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Reference Guide
RooStats::MetropolisHastings Class Reference

This class uses the Metropolis-Hastings algorithm to construct a Markov Chain of data points using Monte Carlo.

In the main algorithm, new points in the parameter space are proposed and then visited based on their relative likelihoods. This class can use any implementation of the ProposalFunction, including non-symmetric proposal functions, to propose parameter points and still maintain detailed balance when constructing the chain.

The "Likelihood" function that is sampled when deciding what steps to take in the chain has been given a very generic implementation. The user can create any RooAbsReal based on the parameters and pass it to a MetropolisHastings object with the method SetFunction(RooAbsReal&). Be sure to tell MetropolisHastings whether your RooAbsReal is on a (+/-) regular or log scale, so that it knows what logic to use when sampling your RooAbsReal. For example, a common use is to sample from a -log(Likelihood) distribution (NLL), for which the appropriate configuration calls are SetType(MetropolisHastings::kLog); SetSign(MetropolisHastings::kNegative); If you're using a traditional likelihood function: SetType(MetropolisHastings::kRegular); SetSign(MetropolisHastings::kPositive); You must set these type and sign flags or MetropolisHastings will not construct a MarkovChain.

Also note that in ConstructChain(), the values of the variables are randomized uniformly over their intervals before construction of the MarkovChain begins.

Definition at line 24 of file MetropolisHastings.h.

Public Types

enum  FunctionSign { kNegative , kPositive , kSignUnset }
enum  FunctionType { kRegular , kLog , kTypeUnset }
- 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

 MetropolisHastings ()
 MetropolisHastings (RooAbsReal &function, const RooArgSet &paramsOfInterest, ProposalFunction &proposalFunction, Int_t numIters)
virtual ~MetropolisHastings ()
virtual MarkovChainConstructChain ()
virtual void SetChainParameters (const RooArgSet &set)
virtual void SetFunction (RooAbsReal &function)
virtual void SetNumBurnInSteps (Int_t numBurnInSteps)
virtual void SetNumIters (Int_t numIters)
virtual void SetParameters (const RooArgSet &set)
virtual void SetProposalFunction (ProposalFunction &proposalFunction)
virtual void SetSign (enum FunctionSign sign)
virtual void SetType (enum FunctionType type)
- 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 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...
voidoperator new (size_t sz)
voidoperator new (size_t sz, void *vp)
voidoperator new[] (size_t sz)
voidoperator 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 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 CalcNLL (Double_t xL)
virtual Bool_t ShouldTakeStep (Double_t d)
- 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

RooArgSet fChainParams
Int_t fNumBurnInSteps
Int_t fNumIters
RooArgSet fParameters
enum FunctionSign fSign
enum FunctionType fType

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/MetropolisHastings.h>

Inheritance diagram for RooStats::MetropolisHastings:

Member Enumeration Documentation

◆ FunctionSign


Definition at line 28 of file MetropolisHastings.h.

◆ FunctionType


Definition at line 29 of file MetropolisHastings.h.

Constructor & Destructor Documentation

◆ MetropolisHastings() [1/2]

MetropolisHastings::MetropolisHastings ( )

Definition at line 71 of file MetropolisHastings.cxx.

◆ MetropolisHastings() [2/2]

MetropolisHastings::MetropolisHastings ( RooAbsReal function,
const RooArgSet paramsOfInterest,
ProposalFunction proposalFunction,
Int_t  numIters 

Definition at line 84 of file MetropolisHastings.cxx.

◆ ~MetropolisHastings()

virtual RooStats::MetropolisHastings::~MetropolisHastings ( )

Definition at line 38 of file MetropolisHastings.h.

Member Function Documentation

◆ CalcNLL()

Double_t MetropolisHastings::CalcNLL ( Double_t  xL)

Definition at line 300 of file MetropolisHastings.cxx.

◆ ConstructChain()

MarkovChain * MetropolisHastings::ConstructChain ( )

Definition at line 98 of file MetropolisHastings.cxx.

◆ SetChainParameters()

virtual void RooStats::MetropolisHastings::SetChainParameters ( const RooArgSet set)

Definition at line 46 of file MetropolisHastings.h.

◆ SetFunction()

virtual void RooStats::MetropolisHastings::SetFunction ( RooAbsReal function)

Definition at line 62 of file MetropolisHastings.h.

◆ SetNumBurnInSteps()

virtual void RooStats::MetropolisHastings::SetNumBurnInSteps ( Int_t  numBurnInSteps)

Definition at line 59 of file MetropolisHastings.h.

◆ SetNumIters()

virtual void RooStats::MetropolisHastings::SetNumIters ( Int_t  numIters)

Definition at line 55 of file MetropolisHastings.h.

◆ SetParameters()

virtual void RooStats::MetropolisHastings::SetParameters ( const RooArgSet set)

Definition at line 49 of file MetropolisHastings.h.

◆ SetProposalFunction()

virtual void RooStats::MetropolisHastings::SetProposalFunction ( ProposalFunction proposalFunction)

Definition at line 52 of file MetropolisHastings.h.

◆ SetSign()

virtual void RooStats::MetropolisHastings::SetSign ( enum FunctionSign  sign)

Definition at line 64 of file MetropolisHastings.h.

◆ SetType()

virtual void RooStats::MetropolisHastings::SetType ( enum FunctionType  type)

Definition at line 66 of file MetropolisHastings.h.

◆ ShouldTakeStep()

Bool_t MetropolisHastings::ShouldTakeStep ( Double_t  d)

Definition at line 265 of file MetropolisHastings.cxx.

Member Data Documentation

◆ fChainParams

RooArgSet RooStats::MetropolisHastings::fChainParams

Definition at line 72 of file MetropolisHastings.h.

◆ fFunction

RooAbsReal* RooStats::MetropolisHastings::fFunction

Definition at line 70 of file MetropolisHastings.h.

◆ fNumBurnInSteps

Int_t RooStats::MetropolisHastings::fNumBurnInSteps

Definition at line 75 of file MetropolisHastings.h.

◆ fNumIters

Int_t RooStats::MetropolisHastings::fNumIters

Definition at line 74 of file MetropolisHastings.h.

◆ fParameters

RooArgSet RooStats::MetropolisHastings::fParameters

Definition at line 71 of file MetropolisHastings.h.

◆ fPropFunc

ProposalFunction* RooStats::MetropolisHastings::fPropFunc

Definition at line 73 of file MetropolisHastings.h.

◆ fSign

enum FunctionSign RooStats::MetropolisHastings::fSign

Definition at line 76 of file MetropolisHastings.h.

◆ fType

enum FunctionType RooStats::MetropolisHastings::fType

Definition at line 77 of file MetropolisHastings.h.

Libraries for RooStats::MetropolisHastings:

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