#include <BCRooInterface.h>

Collaboration diagram for BCRooInterface:

Public Member Functions
	BCRooInterface ()
	BCRooInterface (const char *name, bool fillChain=false)
	~BCRooInterface ()
void	DefineParameters ()
double	LogAPrioriProbability (const std::vector< double > &parameters)
double	LogLikelihood (const std::vector< double > &parameters)
void	Initialize (RooAbsData &data, RooAbsPdf &model, RooAbsPdf &prior, const RooArgSet *params, const RooArgSet &listPOI)
void	Initialize (const char rootFile, const char wsName="batWS", const char dataName="data", const char modelName="model", const char priorName="priorPOI", const char priorNuisanceName="priorNuisance", const char paramsName="parameters", const char listPOIName="POI")
void	SetNumBins (const char *parname, int nbins)
void	SetNumBins (int nbins)
void	SetupRooStatsMarkovChain ()
void	MCMCIterationInterface ()
RooStats::MarkovChain *	GetRooStatsMarkovChain ()
RooArgSet *	GetArgSetForMarkovChain ()
Private Member Functions
void	AddToCurrentChainElement (double xij, int chainNum, int poiNum)
bool	EqualsLastChainElement (int chainNum)
double	GetWeightForChain (int chainNum)
Private Attributes
RooAbsData *	fData
RooAbsPdf *	fModel
RooAbsReal *	fNll
RooArgSet *	fObservables
RooArgList *	fParams
RooArgList *	fParamsPOI
RooAbsPdf *	fPrior
int	_default_nbins
RooRealVar *	priorhelpvar
bool	_addeddummyprior
bool	_fillChain
bool	fFirstComparison
RooStats::MarkovChain *	_roostatsMarkovChain
RooArgSet	_parametersForMarkovChainPrevious
RooArgSet	_parametersForMarkovChainCurrent
std::vector< std::vector < double > >	fPreviousStep
std::vector< std::vector < double > >	fCurrentStep
std::vector< double >	fVecWeights
std::list< std::pair< const char *, int > >	_nbins_list

Detailed Description

Definition at line 23 of file BCRooInterface.h.

Constructor & Destructor Documentation

BCRooInterface::BCRooInterface ( )

Definition at line 148 of file BCRooInterface.cxx.

                               : BCModel()
{  // default constructor
   _default_nbins = 500;
   _fillChain = false;
   _addeddummyprior = false;
}

BCRooInterface::BCRooInterface	(	const char *	name,
		bool	fillChain = `false`
	)

Definition at line 156 of file BCRooInterface.cxx.

                                                               : BCModel(name)
{  // another constructor
   _default_nbins = 500;
   _fillChain = fillChain;
}

BCRooInterface::~BCRooInterface ( )

Definition at line 163 of file BCRooInterface.cxx.

{  // default destructor
   if(_fillChain) {
      delete _roostatsMarkovChain;
   }
   //test begin
   //std::cout << "fIterationInterfacecount: " << fIterationInterfacecount << std::endl;
   //test end
}

Member Function Documentation

void BCRooInterface::AddToCurrentChainElement	(	double	xij,
		int	chainNum,
		int	poiNum
	)			`[private]`

Definition at line 355 of file BCRooInterface.cxx.

{
   fCurrentStep[chainNum][poiNum] = xij;
}

void BCRooInterface::DefineParameters ( )

Definition at line 174 of file BCRooInterface.cxx.

{  // define for BAT the list of parameters, range and plot binning

   int nParams = fParams->getSize();
   for (int iParam=0; iParam<nParams; iParam++) {
      RooRealVar* ipar = (RooRealVar*) fParams->at(iParam);
      this->AddParameter(ipar->GetName(),ipar->getMin(),ipar->getMax());
      this->SetNbins(ipar->GetName(),_default_nbins);
      std::cout << "added parameter: " << ipar->GetName() << " defined in range [ " << ipar->getMin() << " - " << ipar->getMax() << " ] with number of bins: " << _default_nbins << " \n";
   }

   for(std::list< std::pair<const char*,int> >::iterator listiter = _nbins_list.begin(); listiter != _nbins_list.end(); listiter++) {
      this->SetNbins((*listiter).first,(*listiter).second);
      std::cout << "adjusted parameter: " << (*listiter).first << " to number of bins: " << (*listiter).second << " \n";
   }

}

bool BCRooInterface::EqualsLastChainElement ( int chainNum ) [private]

Definition at line 360 of file BCRooInterface.cxx.

{
   bool equals = true;
    std::vector<double>::iterator itPrevious = fPreviousStep[chainNum].begin();

   if(fFirstComparison == true) {
      fFirstComparison = false;
      _parametersForMarkovChainPrevious = _parametersForMarkovChainCurrent;
      return true;
   }


   for (std::vector<double>::iterator itCurrent = fCurrentStep[chainNum].begin(); itCurrent != fCurrentStep[chainNum].end(); ++itCurrent) {
      if(*itCurrent != *itPrevious) {
         equals = false;
         fPreviousStep[chainNum] = fCurrentStep[chainNum];
         break;
      }
   ++itPrevious;
   }

   if(equals == true) {
      fVecWeights[chainNum] += 1.0;
   }

   return equals;

}

RooArgSet* BCRooInterface::GetArgSetForMarkovChain ( ) [inline]

Definition at line 66 of file BCRooInterface.h.

{return &_parametersForMarkovChainCurrent;}

RooStats::MarkovChain* BCRooInterface::GetRooStatsMarkovChain ( ) [inline]

Definition at line 65 of file BCRooInterface.h.

{ return _roostatsMarkovChain;}

double BCRooInterface::GetWeightForChain ( int chainNum ) [private]

Definition at line 389 of file BCRooInterface.cxx.

{
   double retval = fVecWeights[chainNum];
   fVecWeights[chainNum]= 1.0 ;
   return retval;
}

void BCRooInterface::Initialize	(	RooAbsData &	data,
		RooAbsPdf &	model,
		RooAbsPdf &	prior,
		const RooArgSet *	params,
		const RooArgSet &	listPOI
	)

Definition at line 23 of file BCRooInterface.cxx.

{

   fData = &data;
   fModel = &model;

   // make the product of both priors to get the full prior probability function
   RooAbsPdf* prior_total = &prior_trans;
   if (prior_total!=0 ) {
      fPrior = prior_total;
   }
   else {
      std::cout << "No prior PDF: without taking action the program would crash\n";
      std::cout << "No prior PDF: adding dummy uniform pdf on the interval [0..1]\n";
      priorhelpvar = new RooRealVar("priorhelpvar","",0.0, 1.0 );
      _addeddummyprior = true;
      RooUniform* priorhelpdist = new RooUniform("priorhelpdist","", *priorhelpvar);
      fPrior = priorhelpdist;
   }

   std::cout << "Imported parameters:\n";
   fParams = new RooArgList(listPOI);
   const RooArgSet* paramsTmp = params;
   if (paramsTmp!=0)
      fParams->add(*paramsTmp);
   fParams->Print("v");

   fParamsPOI = new RooArgList(listPOI);
   // create the log-likelihood function
   //    fNll = new RooNLLVar("fNll","",*fModel,*fData,true/*extended*/);

   RooArgSet* constrainedParams = fModel->getParameters(*fData);
   fNll = fModel->createNLL(*fData, RooFit::Constrain(*constrainedParams) );

   DefineParameters();

   if(_fillChain) {
      SetupRooStatsMarkovChain();
   }
}

void BCRooInterface::Initialize	(	const char *	rootFile,
		const char *	wsName = `"batWS"`,
		const char *	dataName = `"data"`,
		const char *	modelName = `"model"`,
		const char *	priorName = `"priorPOI"`,
		const char *	priorNuisanceName = `"priorNuisance"`,
		const char *	paramsName = `"parameters"`,
		const char *	listPOIName = `"POI"`
	)

Definition at line 70 of file BCRooInterface.cxx.

{
   // retrieve the RooFit inputs from the ROOT file

   /*
   // hard coded names in the workspace
   char* rootFile = "bat_workspace.root";
   char* wsName= "batWS";
   char* dataName= "data";
   char* modelName= "model";
   char* priorName= "priorPOI";
   char* priorNuisanceName= "priorNuisance";
   char* paramsName= "parameters";
   char* listPOIName= "POI";
   */

   std::cout << "Opening " << rootFile << std::endl;
   TFile* file = new TFile(rootFile);
   std::cout << "content :\n";
   file->ls();

   RooWorkspace* bat_ws = (RooWorkspace*) file->Get(wsName);
   bat_ws->Print("v");

   fData = (RooAbsData*) bat_ws->data(dataName);
   fModel = (RooAbsPdf*) bat_ws->function(modelName);

   // make the product of both priors to get the full prior probability function
   RooAbsPdf* priorPOI = (RooAbsPdf*) bat_ws->function(priorName);
   RooAbsPdf* priorNuisance = (RooAbsPdf*) bat_ws->pdf(priorNuisanceName);
   if (priorNuisance!=0 && priorPOI!=0) {
      fPrior = new RooProdPdf("fPrior","complete prior",*priorPOI,*priorNuisance);
   }
   else {
      if ( priorNuisance!=0 )
         fPrior=priorNuisance;
      else if ( priorPOI!=0 )
         fPrior = priorPOI;
      else{
         std::cout << "No prior PDF: without taking action the program would crash\n";
         std::cout << "No prior PDF: adding dummy uniform pdf on the interval [0..1]\n";
         priorhelpvar = new RooRealVar("priorhelpvar","",0.0, 1.0 );
         _addeddummyprior = true;
         RooUniform* priorhelpdist = new RooUniform("priorhelpdist","", *priorhelpvar);
         fPrior = priorhelpdist;
      }
   }

   std::cout << "Imported parameters:\n";
   fParams   = new RooArgList(*(bat_ws->set(listPOIName)));
   RooArgSet* paramsTmp = (RooArgSet*) bat_ws->set(paramsName);
   if (paramsTmp!=0) {
      fParams->add(*paramsTmp);
   }
   if (_addeddummyprior == true ) {
      fParams->add(*priorhelpvar);
   }
   fParams->Print("v");

   // create the log-likelihood function
   //fNll = new RooNLLVar("fNll","",*fModel,*fData,true/*extended*/);
   RooArgSet* constrainedParams = fModel->getParameters(*fData);
   fNll = fModel->createNLL(*fData, RooFit::Constrain(*constrainedParams) );

   file->Close();

   DefineParameters();
}

double BCRooInterface::LogAPrioriProbability ( const std::vector< double > & parameters ) [virtual]

Returns natural logarithm of the prior probability. Method needs to be overloaded by the user.

Parameters:

parameters

A set of parameter values

Returns:: The prior probability p(parameters)

See also:: GetPrior(std::vector<double> parameters)

Reimplemented from BCModel.

Definition at line 209 of file BCRooInterface.cxx.

{  // this method returs the logarithm of the prior probability for the parameters: p(parameters).
   // retrieve the values of the parameters to be tested
   int nParams = fParams->getSize();
   for (int iParam=0; iParam<nParams; iParam++) {
      RooRealVar* ipar = (RooRealVar*) fParams->at(iParam);
      ipar->setVal(parameters.at(iParam));
   }
   // compute the log of the prior function
   RooArgSet* tmpArgSet = new RooArgSet(*fParams);
   double prob = fPrior->getVal(tmpArgSet);
   delete tmpArgSet;
   if (prob<1e-300)
      prob = 1e-300;
   return log(prob);
}

double BCRooInterface::LogLikelihood ( const std::vector< double > & params ) [virtual]

Calculates natural logarithm of the likelihood. Method needs to be overloaded by the user.

Parameters:

params

A set of parameter values

Returns:: Natural logarithm of the likelihood

Implements BCModel.

Definition at line 193 of file BCRooInterface.cxx.

{  // this methods returns the logarithm of the conditional probability: p(data|parameters)

   // retrieve the values of the parameters to be tested
   int nParams = fParams->getSize();
   for (int iParam=0; iParam<nParams; iParam++) {
      RooRealVar* ipar = (RooRealVar*) fParams->at(iParam);
      ipar->setVal(parameters.at(iParam));
   }

   // compute the log of the likelihood function
   double logprob = -fNll->getVal();
   return logprob;
}

void BCRooInterface::MCMCIterationInterface ( ) [virtual]

Method executed for every iteration of the MCMC, overloaded from BCEngineMCMC.

Reimplemented from BCIntegrate.

Definition at line 294 of file BCRooInterface.cxx.

{
   //fIterationInterfacecount+=1;

   if(_fillChain) {
      //std::cout << "Hei-ho running with fillChain!" << std::endl;
      // get number of chains
      int nchains = MCMCGetNChains();

      // get number of parameters
      int npar = GetNParameters();
      //std::cout << "number of parameters is: " << npar << std::endl;

      // loop over all chains and fill histogram
      for (int i = 0; i < nchains; ++i) {
         // get the current values of the parameters. These are
         // stored in fMCMCx. 

         // std::cout << "log(likelihood*prior)" << *GetMarkovChainValue() << std::endl; //does not work this way?!
         TIterator* setiter = fParams->createIterator();
         int j = 0;

         //store only POI in RooStats MarkovChain object
         //TIterator* setiter = fParamsPOI->createIterator();
         //int j = 0;

         while(setiter->Next()){

            //check parameter names
            BCParameter * tempBCparam = GetParameter(j);

            //_parametersForMarkovChainCurrent->Print();

            const char * paramnamepointer = (tempBCparam->GetName()).c_str();
            double xij = fMCMCx.at(i * npar + j); 
            AddToCurrentChainElement(xij, i, j);
            RooRealVar* parampointer = (RooRealVar*) &(_parametersForMarkovChainCurrent[paramnamepointer]);
            parampointer->setVal(xij);
            //std::cout << "Chain " << i << " param: " << tempBCparam->GetName() << " Value: " << xij << std::endl;
            j++;
         }


         // will only work if _parametersForMarkovChain had correct info!

         //test stuff begin
         //var1->setVal( RooRandom::randomGenerator()->Uniform(100.) );
         //
         //_roostatsMarkovChain->Add(_parametersForMarkovChain_test, 0.001, 1.0);
         //
         //test stuff end

         if( !(EqualsLastChainElement(i)) ) {
            double weight = GetWeightForChain(i);
            _roostatsMarkovChain->Add(_parametersForMarkovChainPrevious, -1.* MCMCGetLogProbx(j), weight); 
            _parametersForMarkovChainPrevious = _parametersForMarkovChainCurrent;
         }
      }
   }
}

void BCRooInterface::SetNumBins ( int nbins )

Definition at line 237 of file BCRooInterface.cxx.

{
   _default_nbins = nbins;
}

void BCRooInterface::SetNumBins	(	const char *	parname,
		int	nbins
	)

Definition at line 226 of file BCRooInterface.cxx.

{
   for(std::list< std::pair<const char*,int> >::iterator listiter = _nbins_list.begin(); listiter != _nbins_list.end(); listiter++) {
      if(!strcmp((*listiter).first, parname)) {
         (*listiter).second = nbins;
         return;
      }
   }
   _nbins_list.push_back( std::make_pair(parname,nbins) );
}

void BCRooInterface::SetupRooStatsMarkovChain ( )

Definition at line 242 of file BCRooInterface.cxx.

{
   //RooArgSet * tempRooArgSetPointer = new RooArgSet(* fParams, "paramsMarkovChainPointer");
   //_parametersForMarkovChain = RooArgSet(* fParams, "paramsMarkovChainPointer"); 
   //fParams->snapshot(_parametersForMarkovChain); 

   //store only POI in RooStats MarkovChain object
   //_parametersForMarkovChainPrevious.add(*fParamsPOI);
   //_parametersForMarkovChainCurrent.add(*fParamsPOI);

   _parametersForMarkovChainPrevious.add(*fParams);
   _parametersForMarkovChainCurrent.add(*fParams);

   std::cout << "size of _parametersForMarkovChain: " << _parametersForMarkovChainCurrent.getSize() << std::endl;
   std::cout << "size of fParamsPOI: " << fParamsPOI->getSize() << std::endl;
   //std::cout << "size of tempRooArgSetPointer: " << tempRooArgSetPointer->getSize() << std::endl;

   _roostatsMarkovChain = new RooStats::MarkovChain();
   //test stuff begin
   //the following way of creating the MArkovChain object does not work!:
   //_roostatsMarkovChain = new RooStats::MarkovChain(_parametersForMarkovChain);
   //test stuff end
   std::cout << "setting up parameters for RooStats markov chain" << std::endl;
   _parametersForMarkovChainPrevious.writeToStream(std::cout, false);

   //initialize fPreviousStep, fCurrentStep, fVecWeights
   int nchains = MCMCGetNChains();
   for(int countChains = 1; countChains<=nchains ; countChains++ ) {
      double tempweight = 1.0;
      fVecWeights.push_back(tempweight);
         std::vector<double> tempvec;
      TIterator* setiter = fParamsPOI->createIterator();
      double tempval = 0.;
      while(setiter->Next()){
         tempvec.push_back(tempval);
      }
      fPreviousStep.push_back(tempvec);
      fCurrentStep.push_back(tempvec);
   }

   fFirstComparison = true;

   //test stuff begin
   //var1 = new RooRealVar("var1","var1", 10., 0., 100.);
   //fParamsTest   = new RooArgList();
   //fParamsTest->add(*var1);
   //_parametersForMarkovChain_test.add(*fParamsTest);
   //fIterationInterfacecount = 0;
   //test stuff end
}