class RooStats::MetropolisHastings: public TObject

Function Members (Methods)

public:

virtual	~MetropolisHastings()
void	TObject::AbstractMethod(const char* method) const
virtual void	TObject::AppendPad(Option_t* option = "")
virtual void	TObject::Browse(TBrowser* b)
static TClass*	Class()
virtual const char*	TObject::ClassName() const
virtual void	TObject::Clear(Option_t* = "")
virtual TObject*	TObject::Clone(const char* newname = "") const
virtual Int_t	TObject::Compare(const TObject* obj) const
virtual RooStats::MarkovChain*	ConstructChain()
virtual void	TObject::Copy(TObject& object) const
virtual void	TObject::Delete(Option_t* option = "")MENU
virtual Int_t	TObject::DistancetoPrimitive(Int_t px, Int_t py)
virtual void	TObject::Draw(Option_t* option = "")
virtual void	TObject::DrawClass() constMENU
virtual TObject*	TObject::DrawClone(Option_t* option = "") constMENU
virtual void	TObject::Dump() constMENU
virtual void	TObject::Error(const char* method, const char* msgfmt) const
virtual void	TObject::Execute(const char* method, const char* params, Int_t* error = 0)
virtual void	TObject::Execute(TMethod* method, TObjArray* params, Int_t* error = 0)
virtual void	TObject::ExecuteEvent(Int_t event, Int_t px, Int_t py)
virtual void	TObject::Fatal(const char* method, const char* msgfmt) const
virtual TObject*	TObject::FindObject(const char* name) const
virtual TObject*	TObject::FindObject(const TObject* obj) const
virtual Option_t*	TObject::GetDrawOption() const
static Long_t	TObject::GetDtorOnly()
virtual const char*	TObject::GetIconName() const
virtual const char*	TObject::GetName() const
virtual char*	TObject::GetObjectInfo(Int_t px, Int_t py) const
static Bool_t	TObject::GetObjectStat()
virtual Option_t*	TObject::GetOption() const
virtual const char*	TObject::GetTitle() const
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virtual Bool_t	TObject::HandleTimer(TTimer* timer)
virtual ULong_t	TObject::Hash() const
virtual void	TObject::Info(const char* method, const char* msgfmt) const
virtual Bool_t	TObject::InheritsFrom(const char* classname) const
virtual Bool_t	TObject::InheritsFrom(const TClass* cl) const
virtual void	TObject::Inspect() constMENU
void	TObject::InvertBit(UInt_t f)
virtual TClass*	IsA() const
virtual Bool_t	TObject::IsEqual(const TObject* obj) const
virtual Bool_t	TObject::IsFolder() const
Bool_t	TObject::IsOnHeap() const
virtual Bool_t	TObject::IsSortable() const
Bool_t	TObject::IsZombie() const
virtual void	TObject::ls(Option_t* option = "") const
void	TObject::MayNotUse(const char* method) const
RooStats::MetropolisHastings	MetropolisHastings()
RooStats::MetropolisHastings	MetropolisHastings(const RooStats::MetropolisHastings&)
RooStats::MetropolisHastings	MetropolisHastings(RooAbsReal& function, const RooArgSet& paramsOfInterest, RooStats::ProposalFunction& proposalFunction, Int_t numIters)
virtual Bool_t	TObject::Notify()
void	TObject::Obsolete(const char* method, const char* asOfVers, const char* removedFromVers) const
void	TObject::operator delete(void* ptr)
void	TObject::operator delete(void* ptr, void* vp)
void	TObject::operator delete[](void* ptr)
void	TObject::operator delete[](void* ptr, void* vp)
void*	TObject::operator new(size_t sz)
void*	TObject::operator new(size_t sz, void* vp)
void*	TObject::operator new[](size_t sz)
void*	TObject::operator new[](size_t sz, void* vp)
RooStats::MetropolisHastings&	operator=(const RooStats::MetropolisHastings&)
virtual void	TObject::Paint(Option_t* option = "")
virtual void	TObject::Pop()
virtual void	TObject::Print(Option_t* option = "") const
virtual Int_t	TObject::Read(const char* name)
virtual void	TObject::RecursiveRemove(TObject* obj)
void	TObject::ResetBit(UInt_t f)
virtual void	TObject::SaveAs(const char* filename = "", Option_t* option = "") constMENU
virtual void	TObject::SavePrimitive(ostream& out, Option_t* option = "")
void	TObject::SetBit(UInt_t f)
void	TObject::SetBit(UInt_t f, Bool_t set)
virtual void	SetChainParameters(const RooArgSet& set)
virtual void	TObject::SetDrawOption(Option_t* option = "")MENU
static void	TObject::SetDtorOnly(void* obj)
virtual void	SetFunction(RooAbsReal& function)
virtual void	SetNumBurnInSteps(Int_t numBurnInSteps)
virtual void	SetNumIters(Int_t numIters)
static void	TObject::SetObjectStat(Bool_t stat)
virtual void	SetParameters(const RooArgSet& set)
virtual void	SetProposalFunction(RooStats::ProposalFunction& proposalFunction)
virtual void	SetSign(enum FunctionSign sign)
virtual void	SetType(enum FunctionType type)
virtual void	TObject::SetUniqueID(UInt_t uid)
virtual void	ShowMembers(TMemberInspector& insp) const
virtual void	Streamer(TBuffer&)
void	StreamerNVirtual(TBuffer& ClassDef_StreamerNVirtual_b)
virtual void	TObject::SysError(const char* method, const char* msgfmt) const
Bool_t	TObject::TestBit(UInt_t f) const
Int_t	TObject::TestBits(UInt_t f) const
virtual void	TObject::UseCurrentStyle()
virtual void	TObject::Warning(const char* method, const char* msgfmt) const
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virtual Int_t	TObject::Write(const char* name = 0, Int_t option = 0, Int_t bufsize = 0) const

protected:

virtual Double_t	CalcNLL(Double_t xL)
virtual void	TObject::DoError(int level, const char* location, const char* fmt, va_list va) const
void	TObject::MakeZombie()
virtual Bool_t	ShouldTakeStep(Double_t d)

Data Members

public:

static TObject::(anonymous)	TObject::kBitMask
static TObject::EStatusBits	TObject::kCanDelete
static TObject::EStatusBits	TObject::kCannotPick
static TObject::EStatusBits	TObject::kHasUUID
static TObject::EStatusBits	TObject::kInvalidObject
static TObject::(anonymous)	TObject::kIsOnHeap
static TObject::EStatusBits	TObject::kIsReferenced
static RooStats::MetropolisHastings::FunctionType	kLog
static TObject::EStatusBits	TObject::kMustCleanup
static RooStats::MetropolisHastings::FunctionSign	kNegative
static TObject::EStatusBits	TObject::kNoContextMenu
static TObject::(anonymous)	TObject::kNotDeleted
static TObject::EStatusBits	TObject::kObjInCanvas
static TObject::(anonymous)	TObject::kOverwrite
static RooStats::MetropolisHastings::FunctionSign	kPositive
static RooStats::MetropolisHastings::FunctionType	kRegular
static RooStats::MetropolisHastings::FunctionSign	kSignUnset
static TObject::(anonymous)	TObject::kSingleKey
static RooStats::MetropolisHastings::FunctionType	kTypeUnset
static TObject::(anonymous)	TObject::kWriteDelete
static TObject::(anonymous)	TObject::kZombie

protected:

RooArgSet	fChainParams	RooRealVars that are stored in the chain
RooAbsReal*	fFunction	function that will generate likelihood values
Int_t	fNumBurnInSteps	number of iterations to discard as burn-in, starting from the first
Int_t	fNumIters	number of iterations to run metropolis algorithm
RooArgSet	fParameters	RooRealVars that define all parameter space
RooStats::ProposalFunction*	fPropFunc	Proposal function for MCMC integration
enum FunctionSign	fSign	whether the likelihood is negative (like NLL) or positive
enum FunctionType	fType	whether the likelihood is on a regular, log, (or other) scale

Class Charts

Inheritance Chart:

TObject

←

RooStats::MetropolisHastings

Function documentation

MetropolisHastings()

 default constructor

MetropolisHastings(RooAbsReal& function, const RooArgSet& paramsOfInterest, RooStats::ProposalFunction& proposalFunction, Int_t numIters)

 alternate constructor

{}

MarkovChain* ConstructChain()

 main purpose of MetropolisHastings - run Metropolis-Hastings
 algorithm to generate Markov Chain of points in the parameter space

void SetChainParameters(const RooArgSet& set)

 specify the parameters to store in the chain
 if not specified all of them will be stored

{ fChainParams.removeAll(); fChainParams.add(set); RemoveConstantParameters(&fChainParams); }

void SetParameters(const RooArgSet& set)

 specify all the parameters of interest in the interval

{ fParameters.removeAll(); fParameters.add(set); RemoveConstantParameters(&fParameters); }

void SetProposalFunction(RooStats::ProposalFunction& proposalFunction)

 set the proposal function for suggesting new points for the MCMC

{ fPropFunc = &proposalFunction; }

void SetNumIters(Int_t numIters)

 set the number of iterations to run the metropolis algorithm

{ fNumIters = numIters; }

void SetNumBurnInSteps(Int_t numBurnInSteps)

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

{ fNumBurnInSteps = numBurnInSteps; }

void SetFunction(RooAbsReal& function)

 set the (likelihood) function

{ fFunction = &function; }

void SetSign(enum FunctionSign sign)

 set the sign of the function

{ fSign = sign; }

void SetType(enum FunctionType type)

 set the type of the function

{ fType = type; }

Bool_t ShouldTakeStep(Double_t d)

 whether we should take the step, based on the value of d, fSign, fType

Double_t CalcNLL(Double_t xL)