class RooMCIntegrator: public RooAbsIntegrator
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.
Function Members (Methods)
public:
protected:
| virtual void | TObject::DoError(int level, const char* location, const char* fmt, va_list va) const |
| void | TObject::MakeZombie() |
| static void | registerIntegrator(RooNumIntFactory& fact) |
Data Members
public:
| enum SamplingMode { | Importance | |
| ImportanceOnly | ||
| Stratified | ||
| }; | ||
| enum GeneratorType { | QuasiRandom | |
| PseudoRandom | ||
| }; | ||
| enum Stage { | AllStages | |
| ReuseGrid | ||
| RefineGrid | ||
| }; | ||
| enum TObject::EStatusBits { | kCanDelete | |
| kMustCleanup | ||
| kObjInCanvas | ||
| kIsReferenced | ||
| kHasUUID | ||
| kCannotPick | ||
| kNoContextMenu | ||
| kInvalidObject | ||
| }; | ||
| enum TObject::[unnamed] { | kIsOnHeap | |
| kNotDeleted | ||
| kZombie | ||
| kBitMask | ||
| kSingleKey | ||
| kOverwrite | ||
| kWriteDelete | ||
| }; |
protected:
| Double_t | _alpha | Grid stiffness parameter |
| UInt_t | _calls_per_box | Scratch variables preserved between calls to vegas1/2/2 |
| Double_t | _chi_sum | |
| Double_t | _chisq | |
| const RooAbsFunc* | RooAbsIntegrator::_function | Pointer to function binding of integrand |
| RooMCIntegrator::GeneratorType | _genType | Generator type |
| RooGrid | _grid | Sampling grid definition |
| UInt_t | _it_num | |
| UInt_t | _it_start | |
| Double_t | _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) |
| Bool_t | RooAbsIntegrator::_printEvalCounter | If true print number of function evaluation required for integration |
| Double_t | _result | |
| UInt_t | _samples | |
| Double_t | _sigma | Scratch variables preserved between calls to vegas1/2/2 |
| Double_t | _sum_wgts | |
| TStopwatch | _timer | Timer |
| Bool_t | RooAbsIntegrator::_valid | Is integrator in valid state? |
| Bool_t | _verbose | Verbosity control |
| Double_t | _wtd_int_sum |
Class Charts
Function documentation
void registerIntegrator(RooNumIntFactory& fact)
This function registers class RooMCIntegrator, its configuration options and its capabilities with RooNumIntFactory
RooMCIntegrator(const RooAbsFunc& function, RooMCIntegrator::SamplingMode mode = Importance, RooMCIntegrator::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.
RooMCIntegrator(const RooAbsFunc& function, const RooNumIntConfig& config)
Construct an integrator over 'function' where the configuration details are taken from 'config'
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
Bool_t checkLimits() const
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.
Double_t vegas(RooMCIntegrator::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.