ROOT  6.06/09
Reference Guide
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
RooStats::MCMCCalculator Class Reference

Bayesian Calculator estimating an interval or a credible region using the Markov-Chain Monte Carlo method to integrate the likelihood function with the prior to obtain the posterior function.

By using the Markov-Chain Monte Carlo methods this calculator can work with model which require the integration of a large number of parameters.

MCMCCalculator is a concrete implementation of IntervalCalculator. It uses a MetropolisHastings object to construct a Markov Chain of data points in the parameter space. From this Markov Chain, this class can generate a MCMCInterval as per user specification.

The interface allows one to pass the model, data, and parameters via a workspace and then specify them with names.

After configuring the calculator, one only needs to ask GetInterval(), which will return an ConfInterval (MCMCInterval in this case).

Definition at line 72 of file MCMCCalculator.h.

Public Member Functions

 MCMCCalculator ()
 default constructor More...
 
 MCMCCalculator (RooAbsData &data, const ModelConfig &model)
 Constructor for automatic configuration with basic settings and a ModelConfig. More...
 
virtual ~MCMCCalculator ()
 
virtual MCMCInterval * GetInterval () const
 Main interface to get a ConfInterval. More...
 
virtual Double_t Size () const
 Get the size of the test (eg. rate of Type I error) More...
 
virtual Double_t ConfidenceLevel () const
 Get the Confidence level for the test. More...
 
virtual void SetModel (const ModelConfig &model)
 Set the Model. More...
 
virtual void SetData (RooAbsData &data)
 Set the DataSet if not already there. More...
 
virtual void SetPdf (RooAbsPdf &pdf)
 Set the Pdf if not already there. More...
 
virtual void SetPriorPdf (RooAbsPdf &pdf)
 Set the Prior Pdf if not already there. More...
 
virtual void SetParameters (const RooArgSet &set)
 specify the parameters of interest in the interval More...
 
virtual void SetChainParameters (const RooArgSet &set)
 specify the parameters to store in the Markov chain By default all the parameters are stored More...
 
virtual void SetNuisanceParameters (const RooArgSet &set)
 specify the nuisance parameters (eg. the rest of the parameters) More...
 
virtual void SetConditionalObservables (const RooArgSet &set)
 set the conditional observables which will be used when creating the NLL so the pdf's will not be normalized on the conditional observables when computing the NLL More...
 
virtual void SetTestSize (Double_t size)
 set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval) More...
 
virtual void SetConfidenceLevel (Double_t cl)
 set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More...
 
virtual void SetProposalFunction (ProposalFunction &proposalFunction)
 set the proposal function for suggesting new points for the MCMC More...
 
virtual void SetNumIters (Int_t numIters)
 set the number of iterations to run the metropolis algorithm More...
 
virtual void SetNumBurnInSteps (Int_t numBurnInSteps)
 set the number of steps in the chain to discard as burn-in, starting from the first More...
 
virtual void SetNumBins (Int_t numBins)
 set the number of bins to create for each axis when constructing the interval More...
 
virtual void SetAxes (RooArgList &axes)
 set which variables to put on each axis More...
 
virtual void SetUseKeys (Bool_t useKeys)
 set whether to use kernel estimation to determine the interval More...
 
virtual void SetUseSparseHist (Bool_t useSparseHist)
 set whether to use sparse histogram (if using histogram at all) More...
 
virtual void SetIntervalType (enum MCMCInterval::IntervalType intervalType)
 set what type of interval to have the MCMCInterval represent More...
 
virtual void SetLeftSideTailFraction (Double_t a)
 Set the left side tail fraction. More...
 
virtual void SetKeysConfidenceAccuracy (Double_t epsilon)
 Set the desired level of confidence-level accuracy for Keys interval determination. More...
 
virtual void SetKeysTerminationThreshold (Double_t delta)
 When the shortest interval using Keys PDF could not be found to have the desired confidence level +/- the accuracy (see SetKeysConfidenceAccuracy()), the interval determination algorithm will have to terminate with an unsatisfactory confidence level when the bottom and top of the cutoff search range are very close to being equal. More...
 
- Public Member Functions inherited from RooStats::IntervalCalculator
virtual ~IntervalCalculator ()
 
- Public Member Functions inherited from TNamed
 TNamed ()
 
 TNamed (const char *name, const char *title)
 
 TNamed (const TString &name, const TString &title)
 
 TNamed (const TNamed &named)
 
TNamedoperator= (const TNamed &rhs)
 TNamed assignment operator. More...
 
virtual ~TNamed ()
 
virtual void Clear (Option_t *option="")
 Set name and title to empty strings (""). More...
 
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 two TNamed objects. More...
 
virtual void Copy (TObject &named) const
 Copy this to obj. More...
 
virtual void FillBuffer (char *&buffer)
 Encode TNamed into output buffer. More...
 
virtual const char * GetName () const
 Returns name of object. More...
 
virtual const char * GetTitle () const
 Returns title of object. More...
 
virtual ULong_t Hash () const
 Return hash value for this object. More...
 
virtual Bool_t IsSortable () const
 
virtual void SetName (const char *name)
 Change (i.e. More...
 
virtual void SetNameTitle (const char *name, const char *title)
 Change (i.e. set) all the TNamed parameters (name and title). More...
 
virtual void SetTitle (const char *title="")
 Change (i.e. set) the title of the TNamed. More...
 
virtual void ls (Option_t *option="") const
 List TNamed name and title. More...
 
virtual void Print (Option_t *option="") const
 Print TNamed name and title. More...
 
virtual Int_t Sizeof () const
 Return size of the TNamed part of the TObject. More...
 
- Public Member Functions inherited from TObject
 TObject ()
 
 TObject (const TObject &object)
 TObject copy ctor. More...
 
TObjectoperator= (const TObject &rhs)
 TObject assignment operator. More...
 
virtual ~TObject ()
 TObject destructor. 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...
 
virtual const char * ClassName () const
 Returns name of class to which the object belongs. 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 pad. More...
 
virtual void Dump () const
 Dump contents of object on stdout. 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 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 UInt_t GetUniqueID () const
 Return the unique object id. More...
 
virtual const char * GetIconName () const
 Returns mime type name of object. More...
 
virtual Option_tGetOption () const
 
virtual char * GetObjectInfo (Int_t px, Int_t py) const
 Returns string containing info about the object at position (px,py). More...
 
virtual Bool_t HandleTimer (TTimer *timer)
 Execute action in response of a timer timing out. 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...
 
virtual Bool_t IsFolder () const
 Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More...
 
virtual Bool_t IsEqual (const TObject *obj) const
 Default equal comparison (objects are equal if they have the same address in memory). More...
 
Bool_t IsOnHeap () const
 
Bool_t IsZombie () const
 
virtual Bool_t Notify ()
 This method must be overridden to handle object notification. 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 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...
 
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...
 
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 UseCurrentStyle ()
 Set current style settings in this object This function is called when either TCanvas::UseCurrentStyle or TROOT::ForceStyle have been invoked. 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...
 
voidoperator new (size_t sz)
 
voidoperator new[] (size_t sz)
 
voidoperator new (size_t sz, void *vp)
 
voidoperator new[] (size_t sz, void *vp)
 
void operator delete (void *ptr)
 Operator delete. More...
 
void operator delete[] (void *ptr)
 Operator delete []. More...
 
void SetBit (UInt_t f, Bool_t set)
 Set or unset the user status bits as specified in f. More...
 
void SetBit (UInt_t f)
 
void ResetBit (UInt_t f)
 
Bool_t TestBit (UInt_t f) const
 
Int_t TestBits (UInt_t f) const
 
void InvertBit (UInt_t f)
 
virtual void Info (const char *method, const char *msgfmt,...) const
 Issue info message. More...
 
virtual void Warning (const char *method, const char *msgfmt,...) const
 Issue warning message. More...
 
virtual void Error (const char *method, const char *msgfmt,...) const
 Issue error message. More...
 
virtual void SysError (const char *method, const char *msgfmt,...) const
 Issue system error message. More...
 
virtual void Fatal (const char *method, const char *msgfmt,...) const
 Issue fatal error message. 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...
 
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...
 
void Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const
 Use this method to declare a method obsolete. More...
 

Protected Member Functions

void SetupBasicUsage ()
 
void SetBins (const RooAbsCollection &coll, Int_t numBins) const
 
- Protected Member Functions inherited from TObject
void MakeZombie ()
 
virtual void DoError (int level, const char *location, const char *fmt, va_list va) const
 Interface to ErrorHandler (protected). More...
 

Protected Attributes

Double_t fSize
 
RooArgSet fPOI
 
RooArgSet fNuisParams
 
RooArgSet fChainParams
 
RooArgSet fConditionalObs
 
ProposalFunctionfPropFunc
 
RooAbsPdffPdf
 
RooAbsPdffPriorPdf
 
RooAbsDatafData
 
Int_t fNumIters
 
Int_t fNumBurnInSteps
 
Int_t fNumBins
 
RooArgListfAxes
 
Bool_t fUseKeys
 
Bool_t fUseSparseHist
 
Double_t fLeftSideTF
 
Double_t fEpsilon
 
Double_t fDelta
 
enum MCMCInterval::IntervalType fIntervalType
 
- Protected Attributes inherited from TNamed
TString fName
 
TString fTitle
 

Additional Inherited Members

- Public Types inherited from TObject
enum  EStatusBits {
  kCanDelete = BIT(0), kMustCleanup = BIT(3), kObjInCanvas = BIT(3), kIsReferenced = BIT(4),
  kHasUUID = BIT(5), kCannotPick = BIT(6), kNoContextMenu = BIT(8), kInvalidObject = BIT(13)
}
 
enum  { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff }
 
enum  { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) }
 
- Static Public Member Functions inherited from TObject
static Long_t GetDtorOnly ()
 Return destructor only flag. More...
 
static void SetDtorOnly (void *obj)
 Set destructor only flag. More...
 
static Bool_t GetObjectStat ()
 Get status of object stat flag. More...
 
static void SetObjectStat (Bool_t stat)
 Turn on/off tracking of objects in the TObjectTable. More...
 

#include <RooStats/MCMCCalculator.h>

+ Inheritance diagram for RooStats::MCMCCalculator:
+ Collaboration diagram for RooStats::MCMCCalculator:

Constructor & Destructor Documentation

MCMCCalculator::MCMCCalculator ( )

default constructor

Definition at line 67 of file MCMCCalculator.cxx.

MCMCCalculator::MCMCCalculator ( RooAbsData data,
const ModelConfig model 
)

Constructor for automatic configuration with basic settings and a ModelConfig.

Uses a UniformProposal, 10,000 iterations, 40 burn in steps, 50 bins for each RooRealVar, determines interval by histogram, and finds a 95% confidence interval. Any of these basic settings can be overridden by calling one of the Set...() methods.

Definition at line 88 of file MCMCCalculator.cxx.

virtual RooStats::MCMCCalculator::~MCMCCalculator ( )
inlinevirtual

Definition at line 85 of file MCMCCalculator.h.

Member Function Documentation

virtual Double_t RooStats::MCMCCalculator::ConfidenceLevel ( ) const
inlinevirtual

Get the Confidence level for the test.

Implements RooStats::IntervalCalculator.

Definition at line 93 of file MCMCCalculator.h.

MCMCInterval * MCMCCalculator::GetInterval ( ) const
virtual

Main interface to get a ConfInterval.

Implements RooStats::IntervalCalculator.

Definition at line 145 of file MCMCCalculator.cxx.

virtual void RooStats::MCMCCalculator::SetAxes ( RooArgList axes)
inlinevirtual

set which variables to put on each axis

Definition at line 142 of file MCMCCalculator.h.

void RooStats::MCMCCalculator::SetBins ( const RooAbsCollection coll,
Int_t  numBins 
) const
inlineprotected

Definition at line 232 of file MCMCCalculator.h.

Referenced by GetInterval().

virtual void RooStats::MCMCCalculator::SetChainParameters ( const RooArgSet set)
inlinevirtual

specify the parameters to store in the Markov chain By default all the parameters are stored

Definition at line 111 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetConditionalObservables ( const RooArgSet set)
inlinevirtual

set the conditional observables which will be used when creating the NLL so the pdf's will not be normalized on the conditional observables when computing the NLL

Definition at line 118 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetConfidenceLevel ( Double_t  cl)
inlinevirtual

set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 124 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetData ( RooAbsData data)
inlinevirtual

Set the DataSet if not already there.

Implements RooStats::IntervalCalculator.

Definition at line 98 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetIntervalType ( enum MCMCInterval::IntervalType  intervalType)
inlinevirtual

set what type of interval to have the MCMCInterval represent

Definition at line 151 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetKeysConfidenceAccuracy ( Double_t  epsilon)
inlinevirtual

Set the desired level of confidence-level accuracy for Keys interval determination.

When determining the cutoff PDF height that gives the desired confidence level (C_d), the algorithm will consider acceptable any found confidence level c such that Abs(c - C_d) < epsilon.

Any value of this "epsilon" > 0 is considered acceptable, though it is advisable to not use a value too small, because the integration of the Keys PDF sometimes does not have extremely high accuracy.

Definition at line 170 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetKeysTerminationThreshold ( Double_t  delta)
inlinevirtual

When the shortest interval using Keys PDF could not be found to have the desired confidence level +/- the accuracy (see SetKeysConfidenceAccuracy()), the interval determination algorithm will have to terminate with an unsatisfactory confidence level when the bottom and top of the cutoff search range are very close to being equal.

This scenario comes into play when there seems to be an error in the accuracy of the Keys PDF integration, so the search range continues to shrink without converging to a cutoff value that will give an acceptable confidence level. To choose how small to allow the search range to be before terminating, set the fraction delta such that the search will terminate when topCutoff (a) and bottomCutoff (b) satisfy this condition:

TMath::Abs(a - b) < TMath::Abs(delta * (a + b)/2)

Definition at line 193 of file MCMCCalculator.h.

void MCMCCalculator::SetLeftSideTailFraction ( Double_t  a)
virtual

Set the left side tail fraction.

This will automatically configure the MCMCInterval to find a tail-fraction interval. Note: that `a' must be in the range 0 <= a <= 1 or the user will be notified of the error

Definition at line 132 of file MCMCCalculator.cxx.

void MCMCCalculator::SetModel ( const ModelConfig )
virtual

Set the Model.

Implements RooStats::IntervalCalculator.

Definition at line 97 of file MCMCCalculator.cxx.

Referenced by MCMCCalculator().

virtual void RooStats::MCMCCalculator::SetNuisanceParameters ( const RooArgSet set)
inlinevirtual

specify the nuisance parameters (eg. the rest of the parameters)

Definition at line 114 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetNumBins ( Int_t  numBins)
inlinevirtual

set the number of bins to create for each axis when constructing the interval

Definition at line 140 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetNumBurnInSteps ( Int_t  numBurnInSteps)
inlinevirtual

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

Definition at line 136 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetNumIters ( Int_t  numIters)
inlinevirtual

set the number of iterations to run the metropolis algorithm

Definition at line 131 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetParameters ( const RooArgSet set)
inlinevirtual

specify the parameters of interest in the interval

Definition at line 107 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetPdf ( RooAbsPdf pdf)
inlinevirtual

Set the Pdf if not already there.

Definition at line 101 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetPriorPdf ( RooAbsPdf pdf)
inlinevirtual

Set the Prior Pdf if not already there.

Definition at line 104 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetProposalFunction ( ProposalFunction proposalFunction)
inlinevirtual

set the proposal function for suggesting new points for the MCMC

Definition at line 127 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetTestSize ( Double_t  size)
inlinevirtual

set the size of the test (rate of Type I error) ( Eg. 0.05 for a 95% Confidence Interval)

Implements RooStats::IntervalCalculator.

Definition at line 121 of file MCMCCalculator.h.

Referenced by SetupBasicUsage().

void MCMCCalculator::SetupBasicUsage ( )
protected

Definition at line 117 of file MCMCCalculator.cxx.

Referenced by MCMCCalculator().

virtual void RooStats::MCMCCalculator::SetUseKeys ( Bool_t  useKeys)
inlinevirtual

set whether to use kernel estimation to determine the interval

Definition at line 145 of file MCMCCalculator.h.

virtual void RooStats::MCMCCalculator::SetUseSparseHist ( Bool_t  useSparseHist)
inlinevirtual

set whether to use sparse histogram (if using histogram at all)

Definition at line 147 of file MCMCCalculator.h.

virtual Double_t RooStats::MCMCCalculator::Size ( ) const
inlinevirtual

Get the size of the test (eg. rate of Type I error)

Implements RooStats::IntervalCalculator.

Definition at line 91 of file MCMCCalculator.h.

Member Data Documentation

RooArgList* RooStats::MCMCCalculator::fAxes
protected

Definition at line 217 of file MCMCCalculator.h.

Referenced by GetInterval(), and SetAxes().

RooArgSet RooStats::MCMCCalculator::fChainParams
protected

Definition at line 207 of file MCMCCalculator.h.

Referenced by GetInterval(), and SetChainParameters().

RooArgSet RooStats::MCMCCalculator::fConditionalObs
protected

Definition at line 208 of file MCMCCalculator.h.

Referenced by GetInterval(), SetConditionalObservables(), and SetModel().

RooAbsData* RooStats::MCMCCalculator::fData
protected

Definition at line 212 of file MCMCCalculator.h.

Referenced by GetInterval(), and SetData().

Double_t RooStats::MCMCCalculator::fDelta
protected
Double_t RooStats::MCMCCalculator::fEpsilon
protected
enum MCMCInterval::IntervalType RooStats::MCMCCalculator::fIntervalType
protected
Double_t RooStats::MCMCCalculator::fLeftSideTF
protected
RooArgSet RooStats::MCMCCalculator::fNuisParams
protected

Definition at line 206 of file MCMCCalculator.h.

Referenced by SetModel(), and SetNuisanceParameters().

Int_t RooStats::MCMCCalculator::fNumBins
protected

Definition at line 215 of file MCMCCalculator.h.

Referenced by GetInterval(), MCMCCalculator(), SetNumBins(), and SetupBasicUsage().

Int_t RooStats::MCMCCalculator::fNumBurnInSteps
protected

Definition at line 214 of file MCMCCalculator.h.

Referenced by GetInterval(), MCMCCalculator(), SetNumBurnInSteps(), and SetupBasicUsage().

Int_t RooStats::MCMCCalculator::fNumIters
protected

Definition at line 213 of file MCMCCalculator.h.

Referenced by GetInterval(), MCMCCalculator(), SetNumIters(), and SetupBasicUsage().

RooAbsPdf* RooStats::MCMCCalculator::fPdf
protected

Definition at line 210 of file MCMCCalculator.h.

Referenced by GetInterval(), SetModel(), and SetPdf().

RooArgSet RooStats::MCMCCalculator::fPOI
protected

Definition at line 205 of file MCMCCalculator.h.

Referenced by GetInterval(), SetModel(), and SetParameters().

RooAbsPdf* RooStats::MCMCCalculator::fPriorPdf
protected

Definition at line 211 of file MCMCCalculator.h.

Referenced by GetInterval(), SetModel(), and SetPriorPdf().

ProposalFunction* RooStats::MCMCCalculator::fPropFunc
mutableprotected

Definition at line 209 of file MCMCCalculator.h.

Referenced by GetInterval(), SetProposalFunction(), and SetupBasicUsage().

Double_t RooStats::MCMCCalculator::fSize
protected
Bool_t RooStats::MCMCCalculator::fUseKeys
protected

Definition at line 218 of file MCMCCalculator.h.

Referenced by GetInterval(), MCMCCalculator(), SetupBasicUsage(), and SetUseKeys().

Bool_t RooStats::MCMCCalculator::fUseSparseHist
protected

Definition at line 219 of file MCMCCalculator.h.

Referenced by GetInterval(), MCMCCalculator(), SetupBasicUsage(), and SetUseSparseHist().


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