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.

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

	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.

	~RooMCIntegrator () override
	Destructor.

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.

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

double	getAlpha () const

GeneratorType	getGenType () const

const RooGrid &	grid () const

double	integral (const double *yvec=nullptr) override
	Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per dimension.

TClass *	IsA () const override

void	setAlpha (double alpha)

void	setGenType (GeneratorType type)

void	Streamer (TBuffer &) override
	Stream an object of class TObject.

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

double	vegas (Stage stage, UInt_t calls, UInt_t iterations, double *absError=nullptr)
	Perform one step of Monte Carlo integration using the specified number of iterations with (approximately) the specified number of integrand evaluation calls per iteration.

Public Member Functions inherited from RooAbsIntegrator
	RooAbsIntegrator ()

	RooAbsIntegrator (const RooAbsFunc &function, bool printEvalCounter=false)
	Copy constructor.

	~RooAbsIntegrator () override
	Destructor.

double	calculate (const double *yvec=nullptr)
	Calculate integral value with given array of parameter values.

const RooAbsFunc *	integrand () const
	Return integrand function binding.

double	integrand (const double x[]) const
	Return value of integrand at given observable values.

bool	isValid () const
	Is integrator in valid state.

bool	printEvalCounter () const

virtual bool	setLimits (double , double )

virtual bool	setLimits (double xmin, double xmax)
	Interface to set limits on integration.

void	setPrintEvalCounter (bool value)

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

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

Public Member Functions inherited from TObject
	TObject ()
	TObject constructor.

	TObject (const TObject &object)
	TObject copy ctor.

virtual	~TObject ()
	TObject destructor.

void	AbstractMethod (const char *method) const
	Use this method to implement an "abstract" method that you don't want to leave purely abstract.

virtual void	AppendPad (Option_t *option="")
	Append graphics object to current pad.

virtual void	Browse (TBrowser *b)
	Browse object. May be overridden for another default action.

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.

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

virtual void	Clear (Option_t *="")

virtual TObject *	Clone (const char *newname="") const
	Make a clone of an object using the Streamer facility.

virtual Int_t	Compare (const TObject *obj) const
	Compare abstract method.

virtual void	Copy (TObject &object) const
	Copy this to obj.

virtual void	Delete (Option_t *option="")
	Delete this object.

virtual Int_t	DistancetoPrimitive (Int_t px, Int_t py)
	Computes distance from point (px,py) to the object.

virtual void	Draw (Option_t *option="")
	Default Draw method for all objects.

virtual void	DrawClass () const
	Draw class inheritance tree of the class to which this object belongs.

virtual TObject *	DrawClone (Option_t *option="") const
	Draw a clone of this object in the current selected pad with: `gROOT->SetSelectedPad(c1)`.

virtual void	Dump () const
	Dump contents of object on stdout.

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

virtual void	Execute (const char method, const char params, Int_t *error=nullptr)
	Execute method on this object with the given parameter string, e.g.

virtual void	Execute (TMethod method, TObjArray params, Int_t *error=nullptr)
	Execute method on this object with parameters stored in the TObjArray.

virtual void	ExecuteEvent (Int_t event, Int_t px, Int_t py)
	Execute action corresponding to an event at (px,py).

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

virtual TObject *	FindObject (const char *name) const
	Must be redefined in derived classes.

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

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

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

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

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

virtual Option_t *	GetOption () const

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

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

virtual Bool_t	HandleTimer (TTimer *timer)
	Execute action in response of a timer timing out.

virtual ULong_t	Hash () const
	Return hash value for this object.

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.

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

virtual Bool_t	InheritsFrom (const char *classname) const
	Returns kTRUE if object inherits from class "classname".

virtual Bool_t	InheritsFrom (const TClass *cl) const
	Returns kTRUE if object inherits from TClass cl.

virtual void	Inspect () const
	Dump contents of this object in a graphics canvas.

void	InvertBit (UInt_t f)

Bool_t	IsDestructed () const
	IsDestructed.

virtual Bool_t	IsEqual (const TObject *obj) const
	Default equal comparison (objects are equal if they have the same address in memory).

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

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.

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).

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

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

void	operator delete (void *ptr)
	Operator delete.

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

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.

virtual void	Paint (Option_t *option="")
	This method must be overridden if a class wants to paint itself.

virtual void	Pop ()
	Pop on object drawn in a pad to the top of the display list.

virtual void	Print (Option_t *option="") const
	This method must be overridden when a class wants to print itself.

virtual Int_t	Read (const char *name)
	Read contents of object with specified name from the current directory.

virtual void	RecursiveRemove (TObject *obj)
	Recursively remove this object from a list.

void	ResetBit (UInt_t f)

virtual void	SaveAs (const char filename="", Option_t option="") const
	Save this object in the file specified by filename.

virtual void	SavePrimitive (std::ostream &out, Option_t *option="")
	Save a primitive as a C++ statement(s) on output stream "out".

void	SetBit (UInt_t f)

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

virtual void	SetDrawOption (Option_t *option="")
	Set drawing option for object.

virtual void	SetUniqueID (UInt_t uid)
	Set the unique object id.

void	StreamerNVirtual (TBuffer &ClassDef_StreamerNVirtual_b)

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

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.

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

virtual Int_t	Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0)
	Write this object to the current directory.

virtual Int_t	Write (const char *name=nullptr, Int_t option=0, Int_t bufsize=0) const
	Write this object to the current directory.

Static Public Member Functions
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from RooAbsIntegrator
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

Static Public Member Functions inherited from TObject
static TClass *	Class ()

static const char *	Class_Name ()

static constexpr Version_t	Class_Version ()

static const char *	DeclFileName ()

static Longptr_t	GetDtorOnly ()
	Return destructor only flag.

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

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

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

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

Protected Attributes
double	_alpha
	Grid stiffness parameter.

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

double	_chi_sum

double	_chisq

GeneratorType	_genType
	Generator type.

RooGrid	_grid

UInt_t	_it_num

UInt_t	_it_start

double	_jac

Int_t	_mode
	Sampling mode.

Int_t	_nIntegratePerDim
	Number of integration samplings (per dim)

Int_t	_nRefineIter
	Number of refinement iterations.

Int_t	_nRefinePerDim
	Number of refinement samplings (per dim)

double	_result

UInt_t	_samples

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

double	_sum_wgts

TStopwatch	_timer
	Timer.

bool	_verbose
	Verbosity control.

double	_wtd_int_sum

Protected Attributes inherited from RooAbsIntegrator
const RooAbsFunc *	_function = nullptr
	Pointer to function binding of integrand.

bool	_printEvalCounter = false
	If true print number of function evaluation required for integration.

bool	_valid = false
	Is integrator in valid state?

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).

void	MakeZombie ()

#include <RooMCIntegrator.h>

Inheritance diagram for RooMCIntegrator:

[legend]

Member Enumeration Documentation

◆ GeneratorType

enum RooMCIntegrator::GeneratorType

Enumerator
QuasiRandom
PseudoRandom

Definition at line 29 of file RooMCIntegrator.h.

◆ SamplingMode

enum RooMCIntegrator::SamplingMode

Enumerator
Importance
ImportanceOnly
Stratified

Definition at line 28 of file RooMCIntegrator.h.

◆ Stage

enum RooMCIntegrator::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 95 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 108 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 125 of file RooMCIntegrator.cxx.

◆ ~RooMCIntegrator()

RooMCIntegrator::~RooMCIntegrator ( )

override

Destructor.

Definition at line 158 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 169 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 constexpr Version_t RooMCIntegrator::Class_Version ( )

inlinestaticconstexpr

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 148 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 = nullptr )

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 182 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 55 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 = `nullptr`
	)

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 199 of file RooMCIntegrator.cxx.

Friends And Related Symbol 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:

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

Public Types

Public Member Functions

Static Public Member Functions

Static Protected Member Functions

Protected Attributes

Friends

Additional Inherited Members

Member Enumeration Documentation

◆ GeneratorType

◆ SamplingMode

◆ Stage

Constructor & Destructor Documentation

◆ RooMCIntegrator() [1/3]

◆ RooMCIntegrator() [2/3]

◆ RooMCIntegrator() [3/3]

◆ ~RooMCIntegrator()

Member Function Documentation

◆ canIntegrate1D()

◆ canIntegrate2D()

◆ canIntegrateND()

◆ canIntegrateOpenEnded()

◆ checkLimits()

◆ Class()

◆ Class_Name()

◆ Class_Version()

◆ clone()

◆ DeclFileName()

◆ getAlpha()

◆ getGenType()

◆ grid()

◆ integral()

◆ IsA()

◆ registerIntegrator()

◆ setAlpha()

◆ setGenType()

◆ Streamer()

◆ StreamerNVirtual()

◆ vegas()

Friends And Related Symbol Documentation

◆ RooNumIntFactory

Member Data Documentation

◆ _alpha

◆ _calls_per_box

◆ _chi_sum

◆ _chisq

◆ _genType

◆ _grid

◆ _it_num

◆ _it_start

◆ _jac

◆ _mode

◆ _nIntegratePerDim

◆ _nRefineIter

◆ _nRefinePerDim

◆ _result

◆ _samples

◆ _sigma

◆ _sum_wgts

◆ _timer

◆ _verbose

◆ _wtd_int_sum