ROOT 6.14/05 Reference Guide |
MCMCInterval is a concrete implementation of the RooStats::ConfInterval interface.
It takes as input Markov Chain of data points in the parameter space generated by Monte Carlo using the Metropolis algorithm. From the Markov Chain, the confidence interval can be determined in two ways:
A RooNDKeysPdf is constructed from the data set using adaptive kernel width. With this RooNDKeysPdf F, we then integrate over the most likely domain in the parameter space (tallest points in the posterior RooNDKeysPdf) until the target confidence level is reached within an acceptable neighborhood as defined by SetEpsilon(). More specifically: we calculate the following for different cutoff values C until we reach the target confidence level: \(\int_{ F >= C } F d{normset} \). Important note: this is not the default method because of a bug in constructing the RooNDKeysPdf from a weighted data set. Configure to use this method by calling SetUseKeys(true), and the data set will be interpreted without weights.
This is the binned analog of the continuous integrative method that uses the kernel-estimated PDF. The points in the Markov Chain are put into a binned data set and the interval is then calculated by adding the heights of the bins in decreasing order until the desired level of confidence has been reached. Note that this means the actual confidence level is >= the confidence level prescribed by the client (unless the user calls SetHistStrict(kFALSE)). This method is the default but may not remain as such in future releases, so you may wish to explicitly configure to use this method by calling SetUseKeys(false)
These are not the only ways for the confidence interval to be determined, and other possibilities are being considered being added, especially for the 1-dimensional case.
One can ask an MCMCInterval for the lower and upper limits on a specific parameter of interest in the interval. Note that this works better for some distributions (ones with exactly one local maximum) than others, and sometimes has little value.
Definition at line 30 of file MCMCInterval.h.
Public Types | |
enum | { DEFAULT_NUM_BINS = 50 } |
enum | IntervalType { kShortest, kTailFraction } |
Public Types inherited from TObject | |
enum | { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kInconsistent = 0x08000000, kBitMask = 0x00ffffff } |
enum | { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) } |
enum | EDeprecatedStatusBits { kObjInCanvas = BIT(3) } |
enum | EStatusBits { kCanDelete = BIT(0), kMustCleanup = BIT(3), kIsReferenced = BIT(4), kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13) } |
Public Member Functions | |
MCMCInterval (const char *name=0) | |
default constructor More... | |
MCMCInterval (const char *name, const RooArgSet ¶meters, MarkovChain &chain) | |
constructor from parameter of interest and Markov chain object More... | |
virtual | ~MCMCInterval () |
Bool_t | CheckParameters (const RooArgSet &point) const |
check if parameters are correct. (dummy implementation to start) More... | |
virtual Double_t | ConfidenceLevel () const |
get the desired confidence level (see GetActualConfidenceLevel()) More... | |
virtual Double_t | GetActualConfidenceLevel () |
virtual Double_t GetKeysPdfCutoff() { return fKeysCutoff; } More... | |
virtual RooArgList * | GetAxes () |
return a list of RooRealVars representing the axes you own the returned RooArgList More... | |
virtual const MarkovChain * | GetChain () |
Get the markov chain on which this interval is based You do not own the returned MarkovChain*. More... | |
virtual const RooDataSet * | GetChainAsConstDataSet () |
Get the markov chain on which this interval is based as a RooDataSet. More... | |
virtual RooDataHist * | GetChainAsDataHist (RooArgSet *whichVars=NULL) |
Get a clone of the markov chain on which this interval is based as a RooDataHist. More... | |
virtual RooDataSet * | GetChainAsDataSet (RooArgSet *whichVars=NULL) |
Get a clone of the markov chain on which this interval is based as a RooDataSet. More... | |
virtual THnSparse * | GetChainAsSparseHist (RooArgSet *whichVars=NULL) |
Get a clone of the markov chain on which this interval is based as a THnSparse. More... | |
virtual Int_t | GetDimension () const |
Get the number of parameters of interest in this interval. More... | |
virtual Double_t | GetHistCutoff () |
get the cutoff bin height for being considered in the confidence interval More... | |
virtual enum IntervalType | GetIntervalType () |
Return the type of this interval. More... | |
Double_t | GetKeysMax () |
Determine the approximate maximum value of the Keys PDF. More... | |
virtual Double_t | GetKeysPdfCutoff () |
get the cutoff RooNDKeysPdf value for being considered in the confidence interval More... | |
virtual RooRealVar * | GetNLLVar () const |
Get a clone of the NLL variable from the markov chain. More... | |
virtual Int_t | GetNumBurnInSteps () |
get the number of steps in the chain to discard as burn-in, More... | |
virtual RooArgSet * | GetParameters () const |
return a set containing the parameters of this interval the caller owns the returned RooArgSet* More... | |
virtual TH1 * | GetPosteriorHist () |
set the number of bins to use (same for all axes, for now) virtual void SetNumBins(Int_t numBins); More... | |
virtual RooNDKeysPdf * | GetPosteriorKeysPdf () |
Get a clone of the keys pdf of the posterior. More... | |
virtual RooProduct * | GetPosteriorKeysProduct () |
Get a clone of the (keyspdf * heaviside) product of the posterior. More... | |
virtual Bool_t | GetUseKeys () |
get whether we used kernel estimation to determine the interval More... | |
virtual RooRealVar * | GetWeightVar () const |
Get a clone of the weight variable from the markov chain. More... | |
virtual Bool_t | IsInInterval (const RooArgSet &point) const |
determine whether this point is in the confidence interval More... | |
virtual Double_t | LowerLimit (RooRealVar ¶m) |
get the lowest value of param that is within the confidence interval More... | |
virtual Double_t | LowerLimitByDataHist (RooRealVar ¶m) |
determine lower limit using histogram More... | |
virtual Double_t | LowerLimitByHist (RooRealVar ¶m) |
determine lower limit using histogram More... | |
virtual Double_t | LowerLimitByKeys (RooRealVar ¶m) |
determine lower limit in the shortest interval by using keys pdf More... | |
virtual Double_t | LowerLimitBySparseHist (RooRealVar ¶m) |
determine lower limit using histogram More... | |
virtual Double_t | LowerLimitShortest (RooRealVar ¶m) |
get the lower limit of param in the shortest confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value. More... | |
virtual Double_t | LowerLimitTailFraction (RooRealVar ¶m) |
determine lower limit of the lower confidence interval More... | |
virtual void | SetAxes (RooArgList &axes) |
Set which parameters go on which axis. More... | |
virtual void | SetChain (MarkovChain &chain) |
Set the MarkovChain that this interval is based on. More... | |
virtual void | SetConfidenceLevel (Double_t cl) |
set the desired confidence level (see GetActualConfidenceLevel()) Note: calling this function triggers the algorithm that determines the interval, so call this after initializing all other aspects of this IntervalCalculator Also, calling this function again with a different confidence level re-triggers the calculation of the interval More... | |
virtual void | SetDelta (Double_t delta) |
kbelasco: The inner-workings of the class really should not be exposed like this in a comment, but it seems to be the only way to give the user any control over this process, if they desire it More... | |
virtual void | SetEpsilon (Double_t epsilon) |
set the acceptable level or error for Keys interval determination More... | |
virtual void | SetHistStrict (Bool_t isHistStrict) |
whether the specified confidence level is a floor for the actual confidence level (strict), or a ceiling (not strict) More... | |
virtual void | SetIntervalType (enum IntervalType intervalType) |
Set the type of interval to find. More... | |
virtual void | SetLeftSideTailFraction (Double_t a) |
set the left-side tail fraction for a tail-fraction interval More... | |
virtual void | SetNumBurnInSteps (Int_t numBurnInSteps) |
set the number of steps in the chain to discard as burn-in, starting from the first More... | |
virtual void | SetParameters (const RooArgSet ¶meters) |
Set the parameters of interest for this interval and change other internal data members accordingly. More... | |
virtual void | SetShortestInterval () |
virtual void | SetUseKeys (Bool_t useKeys) |
set whether to use kernel estimation to determine the interval More... | |
virtual void | SetUseSparseHist (Bool_t useSparseHist) |
set whether to use a sparse histogram. More... | |
virtual Double_t | UpperLimit (RooRealVar ¶m) |
get the highest value of param that is within the confidence interval More... | |
virtual Double_t | UpperLimitByDataHist (RooRealVar ¶m) |
determine upper limit using histogram More... | |
virtual Double_t | UpperLimitByHist (RooRealVar ¶m) |
determine upper limit using histogram More... | |
virtual Double_t | UpperLimitByKeys (RooRealVar ¶m) |
determine upper limit in the shortest interval by using keys pdf More... | |
virtual Double_t | UpperLimitBySparseHist (RooRealVar ¶m) |
determine upper limit using histogram More... | |
virtual Double_t | UpperLimitShortest (RooRealVar ¶m) |
get the upper limit of param in the confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value. More... | |
virtual Double_t | UpperLimitTailFraction (RooRealVar ¶m) |
determine upper limit of the lower confidence interval More... | |
Public Member Functions inherited from RooStats::ConfInterval | |
ConfInterval (const char *name=0) | |
constructor given name and title More... | |
virtual | ~ConfInterval () |
destructor More... | |
ConfInterval & | operator= (const ConfInterval &other) |
operator= More... | |
Public Member Functions inherited from TNamed | |
TNamed () | |
TNamed (const char *name, const char *title) | |
TNamed (const TString &name, const TString &title) | |
TNamed (const TNamed &named) | |
TNamed copy ctor. More... | |
virtual | ~TNamed () |
TNamed destructor. More... | |
virtual void | Clear (Option_t *option="") |
Set name and title to empty strings (""). More... | |
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 two TNamed objects. More... | |
virtual void | Copy (TObject &named) const |
Copy this to obj. More... | |
virtual void | FillBuffer (char *&buffer) |
Encode TNamed into output buffer. More... | |
virtual const char * | GetName () const |
Returns name of object. More... | |
virtual const char * | GetTitle () const |
Returns title of object. More... | |
virtual ULong_t | Hash () const |
Return hash value for this object. More... | |
virtual Bool_t | IsSortable () const |
virtual void | ls (Option_t *option="") const |
List TNamed name and title. More... | |
TNamed & | operator= (const TNamed &rhs) |
TNamed assignment operator. More... | |
virtual void | Print (Option_t *option="") const |
Print TNamed name and title. More... | |
virtual void | SetName (const char *name) |
Set the name of the TNamed. More... | |
virtual void | SetNameTitle (const char *name, const char *title) |
Set all the TNamed parameters (name and title). More... | |
virtual void | SetTitle (const char *title="") |
Set the title of the TNamed. More... | |
virtual Int_t | Sizeof () const |
Return size of the TNamed part of the TObject. More... | |
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 () |
Checked and record whether for 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 | 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 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 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 const char * | GetIconName () const |
Returns mime type 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_t * | GetOption () const |
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... | |
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 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 |
R__ALWAYS_INLINE Bool_t | IsZombie () const |
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) |
TObject & | operator= (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 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, Bool_t set) |
Set or unset the user status bits as specified in f. More... | |
void | SetBit (UInt_t f) |
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 | 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... | |
Protected Member Functions | |
virtual Double_t | CalcConfLevel (Double_t cutoff, Double_t full) |
virtual void | CreateDataHist () |
virtual void | CreateHist () |
virtual void | CreateKeysDataHist () |
virtual void | CreateKeysPdf () |
virtual void | CreateSparseHist () |
virtual void | CreateVector (RooRealVar *param) |
virtual void | DetermineByDataHist () |
virtual void | DetermineByHist () |
virtual void | DetermineByKeys () |
virtual void | DetermineBySparseHist () |
virtual void | DetermineInterval () |
virtual void | DetermineShortestInterval () |
virtual void | DetermineTailFractionInterval () |
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 () |
Protected Attributes | |
RooRealVar ** | fAxes |
MarkovChain * | fChain |
Double_t | fConfidenceLevel |
RooRealVar * | fCutoffVar |
RooDataHist * | fDataHist |
Double_t | fDelta |
Int_t | fDimension |
Double_t | fEpsilon |
Double_t | fFull |
Heaviside * | fHeaviside |
TH1 * | fHist |
Double_t | fHistConfLevel |
Double_t | fHistCutoff |
enum IntervalType | fIntervalType |
Bool_t | fIsHistStrict |
Double_t | fKeysConfLevel |
Double_t | fKeysCutoff |
RooDataHist * | fKeysDataHist |
RooNDKeysPdf * | fKeysPdf |
Double_t | fLeftSideTF |
Int_t | fNumBurnInSteps |
RooArgSet | fParameters |
RooProduct * | fProduct |
THnSparse * | fSparseHist |
Double_t | fTFConfLevel |
Double_t | fTFLower |
Double_t | fTFUpper |
Bool_t | fUseKeys |
Bool_t | fUseSparseHist |
std::vector< Int_t > | fVector |
Double_t | fVecWeight |
Protected Attributes inherited from TNamed | |
TString | fName |
TString | fTitle |
Private Member Functions | |
Bool_t | AcceptableConfLevel (Double_t confLevel) |
Bool_t | WithinDeltaFraction (Double_t a, Double_t b) |
Additional Inherited Members | |
Static Public Member Functions inherited from TObject | |
static Long_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... | |
#include <RooStats/MCMCInterval.h>
anonymous enum |
Enumerator | |
---|---|
DEFAULT_NUM_BINS |
Definition at line 42 of file MCMCInterval.h.
Enumerator | |
---|---|
kShortest | |
kTailFraction |
Definition at line 43 of file MCMCInterval.h.
|
explicit |
default constructor
Definition at line 100 of file MCMCInterval.cxx.
MCMCInterval::MCMCInterval | ( | const char * | name, |
const RooArgSet & | parameters, | ||
MarkovChain & | chain | ||
) |
constructor from parameter of interest and Markov chain object
Definition at line 137 of file MCMCInterval.cxx.
|
virtual |
Definition at line 174 of file MCMCInterval.cxx.
Definition at line 1471 of file MCMCInterval.cxx.
Definition at line 1395 of file MCMCInterval.cxx.
check if parameters are correct. (dummy implementation to start)
Implements RooStats::ConfInterval.
Definition at line 1556 of file MCMCInterval.cxx.
|
inlinevirtual |
get the desired confidence level (see GetActualConfidenceLevel())
Implements RooStats::ConfInterval.
Definition at line 59 of file MCMCInterval.h.
|
protectedvirtual |
Definition at line 505 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 381 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 1485 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 337 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 451 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 529 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 918 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 837 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 720 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 847 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 590 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 608 of file MCMCInterval.cxx.
|
protectedvirtual |
Definition at line 618 of file MCMCInterval.cxx.
|
virtual |
virtual Double_t GetKeysPdfCutoff() { return fKeysCutoff; }
get the actual value of the confidence level for this interval.
Definition at line 990 of file MCMCInterval.cxx.
|
inlinevirtual |
return a list of RooRealVars representing the axes you own the returned RooArgList
Definition at line 99 of file MCMCInterval.h.
|
inlinevirtual |
Get the markov chain on which this interval is based You do not own the returned MarkovChain*.
Definition at line 195 of file MCMCInterval.h.
|
inlinevirtual |
Get the markov chain on which this interval is based as a RooDataSet.
You do not own the returned RooDataSet*
Definition at line 204 of file MCMCInterval.h.
|
inlinevirtual |
Get a clone of the markov chain on which this interval is based as a RooDataHist.
You own the returned RooDataHist*
Definition at line 209 of file MCMCInterval.h.
|
inlinevirtual |
Get a clone of the markov chain on which this interval is based as a RooDataSet.
You own the returned RooDataSet*
Definition at line 199 of file MCMCInterval.h.
|
inlinevirtual |
Get a clone of the markov chain on which this interval is based as a THnSparse.
You own the returned THnSparse*
Definition at line 214 of file MCMCInterval.h.
|
inlinevirtual |
Get the number of parameters of interest in this interval.
Definition at line 191 of file MCMCInterval.h.
|
virtual |
get the cutoff bin height for being considered in the confidence interval
Definition at line 1371 of file MCMCInterval.cxx.
|
inlinevirtual |
Return the type of this interval.
Definition at line 244 of file MCMCInterval.h.
Double_t MCMCInterval::GetKeysMax | ( | ) |
Determine the approximate maximum value of the Keys PDF.
Definition at line 1339 of file MCMCInterval.cxx.
|
virtual |
get the cutoff RooNDKeysPdf value for being considered in the confidence interval
Definition at line 1381 of file MCMCInterval.cxx.
|
inlinevirtual |
Get a clone of the NLL variable from the markov chain.
Definition at line 218 of file MCMCInterval.h.
|
inlinevirtual |
get the number of steps in the chain to discard as burn-in,
get the number of steps in the chain to discard as burn-in, starting from the first
Definition at line 176 of file MCMCInterval.h.
|
virtual |
return a set containing the parameters of this interval the caller owns the returned RooArgSet*
Implements RooStats::ConfInterval.
Definition at line 1463 of file MCMCInterval.cxx.
|
virtual |
set the number of bins to use (same for all axes, for now) virtual void SetNumBins(Int_t numBins);
Get a clone of the histogram of the posterior
Definition at line 1410 of file MCMCInterval.cxx.
|
virtual |
Get a clone of the keys pdf of the posterior.
Definition at line 1427 of file MCMCInterval.cxx.
|
virtual |
Get a clone of the (keyspdf * heaviside) product of the posterior.
Definition at line 1444 of file MCMCInterval.cxx.
|
inlinevirtual |
get whether we used kernel estimation to determine the interval
Definition at line 170 of file MCMCInterval.h.
|
inlinevirtual |
Get a clone of the weight variable from the markov chain.
Definition at line 222 of file MCMCInterval.h.
determine whether this point is in the confidence interval
kbelasco: for this method, consider running DetermineInterval() if fKeysPdf==NULL, fSparseHist==NULL, fDataHist==NULL, or fVector.size()==0 rather than just returning false.
Though this should not be an issue because nobody should be able to get an MCMCInterval that has their interval or posterior representation NULL/empty since they should only get this through the MCMCCalculator
Implements RooStats::ConfInterval.
Definition at line 232 of file MCMCInterval.cxx.
|
virtual |
get the lowest value of param that is within the confidence interval
Definition at line 1008 of file MCMCInterval.cxx.
|
virtual |
determine lower limit using histogram
Determine the lower limit for param on this interval using the binned data set.
Definition at line 1147 of file MCMCInterval.cxx.
|
virtual |
determine lower limit using histogram
Determine the lower limit for param on this interval using the binned data set.
Definition at line 1082 of file MCMCInterval.cxx.
|
virtual |
determine lower limit in the shortest interval by using keys pdf
Determine the lower limit for param on this interval using the keys pdf.
Definition at line 1260 of file MCMCInterval.cxx.
|
virtual |
determine lower limit using histogram
Determine the lower limit for param on this interval using the binned data set.
Definition at line 1106 of file MCMCInterval.cxx.
|
virtual |
get the lower limit of param in the shortest confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value.
Definition at line 1060 of file MCMCInterval.cxx.
|
virtual |
determine lower limit of the lower confidence interval
Definition at line 1040 of file MCMCInterval.cxx.
|
virtual |
Set which parameters go on which axis.
The first list element goes on the x axis, second (if it exists) on y, third (if it exists) on z, etc
Definition at line 321 of file MCMCInterval.cxx.
|
inlinevirtual |
Set the MarkovChain that this interval is based on.
Definition at line 90 of file MCMCInterval.h.
set the desired confidence level (see GetActualConfidenceLevel()) Note: calling this function triggers the algorithm that determines the interval, so call this after initializing all other aspects of this IntervalCalculator Also, calling this function again with a different confidence level re-triggers the calculation of the interval
Implements RooStats::ConfInterval.
Definition at line 291 of file MCMCInterval.cxx.
kbelasco: The inner-workings of the class really should not be exposed like this in a comment, but it seems to be the only way to give the user any control over this process, if they desire it
Set the fraction delta such that topCutoff (a) is considered == bottomCutoff (b) iff (TMath::Abs(a - b) < TMath::Abs(fDelta * (a + b)/2)) when determining the confidence interval by Keys
Definition at line 260 of file MCMCInterval.h.
set the acceptable level or error for Keys interval determination
Definition at line 226 of file MCMCInterval.h.
whether the specified confidence level is a floor for the actual confidence level (strict), or a ceiling (not strict)
Definition at line 79 of file MCMCInterval.h.
|
inlinevirtual |
Set the type of interval to find.
This will only have an effect for 1-D intervals. If is more than 1 parameter of interest, then a "shortest" interval will always be used, since it generalizes directly to N dimensions
Definition at line 239 of file MCMCInterval.h.
set the left-side tail fraction for a tail-fraction interval
Definition at line 247 of file MCMCInterval.h.
set the number of steps in the chain to discard as burn-in, starting from the first
Definition at line 158 of file MCMCInterval.h.
Set the parameters of interest for this interval and change other internal data members accordingly.
Definition at line 566 of file MCMCInterval.cxx.
|
inlinevirtual |
Definition at line 241 of file MCMCInterval.h.
set whether to use kernel estimation to determine the interval
Definition at line 162 of file MCMCInterval.h.
set whether to use a sparse histogram.
you MUST also call SetUseKeys(kFALSE) to use a histogram.
Definition at line 166 of file MCMCInterval.h.
|
virtual |
get the highest value of param that is within the confidence interval
Definition at line 1024 of file MCMCInterval.cxx.
|
virtual |
determine upper limit using histogram
Determine the upper limit for param on this interval using the binned data set.
Definition at line 1224 of file MCMCInterval.cxx.
|
virtual |
determine upper limit using histogram
Determine the upper limit for param on this interval using the binned data set.
Definition at line 1094 of file MCMCInterval.cxx.
|
virtual |
determine upper limit in the shortest interval by using keys pdf
Determine the upper limit for param on this interval using the keys pdf.
Definition at line 1300 of file MCMCInterval.cxx.
|
virtual |
determine upper limit using histogram
Determine the upper limit for param on this interval using the binned data set.
Definition at line 1183 of file MCMCInterval.cxx.
|
virtual |
get the upper limit of param in the confidence interval Note that this works better for some distributions (ones with exactly one maximum) than others, and sometimes has little value.
Definition at line 1070 of file MCMCInterval.cxx.
|
virtual |
determine upper limit of the lower confidence interval
Definition at line 1050 of file MCMCInterval.cxx.
Definition at line 1478 of file MCMCInterval.cxx.
|
protected |
Definition at line 312 of file MCMCInterval.h.
|
protected |
Definition at line 276 of file MCMCInterval.h.
|
protected |
Definition at line 277 of file MCMCInterval.h.
|
protected |
Definition at line 288 of file MCMCInterval.h.
|
protected |
Definition at line 279 of file MCMCInterval.h.
|
protected |
Definition at line 318 of file MCMCInterval.h.
|
protected |
Definition at line 308 of file MCMCInterval.h.
|
protected |
Definition at line 316 of file MCMCInterval.h.
|
protected |
Definition at line 291 of file MCMCInterval.h.
|
protected |
Definition at line 286 of file MCMCInterval.h.
|
protected |
Definition at line 300 of file MCMCInterval.h.
|
protected |
Definition at line 281 of file MCMCInterval.h.
|
protected |
Definition at line 282 of file MCMCInterval.h.
|
protected |
Definition at line 323 of file MCMCInterval.h.
|
protected |
Definition at line 304 of file MCMCInterval.h.
|
protected |
Definition at line 289 of file MCMCInterval.h.
|
protected |
Definition at line 290 of file MCMCInterval.h.
|
protected |
Definition at line 287 of file MCMCInterval.h.
|
protected |
Definition at line 284 of file MCMCInterval.h.
|
protected |
Definition at line 293 of file MCMCInterval.h.
|
protected |
Definition at line 309 of file MCMCInterval.h.
|
protected |
Definition at line 275 of file MCMCInterval.h.
|
protected |
Definition at line 285 of file MCMCInterval.h.
|
protected |
Definition at line 280 of file MCMCInterval.h.
|
protected |
Definition at line 294 of file MCMCInterval.h.
|
protected |
Definition at line 297 of file MCMCInterval.h.
|
protected |
Definition at line 298 of file MCMCInterval.h.
|
protected |
Definition at line 302 of file MCMCInterval.h.
|
protected |
Definition at line 303 of file MCMCInterval.h.
|
protected |
Definition at line 295 of file MCMCInterval.h.
|
protected |
Definition at line 296 of file MCMCInterval.h.