BCPriorModel Class Reference
Class for sampling from prior of a BCModel. More...
#include <BCPriorModel.h>
Inheritance diagram for BCPriorModel:
Collaboration diagram for BCPriorModel:
Public Member Functions | |
| void | CalculateObservables (const std::vector< double > ¶meters) |
| Calculates user observables according to the model. More... | |
| bool | GetCallLikelihood () const |
| virtual double | LogAPrioriProbability (const std::vector< double > &) |
| Returns a constant prior. More... | |
| virtual double | LogLikelihood (const std::vector< double > ¶meters) |
| Returns prior of model as posterior of PriorModel. More... | |
| bool | PreparePriorModel () |
| Prepare PriorModel from Model. More... | |
| void | SetCallLikelihood (bool cl) |
| Set calling of likelihood in model. More... | |
Constructor and destructor | |
| BCPriorModel (BCModel &model, bool call_likelihood=false) | |
| constructor. More... | |
 Public Member Functions inherited from BCModel | |
| BCModel (const std::string &name="model") | |
| Default constructor. More... | |
| BCModel (const BCModel &bcmodel) | |
| Copy constructor. More... | |
| BCModel (const std::string &filename, const std::string &name, bool loadObservables=true) | |
| Read in MCMC constructor. More... | |
| BCModel & | operator= (const BCModel &) |
| Copy-assignment operator. | |
| virtual | ~BCModel () |
| Destructor. More... | |
| BCDataSet * | GetDataSet () |
| unsigned | GetNDataPoints () const |
| int | GetNDoF () const |
| virtual BCPriorModel * | GetPriorModel (bool prepare=true, bool call_likelihood=false) |
| virtual BCH1D | GetPrior (unsigned index) |
| Get prior of a variable as a BCH1D. More... | |
| virtual BCH2D | GetPrior (unsigned index1, unsigned index2) |
| Get prior of a pair of variables as a BCH2D. More... | |
| BCH1D & | GetBCH1DPriorDrawingOptions () |
| BCH2D & | GetBCH2DPriorDrawingOptions () |
| BCH1D & | GetBCH1DPosteriorDrawingOptions () |
| BCH2D & | GetBCH2DPosteriorDrawingOptions () |
| bool | GetDrawPriorFirst () const |
| void | SetDataSet (BCDataSet *dataset) |
| Sets the data set. More... | |
| void | SetKnowledgeUpdateDrawingStyle (BCAux::BCKnowledgeUpdateDrawingStyle style=BCAux::kKnowledgeUpdateDefaultStyle) |
| Set default drawing options for knowledge update plots. More... | |
| void | SetDrawPriorFirst (bool b=true) |
| Set drawing of prior first (true) or posterior first (false) for knowledge update plots. More... | |
| virtual double | APrioriProbability (const std::vector< double > ¶meters) |
| Returns the prior probability. More... | |
| virtual double | Likelihood (const std::vector< double > ¶ms) |
| Returns the likelihood. More... | |
| virtual double | ProbabilityNN (const std::vector< double > ¶ms) |
| Returns the likelihood times prior probability given a set of parameter values. More... | |
| virtual double | LogProbabilityNN (const std::vector< double > ¶meters) |
| Returns the natural logarithm of likelihood times prior probability given a set of parameter values. More... | |
| virtual double | Probability (const std::vector< double > ¶meters) |
| Returns the a posteriori probability given a set of parameter values. More... | |
| virtual double | LogProbability (const std::vector< double > ¶meters) |
| Returns natural logarithm of the a posteriori probability given a set of parameter values. More... | |
| virtual double | SamplingFunction (const std::vector< double > ¶meters) |
| Sampling function used for importance sampling. More... | |
| virtual double | Eval (const std::vector< double > ¶meters) |
| Overloaded function to evaluate integral. More... | |
| virtual double | LogEval (const std::vector< double > ¶meters) |
| Overloaded function to evaluate integral. More... | |
| virtual void | InitializeMarkovChainTree (bool replacetree=false, bool replacefile=false) |
| Initialize the trees containing the Markov chains and parameter info. More... | |
| double | HessianMatrixElement (unsigned index1, unsigned index2, const std::vector< double > &point) |
| Calculates the matrix element of the Hessian matrix. More... | |
| void | PrintShortFitSummary () |
| Prints a short summary of the fit results on the screen. More... | |
| void | PrintHessianMatrix (std::vector< double > parameters) |
| Prints matrix elements of the Hessian matrix. More... | |
| virtual unsigned | PrintKnowledgeUpdatePlots (const std::string &filename, unsigned hdiv=1, unsigned vdiv=1, bool call_likelihood=false) |
| Print a comparison of the prior knowledge to the posterior knowledge for each parameter. More... | |
| Public Member Functions inherited from BCIntegrate | |
| BCIntegrate (const std::string &name="model") | |
| Default constructor. | |
| BCIntegrate (const std::string &filename, const std::string &name, bool loadObservables=true) | |
| Read in MCMC constructor. More... | |
| BCIntegrate (const BCIntegrate &other) | |
| Copy constructor. | |
| BCIntegrate & | operator= (const BCIntegrate &) |
| Copy-assignment operator. | |
| virtual | ~BCIntegrate () |
| Destructor. | |
| double | GetIntegral () const |
| BCIntegrate::BCOptimizationMethod | GetOptimizationMethod () const |
| BCIntegrate::BCIntegrationMethod | GetIntegrationMethod () const |
| BCIntegrate::BCMarginalizationMethod | GetMarginalizationMethod () const |
| BCIntegrate::BCSASchedule | GetSASchedule () const |
| void | GetRandomVectorInParameterSpace (std::vector< double > &x) const |
| Fills a vector of random numbers x[i] between fMin[i] and fMax[i] into a vector. More... | |
| double | GetRandomPoint (std::vector< double > &x) |
| Fills a vector of (flat) random numbers in the limits of the parameters and returns the probability at that point. More... | |
| int | GetNIterationsMin () const |
| int | GetNIterationsMax () const |
| int | GetNIterationsPrecisionCheck () const |
| int | GetNIterations () const |
| double | GetRelativePrecision () const |
| double | GetAbsolutePrecision () const |
| BCCubaMethod | GetCubaIntegrationMethod () const |
| const BCCubaOptions::Vegas & | GetCubaVegasOptions () const |
| const BCCubaOptions::Suave & | GetCubaSuaveOptions () const |
| const BCCubaOptions::Divonne & | GetCubaDivonneOptions () const |
| const BCCubaOptions::Cuhre & | GetCubaCuhreOptions () const |
| TH1 * | GetSlice (std::vector< unsigned > indices, unsigned &nIterations, double &log_max_val, const std::vector< double > parameters=std::vector< double >(0), int nbins=0, bool normalize=true) |
| Returns a one-dimensional slice of the pdf at the point and along a specific direction. More... | |
| TH1 * | GetSlice (const std::string &name, unsigned &nIterations, double &log_max_val, const std::vector< double > parameters=std::vector< double >(0), int nbins=0, bool normalize=true) |
| Returns a one-dimensional slice of the pdf at the point and along a specific direction. More... | |
| TH1 * | GetSlice (unsigned index, unsigned &nIterations, double &log_max_val, const std::vector< double > parameters=std::vector< double >(0), int nbins=0, bool normalize=true) |
| Returns a one-dimensional slice of the pdf at the point and along a specific direction. More... | |
| TH2 * | GetSlice (const std::string &name1, const std::string &name2, unsigned &nIterations, double &log_max_val, const std::vector< double > parameters=std::vector< double >(0), int nbins=0, bool normalize=true) |
| Returns a two-dimensional slice of the pdf at the point and along two specified directions. More... | |
| TH2 * | GetSlice (unsigned index1, unsigned index2, unsigned &nIterations, double &log_max_val, const std::vector< double > parameters=std::vector< double >(0), int nbins=0, bool normalize=true) |
| Returns a two-dimensional slice of the pdf at the point and along two specified directions. More... | |
| double | GetError () const |
| TMinuitMinimizer & | GetMinuit () |
| double | GetSAT0 () const |
| Returns the Simulated Annealing starting temperature. More... | |
| double | GetSATmin () const |
| Returns the Simulated Annealing threshhold temperature. More... | |
| virtual const std::vector< double > & | GetBestFitParameters () const |
| const std::vector< double > & | GetBestFitParameterErrors () const |
| Returns the set of errors on the values of the parameters at the mode. | |
| double | GetLogMaximum () const |
| Returns the posterior at the mode. More... | |
| void | SetFlagIgnorePrevOptimization (bool flag) |
| void | SetOptimizationMethod (BCIntegrate::BCOptimizationMethod method) |
| void | SetIntegrationMethod (BCIntegrate::BCIntegrationMethod method) |
| void | SetMarginalizationMethod (BCIntegrate::BCMarginalizationMethod method) |
| void | SetSASchedule (BCIntegrate::BCSASchedule schedule) |
| void | SetNIterationsMin (int niterations) |
| void | SetNIterationsMax (int niterations) |
| void | SetNIterationsPrecisionCheck (int niterations) |
| void | SetRelativePrecision (double relprecision) |
| void | SetAbsolutePrecision (double absprecision) |
| Set absolute precision of the numerical integation. | |
| void | SetCubaIntegrationMethod (BCCubaMethod type) |
| Set Cuba integration method. | |
| void | SetCubaOptions (const BCCubaOptions::Vegas &options) |
| Set options for CUBA's Vegas. More... | |
| void | SetCubaOptions (const BCCubaOptions::Suave &options) |
| Set options for CUBA's Suave. More... | |
| void | SetCubaOptions (const BCCubaOptions::Divonne &options) |
| Set options for CUBA's Divonne. More... | |
| void | SetCubaOptions (const BCCubaOptions::Cuhre &options) |
| Set options for CUBA's Cuhre. More... | |
| void | SetSAT0 (double T0) |
| Set starting temperature for Simulated Annealing. More... | |
| void | SetSATmin (double Tmin) |
| Set threshold temperature for Simulated Annealing. More... | |
| double | Normalize () |
| Performs integration. More... | |
| double | Integrate (BCIntegrationMethod intmethod) |
| Does the integration over the un-normalized probability. More... | |
| double | Integrate () |
| Perform the integration. More... | |
| double | Integrate (BCIntegrationMethod type, tRandomizer randomizer, tEvaluator evaluator, tIntegralUpdater updater, std::vector< double > &sums) |
| Does the integration over the un-normalized probability. More... | |
| double | EvaluatorMC (std::vector< double > &sums, const std::vector< double > &point, bool &accepted) |
| Evaluates integrator. | |
| int | MarginalizeAll () |
| Marginalize all probabilities wrt. More... | |
| int | MarginalizeAll (BCMarginalizationMethod margmethod) |
| Marginalize all probabilities wrt. More... | |
| virtual void | MarginalizePreprocess () |
| Method executed for before marginalization. More... | |
| virtual void | MarginalizePostprocess () |
| Method executed after marginalization. More... | |
| std::vector< double > | FindMode (std::vector< double > start=std::vector< double >()) |
| Do the mode finding using a method set via SetOptimizationMethod. More... | |
| std::vector< double > | FindMode (BCIntegrate::BCOptimizationMethod optmethod, std::vector< double > start=std::vector< double >()) |
| Find mode using a specific method. More... | |
| double | SATemperature (double t) const |
| Temperature annealing schedule for use with Simulated Annealing. More... | |
| double | SATemperatureBoltzmann (double t) const |
| Temperature annealing schedule for use with Simulated Annealing. More... | |
| double | SATemperatureCauchy (double t) const |
| Temperature annealing schedule for use with Simulated Annealing. More... | |
| virtual double | SATemperatureCustom (double t) const |
| Temperature annealing schedule for use with Simulated Annealing. More... | |
| std::vector< double > | GetProposalPointSA (const std::vector< double > &x, int t) const |
| Generates a new state in a neighbourhood around x that is to be accepted or rejected by the Simulated Annealing algorithm. More... | |
| std::vector< double > | GetProposalPointSABoltzmann (const std::vector< double > &x, int t) const |
| Generates a new state in a neighbourhood around x that is to be accepted or rejected by the Simulated Annealing algorithm. More... | |
| std::vector< double > | GetProposalPointSACauchy (const std::vector< double > &x, int t) const |
| Generates a new state in a neighbourhood around x that is to be accepted or rejected by the Simulated Annealing algorithm. More... | |
| virtual std::vector< double > | GetProposalPointSACustom (const std::vector< double > &x, int t) const |
| Generates a new state in a neighbourhood around x that is to be accepted or rejected by the Simulated Annealing algorithm. More... | |
| std::vector< double > | SAHelperGetRandomPointOnHypersphere () const |
| Generates a uniform distributed random point on the surface of a fNvar-dimensional Hypersphere. More... | |
| double | SAHelperGetRadialCauchy () const |
| Generates the radial part of a n-dimensional Cauchy distribution. More... | |
| double | SAHelperSinusToNIntegral (int dim, double theta) const |
| Returns the Integral of sin^dim from 0 to theta. More... | |
| virtual void | ResetResults () |
| Reset all information on the best-fit parameters. More... | |
| std::string | DumpIntegrationMethod (BCIntegrationMethod type) const |
| Return string with the name for a given integration type. More... | |
| std::string | DumpCurrentIntegrationMethod () const |
| Return string with the name for the currently set integration type. More... | |
| std::string | DumpUsedIntegrationMethod () const |
| Return string with the name for the previously used integration type. More... | |
| std::string | DumpMarginalizationMethod (BCMarginalizationMethod type) const |
| Return string with the name for a given marginalization type. More... | |
| std::string | DumpCurrentMarginalizationMethod () const |
| Return string with the name for the currently set marginalization type. More... | |
| std::string | DumpUsedMarginalizationMethod () const |
| Return string with the name for the marginalization type used. More... | |
| std::string | DumpOptimizationMethod (BCOptimizationMethod type) const |
| Return string with the name for a given optimization type. More... | |
| std::string | DumpCurrentOptimizationMethod () const |
| Return string with the name for the currently set optimization type. More... | |
| std::string | DumpUsedOptimizationMethod () const |
| Return string with the name for the optimization type used to find the current mode. More... | |
| std::string | DumpCubaIntegrationMethod (BCCubaMethod type) const |
| Return string with the name for a given Cuba integration type. More... | |
| std::string | DumpCubaIntegrationMethod () const |
| Return string with the name for the currently set Cuba integration type. More... | |
| void | SetBestFitParameters (const std::vector< double > &x) |
| Set best fit parameters values. More... | |
| void | SetBestFitParameters (const std::vector< double > &x, const double &new_value, double &old_value) |
| bool | CheckMarginalizationAvailability (BCMarginalizationMethod type) |
| Check availability of integration routine for marginalization. More... | |
| bool | CheckMarginalizationIndices (TH1 *hist, const std::vector< unsigned > &index) |
| Check that indices of parameters to marginalize w/r/t are correct. | |
| double | IntegrateLaplace () |
| Integrate using the Laplace approximation. More... | |
| Public Member Functions inherited from BCEngineMCMC | |
| 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... | |
| 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 |
| const std::vector< double > & | GetLocalModes (bool force_recalculation=false) |
| bool | GetReuseObservables () const |
| BCH1D & | GetBCH1DdrawingOptions () |
| BCH2D & | GetBCH2DdrawingOptions () |
| 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... | |
| 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 () |
| 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... | |
| virtual void | CreateHistograms (bool rescale_ranges=false) |
| Create histograms from parameter and observable sets. More... | |
| virtual bool | AddParameter (const std::string &name, double min, double max, const std::string &latexname="", const std::string &unitstring="") |
| virtual bool | AddParameter (BCParameter ¶meter) |
| 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 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. | |
| 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 | 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 ¶meterTreeName="", 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... | |
Protected Attributes | |
| bool | fCallLikelihood |
| Call the likelihood of the original model when evaluating observables. | |
| BCModel & | fModel |
| The original model on which we call the prior. | |
| Protected Attributes inherited from BCModel | |
| BCH1D | fBCH1DPosteriorDrawingOptions |
| knowledge update plot 1D posterior options. More... | |
| BCH1D | fBCH1DPriorDrawingOptions |
| knowledge update plot 1D prior options. More... | |
| BCH2D | fBCH2DPosteriorDrawingOptions |
| knowledge update plot 2D posterior options. More... | |
| BCH2D | fBCH2DPriorDrawingOptions |
| knowledge update plot 2D prior options. More... | |
| BCDataSet * | fDataSet |
| A data set. More... | |
| bool | fDrawPriorFirst |
| flag for ordering of drawing of prior and posterior in knowledge update plots. More... | |
| bool | fFactorizedPrior |
| flag for whether factorized prior has been used. More... | |
| BCPriorModel * | fPriorModel |
| BCPriorModel object for drawing of knowledge update, and saving of samples according to prior. More... | |
| Protected Attributes inherited from BCIntegrate | |
| bool | fFlagIgnorePrevOptimization |
| Flag for ignoring older results of optimization. | |
| bool | fFlagMarginalized |
| flag indicating if the model was marginalized | |
| double | fSALogProb |
| Log probability of current simulated annealing iteration. More... | |
| int | fSANIterations |
| Number of iterations for simualted annealing. More... | |
| double | fSAT0 |
| Starting temperature for Simulated Annealing. | |
| double | fSATemperature |
| Current temperature of simulated annealing algorithm. More... | |
| double | fSATmin |
| Minimal/Threshold temperature for Simulated Annealing. | |
| std::vector< double > | fSAx |
| Current simulated annealing parameter point. More... | |
| Protected Attributes inherited from BCEngineMCMC | |
| 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... | |
Additional Inherited Members | |
| Public Types inherited from BCIntegrate | |
| enum | BCOptimizationMethod { kOptEmpty, kOptSimAnn, kOptMetropolis, kOptMinuit, kOptDefault, NOptMethods } |
| An enumerator for the mode finding algorithm. More... | |
| enum | BCIntegrationMethod { kIntEmpty, kIntMonteCarlo, kIntCuba, kIntGrid, kIntLaplace, kIntDefault, NIntMethods } |
| An enumerator for integration algorithms. More... | |
| enum | BCMarginalizationMethod { kMargEmpty, kMargMetropolis, kMargMonteCarlo, kMargGrid, kMargDefault, NMargMethods } |
| An enumerator for marginalization algorithms. More... | |
| enum | BCSASchedule { kSACauchy, kSABoltzmann, kSACustom, NSAMethods } |
| An enumerator for the Simulated Annealing schedule. More... | |
| enum | BCCubaMethod { kCubaVegas, kCubaSuave, kCubaDivonne, kCubaCuhre, kCubaDefault, NCubaMethods } |
| An enumerator for Cuba integration methods. More... | |
| typedef void(BCIntegrate::* | tRandomizer) (std::vector< double > &) const |
| A pointer for a function that chooses a next random point. | |
| typedef double(BCIntegrate::* | tEvaluator) (std::vector< double > &, const std::vector< double > &, bool &) |
| A pointer for a function that evaluates at a point. | |
| typedef void(* | tIntegralUpdater) (const std::vector< double > &, const int &, double &, double &) |
| A pointer for a function that updates the integral and absolute precision. | |
| Public Types inherited from BCEngineMCMC | |
| 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... | |
| Static Public Member Functions inherited from BCIntegrate | |
| static void | IntegralUpdaterMC (const std::vector< double > &sums, const int &nIterations, double &integral, double &absprecision) |
| Updates info about integrator. | |
| Static Public Member Functions inherited from BCEngineMCMC | |
| 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... | |
| Protected Member Functions inherited from BCIntegrate | |
| virtual std::string | GetBestFitSummary (unsigned i) const |
| Get string summarizing best fit for single variable. More... | |
| unsigned | IntegrationOutputFrequency () const |
| Determine frequency of output during integration. | |
| void | LogOutputAtEndOfIntegration (double integral, double absprecision, double relprecision, int nIterations) |
| Helper method to output at end of integration. More... | |
| void | LogOutputAtIntegrationStatusUpdate (BCIntegrationMethod type, double integral, double absprecision, int nIterations) |
| Helper method to output integration status. More... | |
| void | LogOutputAtStartOfIntegration (BCIntegrationMethod type, BCCubaMethod cubatype) |
| Helper method to output at beginning of integration. More... | |
| virtual void | PrintBestFitSummary () const |
| Print best fit to log. | |
| virtual void | PrintMarginalizationSummary () const |
| Print marginalization to log. More... | |
| Protected Member Functions inherited from BCEngineMCMC | |
| 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... | |
Detailed Description
Class for sampling from prior of a BCModel.
- Version
- 1.0
- Date
- 09.2014
This class acts as a BCModel using the prior of another BCModel as its posterior for the purpose of knowledge-update plotting.
Definition at line 30 of file BCPriorModel.h.
Constructor & Destructor Documentation
| BCPriorModel::BCPriorModel | ( | BCModel & | model, |
| bool | call_likelihood = false |
||
| ) |
constructor.
- Parameters
-
model Model to be prior model of. call_likelihood Flag to control calling of Model's likelihood.
Definition at line 16 of file BCPriorModel.cxx.
Member Function Documentation
|
virtual |
Calculates user observables according to the model.
Reimplemented from BCEngineMCMC.
Definition at line 44 of file BCPriorModel.cxx.
|
inline |
- Returns
- whether to call model's likelihood.
Definition at line 71 of file BCPriorModel.h.
|
inlinevirtual |
|
inlinevirtual |
Returns prior of model as posterior of PriorModel.
Implements BCModel.
Definition at line 53 of file BCPriorModel.h.
| bool BCPriorModel::PreparePriorModel | ( | ) |
Prepare PriorModel from Model.
Definition at line 25 of file BCPriorModel.cxx.
|
inline |
Set calling of likelihood in model.
Definition at line 66 of file BCPriorModel.h.
The documentation for this class was generated from the following files:
- /root/bat/BAT/BCPriorModel.h
- /root/bat/src/BCPriorModel.cxx