RooStats::MetropolisHastings Class Reference

#include <MetropolisHastings.h>

Inheritance diagram for RooStats::MetropolisHastings:


Public Types
enum	FunctionSign
enum	FunctionType
enum	FunctionSign
enum	FunctionType
Public Member Functions
	MetropolisHastings ()
	MetropolisHastings (RooAbsReal &function, RooArgSet &paramsOfInterest, ProposalFunction &proposalFunction, Int_t numIters)
virtual	~MetropolisHastings ()
virtual MarkovChain *	ConstructChain ()
virtual void	SetParameters (RooArgSet &set)
virtual void	SetProposalFunction (ProposalFunction &proposalFunction)
virtual void	SetNumIters (Int_t numIters)
virtual void	SetNumBurnInSteps (Int_t numBurnInSteps)
virtual void	SetFunction (RooAbsReal &function)
virtual void	SetSign (enum FunctionSign sign)
virtual void	SetType (enum FunctionType type)
	MetropolisHastings ()
	MetropolisHastings (RooAbsReal &function, RooArgSet &paramsOfInterest, ProposalFunction &proposalFunction, Int_t numIters)
virtual	~MetropolisHastings ()
virtual MarkovChain *	ConstructChain ()
virtual void	SetParameters (RooArgSet &set)
virtual void	SetProposalFunction (ProposalFunction &proposalFunction)
virtual void	SetNumIters (Int_t numIters)
virtual void	SetNumBurnInSteps (Int_t numBurnInSteps)
virtual void	SetFunction (RooAbsReal &function)
virtual void	SetSign (enum FunctionSign sign)
virtual void	SetType (enum FunctionType type)
Protected Member Functions
virtual Bool_t	ShouldTakeStep (Double_t d)
virtual Double_t	CalcNLL (Double_t xL)
virtual Bool_t	ShouldTakeStep (Double_t d)
virtual Double_t	CalcNLL (Double_t xL)
Protected Attributes
RooAbsReal *	fFunction
RooArgSet *	fParameters
ProposalFunction *	fPropFunc
Int_t	fNumIters
Int_t	fNumBurnInSteps
enum FunctionSign	fSign
enum FunctionType	fType
RooAbsReal *	fFunction
RooArgSet *	fParameters
ProposalFunction *	fPropFunc

Detailed Description

Definition at line 36 of file MetropolisHastings.h.

Member Enumeration Documentation

enum RooStats::MetropolisHastings::FunctionSign

Definition at line 40 of file MetropolisHastings.h.

enum RooStats::MetropolisHastings::FunctionType

Definition at line 41 of file MetropolisHastings.h.

enum RooStats::MetropolisHastings::FunctionSign

Definition at line 40 of file MetropolisHastings.h.

enum RooStats::MetropolisHastings::FunctionType

Definition at line 41 of file MetropolisHastings.h.

Constructor & Destructor Documentation

MetropolisHastings::MetropolisHastings ( )

Definition at line 102 of file MetropolisHastings.cxx.

References fFunction, fNumBurnInSteps, fNumIters, fParameters, fPropFunc, fSign, fType, kSignUnset, kTypeUnset, and NULL.

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

Definition at line 114 of file MetropolisHastings.cxx.

References fFunction, fNumBurnInSteps, fNumIters, fSign, fType, kSignUnset, kTypeUnset, SetParameters(), and SetProposalFunction().

virtual RooStats::MetropolisHastings::~MetropolisHastings ( ) [inline, virtual]

Definition at line 50 of file MetropolisHastings.h.

RooStats::MetropolisHastings::MetropolisHastings ( )

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

virtual RooStats::MetropolisHastings::~MetropolisHastings ( ) [inline, virtual]

Definition at line 50 of file MetropolisHastings.h.

Member Function Documentation

MarkovChain * MetropolisHastings::ConstructChain ( ) [virtual]

Definition at line 126 of file MetropolisHastings.cxx.

References a, TChain::Add(), RooArgSet::addClone(), CalcNLL(), chain, RooAbsReal::clearEvalErrorLog(), RooAbsReal::CountErrors, coutE, coutI, RooFit::ERROR, RooFit::Eval, fflush(), fFunction, fNumIters, fParameters, fprintf(), fPropFunc, fSign, fType, RooStats::ProposalFunction::GetProposalDensity(), RooAbsReal::getVal(), RooMsgService::globalKillBelow(), i, RooNumber::infinity(), RooMsgService::instance(), RooStats::ProposalFunction::IsSymmetric(), kLog, kPositive, kRegular, kSignUnset, kTypeUnset, TMath::Log(), NULL, RooAbsReal::numEvalErrors(), RooStats::ProposalFunction::Propose(), RooStats::RandomizeCollection(), RooAbsReal::setEvalErrorLoggingMode(), RooMsgService::setGlobalKillBelow(), RooStats::SetParameters(), ShouldTakeStep(), and x.

Referenced by RooStats::MCMCCalculator::GetInterval().

virtual void RooStats::MetropolisHastings::SetParameters ( RooArgSet & set ) [inline, virtual]

Definition at line 58 of file MetropolisHastings.h.

References fParameters, and RooStats::RemoveConstantParameters().

Referenced by RooStats::MCMCCalculator::GetInterval(), and MetropolisHastings().

virtual void RooStats::MetropolisHastings::SetProposalFunction ( ProposalFunction & proposalFunction ) [inline, virtual]

Definition at line 61 of file MetropolisHastings.h.

References fPropFunc.

Referenced by RooStats::MCMCCalculator::GetInterval(), and MetropolisHastings().

virtual void RooStats::MetropolisHastings::SetNumIters ( Int_t numIters ) [inline, virtual]

Definition at line 64 of file MetropolisHastings.h.

References fNumIters.

Referenced by RooStats::MCMCCalculator::GetInterval().

virtual void RooStats::MetropolisHastings::SetNumBurnInSteps ( Int_t numBurnInSteps ) [inline, virtual]

Definition at line 68 of file MetropolisHastings.h.

References fNumBurnInSteps.

virtual void RooStats::MetropolisHastings::SetFunction ( RooAbsReal & function ) [inline, virtual]

Definition at line 71 of file MetropolisHastings.h.

References fFunction.

Referenced by RooStats::MCMCCalculator::GetInterval().

virtual void RooStats::MetropolisHastings::SetSign ( enum FunctionSign sign ) [inline, virtual]

Definition at line 73 of file MetropolisHastings.h.

References fSign.

Referenced by RooStats::MCMCCalculator::GetInterval().

virtual void RooStats::MetropolisHastings::SetType ( enum FunctionType type ) [inline, virtual]

Definition at line 75 of file MetropolisHastings.h.

References fType.

Referenced by RooStats::MCMCCalculator::GetInterval().

Bool_t MetropolisHastings::ShouldTakeStep ( Double_t d ) [protected, virtual]

Definition at line 281 of file MetropolisHastings.cxx.

References fType, kFALSE, kLog, kRegular, kTRUE, TMath::Log(), and RooRandom::uniform().

Referenced by ConstructChain().

Double_t MetropolisHastings::CalcNLL ( Double_t xL ) [protected, virtual]

Definition at line 314 of file MetropolisHastings.cxx.

References fSign, fType, kLog, kNegative, kPositive, and TMath::Log().

Referenced by ConstructChain().

virtual MarkovChain* RooStats::MetropolisHastings::ConstructChain ( ) [virtual]

virtual void RooStats::MetropolisHastings::SetParameters ( RooArgSet & set ) [inline, virtual]

Definition at line 58 of file MetropolisHastings.h.

References fParameters, and RooStats::RemoveConstantParameters().

virtual void RooStats::MetropolisHastings::SetProposalFunction ( ProposalFunction & proposalFunction ) [inline, virtual]

Definition at line 61 of file MetropolisHastings.h.

References fPropFunc.

virtual void RooStats::MetropolisHastings::SetNumIters ( Int_t numIters ) [inline, virtual]

Definition at line 64 of file MetropolisHastings.h.

References fNumIters.

virtual void RooStats::MetropolisHastings::SetNumBurnInSteps ( Int_t numBurnInSteps ) [inline, virtual]

Definition at line 68 of file MetropolisHastings.h.

References fNumBurnInSteps.

virtual void RooStats::MetropolisHastings::SetFunction ( RooAbsReal & function ) [inline, virtual]

Definition at line 71 of file MetropolisHastings.h.

References fFunction.

virtual void RooStats::MetropolisHastings::SetSign ( enum FunctionSign sign ) [inline, virtual]

Definition at line 73 of file MetropolisHastings.h.

References fSign.

virtual void RooStats::MetropolisHastings::SetType ( enum FunctionType type ) [inline, virtual]

Definition at line 75 of file MetropolisHastings.h.

References fType.

virtual Bool_t RooStats::MetropolisHastings::ShouldTakeStep ( Double_t d ) [protected, virtual]

virtual Double_t RooStats::MetropolisHastings::CalcNLL ( Double_t xL ) [protected, virtual]

Member Data Documentation

RooAbsReal* RooStats::MetropolisHastings::fFunction [protected]

Definition at line 79 of file MetropolisHastings.h.

Referenced by ConstructChain(), MetropolisHastings(), and SetFunction().

RooArgSet* RooStats::MetropolisHastings::fParameters [protected]

Definition at line 80 of file MetropolisHastings.h.

Referenced by ConstructChain(), MetropolisHastings(), and SetParameters().

ProposalFunction* RooStats::MetropolisHastings::fPropFunc [protected]

Definition at line 81 of file MetropolisHastings.h.

Referenced by ConstructChain(), MetropolisHastings(), and SetProposalFunction().

Int_t RooStats::MetropolisHastings::fNumIters [protected]

Definition at line 82 of file MetropolisHastings.h.

Referenced by ConstructChain(), MetropolisHastings(), and SetNumIters().

Int_t RooStats::MetropolisHastings::fNumBurnInSteps [protected]

Definition at line 83 of file MetropolisHastings.h.

Referenced by MetropolisHastings(), and SetNumBurnInSteps().

enum FunctionSign RooStats::MetropolisHastings::fSign [protected]

Definition at line 84 of file MetropolisHastings.h.

Referenced by CalcNLL(), ConstructChain(), MetropolisHastings(), and SetSign().

enum FunctionType RooStats::MetropolisHastings::fType [protected]

Definition at line 85 of file MetropolisHastings.h.

Referenced by CalcNLL(), ConstructChain(), MetropolisHastings(), SetType(), and ShouldTakeStep().

RooAbsReal* RooStats::MetropolisHastings::fFunction [protected]

Definition at line 79 of file MetropolisHastings.h.

RooArgSet* RooStats::MetropolisHastings::fParameters [protected]

Definition at line 80 of file MetropolisHastings.h.

ProposalFunction* RooStats::MetropolisHastings::fPropFunc [protected]

Definition at line 81 of file MetropolisHastings.h.

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

include/RooStats/MetropolisHastings.h
roofit/roostats/inc/MetropolisHastings.h
roofit/roostats/src/MetropolisHastings.cxx

Generated on Tue Jul 5 16:57:05 2011 for ROOT_528-00b_version by

1.5.1

RooStats::MetropolisHastings Class Reference

Public Types

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation