This C++ version of BAT is still being maintained, but addition of new features is unlikely. Check out our new incarnation, BAT.jl, the Bayesian analysis toolkit in Julia. In addition to Metropolis-Hastings sampling, BAT.jl supports Hamiltonian Monte Carlo (HMC) with automatic differentiation, automatic prior-based parameter space transformations, and much more. See the BAT.jl documentation.
Results of performance testing for BAT version 0.4.2
Back to | overview for 0.4.2 | all versions |
Test "1d_binomial_2_3"
Results | |
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Status | good |
CPU time | 308.3 s |
Real time | 308.7 s |
Plots | 1d_binomial_2_3.ps |
Log | 1d_binomial_2_3.log |
Settings | |
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N chains | 10 |
N lag | 10 |
Convergence | true |
N iterations (pre-run) | 1000 |
N iterations (run) | 10000000 |
Subtest | Status | Target | Test | Uncertainty | Deviation [%] | Deviation [sigma] | Tol. (Good) | Tol. (Flawed) | Tol. (Bad) |
---|---|---|---|---|---|---|---|---|---|
correlation par 0 | off | 0 | 0.05297 | 0.005354 | - | -9.893 | 0.3 | 0.5 | 0.7 |
chi2 | good | 100 | 76.9 | 14.14 | -23.1 | 1.634 | 42.43 | 70.71 | 98.99 |
KS | good | 1 | 0.8881 | 0.95 | -11.19 | 0.1178 | 0.95 | 0.99 | 0.9999 |
mean | good | 0.6 | 0.5999 | 6.297e-05 | -0.009571 | 0.9119 | 0.0001889 | 0.0003149 | 0.0004408 |
mode | good | 0.6667 | 0.665 | 0.01042 | -0.25 | 0.16 | 0.03125 | 0.05209 | 0.07293 |
variance | good | 0.04 | 0.04079 | 0.004694 | 1.968 | -0.1677 | 0.01408 | 0.02347 | 0.03286 |
quantile10 | good | 0.3205 | 0.3206 | 0.03333 | 0.03628 | -0.003488 | 0.1 | 0.1667 | 0.2333 |
quantile20 | good | 0.4175 | 0.4176 | 0.03333 | 0.007761 | -0.0009721 | 0.1 | 0.1667 | 0.2333 |
quantile30 | good | 0.4916 | 0.4916 | 0.03333 | -0.002105 | 0.0003104 | 0.1 | 0.1667 | 0.2333 |
quantile40 | good | 0.5555 | 0.5554 | 0.03333 | -0.01512 | 0.002519 | 0.1 | 0.1667 | 0.2333 |
quantile50 | good | 0.6143 | 0.6141 | 0.03333 | -0.01899 | 0.003499 | 0.1 | 0.1667 | 0.2333 |
quantile60 | good | 0.6708 | 0.6707 | 0.03333 | -0.0205 | 0.004125 | 0.1 | 0.1667 | 0.2333 |
quantile70 | good | 0.7276 | 0.7275 | 0.03333 | -0.01177 | 0.002569 | 0.1 | 0.1667 | 0.2333 |
quantile80 | good | 0.7877 | 0.7876 | 0.03333 | -0.0176 | 0.004159 | 0.1 | 0.1667 | 0.2333 |
quantile90 | good | 0.8575 | 0.8574 | 0.03333 | -0.01435 | 0.003691 | 0.1 | 0.1667 | 0.2333 |
Subtest | Description |
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correlation par 0 | Calculate the auto-correlation among the points. |
chi2 | Calculate χ2 and compare with prediction for dof=number of bins with an expectation >= 10. Tolerance good: |χ2-E[χ2]| < 3 · (2 dof)1/2, Tolerance acceptable: |χ2-E[χ2]| < 5 · (2 dof)1/2, Tolerance bad: |χ2-E[χ2]| < 7 · (2 dof)1/2. |
KS | Calculate the Kolmogorov-Smirnov probability based on the ROOT implemention. Tolerance good: KS prob > 0.05, Tolerance acceptable: KS prob > 0.01 Tolerance bad: KS prob > 0.0001. |
mean | Compare sample mean, <x>, with expectation value of function, E[x]. Tolerance good: |<x> -E[x]| < 3 · (V[x]/n)1/2,Tolerance acceptable: |<x> -E[x]| < 5 · (V[x]/n)1/2,Tolerance bad: |<x> -E[x]| < 7 · (V[x]/n)1/2. |
mode | Compare mode of distribution with mode of the analytic function. Tolerance good: |x*-mode| < 3 · V[mode]1/2, Tolerance acceptable: |x*-mode| < 5 · V[mode]1/2 bin widths, Tolerance bad: |x*-mode| < 7 · V[mode]1/2. |
variance | Compare sample variance s2 of distribution with variance of function. Tolerance good: 3 · V[s2]1/2, Tolerance acceptable: 5 · V[s2]1/2, Tolerance bad: 7 · V[s2]1/2. |
quantile10 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile20 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile30 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile40 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile50 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile60 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile70 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile80 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |
quantile90 | Compare quantile of distribution from MCMC with the quantile of analytic function. Tolerance good: |q_{X}-E[q_{X}]|<3·V[q]1/2, Tolerance acceptable: |q_{X}-E[q_{X}]|<5·V[q]1/2, Tolerance bad: |q_{X}-E[q_{X}]|<7·V[q]1/2. |