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_poisson_2"
Results | |
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Status | good |
CPU time | 64.77 s |
Real time | 64.8 s |
Plots | 1d_poisson_2.ps |
Log | 1d_poisson_2.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 | 0.1689 | 0.01682 | - | -10.04 | 0.3 | 0.5 | 0.7 |
chi2 | good | 100 | 101.2 | 14.14 | 1.175 | -0.08306 | 42.43 | 70.71 | 98.99 |
KS | good | 1 | 0.8676 | 0.95 | -13.24 | 0.1394 | 0.95 | 0.99 | 0.9999 |
mean | good | 2.999 | 3 | 0.0005388 | 0.01012 | -0.5632 | 0.001616 | 0.002694 | 0.003771 |
mode | good | 2 | 2.025 | 0.1291 | 1.25 | -0.1936 | 0.3873 | 0.6455 | 0.9037 |
variance | good | 2.993 | 3.053 | 0.5917 | 1.993 | -0.1008 | 1.775 | 2.958 | 4.142 |
quantile10 | good | 1.1 | 1.1 | 0.1291 | 0.03725 | -0.003174 | 0.3873 | 0.6455 | 0.9037 |
quantile20 | good | 1.534 | 1.535 | 0.1291 | 0.05886 | -0.006996 | 0.3873 | 0.6455 | 0.9037 |
quantile30 | good | 1.914 | 1.915 | 0.1291 | 0.04951 | -0.007339 | 0.3873 | 0.6455 | 0.9037 |
quantile40 | good | 2.285 | 2.286 | 0.1291 | 0.01826 | -0.003232 | 0.3873 | 0.6455 | 0.9037 |
quantile50 | good | 2.674 | 2.675 | 0.1291 | 0.01166 | -0.002416 | 0.3873 | 0.6455 | 0.9037 |
quantile60 | good | 3.106 | 3.106 | 0.1291 | 0.001824 | -0.0004389 | 0.3873 | 0.6455 | 0.9037 |
quantile70 | good | 3.616 | 3.616 | 0.1291 | 0.002368 | -0.0006633 | 0.3873 | 0.6455 | 0.9037 |
quantile80 | good | 4.28 | 4.28 | 0.1291 | -0.001504 | 0.0004988 | 0.3873 | 0.6455 | 0.9037 |
quantile90 | good | 5.324 | 5.324 | 0.1291 | 0.004842 | -0.001997 | 0.3873 | 0.6455 | 0.9037 |
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. |