Log of /trunk/roofit/roostats/src/SamplingDistribution.cxx

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Revision 44157 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon May 7 16:41:44 2012 UTC (2 years, 8 months ago) by moneta
File length: 14471 byte(s)
Diff to previous 41985

merge changes from roostats development branch  up to revision 44155

Modifications by Jakub Ademek and Max Baak :
	ensure that ToyMCSampler can return TTree with detailed fit output. 

	See for a detailed description: 
https://indico.cern.ch/getFile.py/access?contribId=0&resId=3&materialId=slides&confId=182211

Modifications by Sven Kreiss: 

ProfileLikelihoodTestStat:
- added option to add errors and pulls to detailed output
Revision 44128 - Directory Listing 
Modified Fri May 4 21:33:08 2012 UTC (2 days, 17 hours ago) by sven
ToyMCSampler, ToyMCStudy, SamplingDistribution, DetailedOutputAggregator:
- bugfixes for the naming of the result
- return toys with weight=1 when generating unweighted toys (not -1)
- make it optional to return errors and pulls with detailed output
- from Tim Adye: catch NaNs at the right place

ProfileLikelihoodTestStat:
- added option to add errors and pulls to detailed output

FrequentistCalculator (from Tim Adye):
- skip the profiling if there are no free nuisance parameters


--This line, and those below, wil

_M   roostats
_M   roostats/src
M    roostats/src/HypoTestResult.cxx
M    roostats/src/FrequentistCalculator.cxx
M    roostats/src/HypoTestCalculatorGeneric.cxx
M    roostats/src/RooStatsUtils.cxx
M    roostats/src/ToyMCSampler.cxx
M    roostats/src/ToyMCStudy.cxx
M    roostats/src/ProfileLikelihoodTestStat.cxx
M    roostats/src/SamplingDistribution.cxx
_M   roostats/inc
M    roostats/inc/LinkDef.h
M    roostats/inc/RooStats/ProfileLikelihoodTestStat.h
_M   roostats/inc/RooStats/ToyMCSamplerOld.h
M    roostats/inc/RooStats/FrequentistCalculator.h
M    roostats/inc/RooStats/HypoTestCalculatorGeneric.h
A  + roostats/inc/RooStats/DetailedOutputAggregator.h
M    roostats/inc/RooStats/RatioOfProfiledLikelihoodsTestStat.h
M    roostats/inc/RooStats/ToyMCStudy.h
M    roostats/inc/RooStats/TestStatistic.h
M    roostats/inc/RooStats/SamplingDistribution.h
M    roostats/inc/RooStats/HypoTestResult.h
A  + roostats/inc/RooStats/MinNLLTestStat.h
M    roostats/inc/RooStats/RooStatsUtils.h
M    roostats/inc/RooStats/ToyMCSampler.h

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Revision 41985 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Nov 14 21:47:39 2011 UTC (3 years, 2 months ago) by moneta
File length: 13949 byte(s)
Diff to previous 40963

merge fix 41879 from Sven in roostats dev branch to be able to run with zero toys

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Revision 40963 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Sep 21 09:01:17 2011 UTC (3 years, 4 months ago) by moneta
File length: 13837 byte(s)
Diff to previous 40959

apply a fix in case of an interval with boundary on the first element

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Revision 40959 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Sep 20 16:33:21 2011 UTC (3 years, 4 months ago) by moneta
File length: 13893 byte(s)
Diff to previous 40921

- add in MCMCCalculator SetChainParameters to define the parameters to be put in the chain

- fix a bug  of computing  p values in SamplingDistribution introduced in 40920

- ToyMCSampler - clear the cached GenContext and pdf lists  when setting a new PDF

- add a unique name for teh SamplingDist objects created in the Inverter
- fix also the shading in the plots of SamplingDist objects and the plotting in  the log scale

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Revision 40921 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Sep 19 07:11:24 2011 UTC (3 years, 4 months ago) by moneta
File length: 13519 byte(s)
Diff to previous 40920

MCMCCalculator:  set the POI in the chain (the parameters in the MetropolisHastings class) and not all the parameters. 
 This avoids making very large chains for problems with large number of parameters.

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Revision 40920 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Sep 19 06:41:59 2011 UTC (3 years, 4 months ago) by moneta
File length: 13148 byte(s)
Diff to previous 38933

ProfileLikelihoodTestStat: 

 - apply fix for case when there are no nuisance parameters. No need to fit in that case for estimating  the conditional ML
- MaxLikelihoodEstimateTestStat: use now Minimizer as in PL test statistic

- SamplingDistribution:  sort the values before computiong the integral. This speed up the computation of p-values when only the observed test statistics value changes (liek in the case of expected limits in Inverter)

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Revision 38933 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Apr 19 20:15:51 2011 UTC (3 years, 9 months ago) by moneta
File length: 11711 byte(s)
Diff to previous 38100

merge from development branch of roostats 
https://root.cern.ch/svn/root/branches/dev/roostats
from revision  38733 up to 38932 

- new version of Bayesian calculator with better debugging and not using RooProdPdf
  and with new MC sampling method based on nuisance 
- fix error in ToyMCSampler when using weights (e.g. importance sampling)

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Revision 38100 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Feb 16 16:26:14 2011 UTC (3 years, 11 months ago) by moneta
File length: 10680 byte(s)
Diff to previous 36604

merge from the development branch the fix from Sven for discrete sampling distributions

http://root.cern.ch/viewvc?view=rev&revision=37908

Add a new fix for the Clb, Cls and Cls+b errors which takes into account correctly the weights
and complete the previous fix with discrete distributions (the error were not correct after 37908)

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Revision 36604 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Nov 11 16:58:54 2010 UTC (4 years, 2 months ago) by moneta
File length: 10552 byte(s)
Diff to previous 36602

fix compilation error. Use const char * instead of TString for passing a string argument

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Revision 36602 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Nov 11 16:52:13 2010 UTC (4 years, 2 months ago) by moneta
File length: 10556 byte(s)
Diff to previous 34109

merge  changes from development Branch from Sven Kreiss

 http://root.cern.ch/viewvc?view=rev&revision=34726

and

http://root.cern.ch/viewvc?view=rev&revision=35057

A new class is added ToyMCStudy for toy MC generation using Proof

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Revision 34109 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Jun 24 15:00:16 2010 UTC (4 years, 7 months ago) by moneta
File length: 8981 byte(s)
Diff to previous 31276

merge roostats development branch from revision 33228 to 34108 included

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Revision 31276 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Nov 18 15:06:42 2009 UTC (5 years, 2 months ago) by moneta
File length: 8187 byte(s)
Diff to previous 29107

merge developments in https://root.cern.ch/svn/root/branches/dev/roostats/roofit/roostats from revision 30833 to revision 31273 


fix also the tutorials due to the new changes (copy from branch)

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Revision 29107 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Fri Jun 19 14:26:42 2009 UTC (5 years, 7 months ago) by moneta
File length: 8247 byte(s)
Diff to previous 28310

import all the developments done since 5.23.04 (rev 28305) done in the roostats branch from Kyle, Mario, Gregory and Wouter

update also the tutorials and add a new one  rs101_limitexample

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Revision 28310 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Apr 21 13:26:07 2009 UTC (5 years, 9 months ago) by moneta
File length: 7940 byte(s)
Diff to previous 28306

fix a compilation problem on Solaris

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Revision 28306 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Apr 21 10:04:57 2009 UTC (5 years, 9 months ago) by moneta
File length: 7930 byte(s)
Copied from: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx revision 28305
Diff to previous 28254

merge changes in roostats from development branch since revision 26992 to 28305

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Revision 28254 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Apr 16 11:04:56 2009 UTC (5 years, 9 months ago) by wouter
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 7930 byte(s)
Diff to previous 28245

   Fixes for Windows VC8 compiler warnings & errors

   o RooAbsReal

     - Add missing non-const method getIntegratorConfig()

     - Use TMath::IsNan() instead of isnan() 

      
   o RooFFTConvPdf

     - Fix initialization of variable in switch statement


   o RooStats::SamplingDistribution

     - Fix overloading ambiguity in sqrt()

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Revision 28245 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Apr 16 09:46:03 2009 UTC (5 years, 9 months ago) by wouter
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 7922 byte(s)
Diff to previous 28208

    o  SamplingDistribution
          
        - Fix compiler warnings

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Revision 28208 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Wed Apr 15 01:28:04 2009 UTC (5 years, 9 months ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 7885 byte(s)
Diff to previous 28207

Additional Tutorial Macro.

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Revision 28207 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Tue Apr 14 22:04:36 2009 UTC (5 years, 9 months ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 7881 byte(s)
Diff to previous 28117

Found bug related to pointer comparison in profile test stat, added ability to save sampling distributions.

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Revision 28117 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Mon Apr 6 18:18:17 2009 UTC (5 years, 9 months ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 6956 byte(s)
Diff to previous 27951

Improved adaptive sampling algorithm & documentation.  Fix uninitialized variable in NeymanConstruction.

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Revision 27951 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Mar 26 21:20:25 2009 UTC (5 years, 9 months ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 5942 byte(s)
Diff to previous 27935

Remove debug messages

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Revision 27935 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Mar 26 03:03:34 2009 UTC (5 years, 10 months ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 5931 byte(s)
Diff to previous 27519

New and improved adaptive sampling algorithm (still suspicous).

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Revision 27519 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Feb 19 13:31:41 2009 UTC (5 years, 11 months ago) by pellicci
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 4184 byte(s)
Diff to previous 27217

Renaming of basic classes and methods. Added TestStatistic, virtual class to handle
a layer between the distribution creator and the test statistic evaluation.

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Revision 27217 - (view) (download) (as text) (annotate) - [select for diffs]
Modified Thu Jan 22 15:38:20 2009 UTC (6 years ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 4183 byte(s)
Diff to previous 27148

Extra include needed for linux

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Revision 27148 - (view) (download) (as text) (annotate) - [select for diffs]
Added Wed Jan 14 22:40:17 2009 UTC (6 years ago) by cranmer
Original Path: branches/dev/roostats/roofit/roostats/src/SamplingDistribution.cxx
File length: 4163 byte(s)

Adding initial code for a few new components to the RooStats project.