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// @(#)root/roostats:$Id: PdfProposal.cxx 31276 2009-11-18 15:06:42Z moneta $
// Authors: Kevin Belasco        17/06/2009
// Authors: Kyle Cranmer         17/06/2009
 * Copyright (C) 1995-2008, Rene Brun and Fons Rademakers.               *
 * All rights reserved.                                                  *
 *                                                                       *
 * For the licensing terms see $ROOTSYS/LICENSE.                         *
 * For the list of contributors see $ROOTSYS/README/CREDITS.             *

PdfProposal is a concrete implementation of the ProposalFunction interface.
It proposes points across the parameter space in the distribution of the
given PDF.
To make Propose(xPrime, x) dependent on x, configure with
PdfProposal::AddMapping(varToUpdate, valueToUse).  For example, suppose we have:

// our parameter
RooRealVar p("p", "p", 5, 0, 10);

// create mean and sigma for gaussian proposal function
RooRealVar meanP("meanP", "meanP", 0, 10);
RooRealVar sigma("sigma", "sigma", 1, 0, 5);
RooGaussian pGaussian("pGaussian", "pGaussian", p, meanP, sigma);

// configure proposal function
PdfProposal pdfProposal(pGaussian);
pdfProposal.AddMapping(meanP, p); // each call of Propose(xPrime, x), meanP in
                                  // the proposal function will be updated to
                                  // the value of p in x.  this will center the
                                  // proposal function about x's p when
                                  // proposing for xPrime

// To improve performance, PdfProposal has the ability to cache a specified
// number of proposals. If you don't call this function, the default cache size
// is 1, which can be slow.

PdfProposal currently uses a fixed cache size. Adaptive caching methods are in the works
for future versions.


#ifndef ROOT_Rtypes
#include "Rtypes.h"

#ifndef ROOSTATS_PdfProposal
#include "RooStats/PdfProposal.h"
#ifndef RooStats_RooStatsUtils
#include "RooStats/RooStatsUtils.h"
#ifndef ROO_ARG_SET
#include "RooArgSet.h"
#ifndef ROO_DATA_SET
#include "RooDataSet.h"
#ifndef ROO_ABS_PDF
#include "RooAbsPdf.h"
#include "RooMsgService.h"
#ifndef ROO_REAL_VAR
#include "RooRealVar.h"
#ifndef ROOT_TIterator
#include "TIterator.h"

#include <map>


using namespace RooFit;
using namespace RooStats;

// By default, PdfProposal does NOT own the PDF that serves as the
// proposal density function
PdfProposal::PdfProposal() : ProposalFunction()
   fPdf = NULL;
   fOwnsPdf = kFALSE;
   fCacheSize = 1;
   fCachePosition = 0;
   fCache = NULL;

// By default, PdfProposal does NOT own the PDF that serves as the
// proposal density function
PdfProposal::PdfProposal(RooAbsPdf& pdf) : ProposalFunction()
   fPdf = &pdf;
   fOwnsPdf = kFALSE;
   fCacheSize = 1;
   fCachePosition = 0;
   fCache = NULL;

Bool_t PdfProposal::Equals(RooArgSet& x1, RooArgSet& x2)
   if (x1.equals(x2)) {
      TIterator* it = x1.createIterator();
      RooRealVar* r;
      while ((r = (RooRealVar*)it->Next()) != NULL)
         if (r->getVal() != x2.getRealValue(r->GetName()))
            return kFALSE;
      return kTRUE;
   return kFALSE;

// Populate xPrime with a new proposed point
void PdfProposal::Propose(RooArgSet& xPrime, RooArgSet& x)
   if (fLastX.getSize() == 0) {
      // fLastX not yet initialized
      // generate initial cache
      RooStats::SetParameters(&x, &fMaster);
      for (fIt = fMap.begin(); fIt != fMap.end(); fIt++)
      fCache = fPdf->generate(xPrime, fCacheSize);

   Bool_t moved = false;
   if (fMap.size() > 0) {
      moved = !Equals(fLastX, x);

      // if we've moved, set the values of the variables in the PDF to the
      // corresponding values of the variables in x, according to the
      // mappings (i.e. let the variables in x set the given values for the
      // PDF that will generate xPrime)
      if (moved) {
         // update the pdf parameters
         RooStats::SetParameters(&x, &fMaster);

         for (fIt = fMap.begin(); fIt != fMap.end(); fIt++)

         // save the new x in fLastX
         RooStats::SetParameters(&x, &fLastX);

   // generate new cache if necessary
   if (moved || fCachePosition >= fCacheSize) {
      delete fCache;
      fCache = fPdf->generate(xPrime, fCacheSize);
      fCachePosition = 0;

   const RooArgSet* proposal = fCache->get(fCachePosition);
   RooStats::SetParameters(proposal, &xPrime);

// Determine whether or not the proposal density is symmetric for
// points x1 and x2 - that is, whether the probabilty of reaching x2
// from x1 is equal to the probability of reaching x1 from x2
Bool_t PdfProposal::IsSymmetric(RooArgSet& /* x1 */, RooArgSet& /* x2 */)
   // kbelasco: is there a better way to do this?
   return false;

// Return the probability of proposing the point x1 given the starting
// point x2
Double_t PdfProposal::GetProposalDensity(RooArgSet& x1, RooArgSet& x2)
   RooStats::SetParameters(&x2, &fMaster);
   for (fIt = fMap.begin(); fIt != fMap.end(); fIt++)
   RooArgSet* temp = fPdf->getObservables(x1);
   RooStats::SetParameters(&x1, temp);
   delete temp;
   return fPdf->getVal(&x1); // could just as well use x2

void PdfProposal::AddMapping(RooRealVar& proposalParam, RooAbsReal& update)
   if (update.getParameters((RooAbsData*)NULL)->getSize() == 0)
   fMap.insert(pair<RooRealVar*, RooAbsReal*>(&proposalParam, &update));