class RooStats::MCMCInterval: public RooStats::ConfInterval

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. The points in the Markov Chain are put into a histogram 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 SetStrict(false)). The level to use to make a contour plot is the cutoff histogram bin height. Because a histogram is used, MCMCInterval currently supports up to 3 dimensions for the interval (i.e. 3 parameters of interest).

This is not the only way for the confidence interval to be determined, and other possibilities are being considered being added, especially for the 1-dimensional case.

It 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 maximum) than others, and sometimes has little value.

Function Members (Methods)

public:

virtual	~MCMCInterval()
void	TObject::AbstractMethod(const char* method) const
virtual void	TObject::AppendPad(Option_t* option = "")
virtual void	TObject::Browse(TBrowser* b)
virtual Bool_t	CheckParameters(RooArgSet& point) const
virtual Bool_t	RooStats::ConfInterval::CheckParameters(RooArgSet&) const
static TClass*	Class()
static TClass*	RooStats::ConfInterval::Class()
static TClass*	TNamed::Class()
static TClass*	TObject::Class()
virtual const char*	TObject::ClassName() const
virtual void	TNamed::Clear(Option_t* option = "")
virtual void	TObject::Clear(Option_t* = "")
virtual TObject*	TNamed::Clone(const char* newname = "") const
virtual TObject*	TObject::Clone(const char* newname = "") const
virtual Int_t	TNamed::Compare(const TObject* obj) const
virtual Int_t	TObject::Compare(const TObject* obj) const
virtual Double_t	ConfidenceLevel() const
virtual Double_t	RooStats::ConfInterval::ConfidenceLevel() const
virtual void	TNamed::Copy(TObject& named) const
virtual void	TObject::Copy(TObject& object) const
virtual void	TObject::Delete(Option_t* option = "")MENU
virtual Int_t	TObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual void	TObject::Draw(Option_t* option = "")
virtual void	TObject::DrawClass() constMENU
virtual TObject*	TObject::DrawClone(Option_t* option = "") constMENU
virtual void	TObject::Dump() constMENU
virtual void	TObject::Error(const char* method, const char* msgfmt) const
virtual void	TObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual void	TObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual void	TObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual void	TObject::Fatal(const char* method, const char* msgfmt) const
virtual void	TNamed::FillBuffer(char*& buffer)
virtual TObject*	TObject::FindObject(const char* name) const
virtual TObject*	TObject::FindObject(const TObject* obj) const
virtual Double_t	GetActualConfidenceLevel()
virtual const RooDataSet*	GetChain()
virtual Double_t	GetCutoff()
virtual Option_t*	TObject::GetDrawOption() const
static Long_t	TObject::GetDtorOnly()
virtual const char*	TObject::GetIconName() const
virtual const char*	TNamed::GetName() const
virtual const char*	TObject::GetName() const
virtual char*	TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_t	TObject::GetObjectStat()
virtual Option_t*	TObject::GetOption() const
virtual RooArgSet*	GetParameters() const
virtual RooArgSet*	RooStats::ConfInterval::GetParameters() const
virtual TH1*	GetPosteriorHist()
virtual const char*	TNamed::GetTitle() const
virtual const char*	TObject::GetTitle() const
virtual UInt_t	TObject::GetUniqueID() const
virtual Bool_t	TObject::HandleTimer(TTimer* timer)
virtual ULong_t	TNamed::Hash() const
virtual ULong_t	TObject::Hash() const
virtual void	TObject::Info(const char* method, const char* msgfmt) const
virtual Bool_t	TObject::InheritsFrom(const char* classname) const
virtual Bool_t	TObject::InheritsFrom(const TClass* cl) const
virtual void	TObject::Inspect() constMENU
void	TObject::InvertBit(UInt_t f)
virtual TClass*	IsA() const
virtual TClass*	RooStats::ConfInterval::IsA() const
virtual TClass*	TNamed::IsA() const
virtual TClass*	TObject::IsA() const
virtual Bool_t	TObject::IsEqual(const TObject* obj) const
virtual Bool_t	TObject::IsFolder() const
virtual Bool_t	IsInInterval(RooArgSet& point)
virtual Bool_t	RooStats::ConfInterval::IsInInterval(RooArgSet&)
Bool_t	TObject::IsOnHeap() const
virtual Bool_t	TNamed::IsSortable() const
virtual Bool_t	TObject::IsSortable() const
Bool_t	TObject::IsZombie() const
virtual Double_t	LowerLimit(RooRealVar& param)
virtual void	TNamed::ls(Option_t* option = "") const
virtual void	TObject::ls(Option_t* option = "") const
void	TObject::MayNotUse(const char* method) const
RooStats::MCMCInterval	MCMCInterval()
RooStats::MCMCInterval	MCMCInterval(const char* name)
RooStats::MCMCInterval	MCMCInterval(const RooStats::MCMCInterval&)
RooStats::MCMCInterval	MCMCInterval(const char* name, const char* title)
RooStats::MCMCInterval	MCMCInterval(const char* name, const char* title, RooArgSet& parameters, RooDataSet& chain)
virtual Bool_t	TObject::Notify()
static void	TObject::operator delete(void* ptr)
static void	TObject::operator delete(void* ptr, void* vp)
static void	TObject::operator delete[](void* ptr)
static void	TObject::operator delete[](void* ptr, void* vp)
void*	TObject::operator new(size_t sz)
void*	TObject::operator new(size_t sz, void* vp)
void*	TObject::operator new[](size_t sz)
void*	TObject::operator new[](size_t sz, void* vp)
RooStats::MCMCInterval&	operator=(const RooStats::MCMCInterval&)
RooStats::ConfInterval&	RooStats::ConfInterval::operator=(const RooStats::ConfInterval&)
TNamed&	TNamed::operator=(const TNamed& rhs)
TObject&	TObject::operator=(const TObject& rhs)
virtual void	TObject::Paint(Option_t* option = "")
virtual void	TObject::Pop()
virtual void	TNamed::Print(Option_t* option = "") const
virtual void	TObject::Print(Option_t* option = "") const
virtual Int_t	TObject::Read(const char* name)
virtual void	TObject::RecursiveRemove(TObject* obj)
void	TObject::ResetBit(UInt_t f)
virtual void	TObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual void	TObject::SavePrimitive(basic_ostream<char,char_traits<char> >& out, Option_t* option = "")
virtual void	SetAxes(RooArgList& axes)
void	TObject::SetBit(UInt_t f)
void	TObject::SetBit(UInt_t f, Bool_t set)
virtual void	SetConfidenceLevel(Double_t cl)
virtual void	RooStats::ConfInterval::SetConfidenceLevel(Double_t cl)
virtual void	TObject::SetDrawOption(Option_t* option = "")MENU
static void	TObject::SetDtorOnly(void* obj)
virtual void	TNamed::SetName(const char* name)MENU
virtual void	TNamed::SetNameTitle(const char* name, const char* title)
virtual void	SetNumBins(Int_t numBins)
virtual void	SetNumBurnInSteps(Int_t numBurnInSteps)
static void	TObject::SetObjectStat(Bool_t stat)
virtual void	SetParameters(RooArgSet& parameters)
virtual void	SetStrict(Bool_t isStrict)
virtual void	TNamed::SetTitle(const char* title = "")MENU
virtual void	TObject::SetUniqueID(UInt_t uid)
virtual void	ShowMembers(TMemberInspector& insp, char* parent)
virtual void	RooStats::ConfInterval::ShowMembers(TMemberInspector& insp, char* parent)
virtual void	TNamed::ShowMembers(TMemberInspector& insp, char* parent)
virtual void	TObject::ShowMembers(TMemberInspector& insp, char* parent)
virtual Int_t	TNamed::Sizeof() const
virtual void	Streamer(TBuffer& b)
virtual void	RooStats::ConfInterval::Streamer(TBuffer& b)
virtual void	TNamed::Streamer(TBuffer& b)
virtual void	TObject::Streamer(TBuffer& b)
void	StreamerNVirtual(TBuffer& b)
void	RooStats::ConfInterval::StreamerNVirtual(TBuffer& b)
void	TNamed::StreamerNVirtual(TBuffer& b)
void	TObject::StreamerNVirtual(TBuffer& b)
virtual void	TObject::SysError(const char* method, const char* msgfmt) const
Bool_t	TObject::TestBit(UInt_t f) const
Int_t	TObject::TestBits(UInt_t f) const
virtual Double_t	UpperLimit(RooRealVar& param)
virtual void	TObject::UseCurrentStyle()
virtual void	TObject::Warning(const char* method, const char* msgfmt) const
virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0)
virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const

protected:

virtual void	CreateHistogram()
virtual void	DetermineInterval()
virtual void	TObject::DoError(int level, const char* location, const char* fmt, va_list va) const
void	TObject::MakeZombie()

Data Members

private:

enum {	DEFAULT_NUM_BINS
};
enum TObject::EStatusBits {	kCanDelete
	kMustCleanup
	kObjInCanvas
	kIsReferenced
	kHasUUID
	kCannotPick
	kNoContextMenu
	kInvalidObject
};
enum TObject::[unnamed] {	kIsOnHeap
	kNotDeleted
	kZombie
	kBitMask
	kSingleKey
	kOverwrite
	kWriteDelete
};

protected:

RooRealVar**	fAxes	array of pointers to RooRealVars representing
Double_t	fConfidenceLevel	Requested confidence level (eg. 0.95 for 95% CL)
Double_t	fCutoff	cutoff bin size to be in interval
RooDataSet*	fData	the markov chain
Int_t	fDimension	number of variables
TH1*	fHist	histogram generated from data to determine binning
Double_t	fIntervalSum	sum of heights of bins in the interval
Bool_t	fIsStrict	whether the specified confidence level is a floor
TString	TNamed::fName	object identifier
Int_t*	fNumBins	number of bins for each dimension
Int_t	fNumBurnInSteps	number of steps to discard as burn in, starting from the first
RooArgSet*	fParameters	parameters of interest for this interval
Int_t	fPreferredNumBins	number of bins client wants
TString	TNamed::fTitle	object title

Class Charts

Inheritance Inherited Members Includes Libraries

Function documentation

MCMCInterval()

MCMCInterval(const char* name)

MCMCInterval(const char* name, const char* title)

MCMCInterval(const char* name, const char* title, RooArgSet& parameters, RooDataSet& chain)

Bool_t IsInInterval(RooArgSet& point)

void SetConfidenceLevel(Double_t cl)

void SetNumBins(Int_t numBins)

void SetAxes(RooArgList& axes)

void CreateHistogram()

void SetParameters(RooArgSet& parameters)

void DetermineInterval()

Double_t LowerLimit(RooRealVar& param)

Double_t UpperLimit(RooRealVar& param)

TH1* GetPosteriorHist()

RooArgSet* GetParameters() const

 returns list of parameters

Bool_t CheckParameters(RooArgSet& point) const

 check that the parameters are correct

MCMCInterval()

virtual ~MCMCInterval()

Double_t ConfidenceLevel() const

 get the desired confidence level (see GetActualConfidenceLevel())

{return fConfidenceLevel;}

Double_t GetCutoff()

 get the cutoff bin height for being considered in the
 confidence interval

{ return fCutoff; }

Double_t GetActualConfidenceLevel()

 get the actual value of the confidence level for this interval.
 It is >= the specified confidence level because the interval contains
 all bins with the cutoff height (or higher), until at least the desired
 confidence level is reached.
 Returns (Sum of bin heights in interval) / (Sum of all bin heights)

{ return fIntervalSum/fHist->GetSumOfWeights(); }

void SetStrict(Bool_t isStrict)

 whether the specified confidence level is a floor for the actual
 confidence level (strict), or a ceiling (not strict)

{ fIsStrict = isStrict; }

void SetNumBurnInSteps(Int_t numBurnInSteps)

 set the number of steps in the chain to discard as burn-in,
 starting from the first

{ fNumBurnInSteps = numBurnInSteps; }

const RooDataSet* GetChain()

 Get the markov chain on which this interval is based

{ return fData; }