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ROOT 6.07/09 Reference Guide |
BayesianCalculator is a concrete implementation of IntervalCalculator, providing the computation of a credible interval using a Bayesian method.
The class works only for one single parameter of interest and it integrates the likelihood function with the given prior probability density function to compute the posterior probability. The result of the class is a one dimensional interval (class SimpleInterval ), which is obtained from inverting the cumulative posterior distribution. This calculator works then only for model with a single parameter of interest. The model can instead have several nuisance parameters which are integrated (marginalized) in the computation of the posterior function. The intergration and normalization of the posterior is computed using numerical integration methods provided by ROOT. See the MCMCCalculator for model with multiple parameters of interest.
The interface allows one to construct the class by passing the data set, probability density function for the model, the prior functions and then the parameter of interest to scan. The nuisance parameters can also be passed to be marginalized when computing the posterior. Alternatively, the class can be constructed by passing the data and the ModelConfig containing all the needed information (model pdf, prior pdf, parameter of interest, nuisance parameters, etc..)
After configuring the calculator, one only needs to ask GetInterval(), which will return an SimpleInterval object. By default the extrem of the integral are obtained by inverting directly the cumulative posterior distribution. By using the method SetScanOfPosterior(nbins) the interval is then obtained by scanning the posterior function in the given number of points. The firts method is in general faster but it requires an integration one extra dimension ( in the poi in addition to the nuisance parameters), therefore in some case it can be less robust.
The class can also return the posterior function (method GetPosteriorFunction) or if needed the normalized posterior function (the posterior pdf) (method GetPosteriorPdf). A posterior plot is also obtained using the GetPosteriorPlot method.
The class allows to use different integration methods for integrating in (marginalizing) the nuisances and in the poi. All the numerical integration methods of ROOT can be used via the method SetIntegrationType (see more in the documentation of this method).
Calculator estimating a credible interval using the Bayesian procedure. The calculator computes given the model the posterior distribution and estimates the credible interval from the given function.
Definition at line 84 of file BayesianCalculator.h.
Public Member Functions | |
BayesianCalculator () | |
constructor More... | |
BayesianCalculator (RooAbsData &data, RooAbsPdf &pdf, const RooArgSet &POI, RooAbsPdf &priorPdf, const RooArgSet *nuisanceParameters=0) | |
BayesianCalculator (RooAbsData &data, ModelConfig &model) | |
virtual | ~BayesianCalculator () |
destructor More... | |
virtual Double_t | ConfidenceLevel () const |
Get the Confidence level for the test. More... | |
void | ForceNuisancePdf (RooAbsPdf &pdf) |
force the nuisance pdf when using the toy mc sampling More... | |
virtual SimpleInterval * | GetInterval () const |
compute the interval. More... | |
double | GetMode () const |
return the mode (most probable value of the posterior function) More... | |
RooAbsReal * | GetPosteriorFunction () const |
return posterior function (object is managed by the BayesianCalculator class) More... | |
RooAbsPdf * | GetPosteriorPdf () const |
return posterior pdf (object is managed by the BayesianCalculator class) More... | |
RooPlot * | GetPosteriorPlot (bool norm=false, double precision=0.01) const |
get the plot with option to get it normalized More... | |
void | SetBrfPrecision (double precision) |
set the precision of the Root Finder 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 | SetConfidenceLevel (Double_t cl) |
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval) More... | |
virtual void | SetData (RooAbsData &data) |
Set the DataSet ( add to the the workspace if not already there ?) More... | |
void | SetIntegrationType (const char *type) |
set the integration type (possible type are) : More... | |
void | SetLeftSideTailFraction (Double_t leftSideFraction) |
set the fraction of probability content on the left tail Central limits use 0.5 (default case) for upper limits it is 0 and 1 for lower limit For shortest intervals a negative value (i.e. More... | |
virtual void | SetModel (const ModelConfig &model) |
set the model via the ModelConfig More... | |
virtual void | SetNuisanceParameters (const RooArgSet &set) |
specify the nuisance parameters (eg. the rest of the parameters) More... | |
virtual void | SetNumIters (Int_t numIters) |
set the number of iterations when running a MC integration algorithm If not set use default algorithmic values In case of ToyMC sampling of the nuisance the value is 100 In case of using the GSL MCintegrations types the default value is defined in ROOT::Math::IntegratorMultiDimOptions::DefaultNCalls() More... | |
virtual void | SetParameters (const RooArgSet &set) |
specify the parameters of interest in the interval More... | |
virtual void | SetPriorPdf (RooAbsPdf &pdf) |
Set only the Prior Pdf. More... | |
void | SetScanOfPosterior (int nbin=100) |
use directly the approximate posterior function obtained by binning it in nbins by default the cdf is used by integrating the posterior if a value of nbin <= 0 the cdf function will be used More... | |
void | SetShortestInterval () |
set the Bayesian calculator to compute the shorest interval (default is central interval) to switch off SetLeftSideTailFraction to the rght value 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 Double_t | Size () const |
Get the size of the test (eg. rate of Type I error) More... | |
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virtual | ~IntervalCalculator () |
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TNamed () | |
TNamed (const char *name, const char *title) | |
TNamed (const TString &name, const TString &title) | |
TNamed (const TNamed &named) | |
TNamed copy ctor. More... | |
virtual | ~TNamed () |
virtual void | Clear (Option_t *option="") |
Set name and title to empty strings (""). More... | |
virtual TObject * | Clone (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 | ls (Option_t *option="") const |
List TNamed name and title. More... | |
TNamed & | operator= (const TNamed &rhs) |
TNamed assignment operator. More... | |
virtual void | Print (Option_t *option="") const |
Print TNamed name and title. More... | |
virtual void | SetName (const char *name) |
Set the name of the TNamed. More... | |
virtual void | SetNameTitle (const char *name, const char *title) |
Set all the TNamed parameters (name and title). More... | |
virtual void | SetTitle (const char *title="") |
Set the title of the TNamed. More... | |
virtual Int_t | Sizeof () const |
Return size of the TNamed part of the TObject. More... | |
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TObject () | |
TObject constructor. More... | |
TObject (const TObject &object) | |
TObject copy ctor. More... | |
virtual | ~TObject () |
TObject destructor. 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... | |
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 TObject * | DrawClone (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 | Error (const char *method, const char *msgfmt,...) const |
Issue error message. 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 void | Fatal (const char *method, const char *msgfmt,...) const |
Issue fatal error message. More... | |
virtual TObject * | FindObject (const char *name) const |
Must be redefined in derived classes. More... | |
virtual TObject * | FindObject (const TObject *obj) const |
Must be redefined in derived classes. More... | |
virtual Option_t * | GetDrawOption () const |
Get option used by the graphics system to draw this object. More... | |
virtual const char * | GetIconName () const |
Returns mime type name of object. More... | |
virtual char * | GetObjectInfo (Int_t px, Int_t py) const |
Returns string containing info about the object at position (px,py). More... | |
virtual Option_t * | GetOption () const |
virtual UInt_t | GetUniqueID () const |
Return the unique object id. More... | |
virtual Bool_t | HandleTimer (TTimer *timer) |
Execute action in response of a timer timing out. More... | |
virtual void | Info (const char *method, const char *msgfmt,...) const |
Issue info message. 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... | |
void | InvertBit (UInt_t f) |
virtual Bool_t | IsEqual (const TObject *obj) const |
Default equal comparison (objects are equal if they have the same address in memory). More... | |
virtual Bool_t | IsFolder () const |
Returns kTRUE in case object contains browsable objects (like containers or lists of other objects). More... | |
Bool_t | IsOnHeap () const |
Bool_t | IsZombie () const |
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... | |
virtual Bool_t | Notify () |
This method must be overridden to handle object notification. More... | |
void | Obsolete (const char *method, const char *asOfVers, const char *removedFromVers) const |
Use this method to declare a method obsolete. More... | |
void | operator delete (void *ptr) |
Operator delete. More... | |
void | operator delete[] (void *ptr) |
Operator delete []. More... | |
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. 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... | |
void | ResetBit (UInt_t f) |
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... | |
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) |
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 | SysError (const char *method, const char *msgfmt,...) const |
Issue system error message. More... | |
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. More... | |
virtual void | Warning (const char *method, const char *msgfmt,...) const |
Issue warning message. 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... | |
Protected Member Functions | |
void | ApproximatePosterior () const |
void | ClearAll () const |
void | ComputeIntervalFromApproxPosterior (double c1, double c2) const |
void | ComputeIntervalFromCdf (double c1, double c2) const |
void | ComputeIntervalUsingRooFit (double c1, double c2) const |
void | ComputeShortestInterval () const |
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virtual void | DoError (int level, const char *location, const char *fmt, va_list va) const |
Interface to ErrorHandler (protected). More... | |
void | MakeZombie () |
Additional Inherited Members | |
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enum | { kIsOnHeap = 0x01000000, kNotDeleted = 0x02000000, kZombie = 0x04000000, kBitMask = 0x00ffffff } |
enum | { kSingleKey = BIT(0), kOverwrite = BIT(1), kWriteDelete = BIT(2) } |
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) } |
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static Long_t | GetDtorOnly () |
Return destructor only flag. More... | |
static Bool_t | GetObjectStat () |
Get status of object stat flag. More... | |
static void | SetDtorOnly (void *obj) |
Set destructor only flag. More... | |
static void | SetObjectStat (Bool_t stat) |
Turn on/off tracking of objects in the TObjectTable. More... | |
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TString | fName |
TString | fTitle |
#include <RooStats/BayesianCalculator.h>
RooStats::BayesianCalculator::BayesianCalculator | ( | ) |
constructor
Definition at line 606 of file BayesianCalculator.cxx.
RooStats::BayesianCalculator::BayesianCalculator | ( | RooAbsData & | data, |
RooAbsPdf & | pdf, | ||
const RooArgSet & | POI, | ||
RooAbsPdf & | priorPdf, | ||
const RooArgSet * | nuisanceParameters = 0 |
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) |
Definition at line 624 of file BayesianCalculator.cxx.
RooStats::BayesianCalculator::BayesianCalculator | ( | RooAbsData & | data, |
ModelConfig & | model | ||
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Definition at line 654 of file BayesianCalculator.cxx.
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destructor
Definition at line 676 of file BayesianCalculator.cxx.
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Definition at line 1254 of file BayesianCalculator.cxx.
Definition at line 682 of file BayesianCalculator.cxx.
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Definition at line 1301 of file BayesianCalculator.cxx.
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Definition at line 1184 of file BayesianCalculator.cxx.
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Definition at line 1134 of file BayesianCalculator.cxx.
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Definition at line 1319 of file BayesianCalculator.cxx.
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Get the Confidence level for the test.
Implements RooStats::IntervalCalculator.
Definition at line 148 of file BayesianCalculator.h.
force the nuisance pdf when using the toy mc sampling
Definition at line 182 of file BayesianCalculator.h.
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compute the interval.
By Default a central interval is computed By using SetLeftTileFraction can control if central/ upper/lower interval For shortest interval use SetShortestInterval(true)
Implements RooStats::IntervalCalculator.
Definition at line 1030 of file BayesianCalculator.cxx.
double RooStats::BayesianCalculator::GetMode | ( | ) | const |
return the mode (most probable value of the posterior function)
Definition at line 1121 of file BayesianCalculator.cxx.
RooAbsReal * RooStats::BayesianCalculator::GetPosteriorFunction | ( | ) | const |
return posterior function (object is managed by the BayesianCalculator class)
Definition at line 726 of file BayesianCalculator.cxx.
RooAbsPdf * RooStats::BayesianCalculator::GetPosteriorPdf | ( | ) | const |
return posterior pdf (object is managed by the BayesianCalculator class)
Definition at line 929 of file BayesianCalculator.cxx.
RooPlot * RooStats::BayesianCalculator::GetPosteriorPlot | ( | bool | norm = false , |
double | precision = 0.01 |
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) | const |
get the plot with option to get it normalized
Definition at line 948 of file BayesianCalculator.cxx.
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set the precision of the Root Finder
Definition at line 161 of file BayesianCalculator.h.
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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 136 of file BayesianCalculator.h.
set the confidence level for the interval (eg. 0.95 for a 95% Confidence Interval)
Implements RooStats::IntervalCalculator.
Definition at line 144 of file BayesianCalculator.h.
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inlinevirtual |
Set the DataSet ( add to the the workspace if not already there ?)
Implements RooStats::IntervalCalculator.
Definition at line 116 of file BayesianCalculator.h.
void RooStats::BayesianCalculator::SetIntegrationType | ( | const char * | type | ) |
set the integration type (possible type are) :
Definition at line 992 of file BayesianCalculator.cxx.
set the fraction of probability content on the left tail Central limits use 0.5 (default case) for upper limits it is 0 and 1 for lower limit For shortest intervals a negative value (i.e.
-1) must be given
Definition at line 154 of file BayesianCalculator.h.
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set the model via the ModelConfig
Implements RooStats::IntervalCalculator.
Definition at line 703 of file BayesianCalculator.cxx.
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inlinevirtual |
specify the nuisance parameters (eg. the rest of the parameters)
Definition at line 129 of file BayesianCalculator.h.
set the number of iterations when running a MC integration algorithm If not set use default algorithmic values In case of ToyMC sampling of the nuisance the value is 100 In case of using the GSL MCintegrations types the default value is defined in ROOT::Math::IntegratorMultiDimOptions::DefaultNCalls()
Definition at line 173 of file BayesianCalculator.h.
specify the parameters of interest in the interval
Definition at line 126 of file BayesianCalculator.h.
Set only the Prior Pdf.
Definition at line 132 of file BayesianCalculator.h.
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inline |
use directly the approximate posterior function obtained by binning it in nbins by default the cdf is used by integrating the posterior if a value of nbin <= 0 the cdf function will be used
Definition at line 166 of file BayesianCalculator.h.
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inline |
set the Bayesian calculator to compute the shorest interval (default is central interval) to switch off SetLeftSideTailFraction to the rght value
Definition at line 158 of file BayesianCalculator.h.
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 139 of file BayesianCalculator.h.
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Get the size of the test (eg. rate of Type I error)
Implements RooStats::IntervalCalculator.
Definition at line 146 of file BayesianCalculator.h.
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Definition at line 218 of file BayesianCalculator.h.
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Definition at line 224 of file BayesianCalculator.h.
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Definition at line 210 of file BayesianCalculator.h.
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Definition at line 204 of file BayesianCalculator.h.
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Definition at line 215 of file BayesianCalculator.h.
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Definition at line 231 of file BayesianCalculator.h.
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Definition at line 223 of file BayesianCalculator.h.
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Definition at line 214 of file BayesianCalculator.h.
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Definition at line 213 of file BayesianCalculator.h.
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Definition at line 219 of file BayesianCalculator.h.
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Definition at line 221 of file BayesianCalculator.h.
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Definition at line 225 of file BayesianCalculator.h.
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Definition at line 209 of file BayesianCalculator.h.
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Definition at line 208 of file BayesianCalculator.h.
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Definition at line 226 of file BayesianCalculator.h.
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Definition at line 205 of file BayesianCalculator.h.
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Definition at line 206 of file BayesianCalculator.h.
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Definition at line 217 of file BayesianCalculator.h.
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Definition at line 216 of file BayesianCalculator.h.
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Definition at line 207 of file BayesianCalculator.h.
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Definition at line 212 of file BayesianCalculator.h.
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Definition at line 222 of file BayesianCalculator.h.
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Definition at line 220 of file BayesianCalculator.h.
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Definition at line 227 of file BayesianCalculator.h.