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	SamplingMode { Importance, ImportanceOnly, Stratified }

enum	GeneratorType { QuasiRandom, PseudoRandom }

enum	Stage { AllStages, ReuseGrid, RefineGrid }

Public Types inherited from TObject
enum	EStatusBits { kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13) }

enum	{ kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff }

enum	{ kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }

Public Member Functions
	RooMCIntegrator ()
	Default constructor. More...

	RooMCIntegrator (const RooAbsFunc &function, SamplingMode mode=Importance, GeneratorType genType=QuasiRandom, Bool_t verbose=kFALSE)
	Construct an integrator over 'function' with given sampling mode and generator type. More...

	RooMCIntegrator (const RooAbsFunc &function, const RooNumIntConfig &config)
	Construct an integrator over 'function' where the configuration details are taken from 'config'. More...

virtual RooAbsIntegrator *	clone (const RooAbsFunc &function, const RooNumIntConfig &config) const
	Return clone of this generator operating on given function with given configuration Needed to support RooNumIntFactory. More...

virtual	~RooMCIntegrator ()
	Destructor. More...

virtual Bool_t	checkLimits () const
	Check if we can integrate over the current domain. More...

virtual Double_t	integral (const Double_t *yvec=0)
	Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per dimension. More...

Double_t	vegas (Stage stage, UInt_t calls, UInt_t iterations, Double_t *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...

Double_t	getAlpha () const

void	setAlpha (Double_t alpha)

GeneratorType	getGenType () const

void	setGenType (GeneratorType type)

const RooGrid &	grid () const

virtual Bool_t	canIntegrate1D () const

virtual Bool_t	canIntegrate2D () const

virtual Bool_t	canIntegrateND () const

virtual Bool_t	canIntegrateOpenEnded () const

Public Member Functions inherited from RooAbsIntegrator
	RooAbsIntegrator ()
	Default constructor. More...

	RooAbsIntegrator (const RooAbsFunc &function, Bool_t printEvalCounter=kFALSE)
	Copy constructor. More...

virtual	~RooAbsIntegrator ()

Bool_t	isValid () const

Double_t	integrand (const Double_t x[]) const

const RooAbsFunc *	integrand () const

Double_t	calculate (const Double_t *yvec=0)
	Calculate integral value with given array of parameter values. More...

Bool_t	printEvalCounter () const

void	setPrintEvalCounter (Bool_t value)

virtual Bool_t	setLimits (Double_t , Double_t )

virtual Bool_t	setLimits (Double_t xmin, Double_t xmax)
	Interface to set limits on integration. More...

virtual Bool_t	setUseIntegrandLimits (Bool_t flag)
	Interface function that allows to defer limit definition to integrand definition. More...

Public Member Functions inherited from TObject
	TObject ()

	TObject (const TObject &object)
	TObject copy ctor. More...

TObject &	operator= (const TObject &rhs)
	TObject assignment operator. More...

virtual	~TObject ()
	TObject destructor. 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...

virtual const char *	ClassName () const
	Returns name of class to which the object belongs. More...

virtual void	Clear (Option_t *="")

virtual TObject *	Clone (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 TObject *	DrawClone (Option_t *option="") const
	Draw a clone of this object in the current pad. More...

virtual void	Dump () const
	Dump contents of object on stdout. 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 TObject *	FindObject (const char *name) const
	Must be redefined in derived classes. More...

virtual TObject *	FindObject (const TObject *obj) const
	Must be redefined in derived classes. More...

virtual Option_t *	GetDrawOption () const
	Get option used by the graphics system to draw this object. More...

virtual UInt_t	GetUniqueID () const
	Return the unique object id. More...

virtual const char *	GetName () const
	Returns name of object. More...

virtual const char *	GetIconName () const
	Returns mime type name of object. More...

virtual Option_t *	GetOption () const

virtual char *	GetObjectInfo (Int_t px, Int_t py) const
	Returns string containing info about the object at position (px,py). More...

virtual const char *	GetTitle () const
	Returns title of object. 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...

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...

virtual Bool_t	IsFolder () const
	Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...

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	IsSortable () const

Bool_t	IsOnHeap () const

Bool_t	IsZombie () const

virtual Bool_t	Notify ()
	This method must be overridden to handle object notification. More...

virtual void	ls (Option_t *option="") const
	The ls function lists the contents of a class on stdout. 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...

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...

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	UseCurrentStyle ()
	Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. 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...

void *	operator new (size_t sz)

void *	operator new[] (size_t sz)

void *	operator new (size_t sz, void *vp)

void *	operator new[] (size_t sz, void *vp)

void	operator delete (void *ptr)
	Operator delete. More...

void	operator delete[] (void *ptr)
	Operator delete []. More...

void	SetBit (UInt_t f, Bool_t set)
	Set or unset the user status bits as specified in f. More...

void	SetBit (UInt_t f)

void	ResetBit (UInt_t f)

Bool_t	TestBit (UInt_t f) const

Int_t	TestBits (UInt_t f) const

void	InvertBit (UInt_t f)

virtual void	Info (const char method, const char msgfmt,...) const
	Issue info message. More...

virtual void	Warning (const char method, const char msgfmt,...) const
	Issue warning message. More...

virtual void	Error (const char method, const char msgfmt,...) const
	Issue error message. More...

virtual void	SysError (const char method, const char msgfmt,...) const
	Issue system error message. More...

virtual void	Fatal (const char method, const char msgfmt,...) const
	Issue fatal error message. 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...

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...

void	Obsolete (const char method, const char asOfVers, const char *removedFromVers) const
	Use this method to declare a method obsolete. 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
RooGrid	_grid

Bool_t	_verbose

Double_t	_alpha

Int_t	_mode

GeneratorType	_genType

Int_t	_nRefineIter

Int_t	_nRefinePerDim

Int_t	_nIntegratePerDim

TStopwatch	_timer

Double_t	_jac

Double_t	_wtd_int_sum

Double_t	_sum_wgts

Double_t	_chi_sum

Double_t	_chisq

Double_t	_result

Double_t	_sigma

UInt_t	_it_start

UInt_t	_it_num

UInt_t	_samples

UInt_t	_calls_per_box

Protected Attributes inherited from RooAbsIntegrator
const RooAbsFunc *	_function

Bool_t	_valid

Bool_t	_printEvalCounter

Friends
class	RooNumIntFactory

Additional Inherited Members
Static Public Member Functions inherited from TObject
static Long_t	GetDtorOnly ()
	Return destructor only flag. More...

static void	SetDtorOnly (void *obj)
	Set destructor only flag. More...

static Bool_t	GetObjectStat ()
	Get status of object stat flag. More...

static void	SetObjectStat (Bool_t stat)
	Turn on/off tracking of objects in the TObjectTable. More...

Protected Member Functions inherited from TObject
void	MakeZombie ()

virtual void	DoError (int level, const char location, const char fmt, va_list va) const
	Interface to ErrorHandler (protected). More...

#include <RooMCIntegrator.h>

Inheritance diagram for RooMCIntegrator:

[legend]

Member Enumeration Documentation

enum RooMCIntegrator::GeneratorType

Enumerator
QuasiRandom
PseudoRandom

Definition at line 29 of file RooMCIntegrator.h.

enum RooMCIntegrator::SamplingMode

Enumerator
Importance
ImportanceOnly
Stratified

Definition at line 28 of file RooMCIntegrator.h.

enum RooMCIntegrator::Stage

Enumerator
AllStages
ReuseGrid
RefineGrid

Definition at line 40 of file RooMCIntegrator.h.

Constructor & Destructor Documentation

RooMCIntegrator::RooMCIntegrator ( )

Default constructor.

coverity[UNINIT_CTOR]

Definition at line 99 of file RooMCIntegrator.cxx.

Referenced by clone().

RooMCIntegrator::RooMCIntegrator	(	const RooAbsFunc &	function,
		SamplingMode	mode = `Importance`,
		GeneratorType	genType = `QuasiRandom`,
		Bool_t	verbose = `kFALSE`
	)

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 112 of file RooMCIntegrator.cxx.

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

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

Definition at line 129 of file RooMCIntegrator.cxx.

RooMCIntegrator::~RooMCIntegrator ( )

virtual

Destructor.

Definition at line 162 of file RooMCIntegrator.cxx.

Member Function Documentation

virtual Bool_t RooMCIntegrator::canIntegrate1D ( ) const

inlinevirtual

Implements RooAbsIntegrator.

Definition at line 51 of file RooMCIntegrator.h.

virtual Bool_t RooMCIntegrator::canIntegrate2D ( ) const

inlinevirtual

Implements RooAbsIntegrator.

Definition at line 52 of file RooMCIntegrator.h.

virtual Bool_t RooMCIntegrator::canIntegrateND ( ) const

inlinevirtual

Implements RooAbsIntegrator.

Definition at line 53 of file RooMCIntegrator.h.

virtual Bool_t RooMCIntegrator::canIntegrateOpenEnded ( ) const

inlinevirtual

Implements RooAbsIntegrator.

Definition at line 54 of file RooMCIntegrator.h.

Bool_t RooMCIntegrator::checkLimits ( ) const

virtual

Check if we can integrate over the current domain.

If return value is kTRUE 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 173 of file RooMCIntegrator.cxx.

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

virtual

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

Implements RooAbsIntegrator.

Definition at line 152 of file RooMCIntegrator.cxx.

Double_t RooMCIntegrator::getAlpha ( ) const

inline

Definition at line 43 of file RooMCIntegrator.h.

GeneratorType RooMCIntegrator::getGenType ( ) const

inline

Definition at line 46 of file RooMCIntegrator.h.

const RooGrid& RooMCIntegrator::grid ( ) const

inline

Definition at line 49 of file RooMCIntegrator.h.

Double_t RooMCIntegrator::integral ( const Double_t * yvec = 0 )

virtual

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 186 of file RooMCIntegrator.cxx.

void RooMCIntegrator::registerIntegrator ( RooNumIntFactory & fact )

staticprotected

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

Definition at line 59 of file RooMCIntegrator.cxx.

Referenced by RooNumIntFactory::RooNumIntFactory().

void RooMCIntegrator::setAlpha ( Double_t alpha )

inline

Definition at line 44 of file RooMCIntegrator.h.

void RooMCIntegrator::setGenType ( GeneratorType type )

inline

Definition at line 47 of file RooMCIntegrator.h.

Double_t RooMCIntegrator::vegas	(	Stage	stage,
		UInt_t	calls,
		UInt_t	iterations,
		Double_t *	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 203 of file RooMCIntegrator.cxx.

Referenced by integral().

Friends And Related Function Documentation

friend class RooNumIntFactory

friend

Definition at line 58 of file RooMCIntegrator.h.

Member Data Documentation

Double_t RooMCIntegrator::_alpha

protected

Definition at line 65 of file RooMCIntegrator.h.

Referenced by getAlpha(), RooMCIntegrator(), setAlpha(), and vegas().

UInt_t RooMCIntegrator::_calls_per_box

protected

Definition at line 75 of file RooMCIntegrator.h.

Referenced by vegas().

Double_t RooMCIntegrator::_chi_sum

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

Double_t RooMCIntegrator::_chisq

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

GeneratorType RooMCIntegrator::_genType

protected

Definition at line 67 of file RooMCIntegrator.h.

Referenced by getGenType(), RooMCIntegrator(), setGenType(), and vegas().

RooGrid RooMCIntegrator::_grid

mutableprotected

Definition at line 61 of file RooMCIntegrator.h.

Referenced by checkLimits(), grid(), integral(), RooMCIntegrator(), and vegas().

UInt_t RooMCIntegrator::_it_num

protected

Definition at line 75 of file RooMCIntegrator.h.

Referenced by vegas().

UInt_t RooMCIntegrator::_it_start

protected

Definition at line 75 of file RooMCIntegrator.h.

Referenced by vegas().

Double_t RooMCIntegrator::_jac

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

Int_t RooMCIntegrator::_mode

protected

Definition at line 66 of file RooMCIntegrator.h.

Referenced by RooMCIntegrator(), and vegas().

Int_t RooMCIntegrator::_nIntegratePerDim

protected

Definition at line 70 of file RooMCIntegrator.h.

Referenced by integral(), and RooMCIntegrator().

Int_t RooMCIntegrator::_nRefineIter

protected

Definition at line 68 of file RooMCIntegrator.h.

Referenced by integral(), and RooMCIntegrator().

Int_t RooMCIntegrator::_nRefinePerDim

protected

Definition at line 69 of file RooMCIntegrator.h.

Referenced by integral(), and RooMCIntegrator().

Double_t RooMCIntegrator::_result

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

UInt_t RooMCIntegrator::_samples

protected

Definition at line 75 of file RooMCIntegrator.h.

Referenced by vegas().

Double_t RooMCIntegrator::_sigma

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

Double_t RooMCIntegrator::_sum_wgts

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

TStopwatch RooMCIntegrator::_timer

protected

Definition at line 72 of file RooMCIntegrator.h.

Referenced by integral(), and vegas().

Bool_t RooMCIntegrator::_verbose

protected

Definition at line 64 of file RooMCIntegrator.h.

Referenced by RooMCIntegrator().

Double_t RooMCIntegrator::_wtd_int_sum

protected

Definition at line 74 of file RooMCIntegrator.h.

Referenced by vegas().

Collaboration diagram for RooMCIntegrator:

[legend]

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

roofit/roofitcore/inc/RooMCIntegrator.h
roofit/roofitcore/src/RooMCIntegrator.cxx

Public Types

Public Member Functions

Static Protected Member Functions

Protected Attributes

Friends

Additional Inherited Members

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation