BCModel Class Reference

The base class for all user-defined models. More...

#include <BCModel.h>

Inheritance diagram for BCModel:

Collaboration diagram for BCModel:

Public Member Functions
Constructors and destructors
	BCModel (const char *name="model")
	BCModel (const BCModel &bcmodel)
virtual	~BCModel ()
Assignment operators
BCModel &	operator= (const BCModel &bcmodel)
Member functions (get)
const std::string &	GetName () const
double	GetModelAPrioriProbability () const
double	GetModelAPosterioriProbability () const
BCDataSet *	GetDataSet () const
BCDataPoint *	GetDataPointLowerBoundaries () const
BCDataPoint *	GetDataPointUpperBoundaries () const
double	GetDataPointLowerBoundary (unsigned int index) const
double	GetDataPointUpperBoundary (unsigned int index) const
bool	GetFlagBoundaries () const
unsigned	GetNDataPoints () const
BCDataPoint *	GetDataPoint (unsigned int index) const
Member functions (set)
void	SetName (const char *name)
void	SetModelAPrioriProbability (double probability)
void	SetModelAPosterioriProbability (double probability)
virtual int	AddParameter (BCParameter *parameter)
void	SetDataSet (BCDataSet *dataset)
void	SetSingleDataPoint (BCDataPoint *datapoint)
void	SetSingleDataPoint (BCDataSet *dataset, unsigned int index)
void	SetDataBoundaries (unsigned int index, double lowerboundary, double upperboundary, bool fixed=false)
void	SetDataPointLowerBoundaries (BCDataPoint *datasetlowerboundaries)
void	SetDataPointUpperBoundaries (BCDataPoint *datasetupperboundaries)
void	SetDataPointLowerBoundary (int index, double lowerboundary)
void	SetDataPointUpperBoundary (int index, double upperboundary)
int	SetPrior (int index, TF1 *f)
int	SetPrior (const char *name, TF1 *f)
int	SetPriorDelta (int index, double value)
int	SetPriorDelta (const char *name, double value)
int	SetPriorGauss (int index, double mean, double sigma)
int	SetPriorGauss (const char *name, double mean, double sigma)
int	SetPriorGauss (int index, double mean, double sigmadown, double sigmaup)
int	SetPriorGauss (const char *name, double mean, double sigmadown, double sigmaup)
int	SetPrior (int index, TH1 *h, bool flag=false)
int	SetPrior (const char *name, TH1 *h, bool flag=false)
int	SetPriorConstant (int index)
int	SetPriorConstant (const char *name)
int	SetPriorConstantAll ()
Member functions (miscellaneous methods)
void	Copy (const BCModel &bcmodel)
double	APrioriProbability (const std::vector< double > &parameters)
virtual double	LogAPrioriProbability (const std::vector< double > &parameters)
virtual double	Likelihood (const std::vector< double > &params)
virtual double	LogLikelihood (const std::vector< double > &params)=0
double	ProbabilityNN (const std::vector< double > &params)
double	LogProbabilityNN (const std::vector< double > &parameters)
double	Probability (const std::vector< double > &parameter)
double	LogProbability (const std::vector< double > &parameter)
virtual double	SamplingFunction (const std::vector< double > &parameters)
double	Eval (const std::vector< double > &parameters)
virtual double	LogEval (const std::vector< double > &parameters)
virtual void	CorrelateDataPointValues (std::vector< double > &x)
double	GetPvalueFromChi2 (const std::vector< double > &par, int sigma_index)
double	GetPvalueFromKolmogorov (const std::vector< double > &par, int index)
double	GetPvalueFromChi2NDoF (std::vector< double > par, int sigma_index)
BCH1D *	CalculatePValue (std::vector< double > par, bool flag_histogram=false)
double	GetPValue ()
double	GetPValueNDoF ()
double	GetChi2NDoF ()
std::vector< double >	GetChi2Runs (int dataIndex, int sigmaIndex)
void	SetGoFNIterationsMax (int n)
void	SetGoFNIterationsRun (int n)
void	SetGoFNChains (int n)
double	HessianMatrixElement (const BCParameter *parameter1, const BCParameter *parameter2, std::vector< double > point)
void	PrintSummary ()
void	PrintResults (const char *file)
void	PrintShortFitSummary (int chi2flag=0)
void	PrintHessianMatrix (std::vector< double > parameters)
virtual double	CDF (const std::vector< double > &, int, bool)

Protected Attributes
std::string	fName
double	fModelAPriori
double	fModelAPosteriori
BCDataSet *	fDataSet
BCDataPoint *	fDataPointLowerBoundaries
BCDataPoint *	fDataPointUpperBoundaries
std::vector< bool >	fDataFixedValues
double	fPValue
double	fChi2NDoF
double	fPValueNDoF
bool	flag_discrete
int	fGoFNIterationsMax
int	fGoFNIterationsRun
int	fGoFNChains
std::vector< TNamed * >	fPriorContainer
bool	fPriorConstantAll
std::vector< bool >	fPriorContainerConstant
std::vector< bool >	fPriorContainerInterpolate

Detailed Description

The base class for all user-defined models.

Author

Daniel Kollar

Kevin Kröninger

Version

1.0

Date

08.2008 This class represents a model. It contains a container of prior distributions and the likelihood. The methods that implement the prior and the likelihood have to be overloaded by the user in the user defined model class derived from this class.

Definition at line 50 of file BCModel.h.

Constructor & Destructor Documentation

BCModel::BCModel

(

const char *

name = "model"

)

A constructor.

Parameters

name	The name of the model

Definition at line 36 of file BCModel.cxx.

BCModel::BCModel

(

const BCModel &

bcmodel

)

The copy constructor.

Definition at line 56 of file BCModel.cxx.

BCModel::~BCModel ( )

virtual

The default destructor.

Definition at line 104 of file BCModel.cxx.

Member Function Documentation

int BCModel::AddParameter ( BCParameter *  parameter )

virtual

Adds a parameter to the model.

Parameters

parameter

A model parameter

See Also

AddParameter(const char * name, double lowerlimit, double upperlimit);

Definition at line 225 of file BCModel.cxx.

double BCModel::APrioriProbability

(

const std::vector< double > &

parameters

)

Returns the prior probability.

Parameters

parameters

A set of parameter values

Returns

The prior probability p(parameters)

See Also

GetPrior(std::vector<double> parameters)

Definition at line 267 of file BCModel.cxx.

virtual double BCModel::CDF ( const std::vector< double > &  , int  , bool    )

inlinevirtual

1dim cumulative distribution function of the probability to get the data f(x_i|param) for a single measurement, assumed to be of identical functional form for all measurements

Parameters

parameters	The parameter values at which point to compute the cdf
index	The data point index starting at 0,1...N-1
lower	only needed for discrete distributions! Return the CDF for the count one less than actually observed, e.g. in Poisson process, if 3 actually observed, then CDF(2) is returned

Reimplemented in BCHistogramFitter, and BCGraphFitter.

Definition at line 502 of file BCModel.h.

void BCModel::Copy

(

const BCModel &

bcmodel

)

Copy from object

Parameters

bcmodel

Object to copy from.

Definition at line 62 of file BCModel.cxx.

void BCModel::CorrelateDataPointValues ( std::vector< double > &  x )

virtual

Constrains a data point

Parameters

x	A vector of double

Definition at line 495 of file BCModel.cxx.

double BCModel::Eval

(

const std::vector< double > &

parameters

)

Overloaded function to evaluate integral.

Definition at line 330 of file BCModel.cxx.

std::vector< double > BCModel::GetChi2Runs	(	int	dataIndex,
		int	sigmaIndex
	)

For a Gaussian problem, calculate the chi2 of the longest run of consecutive values above/below the expected values

Parameters

dataIndex	component of datapoint with the observed value
sigmaIndex	component of datapoint with uncertainty

Definition at line 368 of file BCModel.cxx.

BCDataPoint * BCModel::GetDataPoint

(

unsigned int

index

)

const

Parameters

index

The index of the data point.

Returns

The data point in the current data set at index

Definition at line 132 of file BCModel.cxx.

BCDataPoint* BCModel::GetDataPointLowerBoundaries ( ) const

inline

Returns

The lower boundaries of possible data values.

Definition at line 105 of file BCModel.h.

double BCModel::GetDataPointLowerBoundary

(

unsigned int

index

)

const

Parameters

index

The index of the variable.

Returns

The lower boundary of possible data values for a particular variable.

Definition at line 142 of file BCModel.cxx.

BCDataPoint* BCModel::GetDataPointUpperBoundaries ( ) const

inline

Returns

The upper boundaries of possible data values.

Definition at line 110 of file BCModel.h.

double BCModel::GetDataPointUpperBoundary

(

unsigned int

index

)

const

Parameters

index

The index of the variable.

Returns

The upper boundary of possible data values for a particular variable.

Definition at line 148 of file BCModel.cxx.

BCDataSet* BCModel::GetDataSet ( ) const

inline

Returns

The data set.

Definition at line 100 of file BCModel.h.

bool BCModel::GetFlagBoundaries

(

)

const

Checks if the boundaries have been defined

Returns

true, if the boundaries have been set, false otherwise

Definition at line 154 of file BCModel.cxx.

double BCModel::GetModelAPosterioriProbability ( ) const

inline

Returns

The a posteriori probability.

Definition at line 95 of file BCModel.h.

double BCModel::GetModelAPrioriProbability ( ) const

inline

Returns

The a priori probability.

Definition at line 90 of file BCModel.h.

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

inline

Returns

The name of the model.

Definition at line 85 of file BCModel.h.

unsigned BCModel::GetNDataPoints

(

)

const

Returns

The number of data points in the current data set.

Definition at line 123 of file BCModel.cxx.

double BCModel::GetPValue ( )

inline

Returns

The p-value

Definition at line 435 of file BCModel.h.

double BCModel::GetPvalueFromChi2	(	const std::vector< double > &	par,
		int	sigma_index
	)

Calculate p-value from Chi2 distribution for Gaussian problems

Parameters

par	Parameter set for the calculation of the likelihood
sigma_index	Index of the sigma/uncertainty for the data points (for data in format "x y erry" the index would be 2)

Definition at line 351 of file BCModel.cxx.

double BCModel::GetPvalueFromKolmogorov	(	const std::vector< double > &	par,
		int	index
	)

Calculate p-value from Kolmogorov-Smirnov test statistic for 1D - datasets.

Parameters

par	Parameter set for the calculation of the likelihood
index	Index of the data point in the BCDataSet (for data in format "x y erry" the index would be 1)

Definition at line 394 of file BCModel.cxx.

double BCModel::HessianMatrixElement	(	const BCParameter *	parameter1,
		const BCParameter *	parameter2,
		std::vector< double >	point
	)

Calculates the matrix element of the Hessian matrix

Parameters

parameter1	The parameter for the first derivative
parameter2	The parameter for the first derivative

Returns

The matrix element of the Hessian matrix

Definition at line 501 of file BCModel.cxx.

double BCModel::Likelihood ( const std::vector< double > &  params )

virtual

Returns the likelihood

Parameters

params

A set of parameter values

Returns

The likelihood

Definition at line 324 of file BCModel.cxx.

double BCModel::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 in BCGoFTest, BCMVCDataModel, BCSummaryPriorModel, and BCRooInterface.

Definition at line 273 of file BCModel.cxx.

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

virtual

Overloaded function to evaluate integral.

Definition at line 336 of file BCModel.cxx.

virtual double BCModel::LogLikelihood ( const std::vector< double > &  params )

pure 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

Implemented in BCMTF, BCEfficiencyFitter, BCMVCombination, BCHistogramFitter, BCGraphFitter, BCGoFTest, BCMVCDataModel, BCSummaryPriorModel, BCMVCPhysicsModel, and BCRooInterface.

double BCModel::LogProbability

(

const std::vector< double > &

parameter

)

Returns natural logarithm of the a posteriori probability given a set of parameter values

Parameters

parameters

A set of parameter values

Returns

The a posteriori probability

Definition at line 255 of file BCModel.cxx.

double BCModel::LogProbabilityNN ( const std::vector< double > &  parameters )

inline

Returns the natural logarithm of likelihood times prior probability given a set of parameter values

Parameters

parameters

A set of parameter values

Returns

The likelihood times prior probability

Definition at line 378 of file BCModel.h.

BCModel & BCModel::operator=

(

const BCModel &

bcmodel

)

Defaut assignment operator

Definition at line 115 of file BCModel.cxx.

void BCModel::PrintHessianMatrix

(

std::vector< double >

parameters

)

Prints matrix elements of the Hessian matrix

Parameters

parameters

The parameter values at which point to evaluate the matrix

Definition at line 1056 of file BCModel.cxx.

void BCModel::PrintResults

(

const char *

file

)

Prints a summary of the Markov Chain Monte Carlo to a file.

Definition at line 816 of file BCModel.cxx.

void BCModel::PrintShortFitSummary

(

int

chi2flag = 0

)

Prints a short summary of the fit results on the screen.

Definition at line 1029 of file BCModel.cxx.

void BCModel::PrintSummary

(

)

Prints a summary on the screen.

Definition at line 772 of file BCModel.cxx.

double BCModel::Probability

(

const std::vector< double > &

parameter

)

Returns the a posteriori probability given a set of parameter values

Parameters

parameters

A set of parameter values

Returns

The a posteriori probability

Definition at line 249 of file BCModel.cxx.

double BCModel::ProbabilityNN

(

const std::vector< double > &

params

)

Returns the likelihood times prior probability given a set of parameter values

Parameters

params

A set of parameter values

Returns

The likelihood times prior probability

Definition at line 243 of file BCModel.cxx.

double BCModel::SamplingFunction ( const std::vector< double > &  parameters )

virtual

Sampling function used for importance sampling. Method needs to be overloaded by the user.

Parameters

parameters

A set of parameter values

Returns

The probability density at the parameter values

Definition at line 342 of file BCModel.cxx.

void BCModel::SetDataPointLowerBoundaries ( BCDataPoint *  datasetlowerboundaries )

inline

Sets the data point containing the lower boundaries of possible data values

Definition at line 193 of file BCModel.h.

void BCModel::SetDataPointLowerBoundary	(	int	index,
		double	lowerboundary
	)

Sets the lower boundary of possible data values for a particular variable

Definition at line 546 of file BCModel.cxx.

void BCModel::SetDataPointUpperBoundaries ( BCDataPoint *  datasetupperboundaries )

inline

Sets the data point containing the upper boundaries of possible data values

Definition at line 199 of file BCModel.h.

void BCModel::SetDataPointUpperBoundary	(	int	index,
		double	upperboundary
	)

Sets the upper boundary of possible data values for a particular variable

Definition at line 552 of file BCModel.cxx.

void BCModel::SetDataSet ( BCDataSet *  dataset )

inline

Sets the data set.

Parameters

dataset

A data set

Definition at line 178 of file BCModel.h.

void BCModel::SetGoFNChains ( int  n )

inline

Set number of chains in the MCMC of the p-value evaluation using MCMC

Definition at line 466 of file BCModel.h.

void BCModel::SetGoFNIterationsMax ( int  n )

inline

Set maximum number of iterations in the MCMC pre-run of the p-value evaluation using MCMC

Definition at line 454 of file BCModel.h.

void BCModel::SetGoFNIterationsRun ( int  n )

inline

Set number of iterations in the MCMC normal run of the p-value evaluation using MCMC

Definition at line 460 of file BCModel.h.

void BCModel::SetModelAPosterioriProbability ( double  probability )

inline

Sets the a posteriori probability for a model.

Parameters

model	The model
probability	The a posteriori probability

Definition at line 159 of file BCModel.h.

void BCModel::SetModelAPrioriProbability ( double  probability )

inline

Sets the a priori probability for a model.

Parameters

model	The model
probability	The a priori probability

Definition at line 152 of file BCModel.h.

void BCModel::SetName ( const char *  name )

inline

Sets the name of the model.

Parameters

name	Name of the model

Definition at line 145 of file BCModel.h.

int BCModel::SetPrior	(	int	index,
		TF1 *	f
	)

Set prior for a parameter.

Parameters

index	The parameter index
f	A pointer to a function describing the prior

Returns

An error code.

Definition at line 558 of file BCModel.cxx.

int BCModel::SetPrior	(	const char *	name,
		TF1 *	f
	)

Set prior for a parameter.

Parameters

name	The parameter name
f	A pointer to a function describing the prior

Returns

An error code.

Definition at line 579 of file BCModel.cxx.

int BCModel::SetPrior	(	int	index,
		TH1 *	h,
		bool	flag = false
	)

Set prior for a parameter.

Parameters

index	parameter index
h	pointer to a histogram describing the prior
flag	whether or not to use linear interpolation

Returns

An error code.

Definition at line 682 of file BCModel.cxx.

int BCModel::SetPrior	(	const char *	name,
		TH1 *	h,
		bool	flag = false
	)

Set prior for a parameter.

Parameters

name	parameter name
h	pointer to a histogram describing the prior
flag	whether or not to use linear interpolation

Returns

An error code.

Definition at line 719 of file BCModel.cxx.

int BCModel::SetPriorConstant

(

int

index

)

Set constant prior for this parameter

Parameters

index

the index of the parameter

Returns

An error code

Definition at line 732 of file BCModel.cxx.

int BCModel::SetPriorConstant ( const char *  name )

inline

Set constant prior for this parameter

Parameters

name	the name of the parameter

Returns

An error code

Definition at line 316 of file BCModel.h.

int BCModel::SetPriorConstantAll

(

)

Enable caching the constant value of the prior, so LogAPrioriProbability is called only once. Note that the prior for ALL parameters is assumed to be constant. The value is computed from the parameter ranges, so make sure these are defined before this method is called.

Returns

An error code

Definition at line 753 of file BCModel.cxx.

int BCModel::SetPriorDelta	(	int	index,
		double	value
	)

Set delta-function prior for a parameter. Note: this sets the parameter range to the specified value. The old parameter range is lost.

Parameters

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

Returns

An error code.

Definition at line 592 of file BCModel.cxx.

int BCModel::SetPriorDelta	(	const char *	name,
		double	value
	)

Set delta-function prior for a parameter. Note: this sets the parameter range to the specified value. The old parameter range is lost.

Parameters

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

Returns

An error code.

Definition at line 602 of file BCModel.cxx.

int BCModel::SetPriorGauss	(	int	index,
		double	mean,
		double	sigma
	)

Set Gaussian prior for a parameter.

Parameters

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

Returns

An error code.

Definition at line 610 of file BCModel.cxx.

int BCModel::SetPriorGauss	(	const char *	name,
		double	mean,
		double	sigma
	)

Set Gaussian prior for a parameter.

Parameters

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

Returns

An error code.

Definition at line 631 of file BCModel.cxx.

int BCModel::SetPriorGauss	(	int	index,
		double	mean,
		double	sigmadown,
		double	sigmaup
	)

Set Gaussian prior for a parameter with two different widths.

Parameters

index	The parameter index
mean	The mean of the Gaussian
sigmadown	The sigma (down) of the Gaussian
sigmaup	The sigma (up)of the Gaussian

Returns

An error code.

Definition at line 644 of file BCModel.cxx.

int BCModel::SetPriorGauss	(	const char *	name,
		double	mean,
		double	sigmadown,
		double	sigmaup
	)

Set Gaussian prior for a parameter with two different widths.

Parameters

name	The parameter name
mean	The mean of the Gaussian
sigmadown	The sigma (down) of the Gaussian
sigmaup	The sigma (up)of the Gaussian

Returns

An error code.

Definition at line 669 of file BCModel.cxx.

void BCModel::SetSingleDataPoint

(

BCDataPoint *

datapoint

)

Sets a single data point as data set.

Parameters

datapoint

A data point

Definition at line 172 of file BCModel.cxx.

Member Data Documentation

BCDataPoint* BCModel::fDataPointLowerBoundaries

protected

data point containing the lower boundaries of possible data values

Definition at line 526 of file BCModel.h.

BCDataPoint* BCModel::fDataPointUpperBoundaries

protected

data point containing the upper boundaries of possible data values

Definition at line 530 of file BCModel.h.

BCDataSet* BCModel::fDataSet

protected

A data set

Definition at line 522 of file BCModel.h.

int BCModel::fGoFNChains

protected

Number of chains in the MCMC of the p-value evaluation using MCMC

Definition at line 558 of file BCModel.h.

int BCModel::fGoFNIterationsMax

protected

Maximum number of iterations in the MCMC pre-run of the p-value evaluation using MCMC

Definition at line 548 of file BCModel.h.

int BCModel::fGoFNIterationsRun

protected

Number of iterations in the MCMC normal run of the p-value evaluation using MCMC

Definition at line 553 of file BCModel.h.

bool BCModel::flag_discrete

protected

true for a discrete probability, false for continuous pdf

Definition at line 543 of file BCModel.h.

double BCModel::fModelAPosteriori

protected

The model a posteriori probability.

Definition at line 518 of file BCModel.h.

double BCModel::fModelAPriori

protected

The model prior probability.

Definition at line 514 of file BCModel.h.

std::string BCModel::fName

protected

Name of the model.

Definition at line 510 of file BCModel.h.

bool BCModel::fPriorConstantAll

protected

Flag to indicate that all parameters have constant prior.

Definition at line 566 of file BCModel.h.

std::vector<TNamed*> BCModel::fPriorContainer

protected

A vector of prior functions/histograms/graphs.

Definition at line 562 of file BCModel.h.

std::vector<bool> BCModel::fPriorContainerConstant

protected

List the parameters whose prior is constant

Definition at line 570 of file BCModel.h.

std::vector<bool> BCModel::fPriorContainerInterpolate

protected

List the parameters for which the histogram prior should be interpolated

Definition at line 574 of file BCModel.h.

double BCModel::fPValue

protected

The p-value

Definition at line 536 of file BCModel.h.

---

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

• /home/beaujean/workspace/bat/BAT/BCModel.h
• /home/beaujean/workspace/bat/src/BCModel.cxx