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.

Definition at line 24 of file RooMCIntegrator.h.

Public Types
enum	GeneratorType { QuasiRandom , PseudoRandom }

enum	SamplingMode { Importance , ImportanceOnly , Stratified }

enum	Stage { AllStages , ReuseGrid , RefineGrid }

Public Member Functions
	RooMCIntegrator (const RooAbsFunc &function, const RooNumIntConfig &config)
	Construct an integrator over 'function' where the configuration details are taken from 'config'.

	RooMCIntegrator (const RooAbsFunc &function, SamplingMode mode=Importance, GeneratorType genType=QuasiRandom, bool verbose=false)
	Construct an integrator over 'function' with given sampling mode and generator type.

bool	checkLimits () const override
	Check if we can integrate over the current domain.

double	getAlpha () const

GeneratorType	getGenType () const

const RooGrid &	grid () const

double	integral (const double *yvec=nullptr) override
	Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per dimension.

void	setAlpha (double alpha)

void	setGenType (GeneratorType type)

double	vegas (Stage stage, UInt_t calls, UInt_t iterations, double *absError=nullptr)
	Perform one step of Monte Carlo integration using the specified number of iterations with (approximately) the specified number of integrand evaluation calls per iteration.

Public Member Functions inherited from RooAbsIntegrator
	RooAbsIntegrator ()

	RooAbsIntegrator (const RooAbsFunc &function, bool printEvalCounter=false)
	Copy constructor.

virtual	~RooAbsIntegrator ()=default

double	calculate (const double *yvec=nullptr)
	Calculate integral value with given array of parameter values.

const RooAbsFunc *	integrand () const
	Return integrand function binding.

double	integrand (const double x[]) const
	Return value of integrand at given observable values.

bool	isValid () const
	Is integrator in valid state.

bool	printEvalCounter () const

virtual bool	setLimits (double , double )

virtual bool	setLimits (double xmin, double xmax)
	Interface to set limits on integration.

void	setPrintEvalCounter (bool value)

virtual bool	setUseIntegrandLimits (bool flag)
	Interface function that allows to defer limit definition to integrand definition.

Static Protected Member Functions
static void	registerIntegrator (RooNumIntFactory &fact)
	This function registers class RooMCIntegrator, its configuration options and its capabilities with RooNumIntFactory.

Protected Attributes
double	_alpha
	Grid stiffness parameter.

UInt_t	_calls_per_box
	Scratch variables preserved between calls to vegas1/2/2.

double	_chi_sum

double	_chisq

GeneratorType	_genType
	Generator type.

RooGrid	_grid

UInt_t	_it_num

UInt_t	_it_start

double	_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)

double	_result

UInt_t	_samples

double	_sigma
	Scratch variables preserved between calls to vegas1/2/2.

double	_sum_wgts

TStopwatch	_timer
	Timer.

bool	_verbose
	Verbosity control.

double	_wtd_int_sum

Protected Attributes inherited from RooAbsIntegrator
const RooAbsFunc *	_function = nullptr
	Pointer to function binding of integrand.

bool	_printEvalCounter = false
	If true print number of function evaluation required for integration.

bool	_valid = false
	Is integrator in valid state?

Friends
class	RooNumIntFactory

#include </home/sftnight/build/workspace/root-makedoc-master/rootspi/rdoc/src/master/roofit/roofitcore/src/RooMCIntegrator.h>

Inheritance diagram for RooMCIntegrator:

[legend]

Member Enumeration Documentation

◆ GeneratorType

enum RooMCIntegrator::GeneratorType

Enumerator
QuasiRandom
PseudoRandom

Definition at line 28 of file RooMCIntegrator.h.

◆ SamplingMode

enum RooMCIntegrator::SamplingMode

Enumerator
Importance
ImportanceOnly
Stratified

Definition at line 27 of file RooMCIntegrator.h.

◆ Stage

enum RooMCIntegrator::Stage

Enumerator
AllStages
ReuseGrid
RefineGrid

Definition at line 36 of file RooMCIntegrator.h.

Constructor & Destructor Documentation

◆ RooMCIntegrator() [1/2]

RooMCIntegrator::RooMCIntegrator	(	const RooAbsFunc &	function,
		SamplingMode	mode = `Importance`,
		GeneratorType	genType = `QuasiRandom`,
		bool	verbose = `false`
	)

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.

Definition at line 100 of file RooMCIntegrator.cxx.

◆ RooMCIntegrator() [2/2]

RooMCIntegrator::RooMCIntegrator	(	const RooAbsFunc &	function,
		const RooNumIntConfig &	config
	)

Construct an integrator over 'function' where the configuration details are taken from 'config'.

Definition at line 117 of file RooMCIntegrator.cxx.

Member Function Documentation

◆ checkLimits()

bool RooMCIntegrator::checkLimits ( ) const

overridevirtual

Check if we can integrate over the current domain.

If return value is true we cannot handle the current limits (e.g. where the domain of one or more observables is open ended.

Reimplemented from RooAbsIntegrator.

Definition at line 139 of file RooMCIntegrator.cxx.

◆ getAlpha()

double RooMCIntegrator::getAlpha ( ) const

inline

Definition at line 39 of file RooMCIntegrator.h.

◆ getGenType()

GeneratorType RooMCIntegrator::getGenType ( ) const

inline

Definition at line 42 of file RooMCIntegrator.h.

◆ grid()

const RooGrid & RooMCIntegrator::grid ( ) const

inline

Definition at line 45 of file RooMCIntegrator.h.

◆ integral()

double RooMCIntegrator::integral ( const double * yvec = nullptr )

overridevirtual

Evaluate the integral using a fixed number of calls to evaluate the integrand equal to about 10k per dimension.

Use the first 5k calls to refine the grid over 5 iterations of 1k calls each, and the remaining 5k calls for a single high statistics integration.

Implements RooAbsIntegrator.

Definition at line 152 of file RooMCIntegrator.cxx.

◆ registerIntegrator()

void RooMCIntegrator::registerIntegrator ( RooNumIntFactory & fact )

staticprotected

This function registers class RooMCIntegrator, its configuration options and its capabilities with RooNumIntFactory.

Definition at line 52 of file RooMCIntegrator.cxx.

◆ setAlpha()

void RooMCIntegrator::setAlpha ( double alpha )

inline

Definition at line 40 of file RooMCIntegrator.h.

◆ setGenType()

void RooMCIntegrator::setGenType ( GeneratorType type )

inline

Definition at line 43 of file RooMCIntegrator.h.

◆ vegas()

double RooMCIntegrator::vegas	(	Stage	stage,
		UInt_t	calls,
		UInt_t	iterations,
		double *	absError = `nullptr`
	)

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.

Definition at line 169 of file RooMCIntegrator.cxx.

Friends And Related Symbol Documentation

◆ RooNumIntFactory

friend class RooNumIntFactory

friend

Definition at line 48 of file RooMCIntegrator.h.

Member Data Documentation

◆ _alpha

double RooMCIntegrator::_alpha

protected

Grid stiffness parameter.

Definition at line 55 of file RooMCIntegrator.h.

◆ _calls_per_box

UInt_t RooMCIntegrator::_calls_per_box

protected

Scratch variables preserved between calls to vegas1/2/2.

Definition at line 66 of file RooMCIntegrator.h.

◆ _chi_sum

double RooMCIntegrator::_chi_sum

protected

Definition at line 64 of file RooMCIntegrator.h.

◆ _chisq

double RooMCIntegrator::_chisq

protected

Definition at line 64 of file RooMCIntegrator.h.

◆ _genType

GeneratorType RooMCIntegrator::_genType

protected

Generator type.

Definition at line 57 of file RooMCIntegrator.h.

◆ _grid

RooGrid RooMCIntegrator::_grid

mutableprotected

Definition at line 51 of file RooMCIntegrator.h.

◆ _it_num

UInt_t RooMCIntegrator::_it_num

protected

Definition at line 66 of file RooMCIntegrator.h.

◆ _it_start

UInt_t RooMCIntegrator::_it_start

protected

Definition at line 66 of file RooMCIntegrator.h.

◆ _jac

double RooMCIntegrator::_jac

protected

Definition at line 64 of file RooMCIntegrator.h.

◆ _mode

Int_t RooMCIntegrator::_mode

protected

Sampling mode.

Definition at line 56 of file RooMCIntegrator.h.

◆ _nIntegratePerDim

Int_t RooMCIntegrator::_nIntegratePerDim

protected

Number of integration samplings (per dim)

Definition at line 60 of file RooMCIntegrator.h.

◆ _nRefineIter

Int_t RooMCIntegrator::_nRefineIter

protected

Number of refinement iterations.

Definition at line 58 of file RooMCIntegrator.h.

◆ _nRefinePerDim

Int_t RooMCIntegrator::_nRefinePerDim

protected

Number of refinement samplings (per dim)

Definition at line 59 of file RooMCIntegrator.h.

◆ _result

double RooMCIntegrator::_result

protected

Definition at line 64 of file RooMCIntegrator.h.

◆ _samples

UInt_t RooMCIntegrator::_samples

protected

Definition at line 66 of file RooMCIntegrator.h.

◆ _sigma

double RooMCIntegrator::_sigma

protected

Scratch variables preserved between calls to vegas1/2/2.

Definition at line 65 of file RooMCIntegrator.h.

◆ _sum_wgts

double RooMCIntegrator::_sum_wgts

protected

Definition at line 64 of file RooMCIntegrator.h.

◆ _timer

TStopwatch RooMCIntegrator::_timer

protected

Timer.

Definition at line 62 of file RooMCIntegrator.h.

◆ _verbose

bool RooMCIntegrator::_verbose

protected

Verbosity control.

Definition at line 54 of file RooMCIntegrator.h.

◆ _wtd_int_sum

double RooMCIntegrator::_wtd_int_sum

protected

Definition at line 64 of file RooMCIntegrator.h.

roofit/roofitcore/src/RooMCIntegrator.h

roofit/roofitcore/src/RooMCIntegrator.cxx

Public Types

Public Member Functions

Static Protected Member Functions

Protected Attributes

Friends

Member Enumeration Documentation

◆ GeneratorType

◆ SamplingMode

◆ Stage

Constructor & Destructor Documentation

◆ RooMCIntegrator() [1/2]

◆ RooMCIntegrator() [2/2]

Member Function Documentation

◆ checkLimits()

◆ getAlpha()

◆ getGenType()

◆ grid()

◆ integral()

◆ registerIntegrator()

◆ setAlpha()

◆ setGenType()

◆ vegas()

Friends And Related Symbol Documentation

◆ RooNumIntFactory

Member Data Documentation

◆ _alpha

◆ _calls_per_box

◆ _chi_sum

◆ _chisq

◆ _genType

◆ _grid

◆ _it_num

◆ _it_start

◆ _jac

◆ _mode

◆ _nIntegratePerDim

◆ _nRefineIter

◆ _nRefinePerDim

◆ _result

◆ _samples

◆ _sigma

◆ _sum_wgts

◆ _timer

◆ _verbose

◆ _wtd_int_sum