An engine class for Markov Chain Monte Carlo. More...

#include <BCEngineMCMC.h>

Inheritance diagram for BCEngineMCMC:

Collaboration diagram for BCEngineMCMC:

Classes
struct ChainState
A struct for holding a state in a Markov chain. More...

struct Statistics
A struct for holding statistical information about samples. More...

Public Types
Enumerators
enum Precision { kLow, kQuick, kMedium, kHigh, kVeryHigh }
An enumerator for the status of a test. More...

enum Phase { kPreRun = -1, kUnsetPhase = 0, kMainRun = +1 }
An enumerator for the phase of the Markov chain. More...

enum InitialPositionScheme { kInitCenter = 0, kInitRandomUniform = 1, kInitUserDefined = 2, kInitRandomPrior = 3 }
An enumerator for markov-chain position initialization. More...

Public Member Functions
Constructors and destructor
BCEngineMCMC (const std::string &name="model")
Default constructor. More...

BCEngineMCMC (const BCEngineMCMC &enginemcmc)
Copy constructor. More...

BCEngineMCMC (const std::string &filename, const std::string &name, bool loadObservables=true)
Read in MCMC constructor. More...

BCEngineMCMC & operator= (const BCEngineMCMC &)
Copy-assignment operator.

virtual ~BCEngineMCMC ()
Destructor. More...

Getters
const std::string & GetName () const

const std::string & GetSafeName () const

unsigned GetNChains () const

unsigned GetNLag () const

int GetCurrentIteration () const

unsigned GetCurrentChain () const

int GetNIterationsConvergenceGlobal () const

unsigned GetNIterationsPreRun () const

unsigned GetNIterationsPreRunMin () const

unsigned GetNIterationsPreRunMax () const

unsigned GetNIterationsRun () const

unsigned GetNIterationsPreRunCheck () const

unsigned GetPreRunCheckClear ()

double GetMinimumEfficiency () const

double GetMaximumEfficiency () const

double GetScaleFactorLowerLimit () const

double GetScaleFactorUpperLimit () const

const std::vector< std::vector< double > > & GetScaleFactors () const

const ChainState & GetChainState (unsigned c) const

const std::vector< double > & Getx (unsigned c) const

double Getx (unsigned c, unsigned p) const

double GetLogProbx (unsigned c) const

BCEngineMCMC::Phase GetPhase () const

BCEngineMCMC::InitialPositionScheme GetInitialPositionScheme () const

unsigned GetInitialPositionAttemptLimit () const

bool GetProposeMultivariate () const

double GetProposalFunctionDof () const

unsigned GetMultivariateCovarianceUpdates () const

double GetMultivariateCovarianceUpdateLambda () const

double GetMultivariateEpsilon () const

double GetMultivariateScaleMultiplier () const

double GetRValueParametersCriterion () const

const std::vector< double > & GetRValueParameters () const

double GetRValueParameters (unsigned index) const

bool GetCorrectRValueForSamplingVariability () const
Flag for correcting convergence checking for initial sampling variability. More...

bool GetFlagRun () const

TTree * GetMarkovChainTree () const
Retrieve the tree containing the Markov chain. More...

TTree * GetParameterTree () const
Retrieve the tree containing the parameter information. More...

TFile * GetOutputFile () const
Retrieve output file for MCMC. More...

const BCEngineMCMC::Statistics & GetStatistics () const
Get combined statistics for all chains. More...

const BCEngineMCMC::Statistics & GetStatistics (unsigned c) const
Get MCMC statistics for one chain. More...

const std::vector< BCEngineMCMC::Statistics > & GetStatisticsVector () const
Get vector of MCMC statistics for each chain separately. More...

bool GetRescaleHistogramRangesAfterPreRun () const

double GetHistogramRescalePadding () const

virtual std::vector< unsigned > GetH1DPrintOrder () const

virtual std::vector< std::pair< unsigned, unsigned > > GetH2DPrintOrder () const

bool MarginalizedHistogramExists (unsigned index) const

bool MarginalizedHistogramExists (unsigned index1, unsigned index2) const

TH1 * GetMarginalizedHistogram (const std::string &name) const
Obtain the individual marginalized distributions with respect to one parameter as a ROOT TH1. More...

TH1 * GetMarginalizedHistogram (unsigned index) const
Obtain the individual marginalized distributions with respect to one parameter as a ROOT TH1. More...

TH2 * GetMarginalizedHistogram (const std::string &name1, const std::string &name2) const
Obtain the individual marginalized distributions with respect to two parameters as a ROOT TH2. More...

TH2 * GetMarginalizedHistogram (unsigned index1, unsigned index2) const
Obtain the individual marginalized distributions with respect to two parameters as a ROOT TH2. More...

BCH1D GetMarginalized (const std::string &name) const
Obtain the individual marginalized distributions with respect to one parameter. More...

BCH1D GetMarginalized (unsigned index) const
Obtain the individual marginalized distributions with respect to one parameter. More...

BCH2D GetMarginalized (const std::string &name1, const std::string &name2) const
Obtain the individual marginalized distributions with respect to two parameters. More...

BCH2D GetMarginalized (unsigned index1, unsigned index2) const
Obtain the individual marginalized distributions with respect to two parameters. More...

unsigned GetMaximumParameterNameLength (bool observables=true) const

BCVariable & GetVariable (unsigned index)

const BCVariable & GetVariable (unsigned index) const

unsigned GetNVariables () const

BCParameterSet & GetParameters ()

const BCParameterSet & GetParameters () const

BCParameter & GetParameter (unsigned index)

const BCParameter & GetParameter (unsigned index) const

BCParameter & GetParameter (const std::string &name)

const BCParameter & GetParameter (const std::string &name) const

unsigned GetNParameters () const

unsigned GetNFixedParameters () const

unsigned GetNFreeParameters () const

BCObservableSet & GetObservables ()

const BCObservableSet & GetObservables () const

BCObservable & GetObservable (unsigned index)

const BCObservable & GetObservable (unsigned index) const

BCObservable & GetObservable (const std::string &name)

const BCObservable & GetObservable (const std::string &name) const

unsigned GetNObservables () const

virtual const std::vector< double > & GetBestFitParameters () const

virtual const std::vector< double > & GetBestFitParameterErrors () const

const std::vector< double > & GetLocalModes (bool force_recalculation=false)

virtual double GetLogMaximum () const

bool GetReuseObservables () const

BCH1D & GetBCH1DdrawingOptions ()

BCH2D & GetBCH2DdrawingOptions ()

Setters
void SetName (const std::string &name)
Sets the name of the engine. More...

void SetScaleFactorLowerLimit (double l)
Set scale factor lower limit.

void SetScaleFactorUpperLimit (double l)
Set scale factor upper limit.

void SetInitialScaleFactors (const std::vector< double > &scale)
Set the initial scale factors for the factorized proposal function. More...

void SetNChains (unsigned n)
Sets the number of Markov chains which are run in parallel. More...

void SetNLag (unsigned n)
Sets the lag of the Markov chains.

void SetNIterationsPreRunMax (unsigned n)
Sets the maximum number of iterations in the pre-run. More...

void SetNIterationsRun (unsigned n)
Sets the number of iterations. More...

void SetNIterationsPreRunMin (unsigned n)
Sets the minimum number of iterations in the pre-run.

void SetNIterationsPreRunCheck (unsigned n)
Sets the number of iterations between scale adjustments and convergence checks in the pre-run. More...

void SetPreRunCheckClear (unsigned n)
Sets the number of prerun checks to make inbetween statistics clearing. More...

void SetMinimumEfficiency (double efficiency)
Sets the minimum efficiency required for a chain. More...

void SetMaximumEfficiency (double efficiency)
Sets the maximum efficiency required for a chain. More...

void SetRandomSeed (unsigned seed)
Set the random number seed.

void SetInitialPositions (const std::vector< double > &x0s)
Sets the initial positions for all chains. More...

void SetInitialPositions (const std::vector< std::vector< double > > &x0s)
Sets the initial positions for all chains. More...

void SetInitialPositionScheme (BCEngineMCMC::InitialPositionScheme scheme)
Sets flag which defines initial position. More...

void SetInitialPositionAttemptLimit (unsigned n)
Sets maximum number of attempts to find a valid initial position. More...

void SetProposeMultivariate (bool flag)
Set `flag` to `true` to turn on the multivariate proposal for MCMC based on (Haario et al., 2001) where the covariance is learned from the prerun. More...

void SetProposalFunctionDof (double dof=1)
Set the degree of freedom of the proposal function for MCMC. More...

void SetMultivariateCovarianceUpdateLambda (double l)
Set weighting for multivariate proposal function covariance update. More...

void SetMultivariateEpsilon (double epsilon)
Sets multivariate-proposal-function cholesky-decomposition nudge. More...

void SetMultivariateScaleMultiplier (double s)
Sets multivariate-proposal-function scale multiplier. More...

void SetFlagFillHistograms (bool flag)
Sets whether to fill histograms. More...

void SetFlagFillHistograms (bool flag_1d, bool flag_2d)
Sets the whether to fill histograms. More...

void SetFillHistogramParPar (unsigned x, unsigned y, bool flag=true)
Sets whether to fill particular H2 histogram: par(y) vs. More...

void SetFillHistogramParPar (const std::string &x, const std::string &y, bool flag=true)
Sets whether to fill particular H2 histogram: par(y) vs. More...

void SetFillHistogramParObs (unsigned x, unsigned y, bool flag=true)
Sets whether to fill particular H2 histogram: obs(y) vs. More...

void SetFillHistogramParObs (const std::string &x, const std::string &y, bool flag=true)
Sets whether to fill particular H2 histogram: obs(y) vs. More...

void SetFillHistogramObsObs (unsigned x, unsigned y, bool flag=true)
Sets whether to fill particular H2 histogram: obs(y) vs. More...

void SetFillHistogramObsObs (const std::string &x, const std::string &y, bool flag=true)
Sets whether to fill particular H2 histogram: obs(y) vs. More...

void SetFillHistogramObsPar (unsigned x, unsigned y, bool flag=true)
Sets whether to fill particular H2 histogram: par(y) vs. More...

void SetFillHistogramObsPar (const std::string &x, const std::string &y, bool flag=true)
Sets whether to fill particular H2 histogram: par(y) vs. More...

void SetFlagPreRun (bool flag)
Set if a (new) prerun should be performed. More...

void SetRValueParametersCriterion (double r)
Sets the parameter R-value criterion for convergence of all chains.

void SetCorrectRValueForSamplingVariability (bool flag=true)
Set flag to correct convergence checking for initial sampling variability. More...

void SetPrecision (BCEngineMCMC::Precision precision)
Set the precision for the MCMC run. More...

void SetPrecision (const BCEngineMCMC *other)
Copy precision for the MCMC run from other model. More...

void SetPrecision (const BCEngineMCMC &other)
Copy precision for the MCMC run from other model. More...

void SetNbins (unsigned int nbins)
Set the number of bins for the marginalized distribution of all parameters. More...

void SetReuseObservables (bool flag)

void SetRescaleHistogramRangesAfterPreRun (bool flag=true)
Set flag for rescaling histogram ranges after pre-run. More...

void SetHistogramRescalingPadding (double factor)
Set enlargement factor of range for when rescaling. More...

void WriteMarkovChain (bool flag)
Turn on/off writing of Markov chain to root file. More...

void WriteMarkovChainRun (bool flag)
Turn on/off writing of Markov chain to root file during run. More...

void WriteMarkovChainPreRun (bool flag)
Turn on/off writing of Markov chain to root file during prerun. More...

void WriteMarkovChain (const std::string &filename, const std::string &option, bool flag_run=true, bool flag_prerun=true)
Turn on writing of Markov chain to root file. More...

Prior setting functions (all deprecated).
The priors are not used for the likelihood calculation by BCEngineMCMC, but are used for initializing the positions of the chains.
void SetPriorConstant (unsigned index)

void SetPriorConstant (const std::string &name)

void SetPrior (unsigned index, TF1 &f, bool logL=true)

void SetPrior (const std::string &name, TF1 &f, bool logL=true)

void SetPriorDelta (unsigned index, double value)

void SetPriorDelta (const std::string &name, double value)

void SetPriorGauss (unsigned index, double mean, double sigma)

void SetPriorGauss (const std::string &name, double mean, double sigma)

void SetPriorGauss (unsigned index, double mode, double sigma_below, double sigma_above)

void SetPriorGauss (const std::string &name, double mode, double sigma_below, double sigma_above)

void SetPrior (unsigned index, TH1 &h, bool interpolate=false)

void SetPrior (const std::string &name, TH1 &h, bool interpolate=false)

void SetPriorConstantAll ()

Output functions
void WriteMarginalizedDistributions (const std::string &filename, const std::string &option, bool closeExistingFile=false)
Write marginalization histograms to file. More...

virtual void PrintSummary () const
Prints a summary to the logs. More...

void PrintParameters (const std::vector< double > &P, void(*output)(const std::string &)=BCLog::OutSummary) const
Print parameters. More...

unsigned PrintAllMarginalized (const std::string &filename, unsigned hdiv=1, unsigned vdiv=1) const
Print all marginalizations. More...

unsigned PrintParameterPlot (const std::string &filename, int npar=10, double interval_content=68e-2, std::vector< double > quantile_values=std::vector< double >(0), bool rescale_ranges=true) const
Print a summary plot for the parameters and user-defined observables. More...

bool DrawParameterPlot (unsigned i0, unsigned npar=0, double interval_content=68e-2, std::vector< double > quantile_values=std::vector< double >(0), bool rescale_ranges=true) const
Draw a summary plot for the parameters in the range provided to current pad. More...

bool PrintCorrelationMatrix (const std::string &filename="matrix.pdf") const
Print a correlation matrix for the parameters. More...

bool PrintCorrelationPlot (const std::string &filename="correlation.pdf", bool include_observables=true) const
Print a correlation plot for the parameters. More...

bool PrintParameterLatex (const std::string &filename) const
Print a LaTeX table of the parameters. More...

Protected Member Functions
virtual std::string GetBestFitSummary (unsigned i) const
Get string summarizing best fit for single variable. More...

virtual void PrintBestFitSummary () const
Print best fit to log. More...

virtual void PrintMarginalizationSummary () const
Print marginalization to log. More...

virtual void PrintModelSummary () const
Print model summary to log. More...

void SetFillHistogram (int x, int y, bool flag)
Set whether to fill 2D histogram y vs x: positive indices for parameters; negative for observables, starting at -1 and going more negative—observable index = -(index+1). More...

unsigned UpdateFrequency (unsigned N) const
return appropriate update interval More...

void UpdateParameterTree ()
Update Paramater TTree with scales and efficiencies. More...

Protected Attributes
BCH1D fBCH1DdrawingOptions
A BCH1D (with no histogram) for storing BCH1D drawing options. More...

BCH2D fBCH2DdrawingOptions
A BCH2D (with no histogram) for storing BCH2D drawing options. More...

bool fCorrectRValueForSamplingVariability
flag for correcting R value for initial sampling variability. More...

std::vector< TH1 * > fH1Marginalized
Vector of 1D marginalized distributions.

std::vector< std::vector< TH2 * > > fH2Marginalized
Vector of 2D marginalized distributions. More...

double fHistogramRescalePadding
factor for enlarging range of histograms when rescaling. More...

unsigned fInitialPositionAttemptLimit
Maximum number of attempts to make to set the initial position. More...

BCEngineMCMC::InitialPositionScheme fInitialPositionScheme
Variable which defines the initial position. More...

std::vector< double > fLocalModes
Vector of local modes. More...

int fMCMCCurrentIteration
The current iteration number. More...

double fMCMCEfficiencyMax
The maximum allowed efficiency for MCMC.

double fMCMCEfficiencyMin
The minimum required efficiency for MCMC.

bool fMCMCFlagWriteChainToFile
Flag to write Markov chains to file.

bool fMCMCFlagWritePreRunToFile
Flag to write pre run to file.

std::vector< std::vector< double > > fMCMCInitialPosition
The intial position of each Markov chain. More...

std::vector< double > fMCMCInitialScaleFactors
User-provided initial values of the scale factors of the factorized proposal function. More...

unsigned fMCMCNChains
Number of Markov chains ran in parallel.

int fMCMCNIterationsConvergenceGlobal
Number of iterations needed for all chains to convergence simultaneously.

unsigned fMCMCNIterationsPreRunCheck
Number of iterations between scale adjustments and convergence checks in pre-run. More...

unsigned fMCMCNIterationsPreRunMax
Maximum number of iterations for a Markov chain prerun.

unsigned fMCMCNIterationsPreRunMin
Minimum number of iterations for the pre-run.

unsigned fMCMCNIterationsRun
Number of iterations for a Markov chain run.

unsigned fMCMCNLag
The lag for the Markov Chain.

TFile * fMCMCOutputFile
Output file for for writing MCMC Tree. More...

std::string fMCMCOutputFilename
Output filename for for writing MCMC Tree. More...

std::string fMCMCOutputFileOption
Output file open option for for writing MCMC Tree. More...

BCEngineMCMC::Phase fMCMCPhase
The phase of the run. More...

unsigned fMCMCPreRunCheckClear
Number of iterations between clearing of convergence stats in pre-run. More...

double fMCMCProposalFunctionDof
Degree of freedom of Student's t proposal. More...

std::vector< std::vector< double > > fMCMCProposalFunctionScaleFactor
Scale factors for proposal functions. More...

bool fMCMCProposeMultivariate
Flag for using multivariate proposal function. More...

std::vector< double > fMCMCRValueParameters
The R-values for each parameter.

double fMCMCRValueParametersCriterion
The R-value criterion for convergence of parameters.

double fMCMCScaleFactorLowerLimit
Lower limit for scale factors.

double fMCMCScaleFactorUpperLimit
Upper limit for scale factors.

std::vector< ChainState > fMCMCStates
The current states of each Markov chain. More...

std::vector< BCEngineMCMC::Statistics > fMCMCStatistics
Statistics for each Markov chain. More...

BCEngineMCMC::Statistics fMCMCStatistics_AllChains
Statistics across all Markov chains. More...

TTree * fMCMCTree
The tree containing the Markov chains. More...

unsigned int fMCMCTree_Chain
Chain number for storing into tree.

ChainState fMCMCTree_State
MC state object for storing into tree.

bool fMCMCTreeLoaded
flag for whether MCMC Tree successfully loaded. More...

bool fMCMCTreeReuseObservables
flag for whether to reuse MCMC Tree's observables. More...

double fMultivariateCovarianceUpdateLambda
weighting parameter for multivariate-proposal-function covariance update. More...

unsigned fMultivariateCovarianceUpdates
Number of multivariate-proposal-function covariance updates performed. More...

double fMultivariateEpsilon
multivariate-proposal-function cholesky-decomposition nudge. More...

std::vector< TMatrixD > fMultivariateProposalFunctionCholeskyDecomposition
Cholesky decompositions for multivariate proposal function. More...

std::vector< TMatrixDSym > fMultivariateProposalFunctionCovariance
Covariance matrices used in multivariate proposal functions. More...

double fMultivariateScaleMultiplier
factor to multiply or divide scale factors by in adjusting multivariate-proposal-function scales. More...

std::string fName
Name of the engine. More...

BCAux::BCTrash< TObject > fObjectTrash
Storage for plot objects with proper clean-up.

BCObservableSet fObservables
User-calculated Observables Set.

BCParameterSet fParameters
Parameter settings.

TTree * fParameterTree
The tree containing the parameter information. More...

TRandom3 fRandom
Random number generator.

std::vector< std::pair< int, int > > fRequestedH2
Vector of pairs of indices for which 2D histograms should be stored. More...

bool fRescaleHistogramRangesAfterPreRun
flag for rescaling of histograms after pre-run. More...

std::string fSafeName
Safe name of the engine for use in naming ROOT objects. More...

Friends
Structs
class BCModel

Miscellaneous methods
virtual void CreateHistograms (bool rescale_ranges=false)
Create histograms from parameter and observable sets. More...

virtual void InitializeMarkovChainTree (bool replacetree=false, bool replacefile=false)
Initialize the trees containing the Markov chains and parameter info. More...

virtual bool AddParameter (const std::string &name, double min, double max, const std::string &latexname="", const std::string &unitstring="")

virtual bool AddParameter (BCParameter &parameter)

virtual bool AddObservable (const std::string &name, double min, double max, const std::string &latexname="", const std::string &unitstring="")

virtual bool AddObservable (BCObservable &obs)

virtual void EvaluateObservables ()
Evaluates user-defined observables at current state of all chains and stores results in fMCMCState.

virtual void EvaluateObservables (unsigned chain)
Evaluates user-defined observables at current state of chain and stores results in fMCMCState. More...

virtual void CalculateObservables (const std::vector< double > &pars)
Evaluates user-defined observables. More...

virtual double ProposalFunction (unsigned ichain, unsigned ipar)
The default proposal function is a Breit-Wigner random walk. More...

bool GetProposalPointMetropolis (unsigned chain, std::vector< double > &x)
Return a proposal point for the Metropolis algorithm. More...

bool GetProposalPointMetropolis (unsigned chain, unsigned parameter, std::vector< double > &x)
Return a proposal point for the Metropolis algorithm. More...

bool GetNewPointMetropolis ()
Generate a new point using the Metropolis algorithm for all chains. More...

bool GetNewPointMetropolis (unsigned chain)
Generate a new point using the Metropolis algorithm for one chain. More...

bool GetNewPointMetropolis (unsigned chain, unsigned parameter)
Generate a new point using the Metropolis algorithm for one chain, varying only one parameter's value. More...

bool AcceptOrRejectPoint (unsigned chain, unsigned parameter)
Accept or rejects a point for a chain and updates efficiency. More...

void InChainFillHistograms (const ChainState &cs)
Fill marginalized distributions from a chain state.

void InChainFillHistograms ()
Fill marginalized distributions from all chain states.

void InChainFillTree (const ChainState &cs, unsigned chain_number)
Write a chain state to the tree.

void InChainFillTree ()
Write all chain states to the tree.

virtual double LogEval (const std::vector< double > &parameters)=0
Needs to be overloaded in the derived class. More...

bool Metropolis ()
Runs Metropolis algorithm. More...

bool MetropolisPreRun ()
Runs a pre run for the Metropolis algorithm. More...

void MCMCInitialize ()
Resets all containers used in MCMC and initializes starting points. More...

virtual void MCMCUserInitialize ()
User hook called from MCMCInitialize(). More...

virtual void ResetResults ()
Reset the MCMC variables. More...

virtual void MCMCUserIterationInterface ()
Interface allowing to execute arbitrary code for each iteration of the MCMC while running the chains after applying the lag but before filling histograms or the output tree. More...

virtual void MCMCCurrentPointInterface (const std::vector< double > &point, int ichain, bool accepted)
Interface allowing to execute arbitrary code for each new point of the MCMC whether it is accepted or not. More...

void LoadParametersFromTree (TTree *partree, bool loadObservables=true)
Load parameters and observables from tree. More...

void LoadMCMCParameters (TTree &partree)
Load MCMC parameters from parameter tree: nchains, proposal function type, scales. More...

virtual bool ParameterTreeMatchesModel (TTree *partree, bool checkObservables=true)
Check parameter tree against model. More...

void LoadMCMC (const std::string &filename, std::string mcmcTreeName="", std::string parameterTreeName="", bool loadObservables=true)
Load previous MCMC run. More...

void LoadMCMC (TTree mcmcTree, TTree parTree, bool loadObservables=true)
Load previous MCMC run. More...

bool ValidMCMCTree (TTree *tree, bool checkObservables=true) const
Check tree structure for MCMC tree. More...

bool ValidParameterTree (TTree *tree) const
Check tree structure for parameter tree. More...

void CloseOutputFile ()
Close the root output file. More...

virtual void Remarginalize (bool autorange=true)
Marginalize from TTree. More...

void PrepareToContinueMarginalization (const std::string &filename, const std::string &mcmcTreeName="", const std::string &parameterTreeName="", bool loadObservables=true, bool autorange=true)
Continue the marginalization already stored in another file. More...

virtual bool UpdateMultivariateProposalFunctionCovariances (double a)
Update multivariate proposal function covariances. More...

virtual bool UpdateMultivariateProposalFunctionCovariances ()
Update multivariate proposal function covariances. More...

void CalculateCholeskyDecompositions ()
Calculate Cholesky decompositions needed for multivariate proposal function. More...

void UpdateChainIndex (int chain)
Keep track of which chain is currently computed (within a thread). More...

static double RValue (const std::vector< double > &means, const std::vector< double > &variances, unsigned n, bool correctForSamplingVariability=true)
Calculate R value of set of batches of samples—represented by their means and variances, all batches containing the same number of samples—according to Brooks & Gelman, "General Methods for Monitoring Convergence of Iterative Simulations," (1988) More...

Detailed Description

An engine class for Markov Chain Monte Carlo.

Author: Daniel Kollar; Kevin Kröninger

Version: 1.0

Date: 08.2008

This class represents an engine class for Markov Chain Monte Carlo (MCMC). One or more chains can be defined simultaneously.

Definition at line 55 of file BCEngineMCMC.h.

Member Enumeration Documentation

enum BCEngineMCMC::InitialPositionScheme

An enumerator for markov-chain position initialization.

Enumerator
kInitCenter	select centers of parameter ranges
kInitRandomUniform	randomly distribute uniformly over parameter ranges
kInitUserDefined	initialize to user-provided points
kInitRandomPrior	randomly distribute according to factorized priors

Definition at line 82 of file BCEngineMCMC.h.

enum BCEngineMCMC::Phase

An enumerator for the phase of the Markov chain.

Negative values are in pre-run, 0 is unset, positive is main run.

Enumerator
kPreRun	In pre-run.
kUnsetPhase	Unset.
kMainRun	In main run.

Definition at line 75 of file BCEngineMCMC.h.

enum BCEngineMCMC::Precision

An enumerator for the status of a test.

See BCEngineMCMC::SetPrecision for full details

Definition at line 65 of file BCEngineMCMC.h.

Constructor & Destructor Documentation

BCEngineMCMC::BCEngineMCMC ( const std::string & name = "model" )

Default constructor.

Definition at line 55 of file BCEngineMCMC.cxx.

BCEngineMCMC::BCEngineMCMC ( const BCEngineMCMC & enginemcmc )

Copy constructor.

Definition at line 126 of file BCEngineMCMC.cxx.

BCEngineMCMC::BCEngineMCMC	(	const std::string &	filename,
		const std::string &	name,
		bool	loadObservables = `true`
	)

Read in MCMC constructor.

Parameters

filename	Path of file holding model.
name	Name of model (file should contain TTree's [name]_mcmc and [name]_parameters. if empty string is given, properly matching TTrees are searched for in the file.
loadObservables	Flag for whether to load observables for file (true; default) or to let user respecify observables.

Definition at line 90 of file BCEngineMCMC.cxx.

BCEngineMCMC::~BCEngineMCMC ( )

virtual

Destructor.

Definition at line 301 of file BCEngineMCMC.cxx.

Member Function Documentation

bool BCEngineMCMC::AcceptOrRejectPoint	(	unsigned	chain,
		unsigned	parameter
	)

Accept or rejects a point for a chain and updates efficiency.

Parameters

chain	chain index
parameter	index of parameter to update efficiency for

Returns: Whether proposed point was accepted (true) or previous point was kept (false).

Definition at line 1580 of file BCEngineMCMC.cxx.

virtual bool BCEngineMCMC::AddObservable	(	const std::string &	name,
		double	min,
		double	max,
		const std::string &	latexname = `""`,
		const std::string &	unitstring = `""`
	)

inlinevirtual

Deprecated:: Instead use GetObservables().Add(...) Adds a user-calculated observable.

Parameters

name	name of observable
min	minimum value of the observable
max	maximum value of the observable
latexname	Optional latexname used for plotting
unitstring	Unit string to be printed for observable.

Returns: Success of action.

Definition at line 1266 of file BCEngineMCMC.h.

virtual bool BCEngineMCMC::AddObservable ( BCObservable & obs )

inlinevirtual

Deprecated:: Instead use GetObservables().Add(obs) Adds a user-calculated observable to the model.

Parameters

obs	A user-calculated observable

Returns: Success of action.

Definition at line 1274 of file BCEngineMCMC.h.

virtual bool BCEngineMCMC::AddParameter	(	const std::string &	name,
		double	min,
		double	max,
		const std::string &	latexname = `""`,
		const std::string &	unitstring = `""`
	)

inlinevirtual

Deprecated:: Instead use GetParameters().Add(...) Adds a parameter.

Parameters

name	Name of parameter
min	minimum value of the parameter
max	maximum value of the parameter
latexname	Optional latexname used for plotting
unitstring	Unit string to be printed for parameter.

Returns: Success of action.

Definition at line 1246 of file BCEngineMCMC.h.

virtual bool BCEngineMCMC::AddParameter ( BCParameter & parameter )

inlinevirtual

Deprecated:: Instead use GetParameters().Add(parameter) Adds a parameter to the model.

Parameters

parameter A model parameter

Returns: Success of action.

Definition at line 1254 of file BCEngineMCMC.h.

void BCEngineMCMC::CalculateCholeskyDecompositions ( )

Calculate Cholesky decompositions needed for multivariate proposal function.

Definition at line 1471 of file BCEngineMCMC.cxx.

virtual void BCEngineMCMC::CalculateObservables ( const std::vector< double > & pars )

inlinevirtual

Evaluates user-defined observables.

To be overloaded by user to calculate user observables.

Parameters

pars	Parameter set to evaluate observables for.

Reimplemented in BCPriorModel.

Definition at line 1292 of file BCEngineMCMC.h.

void BCEngineMCMC::CloseOutputFile ( )

Close the root output file.

Definition at line 1744 of file BCEngineMCMC.cxx.

void BCEngineMCMC::CreateHistograms ( bool rescale_ranges = false )

virtual

Create histograms from parameter and observable sets.

Parameters

rescale_ranges Rescale axis ranges to range reached by MCMC tree if true

Definition at line 2596 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::DrawParameterPlot	(	unsigned	i0,
		unsigned	npar = `0`,
		double	interval_content = `68e-2`,
		std::vector< double >	quantile_values = `std::vector<double>(0)`,
		bool	rescale_ranges = `true`
	)		const

Draw a summary plot for the parameters in the range provided to current pad.

Parameters

i0	Index of first parameter to print.
npar	Number of parameters to print, set to 0 to print all.
interval_content	Probability mass to display in smallest X interval band
quantile_values	Vector of quantile values to draw
rescale_ranges	Flag for rescaling to range surveyed by MCMC chains

Returns: Success of action.

Definition at line 3026 of file BCEngineMCMC.cxx.

void BCEngineMCMC::EvaluateObservables ( unsigned chain )

virtual

Evaluates user-defined observables at current state of chain and stores results in fMCMCState.

Parameters

chain Chain to evaluate observables for.

Definition at line 2352 of file BCEngineMCMC.cxx.

BCH1D& BCEngineMCMC::GetBCH1DdrawingOptions ( )

inline

Returns: BCH1D object that stores drawing options for all BCH1D's.

Definition at line 739 of file BCEngineMCMC.h.

BCH2D& BCEngineMCMC::GetBCH2DdrawingOptions ( )

inline

Returns: BCH2D object that stores drawing options for all BCH2D's.

Definition at line 744 of file BCEngineMCMC.h.

const std::vector< double > & BCEngineMCMC::GetBestFitParameterErrors ( ) const

virtual

Returns: vector of standard errors (sqrt(variance)) of 1D marginals

Reimplemented in BCIntegrate.

Definition at line 639 of file BCEngineMCMC.cxx.

const std::vector< double > & BCEngineMCMC::GetBestFitParameters ( ) const

virtual

Returns: vector of parameter values at global mode.

Reimplemented in BCIntegrate.

Definition at line 633 of file BCEngineMCMC.cxx.

std::string BCEngineMCMC::GetBestFitSummary ( unsigned i ) const

protectedvirtual

Get string summarizing best fit for single variable.

Parameters

i	Index of variable to summarize.

Reimplemented in BCIntegrate.

Definition at line 2792 of file BCEngineMCMC.cxx.

const ChainState& BCEngineMCMC::GetChainState ( unsigned c ) const

inline

Parameters

c	index of the Markov chain

Returns: state of chains

Definition at line 364 of file BCEngineMCMC.h.

bool BCEngineMCMC::GetCorrectRValueForSamplingVariability ( ) const

inline

Flag for correcting convergence checking for initial sampling variability.

Definition at line 451 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetCurrentChain ( ) const

Returns: current chain index. If no chain is currently selected (for example, not within mcmc), return 0.

Definition at line 606 of file BCEngineMCMC.cxx.

int BCEngineMCMC::GetCurrentIteration ( ) const

inline

Returns: current iterations

Definition at line 289 of file BCEngineMCMC.h.

bool BCEngineMCMC::GetFlagRun ( ) const

inline

Returns: if MCMC has been performed or not

Definition at line 456 of file BCEngineMCMC.h.

std::vector< unsigned > BCEngineMCMC::GetH1DPrintOrder ( ) const

virtual

Returns: vector indices for order of printing 1D histograms.

Definition at line 2891 of file BCEngineMCMC.cxx.

std::vector< std::pair< unsigned, unsigned > > BCEngineMCMC::GetH2DPrintOrder ( ) const

virtual

Returns: vector of index pairs for order of printing 2D histograms.

Definition at line 2902 of file BCEngineMCMC.cxx.

double BCEngineMCMC::GetHistogramRescalePadding ( ) const

inline

Returns: Factor by which to enlarge histogram ranges when rescaling to add padding beyond range.

Definition at line 497 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetInitialPositionAttemptLimit ( ) const

inline

Returns: maximum number of allowed attempts to set the initial position

Definition at line 398 of file BCEngineMCMC.h.

BCEngineMCMC::InitialPositionScheme BCEngineMCMC::GetInitialPositionScheme ( ) const

inline

Returns: flag which defined initial position

Definition at line 393 of file BCEngineMCMC.h.

const std::vector< double > & BCEngineMCMC::GetLocalModes ( bool force_recalculation = false )

Returns: vector of the local modes of parameters and observables

Parameters

force_recalculation flag for forcing recalculation of local modes from histograms.

Definition at line 648 of file BCEngineMCMC.cxx.

virtual double BCEngineMCMC::GetLogMaximum ( ) const

inlinevirtual

Returns: The log of the value at the mode.

Reimplemented in BCIntegrate.

Definition at line 729 of file BCEngineMCMC.h.

double BCEngineMCMC::GetLogProbx ( unsigned c ) const

inline

Returns: log of the probability of the current points of the Markov chain.

Parameters

c	chain index

Definition at line 383 of file BCEngineMCMC.h.

BCH1D BCEngineMCMC::GetMarginalized ( const std::string & name ) const

inline

Obtain the individual marginalized distributions with respect to one parameter.

Note: The most efficient method is to access by index.

Parameters

name	The parameter's name

Returns: 1D marginalized probability

Definition at line 561 of file BCEngineMCMC.h.

BCH1D BCEngineMCMC::GetMarginalized ( unsigned index ) const

Obtain the individual marginalized distributions with respect to one parameter.

Parameters

index The parameter index

Returns: 1D marginalized probability

Definition at line 573 of file BCEngineMCMC.cxx.

BCH2D BCEngineMCMC::GetMarginalized	(	const std::string &	name1,
		const std::string &	name2
	)		const

inline

Obtain the individual marginalized distributions with respect to two parameters.

Note: The most efficient method is to access by indices.

Parameters

name1	Name of first parameter
name2	Name of second parameter

Returns: 2D marginalized probability

Definition at line 578 of file BCEngineMCMC.h.

BCH2D BCEngineMCMC::GetMarginalized	(	unsigned	index1,
		unsigned	index2
	)		const

Obtain the individual marginalized distributions with respect to two parameters.

Parameters

index1	Index of first parameter
index2	Index of second parameter

Returns: 2D marginalized probability

Definition at line 587 of file BCEngineMCMC.cxx.

TH1* BCEngineMCMC::GetMarginalizedHistogram ( const std::string & name ) const

inline

Obtain the individual marginalized distributions with respect to one parameter as a ROOT TH1.

Note: The most efficient method is to access by index.

Parameters

name	The parameter's name

Returns: 1D marginalized probability

Definition at line 527 of file BCEngineMCMC.h.

TH1 * BCEngineMCMC::GetMarginalizedHistogram ( unsigned index ) const

Obtain the individual marginalized distributions with respect to one parameter as a ROOT TH1.

Parameters

index The parameter index

Returns: 1D marginalized probability

Definition at line 528 of file BCEngineMCMC.cxx.

TH2* BCEngineMCMC::GetMarginalizedHistogram	(	const std::string &	name1,
		const std::string &	name2
	)		const

inline

Obtain the individual marginalized distributions with respect to two parameters as a ROOT TH2.

Note: The most efficient method is to access by indices.

Parameters

name1	Name of first parameter
name2	Name of second parameter

Returns: 2D marginalized probability

Definition at line 544 of file BCEngineMCMC.h.

TH2 * BCEngineMCMC::GetMarginalizedHistogram	(	unsigned	index1,
		unsigned	index2
	)		const

Obtain the individual marginalized distributions with respect to two parameters as a ROOT TH2.

Parameters

index1	Index of first parameter
index2	Index of second parameter

Returns: 2D marginalized probability

Definition at line 546 of file BCEngineMCMC.cxx.

TTree* BCEngineMCMC::GetMarkovChainTree ( ) const

inline

Retrieve the tree containing the Markov chain.

Definition at line 461 of file BCEngineMCMC.h.

double BCEngineMCMC::GetMaximumEfficiency ( ) const

inline

Returns: maximum efficiency required for a chain.

Definition at line 343 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetMaximumParameterNameLength ( bool observables = true ) const

inline

Parameters

observables Whether to check max length of user-defined observable names.

Returns: length of longest parameter name.

Definition at line 592 of file BCEngineMCMC.h.

double BCEngineMCMC::GetMinimumEfficiency ( ) const

inline

Returns: minimum efficiency required for a chain.

Definition at line 338 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetMultivariateCovarianceUpdates ( ) const

inline

Returns: number of updates to multivariate-proposal-function covariance performed.

Definition at line 416 of file BCEngineMCMC.h.

double BCEngineMCMC::GetMultivariateEpsilon ( ) const

inline

Returns: multivariate-proposal-function Cholesky decomposition nudge size.

Definition at line 426 of file BCEngineMCMC.h.

double BCEngineMCMC::GetMultivariateScaleMultiplier ( ) const

inline

Returns: multivariate-proposal-function scale multiplier.

Definition at line 431 of file BCEngineMCMC.h.

const std::string& BCEngineMCMC::GetName ( ) const

inline

Returns: The name of the engine.

Definition at line 269 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNChains ( ) const

inline

Returns: number of Markov chains

Definition at line 279 of file BCEngineMCMC.h.

bool BCEngineMCMC::GetNewPointMetropolis ( )

Generate a new point using the Metropolis algorithm for all chains.

Returns: Whether proposed point was accepted (true) or previous point was kept (false).

Definition at line 1647 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::GetNewPointMetropolis ( unsigned chain )

Generate a new point using the Metropolis algorithm for one chain.

Parameters

chain chain index

Returns: Whether proposed point was accepted (true) or previous point was kept (false).

Definition at line 1632 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::GetNewPointMetropolis	(	unsigned	chain,
		unsigned	parameter
	)

Generate a new point using the Metropolis algorithm for one chain, varying only one parameter's value.

Parameters

chain	Chain index
parameter	Index of single parameter to update.

Returns: Whether proposed point was accepted (true) or previous point was kept (false).

Definition at line 1617 of file BCEngineMCMC.cxx.

unsigned BCEngineMCMC::GetNFixedParameters ( ) const

inline

Deprecated:: Instead call GetParameters().GetNFixedParameters()

Returns: The number of fixed parameters.

Definition at line 662 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNFreeParameters ( ) const

inline

Deprecated:: Instead call GetParameters().GetNFreeParameters()

Returns: The number of free parameters.

Definition at line 668 of file BCEngineMCMC.h.

int BCEngineMCMC::GetNIterationsConvergenceGlobal ( ) const

inline

Returns: number of iterations needed for all chains to converge simultaneously. A value of -1 indicates that the chains did not converge during a prerun. A value of 0 indicates that chain criteria were set by hand and convergence was not checked.

Definition at line 301 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNIterationsPreRun ( ) const

Returns: the number of iterations the prerun actually took. If the prerun wasn't run, that's 0. Else it is bounded by GetNIterationsPreRunMin() and GetNIterationsPreRunMax().

Definition at line 622 of file BCEngineMCMC.cxx.

unsigned BCEngineMCMC::GetNIterationsPreRunCheck ( ) const

inline

Returns: number of iterations between scale adjustments and convergence checking during pre-run.

Definition at line 328 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNIterationsPreRunMax ( ) const

inline

Returns: maximum number of pre-run iterations for a Markov chain

Definition at line 318 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNIterationsPreRunMin ( ) const

inline

Returns: minimum number of pre-run iterations for a Markov chain

Definition at line 313 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNIterationsRun ( ) const

inline

Returns: number of iterations for a Markov chain

Definition at line 323 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNLag ( ) const

inline

Returns: lag of the Markov chains

Definition at line 284 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNObservables ( ) const

inline

Returns: The number of user-defined observables.

Definition at line 711 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNParameters ( ) const

inline

Returns: The number of parameters of the model.

Definition at line 656 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetNVariables ( ) const

inline

Returns: The number of parameters of the model.

Definition at line 613 of file BCEngineMCMC.h.

BCObservable& BCEngineMCMC::GetObservable ( unsigned index )

inline

Deprecated:: Instead call GetObservables().At(index)

Parameters

index The index of the observable in the observable set.

Returns: The user-defined observable.

Definition at line 685 of file BCEngineMCMC.h.

const BCObservable& BCEngineMCMC::GetObservable ( unsigned index ) const

inline

Deprecated:: Instead call GetObservbles().At(index)

Parameters

index The index of the observable in the observable set.

Returns: The user-defined observable.

Definition at line 692 of file BCEngineMCMC.h.

BCObservable& BCEngineMCMC::GetObservable ( const std::string & name )

inline

Deprecated:: Instead call GetObservables().Get(name)

Parameters

name	The name of the observable in the observable set.

Returns: The user-defined observable.

Definition at line 699 of file BCEngineMCMC.h.

const BCObservable& BCEngineMCMC::GetObservable ( const std::string & name ) const

inline

Deprecated:: Instead call GetObservables().Get(name)

Parameters

name	The name of the observable in the observable set.

Returns: The user-defined observable.

Definition at line 706 of file BCEngineMCMC.h.

BCObservableSet& BCEngineMCMC::GetObservables ( )

inline

Returns: Observable set.

Definition at line 673 of file BCEngineMCMC.h.

const BCObservableSet& BCEngineMCMC::GetObservables ( ) const

inline

Returns: Observable set.

Definition at line 678 of file BCEngineMCMC.h.

TFile* BCEngineMCMC::GetOutputFile ( ) const

inline

Retrieve output file for MCMC.

Definition at line 471 of file BCEngineMCMC.h.

BCParameter& BCEngineMCMC::GetParameter ( unsigned index )

inline

Deprecated:: Instead call GetParameters().At(index)

Parameters

index The index of the parameter in the parameter set.

Returns: The parameter.

Definition at line 630 of file BCEngineMCMC.h.

const BCParameter& BCEngineMCMC::GetParameter ( unsigned index ) const

inline

Deprecated:: Instead call GetParameters().At(index)

Parameters

index The index of the parameter in the parameter set.

Returns: The parameter.

Definition at line 637 of file BCEngineMCMC.h.

BCParameter& BCEngineMCMC::GetParameter ( const std::string & name )

inline

Deprecated:: Instead call GetParameters().Get(name)

Parameters

name	The name of the parameter in the parameter set.

Returns: The parameter.

Definition at line 644 of file BCEngineMCMC.h.

const BCParameter& BCEngineMCMC::GetParameter ( const std::string & name ) const

inline

Deprecated:: Instead call GetParameters().Get(name)

Parameters

name	The name of the parameter in the parameter set.

Returns: The parameter.

Definition at line 651 of file BCEngineMCMC.h.

BCParameterSet& BCEngineMCMC::GetParameters ( )

inline

Returns: Parameter set.

Definition at line 618 of file BCEngineMCMC.h.

const BCParameterSet& BCEngineMCMC::GetParameters ( ) const

inline

Returns: Parameter set.

Definition at line 623 of file BCEngineMCMC.h.

TTree* BCEngineMCMC::GetParameterTree ( ) const

inline

Retrieve the tree containing the parameter information.

Definition at line 466 of file BCEngineMCMC.h.

BCEngineMCMC::Phase BCEngineMCMC::GetPhase ( ) const

inline

Returns: pointer to the phase of a run.

Definition at line 388 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::GetPreRunCheckClear ( )

inline

Returns: number of iterations between clearings of statistics for convergence checking.

Definition at line 333 of file BCEngineMCMC.h.

double BCEngineMCMC::GetProposalFunctionDof ( ) const

inline

Returns: Degree of freedom of multivariate proposal function. Anything >0 is the degree of freedom of a multivariate Student's t distribution, <= 0 is a multivariate Gaussian

Definition at line 411 of file BCEngineMCMC.h.

bool BCEngineMCMC::GetProposalPointMetropolis	(	unsigned	chain,
		std::vector< double > &	x
	)

Return a proposal point for the Metropolis algorithm.

Parameters

chain	chain index
x	proposal point

Returns: flag indicating whether the new point lies within the allowed range

Definition at line 1528 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::GetProposalPointMetropolis	(	unsigned	chain,
		unsigned	parameter,
		std::vector< double > &	x
	)

Return a proposal point for the Metropolis algorithm.

Parameters

chain	chain index
parameter	Index of single parameter to update.
x	proposal point

Returns: flag indicating whether the new point lies within the allowed range

Definition at line 1557 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::GetProposeMultivariate ( ) const

inline

Returns: whether to use a multivariate proposal function.

Definition at line 403 of file BCEngineMCMC.h.

bool BCEngineMCMC::GetRescaleHistogramRangesAfterPreRun ( ) const

inline

Returns: Flag for whether to rescale histogram ranges to fit MCMC reach after pre-run.

Definition at line 492 of file BCEngineMCMC.h.

bool BCEngineMCMC::GetReuseObservables ( ) const

inline

Returns: Flag whether to reuse user-defined observables from MCMC tree when looping through it.

Definition at line 734 of file BCEngineMCMC.h.

const std::vector<double>& BCEngineMCMC::GetRValueParameters ( ) const

inline

Returns: vector of R values for parameters

Definition at line 441 of file BCEngineMCMC.h.

double BCEngineMCMC::GetRValueParameters ( unsigned index ) const

inline

Returns: R-value for a parameter

Parameters

index parameter index

Definition at line 447 of file BCEngineMCMC.h.

double BCEngineMCMC::GetRValueParametersCriterion ( ) const

inline

Returns: R-value criterion for parameters

Definition at line 436 of file BCEngineMCMC.h.

const std::string& BCEngineMCMC::GetSafeName ( ) const

inline

Returns: The name of the engine with spaces removed.

Definition at line 274 of file BCEngineMCMC.h.

double BCEngineMCMC::GetScaleFactorLowerLimit ( ) const

inline

Returns: proposal function scale factor lower limit

Definition at line 348 of file BCEngineMCMC.h.

const std::vector<std::vector<double> >& BCEngineMCMC::GetScaleFactors ( ) const

inline

Returns: scale factor for all parameters and chains

Definition at line 358 of file BCEngineMCMC.h.

double BCEngineMCMC::GetScaleFactorUpperLimit ( ) const

inline

Returns: proposal function scale factor upper limit

Definition at line 353 of file BCEngineMCMC.h.

const BCEngineMCMC::Statistics& BCEngineMCMC::GetStatistics ( ) const

inline

Get combined statistics for all chains.

Definition at line 476 of file BCEngineMCMC.h.

const BCEngineMCMC::Statistics& BCEngineMCMC::GetStatistics ( unsigned c ) const

inline

Get MCMC statistics for one chain.

Parameters

c	Chain to get statistics of.

Definition at line 482 of file BCEngineMCMC.h.

const std::vector<BCEngineMCMC::Statistics>& BCEngineMCMC::GetStatisticsVector ( ) const

inline

Get vector of MCMC statistics for each chain separately.

Definition at line 487 of file BCEngineMCMC.h.

BCVariable& BCEngineMCMC::GetVariable ( unsigned index )

inline

Parameters

index The index of the variable running first over 0,...,N_parameters in the ParameterSet, and then over N_parameters,...,N_parameters+N_observables in the ObservableSet

Returns: The variable.

Definition at line 600 of file BCEngineMCMC.h.

const BCVariable& BCEngineMCMC::GetVariable ( unsigned index ) const

inline

Parameters

index The index of the observable running first over 0,...,N_parameters in the ParameterSet, and then over N_parameters,...,N_parameters+N_observables in the ObservableSet

Returns: The observable.

Definition at line 608 of file BCEngineMCMC.h.

const std::vector<double>& BCEngineMCMC::Getx ( unsigned c ) const

inline

Parameters

c	index of the Markov chain

Returns: current point of the Markov chain

Definition at line 370 of file BCEngineMCMC.h.

double BCEngineMCMC::Getx	(	unsigned	c,
		unsigned	p
	)		const

inline

Parameters

c	chain index
p	parameter index

Returns: parameter of the Markov chain

Definition at line 377 of file BCEngineMCMC.h.

void BCEngineMCMC::InitializeMarkovChainTree	(	bool	replacetree = `false`,
		bool	replacefile = `false`
	)

virtual

Initialize the trees containing the Markov chains and parameter info.

Parameters

replacetree	Flag to delete and recreate tree object if already existing.
replacefile	Flag to delete and recreate file object if already existing.

Reimplemented in BCModel.

Definition at line 703 of file BCEngineMCMC.cxx.

void BCEngineMCMC::LoadMCMC	(	const std::string &	filename,
		std::string	mcmcTreeName = `""`,
		std::string	parameterTreeName = `""`,
		bool	loadObservables = `true`
	)

Load previous MCMC run.

Parameters

filename	Pathname of file containing model trees.
mcmcTreeName	Name of tree inside file containing MCMC, empty string (default) loads [modelname]_mcmc.
parameterTreeName	Name of tree inside file containing parameter list, empty string (default) loads [modelname]_parameters.
loadObservables	Flag for whether to load observables from parameter list and MCMC trees.

Definition at line 1138 of file BCEngineMCMC.cxx.

void BCEngineMCMC::LoadMCMC	(	TTree *	mcmcTree,
		TTree *	parTree,
		bool	loadObservables = `true`
	)

Load previous MCMC run.

Parameters

mcmcTree	Tree containing MCMC samples.
parTree	Tree containing definition of parameters.
loadObservables	Flag for whether to load observables.

Definition at line 1218 of file BCEngineMCMC.cxx.

void BCEngineMCMC::LoadMCMCParameters ( TTree & partree )

Load MCMC parameters from parameter tree: nchains, proposal function type, scales.

Parameters

partree Tree holding parameter information.

Definition at line 999 of file BCEngineMCMC.cxx.

void BCEngineMCMC::LoadParametersFromTree	(	TTree *	partree,
		bool	loadObservables = `true`
	)

Load parameters and observables from tree.

Parameters

partree	Tree holding parameter information.
loadObservables	Flag for whether to also load observables.

Definition at line 918 of file BCEngineMCMC.cxx.

virtual double BCEngineMCMC::LogEval ( const std::vector< double > & parameters )

pure virtual

Needs to be overloaded in the derived class.

Parameters

parameters Parameter set to evaluate at.

Returns: natural logarithm of the function to map with MCMC

Implemented in BCIntegrate, and BCModel.

bool BCEngineMCMC::MarginalizedHistogramExists ( unsigned index ) const

inline

Parameters

index Index of histogram of which to check existence

Returns: Whether the marginalized histogram exists.

Definition at line 511 of file BCEngineMCMC.h.

bool BCEngineMCMC::MarginalizedHistogramExists	(	unsigned	index1,
		unsigned	index2
	)		const

inline

Parameters

index1	X Index of histogram of which to check existence.
index2	Y Index of histogram of which to check existence.

Returns: Whether the marginalized histogram exists.

Definition at line 518 of file BCEngineMCMC.h.

virtual void BCEngineMCMC::MCMCCurrentPointInterface	(	const std::vector< double > &	point,
		int	ichain,
		bool	accepted
	)

inlinevirtual

Interface allowing to execute arbitrary code for each new point of the MCMC whether it is accepted or not.

This method needs to be overloaded in the derived class

Note: This method is called for every call to the likelihood.

Parameters

point	point that was generated and checked
ichain	index of the chain
accepted	flag whether or not the point was accepted for the chain

Definition at line 1441 of file BCEngineMCMC.h.

void BCEngineMCMC::MCMCInitialize ( )

Resets all containers used in MCMC and initializes starting points.

Definition at line 2393 of file BCEngineMCMC.cxx.

virtual void BCEngineMCMC::MCMCUserInitialize ( )

inlinevirtual

User hook called from MCMCInitialize().

MCMCUserInitialize() is called after all settings for the upcoming MCMC run are fixed but before the initial point is chosen and before any call to user methods such as LogLikelihood() or LogAPrioriProbability() are issued. MCMCUserInitialize() is useful for example to allocate separate copies of objects within the user model, one per chain, for thread safety.

Note: Any error inside MCMCUserInitialize() should be signaled via an exception.

Reimplemented in BCFitter.

Definition at line 1404 of file BCEngineMCMC.h.

virtual void BCEngineMCMC::MCMCUserIterationInterface ( )

inlinevirtual

Interface allowing to execute arbitrary code for each iteration of the MCMC while running the chains after applying the lag but before filling histograms or the output tree.

With Remarginalize(), there is no lag, and MCMCUserIterationInterface() is called on every iteration before filling histograms.

In both instances of use, CalculateObservables() has already been called.

This function is not necessarily called for each call to the likelihood. Its frequency is affected by the lag; and for the factorized proposal function, it is called only after all parameters have been updated.

This method needs to be overloaded by the user to do anything.

Note: For uncertainty propagation, it is much more convenient BCObservable and CalculateObservables()

Reimplemented in BCMTF, and BCFitter.

Definition at line 1428 of file BCEngineMCMC.h.

bool BCEngineMCMC::Metropolis ( )

Runs Metropolis algorithm.

Returns: Success of action.

Definition at line 2183 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::MetropolisPreRun ( )

Runs a pre run for the Metropolis algorithm.

Returns: Success of action.

Definition at line 1762 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::ParameterTreeMatchesModel	(	TTree *	partree,
		bool	checkObservables = `true`
	)

virtual

Check parameter tree against model.

Parameters

partree	Tree of parameters to check against model.
checkObservables	Flag for whether to check observables.

Returns: Whether tree's parameters match those of model.

Definition at line 1065 of file BCEngineMCMC.cxx.

void BCEngineMCMC::PrepareToContinueMarginalization	(	const std::string &	filename,
		const std::string &	mcmcTreeName = `""`,
		const std::string &	parameterTreeName = `""`,
		bool	loadObservables = `true`,
		bool	autorange = `true`
	)

Continue the marginalization already stored in another file.

Definition at line 1419 of file BCEngineMCMC.cxx.

unsigned BCEngineMCMC::PrintAllMarginalized	(	const std::string &	filename,
		unsigned	hdiv = `1`,
		unsigned	vdiv = `1`
	)		const

Print all marginalizations.

Parameters

filename	Path to file to print to
hdiv	Number of columns of plots per page
vdiv	Number of rows of plots per page

Returns: Number of plots printed

Definition at line 2932 of file BCEngineMCMC.cxx.

void BCEngineMCMC::PrintBestFitSummary ( ) const

protectedvirtual

Print best fit to log.

Reimplemented in BCIntegrate.

Definition at line 2774 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::PrintCorrelationMatrix ( const std::string & filename = "matrix.pdf" ) const

Print a correlation matrix for the parameters.

Parameters

filename Path to file to print correlation matrix to.

Returns: Success of action.

Definition at line 3278 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::PrintCorrelationPlot	(	const std::string &	filename = `"correlation.pdf"`,
		bool	include_observables = `true`
	)		const

Print a correlation plot for the parameters.

Parameters

filename	Path to file to print correlation plot to.
include_observables	Flag for including observables (default: true)

Returns: Success of action.

Definition at line 3397 of file BCEngineMCMC.cxx.

void BCEngineMCMC::PrintMarginalizationSummary ( ) const

protectedvirtual

Print marginalization to log.

Reimplemented in BCIntegrate.

Definition at line 2809 of file BCEngineMCMC.cxx.

void BCEngineMCMC::PrintModelSummary ( ) const

protectedvirtual

Print model summary to log.

Definition at line 2746 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::PrintParameterLatex ( const std::string & filename ) const

Print a LaTeX table of the parameters.

Parameters

filename Path to file tp print LaTeX table of parameters to.

Returns: Success of action.

Definition at line 3533 of file BCEngineMCMC.cxx.

unsigned BCEngineMCMC::PrintParameterPlot	(	const std::string &	filename,
		int	npar = `10`,
		double	interval_content = `68e-2`,
		std::vector< double >	quantile_values = `std::vector<double>(0)`,
		bool	rescale_ranges = `true`
	)		const

Print a summary plot for the parameters and user-defined observables.

Parameters

filename	Path to filename to print to.
npar	Number of parameters per page, print all on one page if set to zero or negative
interval_content	Probability mass to display in smallest X interval band
quantile_values	Vector of quantile values to draw
rescale_ranges	Flag for rescaling to range surveyed by MCMC chains

Returns: Number of pages printed.

Definition at line 2986 of file BCEngineMCMC.cxx.

void BCEngineMCMC::PrintParameters	(	const std::vector< double > &	P,
		void(*)(const std::string &)	output = `BCLog::OutSummary`
	)		const

Print parameters.

Parameters

P	vector of the parameter values to be printed
output	pointer to the output function to be used, which defaults to BCLog::OutSummary

Definition at line 2881 of file BCEngineMCMC.cxx.

void BCEngineMCMC::PrintSummary ( ) const

virtual

Prints a summary to the logs.

Definition at line 2736 of file BCEngineMCMC.cxx.

double BCEngineMCMC::ProposalFunction	(	unsigned	ichain,
		unsigned	ipar
	)

virtual

The default proposal function is a Breit-Wigner random walk.

It can be overloaded by the user to set the proposal function.

Parameters

ichain	the chain index
ipar	the parameter index

Returns: the unscaled proposal point

Definition at line 1519 of file BCEngineMCMC.cxx.

void BCEngineMCMC::Remarginalize ( bool autorange = true )

virtual

Marginalize from TTree.

Parameters

autorange Flag for automatically choosing variable ranges to.

Definition at line 1253 of file BCEngineMCMC.cxx.

void BCEngineMCMC::ResetResults ( )

virtual

Reset the MCMC variables.

Reimplemented in BCIntegrate.

Definition at line 2364 of file BCEngineMCMC.cxx.

double BCEngineMCMC::RValue	(	const std::vector< double > &	means,
		const std::vector< double > &	variances,
		unsigned	n,
		bool	correctForSamplingVariability = `true`
	)

static

Calculate R value of set of batches of samples—represented by their means and variances, all batches containing the same number of samples—according to Brooks & Gelman, "General Methods for Monitoring Convergence of Iterative Simulations," (1988)

Parameters

means	Vector of means of sample batches.
variances	Vector of variances of samples batches.
n	Number of samples in each batch.
correctForSamplingVariability	Flag to control correcting R value for initial sampling variability.

Returns: R value for set of batches of samples.

Definition at line 2106 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetCorrectRValueForSamplingVariability ( bool flag = true )

inline

Set flag to correct convergence checking for initial sampling variability.

Definition at line 975 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogram	(	int	x,
		int	y,
		bool	flag
	)

protected

Set whether to fill 2D histogram y vs x: positive indices for parameters; negative for observables, starting at -1 and going more negative—observable index = -(index+1).

Parameters

x	Index of variable for horizontal axis.
y	Index of variable for vertical axis.
flag	Whether to fill 2D histogram.

Definition at line 2574 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetFillHistogramObsObs	(	unsigned	x,
		unsigned	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: obs(y) vs.

obs(x)

Parameters

x	Index of observable for horizontal axis.
y	Index of observable for vertical axis.
flag	Whether to fill histogram.

Definition at line 941 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramObsObs	(	const std::string &	x,
		const std::string &	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: obs(y) vs.

obs(x)

Parameters

x	Name of observable for horizontal axis.
y	Name of observable for vertical axis.
flag	Whether to fill histogram.

Definition at line 948 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramObsPar	(	unsigned	x,
		unsigned	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: par(y) vs.

obs(x)

Parameters

x	Index of observable for horizontal axis.
y	Index of parameter for vertical axis.
flag	Whether to fill histogram.

Definition at line 955 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramObsPar	(	const std::string &	x,
		const std::string &	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: par(y) vs.

obs(x)

Parameters

x	Name of observable for horizontal axis.
y	Name of parameter for vertical axis.
flag	Whether to fill histogram.

Definition at line 962 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramParObs	(	unsigned	x,
		unsigned	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: obs(y) vs.

par(x)

Parameters

x	Index of parameter for horizontal axis.
y	Index of observable for vertical axis.
flag	Whether to fill histogram.

Definition at line 927 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramParObs	(	const std::string &	x,
		const std::string &	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: obs(y) vs.

par(x)

Parameters

x	Name of parameter for horizontal axis.
y	Name of observable for vertical axis.
flag	Whether to fill histogram.

Definition at line 934 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramParPar	(	unsigned	x,
		unsigned	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: par(y) vs.

par(x)

Parameters

x	Index of parameter for horizontal axis.
y	Index of parameter for vertical axis.
flag	Whether to fill histogram.

Definition at line 913 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFillHistogramParPar	(	const std::string &	x,
		const std::string &	y,
		bool	flag = `true`
	)

inline

Sets whether to fill particular H2 histogram: par(y) vs.

par(x)

Parameters

x	Name of parameter for horizontal axis.
y	Name of parameter for vertical axis.
flag	Whether to fill histogram.

Definition at line 920 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFlagFillHistograms ( bool flag )

inline

Sets whether to fill histograms.

Applies to 1D and 2D histogams of all parameters and observables so far added.

Definition at line 901 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFlagFillHistograms	(	bool	flag_1d,
		bool	flag_2d
	)

inline

Sets the whether to fill histograms.

Applies to all parameters and observables so far added.

Definition at line 906 of file BCEngineMCMC.h.

void BCEngineMCMC::SetFlagPreRun ( bool flag )

inline

Set if a (new) prerun should be performed.

Definition at line 966 of file BCEngineMCMC.h.

void BCEngineMCMC::SetHistogramRescalingPadding ( double factor )

inline

Set enlargement factor of range for when rescaling.

Definition at line 1009 of file BCEngineMCMC.h.

void BCEngineMCMC::SetInitialPositionAttemptLimit ( unsigned n )

inline

Sets maximum number of attempts to find a valid initial position.

Definition at line 840 of file BCEngineMCMC.h.

void BCEngineMCMC::SetInitialPositions ( const std::vector< double > & x0s )

Sets the initial positions for all chains.

Parameters

x0s	initial positions for all chains.

Definition at line 673 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetInitialPositions ( const std::vector< std::vector< double > > & x0s )

inline

Sets the initial positions for all chains.

Parameters

x0s	initial positions for all chains.

Definition at line 830 of file BCEngineMCMC.h.

void BCEngineMCMC::SetInitialPositionScheme ( BCEngineMCMC::InitialPositionScheme scheme )

inline

Sets flag which defines initial position.

Definition at line 835 of file BCEngineMCMC.h.

void BCEngineMCMC::SetInitialScaleFactors ( const std::vector< double > & scale )

inline

Set the initial scale factors for the factorized proposal function.

The same factors are used for every chain and get updated during the pre-run.

Parameters

scale a vector of doubles containing the scale factors for each parameter.

Definition at line 770 of file BCEngineMCMC.h.

void BCEngineMCMC::SetMaximumEfficiency ( double efficiency )

inline

Sets the maximum efficiency required for a chain.

Definition at line 815 of file BCEngineMCMC.h.

void BCEngineMCMC::SetMinimumEfficiency ( double efficiency )

inline

Sets the minimum efficiency required for a chain.

Definition at line 810 of file BCEngineMCMC.h.

void BCEngineMCMC::SetMultivariateCovarianceUpdateLambda ( double l )

inline

Set weighting for multivariate proposal function covariance update.

value forced into [0, 1]

Definition at line 886 of file BCEngineMCMC.h.

void BCEngineMCMC::SetMultivariateEpsilon ( double epsilon )

inline

Sets multivariate-proposal-function cholesky-decomposition nudge.

Definition at line 891 of file BCEngineMCMC.h.

void BCEngineMCMC::SetMultivariateScaleMultiplier ( double s )

inline

Sets multivariate-proposal-function scale multiplier.

Definition at line 896 of file BCEngineMCMC.h.

void BCEngineMCMC::SetName ( const std::string & name )

Sets the name of the engine.

Parameters

name	Name of the engine

Definition at line 308 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetNbins ( unsigned int nbins )

inline

Set the number of bins for the marginalized distribution of all parameters.

Parameters

nbins Number of bins

Definition at line 994 of file BCEngineMCMC.h.

void BCEngineMCMC::SetNChains ( unsigned n )

inline

Sets the number of Markov chains which are run in parallel.

Definition at line 775 of file BCEngineMCMC.h.

void BCEngineMCMC::SetNIterationsPreRunCheck ( unsigned n )

inline

Sets the number of iterations between scale adjustments and convergence checks in the pre-run.

Definition at line 800 of file BCEngineMCMC.h.

void BCEngineMCMC::SetNIterationsPreRunMax ( unsigned n )

inline

Sets the maximum number of iterations in the pre-run.

Definition at line 784 of file BCEngineMCMC.h.

void BCEngineMCMC::SetNIterationsRun ( unsigned n )

inline

Sets the number of iterations.

Definition at line 789 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPrecision ( BCEngineMCMC::Precision precision )

Set the precision for the MCMC run.

Definition at line 353 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetPrecision ( const BCEngineMCMC * other )

inline

Copy precision for the MCMC run from other model.

Definition at line 984 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPrecision ( const BCEngineMCMC & other )

Copy precision for the MCMC run from other model.

Definition at line 410 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetPreRunCheckClear ( unsigned n )

inline

Sets the number of prerun checks to make inbetween statistics clearing.

Definition at line 805 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPrior	(	unsigned	index,
		TF1 &	f,
		bool	logL = `true`
	)

Deprecated:: Instead call: GetPrarameter(index)->SetPrior(new BCTF1Prior(f)) Set prior for a parameter.

Parameters

index	The parameter index
f	A function describing the prior
logL	Whether function is of log of prior (true) or just prior (false)

Definition at line 315 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetPrior	(	const std::string &	name,
		TF1 &	f,
		bool	logL = `true`
	)

inline

Deprecated:: Instead call: GetParameter(name)->SetPrior(new BCTF1Prior(f)) Set prior for a parameter.

Parameters

name	The parameter name
f	A function describing the prior
logL	Whether function is of log of prior (true) or just prior (false)

Definition at line 1075 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPrior	(	unsigned	index,
		TH1 &	h,
		bool	interpolate = `false`
	)

Deprecated:: Instead call: GetParameter(index)->SetPrior(new BCTH1Prior(h,interpolate)) Set prior for a parameter.

Parameters

index	parameter index
h	histogram describing the prior
interpolate	whether or not to use linear interpolation

Definition at line 324 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetPrior	(	const std::string &	name,
		TH1 &	h,
		bool	interpolate = `false`
	)

inline

Deprecated:: Instead call: GetParameter(name)->SetPrior(new BCTH1Prior(h,interpolate)) Set prior for a parameter.

Parameters

name	parameter name
h	histogram describing the prior
interpolate	whether or not to use linear interpolation

Returns: success of action.

Definition at line 1145 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorConstant ( unsigned index )

inline

Deprecated:: Instead call: GetParameter(index)->SetPriorConstant() Set constant prior for this parameter

Parameters

index the index of the parameter

Definition at line 1051 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorConstant ( const std::string & name )

inline

Deprecated:: Instead call: GetParameter(name)->SetPriorConstant() Set constant prior for this parameter

Parameters

name	the name of the parameter

Definition at line 1058 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorConstantAll ( )

inline

Deprecated:: Instead call: GetParameters().SetPriorConstantAll()

Definition at line 1150 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorDelta	(	unsigned	index,
		double	value
	)

inline

Deprecated:: Instead call: GetParameter(index)->Fix(value) Fixes parameter to value.

Parameters

index	The parameter index
value	The position of the delta function.

Definition at line 1083 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorDelta	(	const std::string &	name,
		double	value
	)

inline

Deprecated:: Instead call: GetParameter(name)->Fix(value) Fixes parameter to value.

Parameters

name	The parameter name
value	The position of the delta function.

Definition at line 1091 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorGauss	(	unsigned	index,
		double	mean,
		double	sigma
	)

Deprecated:: Instead call: GetParameter(index)->SetPrior(new BCGaussianPrior(mean,sigma)) Set Gaussian prior for a parameter.

Parameters

index	The parameter index
mean	The mean of the Gaussian
sigma	The sigma of the Gaussian

Definition at line 330 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetPriorGauss	(	const std::string &	name,
		double	mean,
		double	sigma
	)

inline

Deprecated:: Instead call: GetParameter(name)->SetPrior(new BCGaussianPrior(mean,sigma)) Set Gaussian prior for a parameter.

Parameters

name	The parameter name
mean	The mean of the Gaussian
sigma	The sigma of the Gaussian

Definition at line 1108 of file BCEngineMCMC.h.

void BCEngineMCMC::SetPriorGauss	(	unsigned	index,
		double	mode,
		double	sigma_below,
		double	sigma_above
	)

Deprecated:: Instead call: GetParameter(index)->SetPrior(new BCSplitGaussianPrior(mode,sigma_below,sigma_above)) Set Gaussian prior for a parameter with two different widths.

Parameters

index	The parameter index
mode	The mode of the Gaussian
sigma_below	Standard deviation below mode.
sigma_above	Standard deviation above mode.

Definition at line 336 of file BCEngineMCMC.cxx.

void BCEngineMCMC::SetPriorGauss	(	const std::string &	name,
		double	mode,
		double	sigma_below,
		double	sigma_above
	)

inline

Deprecated:: Instead call: GetParameter(name)->SetPrior(new BCSplitGaussianPrior(mode,sigma_below,sigma_above)) Set Gaussian prior for a parameter with two different widths.

Parameters

name	The parameter name
mode	The mode of the Gaussian
sigma_below	Standard deviation below mode.
sigma_above	Standard deviation above mode.

Definition at line 1127 of file BCEngineMCMC.h.

void BCEngineMCMC::SetProposalFunctionDof ( double dof = 1 )

inline

Set the degree of freedom of the proposal function for MCMC.

The default dof == 1 represents a Cauchy distribution. For any positive value of dof, a Student's t distribution with the corresponding degree of freedom is used. For dof <= 0, a Gaussian is used.

A small positive degree of freedom leads to fat tails in the proposal. This makes it easier to make a large jump in a single iteration but generally leads to a lower acceptance rate being optimal.

Definition at line 878 of file BCEngineMCMC.h.

void BCEngineMCMC::SetProposeMultivariate ( bool flag )

inline

Set flag to true to turn on the multivariate proposal for MCMC based on (Haario et al., 2001) where the covariance is learned from the prerun.

If flag == false, use a factorized proposal in which every parameter is varied individually, one after the other. This means for N parameters, N calls to the target density occur until every parameter has been (attempted to be) varied exactly once. In contrast, with the multivariate proposal all parameters are varied simultaneously and a move can occur for a single call to the target density.

For both multivariate and factorized proposal, the acceptance rate of the Markov chain is tuned to lie within the limits given by SetMinimumEfficiency() and SetMaximumEfficiency().

Definition at line 859 of file BCEngineMCMC.h.

void BCEngineMCMC::SetRescaleHistogramRangesAfterPreRun ( bool flag = true )

inline

Set flag for rescaling histogram ranges after pre-run.

Definition at line 1004 of file BCEngineMCMC.h.

void BCEngineMCMC::SetReuseObservables ( bool flag )

inline

Parameters

flag	Flag whether to reuse user-defined observables from MCMC tree when looping through it.

Definition at line 999 of file BCEngineMCMC.h.

void BCEngineMCMC::UpdateChainIndex ( int chain )

Keep track of which chain is currently computed (within a thread).

Warning: Call this method only if you know what you are doing!

Definition at line 3750 of file BCEngineMCMC.cxx.

unsigned BCEngineMCMC::UpdateFrequency ( unsigned N ) const

protected

return appropriate update interval

Parameters

N	total number of iterations to be accomplished.

Returns: Appropriate interval to output after.

Definition at line 3639 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::UpdateMultivariateProposalFunctionCovariances ( double a )

virtual

Update multivariate proposal function covariances.

Parameters

a	update control factor.

Definition at line 1431 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::UpdateMultivariateProposalFunctionCovariances ( )

virtual

Update multivariate proposal function covariances.

Definition at line 1459 of file BCEngineMCMC.cxx.

void BCEngineMCMC::UpdateParameterTree ( )

protected

Update Paramater TTree with scales and efficiencies.

Definition at line 817 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::ValidMCMCTree	(	TTree *	tree,
		bool	checkObservables = `true`
	)		const

Check tree structure for MCMC tree.

Parameters

tree	MCMC Tree to check validity of.
checkObservables	Flag for whether to check observables.

Returns: Validity of tree.

Definition at line 874 of file BCEngineMCMC.cxx.

bool BCEngineMCMC::ValidParameterTree ( TTree * tree ) const

Check tree structure for parameter tree.

Parameters

tree	Parameter tree to check validity of.

Returns: Validty of tree.

Definition at line 894 of file BCEngineMCMC.cxx.

void BCEngineMCMC::WriteMarginalizedDistributions	(	const std::string &	filename,
		const std::string &	option,
		bool	closeExistingFile = `false`
	)

Write marginalization histograms to file.

Parameters

filename	Path to write file to.
option	Options passed to ROOT's TFile::Open.
closeExistingFile	if file is already open, whether to close it after writing.

Definition at line 464 of file BCEngineMCMC.cxx.

void BCEngineMCMC::WriteMarkovChain ( bool flag )

inline

Turn on/off writing of Markov chain to root file.

If setting true, you must first set filename with function with filename arguments.

Parameters

flag	Flag for writing Markov chain (run and prerun) to ROOT file.

Definition at line 1016 of file BCEngineMCMC.h.

void BCEngineMCMC::WriteMarkovChain	(	const std::string &	filename,
		const std::string &	option,
		bool	flag_run = `true`,
		bool	flag_prerun = `true`
	)

Turn on writing of Markov chain to root file.

Parameters

filename	Name of file to write chain to.
option	file-open options (TFile), must be "NEW", "CREATE", "RECREATE", or "UPDATE" (i.e. writeable).
flag_run	Flag for writing run Markov chain to ROOT file (true) or not (false).
flag_prerun	Flag for writing prerun Markov chain to ROOT file (true) or not (false).

Definition at line 446 of file BCEngineMCMC.cxx.

void BCEngineMCMC::WriteMarkovChainPreRun ( bool flag )

Turn on/off writing of Markov chain to root file during prerun.

If setting either true, you must first set filename with function with filename arguments.

Parameters

flag	Flag for writing prerun Markov chain to ROOT file (true) or not (false).

Definition at line 438 of file BCEngineMCMC.cxx.

void BCEngineMCMC::WriteMarkovChainRun ( bool flag )

Turn on/off writing of Markov chain to root file during run.

If setting either true, you must first set filename with function with filename arguments.

Parameters

flag	Flag for writing run Markov chain to ROOT file (true) or not (false).

Definition at line 430 of file BCEngineMCMC.cxx.

Member Data Documentation

BCH1D BCEngineMCMC::fBCH1DdrawingOptions

protected

A BCH1D (with no histogram) for storing BCH1D drawing options.

Definition at line 1817 of file BCEngineMCMC.h.

BCH2D BCEngineMCMC::fBCH2DdrawingOptions

protected

A BCH2D (with no histogram) for storing BCH2D drawing options.

Definition at line 1821 of file BCEngineMCMC.h.

bool BCEngineMCMC::fCorrectRValueForSamplingVariability

protected

flag for correcting R value for initial sampling variability.

Definition at line 1760 of file BCEngineMCMC.h.

std::vector<std::vector<TH2*> > BCEngineMCMC::fH2Marginalized

protected

Vector of 2D marginalized distributions.

Definition at line 1779 of file BCEngineMCMC.h.

double BCEngineMCMC::fHistogramRescalePadding

protected

factor for enlarging range of histograms when rescaling.

Definition at line 1829 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::fInitialPositionAttemptLimit

protected

Maximum number of attempts to make to set the initial position.

Definition at line 1731 of file BCEngineMCMC.h.

BCEngineMCMC::InitialPositionScheme BCEngineMCMC::fInitialPositionScheme

protected

Variable which defines the initial position.

See enum MCMCInitialPosition for possible values.

Definition at line 1727 of file BCEngineMCMC.h.

std::vector<double> BCEngineMCMC::fLocalModes

protected

Vector of local modes.

Definition at line 1813 of file BCEngineMCMC.h.

int BCEngineMCMC::fMCMCCurrentIteration

protected

The current iteration number.

If not called within the running of the algorithm, return -1.

Definition at line 1618 of file BCEngineMCMC.h.

std::vector<std::vector<double> > BCEngineMCMC::fMCMCInitialPosition

protected

The intial position of each Markov chain.

The length of the vectors is equal to fMCMCNChains * fMCMCNParameters. First, the values of the first Markov chain are saved, then those of the second and so on

Definition at line 1714 of file BCEngineMCMC.h.

std::vector<double> BCEngineMCMC::fMCMCInitialScaleFactors

protected

User-provided initial values of the scale factors of the factorized proposal function.

Definition at line 1682 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::fMCMCNIterationsPreRunCheck

protected

Number of iterations between scale adjustments and convergence checks in pre-run.

Definition at line 1623 of file BCEngineMCMC.h.

TFile* BCEngineMCMC::fMCMCOutputFile

protected

Output file for for writing MCMC Tree.

Definition at line 1656 of file BCEngineMCMC.h.

std::string BCEngineMCMC::fMCMCOutputFilename

protected

Output filename for for writing MCMC Tree.

Definition at line 1660 of file BCEngineMCMC.h.

std::string BCEngineMCMC::fMCMCOutputFileOption

protected

Output file open option for for writing MCMC Tree.

Definition at line 1664 of file BCEngineMCMC.h.

BCEngineMCMC::Phase BCEngineMCMC::fMCMCPhase

protected

The phase of the run.

Definition at line 1744 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::fMCMCPreRunCheckClear

protected

Number of iterations between clearing of convergence stats in pre-run.

Definition at line 1627 of file BCEngineMCMC.h.

double BCEngineMCMC::fMCMCProposalFunctionDof

protected

Degree of freedom of Student's t proposal.

If <= 0, use Gaussian proposal.

Definition at line 1740 of file BCEngineMCMC.h.

std::vector<std::vector<double> > BCEngineMCMC::fMCMCProposalFunctionScaleFactor

protected

Scale factors for proposal functions.

First index is for the chain, second index is for the parameters (if not using Multivariate proposal function).

Definition at line 1678 of file BCEngineMCMC.h.

bool BCEngineMCMC::fMCMCProposeMultivariate

protected

Flag for using multivariate proposal function.

Definition at line 1735 of file BCEngineMCMC.h.

std::vector<ChainState> BCEngineMCMC::fMCMCStates

protected

The current states of each Markov chain.

Definition at line 1748 of file BCEngineMCMC.h.

std::vector<BCEngineMCMC::Statistics> BCEngineMCMC::fMCMCStatistics

protected

Statistics for each Markov chain.

Definition at line 1752 of file BCEngineMCMC.h.

BCEngineMCMC::Statistics BCEngineMCMC::fMCMCStatistics_AllChains

protected

Statistics across all Markov chains.

Definition at line 1756 of file BCEngineMCMC.h.

TTree* BCEngineMCMC::fMCMCTree

protected

The tree containing the Markov chains.

Definition at line 1789 of file BCEngineMCMC.h.

bool BCEngineMCMC::fMCMCTreeLoaded

protected

flag for whether MCMC Tree successfully loaded.

Definition at line 1793 of file BCEngineMCMC.h.

bool BCEngineMCMC::fMCMCTreeReuseObservables

protected

flag for whether to reuse MCMC Tree's observables.

Definition at line 1797 of file BCEngineMCMC.h.

double BCEngineMCMC::fMultivariateCovarianceUpdateLambda

protected

weighting parameter for multivariate-proposal-function covariance update.

Definition at line 1699 of file BCEngineMCMC.h.

unsigned BCEngineMCMC::fMultivariateCovarianceUpdates

protected

Number of multivariate-proposal-function covariance updates performed.

Definition at line 1695 of file BCEngineMCMC.h.

double BCEngineMCMC::fMultivariateEpsilon

protected

multivariate-proposal-function cholesky-decomposition nudge.

Definition at line 1703 of file BCEngineMCMC.h.

std::vector<TMatrixD> BCEngineMCMC::fMultivariateProposalFunctionCholeskyDecomposition

protected

Cholesky decompositions for multivariate proposal function.

Index is over chain.

Definition at line 1691 of file BCEngineMCMC.h.

std::vector<TMatrixDSym> BCEngineMCMC::fMultivariateProposalFunctionCovariance

protected

Covariance matrices used in multivariate proposal functions.

Definition at line 1686 of file BCEngineMCMC.h.

double BCEngineMCMC::fMultivariateScaleMultiplier

protected

factor to multiply or divide scale factors by in adjusting multivariate-proposal-function scales.

Definition at line 1707 of file BCEngineMCMC.h.

std::string BCEngineMCMC::fName

protected

Name of the engine.

Definition at line 1593 of file BCEngineMCMC.h.

TTree* BCEngineMCMC::fParameterTree

protected

The tree containing the parameter information.

Definition at line 1809 of file BCEngineMCMC.h.

std::vector<std::pair<int, int> > BCEngineMCMC::fRequestedH2

protected

Vector of pairs of indices for which 2D histograms should be stored.

a negative index indicates an observable, with observable zero as -1, observable one as -2, etc.

Definition at line 1785 of file BCEngineMCMC.h.

bool BCEngineMCMC::fRescaleHistogramRangesAfterPreRun

protected

flag for rescaling of histograms after pre-run.

Definition at line 1825 of file BCEngineMCMC.h.

std::string BCEngineMCMC::fSafeName

protected

Safe name of the engine for use in naming ROOT objects.

Definition at line 1597 of file BCEngineMCMC.h.

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

/root/bat/BAT/BCEngineMCMC.h
/root/bat/src/BCEngineMCMC.cxx

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