::~RooMCIntegrator ( )
override

Destructor.

Definition at line 160 of file RooMCIntegrator.cxx.

Member Function Documentation

◆ canIntegrate1D()

bool RooMCIntegrator::canIntegrate1D ( ) const
inlineoverridevirtual

Implements RooAbsIntegrator.

Definition at line 51 of file RooMCIntegrator.h.

◆ canIntegrate2D()

bool RooMCIntegrator::canIntegrate2D ( ) const
inlineoverridevirtual

Implements RooAbsIntegrator.

Definition at line 52 of file RooMCIntegrator.h.

◆ canIntegrateND()

bool RooMCIntegrator::canIntegrateND ( ) const
inlineoverridevirtual

Implements RooAbsIntegrator.

Definition at line 53 of file RooMCIntegrator.h.

◆ canIntegrateOpenEnded()

bool RooMCIntegrator::canIntegrateOpenEnded ( ) const
inlineoverridevirtual

Implements RooAbsIntegrator.

Definition at line 54 of file RooMCIntegrator.h.

◆ checkLimits()

bool RooMCIntegrator::checkLimits ( ) const
overridevirtual

Check if we can integrate over the current domain.

If return value is true we cannot handle the current limits (e.g. where the domain of one or more observables is open ended.

Reimplemented from RooAbsIntegrator.

Definition at line 171 of file RooMCIntegrator.cxx.

◆ Class()

static TClass * RooMCIntegrator::Class ( )
static
Returns
TClass describing this class

◆ Class_Name()

static const char * RooMCIntegrator::Class_Name ( )
static
Returns
Name of this class

◆ Class_Version()

static Version_t RooMCIntegrator::Class_Version ( )
inlinestatic
Returns
Version of this class

Definition at line 77 of file RooMCIntegrator.h.

◆ clone()

RooAbsIntegrator * RooMCIntegrator::clone ( const RooAbsFunc function,
const RooNumIntConfig config 
) const
overridevirtual

Return clone of this generator operating on given function with given configuration Needed to support RooNumIntFactory.

Implements RooAbsIntegrator.

Definition at line 150 of file RooMCIntegrator.cxx.

◆ DeclFileName()

static const char * RooMCIntegrator::DeclFileName ( )
inlinestatic
Returns
Name of the file containing the class declaration

Definition at line 77 of file RooMCIntegrator.h.

◆ getAlpha()

double RooMCIntegrator::getAlpha ( ) const
inline

Definition at line 43 of file RooMCIntegrator.h.

◆ getGenType()

GeneratorType RooMCIntegrator::getGenType ( ) const
inline

Definition at line 46 of file RooMCIntegrator.h.

◆ grid()

const RooGrid & RooMCIntegrator::grid ( ) const
inline

Definition at line 49 of file RooMCIntegrator.h.

◆ integral()

double RooMCIntegrator::integral ( const double yvec = 0)
overridevirtual

Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per dimension.

Use the first 5k calls to refine the grid over 5 iterations of 1k calls each, and the remaining 5k calls for a single high statistics integration.

Implements RooAbsIntegrator.

Definition at line 184 of file RooMCIntegrator.cxx.

◆ IsA()

TClass * RooMCIntegrator::IsA ( ) const
inlineoverridevirtual
Returns
TClass describing current object

Reimplemented from RooAbsIntegrator.

Definition at line 77 of file RooMCIntegrator.h.

◆ registerIntegrator()

void RooMCIntegrator::registerIntegrator ( RooNumIntFactory fact)
staticprotected

This function registers class RooMCIntegrator, its configuration options and its capabilities with RooNumIntFactory.

Definition at line 57 of file RooMCIntegrator.cxx.

◆ setAlpha()

void RooMCIntegrator::setAlpha ( double  alpha)
inline

Definition at line 44 of file RooMCIntegrator.h.

◆ setGenType()

void RooMCIntegrator::setGenType ( GeneratorType  type)
inline

Definition at line 47 of file RooMCIntegrator.h.

◆ Streamer()

void RooMCIntegrator::Streamer ( TBuffer R__b)
overridevirtual

Stream an object of class TObject.

Reimplemented from RooAbsIntegrator.

◆ StreamerNVirtual()

void RooMCIntegrator::StreamerNVirtual ( TBuffer ClassDef_StreamerNVirtual_b)
inline

Definition at line 77 of file RooMCIntegrator.h.

◆ vegas()

double RooMCIntegrator::vegas ( Stage  stage,
UInt_t  calls,
UInt_t  iterations,
double absError = 0 
)

Perform one step of Monte Carlo integration using the specified number of iterations with (approximately) the specified number of integrand evaluation calls per iteration.

Use the VEGAS algorithm, starting from the specified stage. Returns the best estimate of the integral. Also sets *absError to the estimated absolute error of the integral estimate if absError is non-zero.

Definition at line 201 of file RooMCIntegrator.cxx.

Friends And Related Function Documentation

◆ RooNumIntFactory

friend class RooNumIntFactory
friend

Definition at line 58 of file RooMCIntegrator.h.

Member Data Documentation

◆ _alpha

double RooMCIntegrator::_alpha
protected

Grid stiffness parameter.

Definition at line 65 of file RooMCIntegrator.h.

◆ _calls_per_box

UInt_t RooMCIntegrator::_calls_per_box
protected

Scratch variables preserved between calls to vegas1/2/2.

Definition at line 75 of file RooMCIntegrator.h.

◆ _chi_sum

double RooMCIntegrator::_chi_sum
protected

Definition at line 74 of file RooMCIntegrator.h.

◆ _chisq

double RooMCIntegrator::_chisq
protected

Definition at line 74 of file RooMCIntegrator.h.

◆ _genType

GeneratorType RooMCIntegrator::_genType
protected

Generator type.

Definition at line 67 of file RooMCIntegrator.h.

◆ _grid

RooGrid RooMCIntegrator::_grid
mutableprotected

Definition at line 61 of file RooMCIntegrator.h.

◆ _it_num

UInt_t RooMCIntegrator::_it_num
protected

Definition at line 75 of file RooMCIntegrator.h.

◆ _it_start

UInt_t RooMCIntegrator::_it_start
protected

Definition at line 75 of file RooMCIntegrator.h.

◆ _jac

double RooMCIntegrator::_jac
protected

Definition at line 74 of file RooMCIntegrator.h.

◆ _mode

Int_t RooMCIntegrator::_mode
protected

Sampling mode.

Definition at line 66 of file RooMCIntegrator.h.

◆ _nIntegratePerDim

Int_t RooMCIntegrator::_nIntegratePerDim
protected

Number of integration samplings (per dim)

Definition at line 70 of file RooMCIntegrator.h.

◆ _nRefineIter

Int_t RooMCIntegrator::_nRefineIter
protected

Number of refinement iterations.

Definition at line 68 of file RooMCIntegrator.h.

◆ _nRefinePerDim

Int_t RooMCIntegrator::_nRefinePerDim
protected

Number of refinement samplings (per dim)

Definition at line 69 of file RooMCIntegrator.h.

◆ _result

double RooMCIntegrator::_result
protected

Definition at line 74 of file RooMCIntegrator.h.

◆ _samples

UInt_t RooMCIntegrator::_samples
protected

Definition at line 75 of file RooMCIntegrator.h.

◆ _sigma

double RooMCIntegrator::_sigma
protected

Scratch variables preserved between calls to vegas1/2/2.

Definition at line 74 of file RooMCIntegrator.h.

◆ _sum_wgts

double RooMCIntegrator::_sum_wgts
protected

Definition at line 74 of file RooMCIntegrator.h.

◆ _timer

TStopwatch RooMCIntegrator::_timer
protected

Timer.

Definition at line 72 of file RooMCIntegrator.h.

◆ _verbose

bool RooMCIntegrator::_verbose
protected

Verbosity control.

Definition at line 64 of file RooMCIntegrator.h.

◆ _wtd_int_sum

double RooMCIntegrator::_wtd_int_sum
protected

Definition at line 74 of file RooMCIntegrator.h.

Libraries for RooMCIntegrator:
[legend]

The documentation for this class was generated from the following files: