23 ParameterHandlerBase(
const std::vector<std::string>& YAMLFile, std::string name,
double threshold = -1,
int FirstPCAdpar = -999,
int LastPCAdpar = -999);
27 ParameterHandlerBase(std::string name, std::string file,
double threshold = -1,
int FirstPCAdpar = -999,
int LastPCAdpar = -999);
58 void SetPar(
const int i,
const double val);
96 void SetBranches(TTree &tree,
const bool SaveProposal =
false);
282 if (
pca)
return PCAObj->GetNumberPCAedParameters();
321 if (
_fError[i] < 0) {
return true; }
322 else {
return false; }
333 void ConstructPCA(
const double eigen_threshold,
int FirstPCAdpar,
int LastPCAdpar);
354 void SetTune(
const std::string& TuneName);
367 void Init(
const std::string& name,
const std::string& file);
370 void Init(
const std::vector<std::string>& YAMLFile);
386 void SetThrowMatrixFromFile(
const std::string& matrix_file_name,
const std::string& matrix_name,
const std::string& means_name);
391 bool AppliesToSample(
const int SystIndex,
const std::string& SampleName)
const;
400 void CircularParBounds(
const int i,
const double LowBound,
const double UpBound);
480 std::unique_ptr<ParameterTunes>
Tunes;
#define _noexcept_
KS: noexcept can help with performance but is terrible for debugging, this is meant to help easy way ...
Custom exception class for MaCh3 errors.
Class responsible for handling Principal Component Analysis (PCA) of covariance matrix.
Base class responsible for handling of systematic error parameters. Capable of using PCA or using ada...
std::vector< int > CircularBoundsIndex
Indices of parameters with circular bounds.
void ToggleFixParameter(const int i)
fix parameter at prior values
bool use_adaptive
Are we using AMCMC?
virtual void ProposeStep()
Generate a new proposed state.
double * randParams
Random number taken from gaussian around prior error used for corr_throw.
double ** throwMatrixCholDecomp
Throw matrix that is being used in the fit, much faster as TMatrixDSym cache miss.
std::unique_ptr< adaptive_mcmc::AdaptiveMCMCHandler > AdaptiveHandler
Struct containing information about adaption.
void PrintParameters() const
virtual ~ParameterHandlerBase()
Destructor.
TMatrixDSym * invCovMatrix
The inverse covariance matrix.
const double * RetPointer(const int iParam)
DB Pointer return to param position.
std::vector< int > FlipParameterIndex
Indices of parameters with flip symmetry.
void SetThrowMatrixFromFile(const std::string &matrix_file_name, const std::string &matrix_name, const std::string &means_name)
sets throw matrix from a file
bool AppliesToSample(const int SystIndex, const std::string &SampleName) const
Check if parameter is affecting given sample name.
void AcceptStep() _noexcept_
Accepted this step.
void ThrowParProp(const double mag=1.)
Throw the proposed parameter by mag sigma. Should really just have the user specify this throw by hav...
std::unique_ptr< ParameterTunes > Tunes
Struct containing information about adaption.
void InitialiseAdaption(const YAML::Node &adapt_manager)
Initialise adaptive MCMC.
TMatrixDSym * throwMatrix
Matrix which we use for step proposal before Cholesky decomposition (not actually used for step propo...
void ThrowParCurr(const double mag=1.)
Helper function to throw the current parameter by mag sigma. Can study bias in MCMC with this; put di...
double _fGlobalStepScale
Global step scale applied to all params in this class.
void ReserveMemory(const int size)
Initialise vectors with parameters information.
std::vector< std::string > _fFancyNames
Fancy name for example rather than xsec_0 it is MAQE, useful for human reading.
bool doSpecialStepProposal
Check if any of special step proposal were enabled.
std::vector< bool > _fFlatPrior
Whether to apply flat prior or not.
void ThrowParameters()
Throw the parameters according to the covariance matrix. This shouldn't be used in MCMC code ase it c...
void Init(const std::string &name, const std::string &file)
Initialisation of the class using matrix from root file.
std::string matrixName
Name of cov matrix.
void MakeClosestPosDef(TMatrixDSym *cov)
HW: Finds closest possible positive definite matrix in Frobenius Norm ||.||_frob Where ||X||_frob=sqr...
void RandomConfiguration()
Randomly throw the parameters in their 1 sigma range.
void SaveAdaptiveToFile(const std::string &outFileName, const std::string &systematicName)
Save adaptive throw matrix to file.
TMatrixD * throwMatrix_CholDecomp
Matrix which we use for step proposal after Cholesky decomposition.
std::vector< double > FlipParameterPoint
Central points around which parameters are flipped.
void UpdateAdaptiveCovariance()
Method to update adaptive MCMC .
std::vector< double > _fError
Prior error on the parameter.
void PrintNominal() const
Print prior value for every parameter.
YAML::Node _fYAMLDoc
Stores config describing systematics.
bool IsParameterFixed(const int i) const
Is parameter fixed or not.
void UpdateThrowMatrix(TMatrixDSym *cov)
void CircularParBounds(const int i, const double LowBound, const double UpBound)
HW :: This method is a tad hacky but modular arithmetic gives me a headache.
void SaveUpdatedMatrixConfig()
KS: After step scale, prefit etc. value were modified save this modified config.
void ResetIndivStepScale()
Adaptive Step Tuning Stuff.
std::unique_ptr< PCAHandler > PCAObj
Struct containing information about PCA.
int _fNumPar
Number of systematic parameters.
double CalcLikelihood() const _noexcept_
Calc penalty term based on inverted covariance matrix.
void FlipParameterValue(const int index, const double FlipPoint)
KS: Flip parameter around given value, for example mass ordering around 0.
void ConstructPCA(const double eigen_threshold, int FirstPCAdpar, int LastPCAdpar)
CW: Calculate eigen values, prepare transition matrices and remove param based on defined threshold.
std::vector< double > _fLowBound
Lowest physical bound, parameter will not be able to go beyond it.
std::vector< double > _fCurrVal
Current value of the parameter.
void PrintNominalCurrProp() const
Print prior, current and proposed value for each parameter.
std::vector< std::vector< double > > InvertCovMatrix
KS: Same as above but much faster as TMatrixDSym cache miss.
TMatrixDSym * covMatrix
The covariance matrix.
std::vector< double > _fPreFitValue
Parameter value dictated by the prior model. Based on it penalty term is calculated.
const std::vector< double > & GetParPropVec()
Get a reference to the proposed parameter values Can be useful if you want to track these without hav...
void Randomize() _noexcept_
"Randomize" the parameters in the covariance class for the proposed step. Used the proposal kernel an...
void PrintIndivStepScale() const
Print step scale for each parameter.
std::vector< std::string > _fNames
ETA _fNames is set automatically in the covariance class to be something like xsec_i,...
std::vector< std::pair< double, double > > CircularBoundsValues
Circular bounds for each parameter (lower, upper)
void EnableSpecialProposal(const YAML::Node ¶m, const int Index)
Enable special proposal.
double * corr_throw
Result of multiplication of Cholesky matrix and randParams.
bool IsPCA() const
is PCA, can use to query e.g. LLH scans
std::vector< double > _fUpBound
Upper physical bound, parameter will not be able to go beyond it.
const std::string inputFile
The input root file we read in.
bool pca
perform PCA or not
std::vector< double > _fIndivStepScale
Individual step scale used by MCMC algorithm.
std::vector< std::unique_ptr< TRandom3 > > random_number
KS: Set Random numbers for each thread so each thread has different seed.
void MakePosDef(TMatrixDSym *cov=nullptr)
Make matrix positive definite by adding small values to diagonal, necessary for inverting matrix.
void SpecialStepProposal()
Perform Special Step Proposal.
PCAHandler * GetPCAHandler() const
Get pointer for PCAHandler.
int PrintLength
KS: This is used when printing parameters, sometimes we have super long parameters name,...
void CorrelateSteps() _noexcept_
Use Cholesky throw matrix for better step proposal.
std::vector< double > _fPropVal
Proposed value of the parameter.
std::vector< std::vector< std::string > > _fSampleNames
Tells to which samples object param should be applied.
int CheckBounds() const _noexcept_
Check if parameters were proposed outside physical boundary.
void ToggleFixAllParameters()
fix parameters at prior values
Contains information about adaptive covariance matrix .
int GetNumParams() const
Get total number of parameters.
std::string GetInputFile() const
Get name of input file.
std::string GetParName(const int i) const
Get name of parameter.
double GetInvCovMatrix(const int i, const int j) const
Return inverted covariance matrix.
bool GetDoAdaption() const
Do we adapt or not.
std::vector< double > GetProposed() const
Get vector of all proposed parameter values.
double GetUpperBound(const int i) const
Get upper parameter bound in which it is physically valid.
TMatrixD * GetThrowMatrix_CholDecomp() const
Get the Cholesky decomposition of the throw matrix.
virtual double GetLikelihood()
Return CalcLikelihood if some params were thrown out of boundary return LARGE_LOGL
TMatrixDSym * GetInvCovMatrix() const
Return inverted covariance matrix.
int GetNParameters() const
Get number of params which will be different depending if using Eigen decomposition or not.
int GetParIndex(const std::string &name) const
Get index based on name.
adaptive_mcmc::AdaptiveMCMCHandler * GetAdaptiveHandler() const
Get pointer for AdaptiveHandler.
double GetThrowMatrix(const int i, const int j) const
Get matrix used for step proposal.
TMatrixDSym * GetThrowMatrix() const
Get matrix used for step proposal.
std::string GetParFancyName(const int i) const
Get fancy name of the Parameter.
TH2D * GetCorrelationMatrix()
KS: Convert covariance matrix to correlation matrix and return TH2D which can be used for fancy plott...
double GetRandomThrow(const int i) const
Get random value useful for debugging/CI.
std::vector< double > GetPreFitValues() const
Get the pre-fit values of the parameters.
double GetLowerBound(const int i) const
Get lower parameter bound in which it is physically valid.
TMatrixDSym * GetCovMatrix() const
Return covariance matrix.
double GetGlobalStepScale() const
Get global step scale for covariance object.
bool GetFlatPrior(const int i) const
Get if param has flat prior or not.
double GetIndivStepScale(const int ParameterIndex) const
Get individual step scale for selected parameter.
double GetError(const int i) const
Get the error for the ith parameter.
std::string GetName() const
Get name of covariance.
double GetParInit(const int i) const
Get prior parameter value.
double GetDiagonalError(const int i) const
Get diagonal error for ith parameter.
YAML::Node GetConfig() const
Getter to return a copy of the YAML node.
double GetParProp(const int i) const
Get proposed parameter value.
double GetCorrThrows(const int i) const
Return correlated throws.
double GetParCurr(const int i) const
Get current parameter value.
void SetName(const std::string &name)
Set matrix name.
void SetRandomThrow(const int i, const double rand)
Set random value useful for debugging/CI.
void SetCovMatrix(TMatrixDSym *cov)
Set covariance matrix.
void SetFlatPrior(const int i, const bool eL)
Set if parameter should have flat prior or not.
void SetParProp(const int i, const double val)
Set proposed parameter value.
void SetStepScale(const double scale)
Set global step scale for covariance object.
void SetThrowMatrix(TMatrixDSym *cov)
Use new throw matrix, used in adaptive MCMC.
void SetParameters(const std::vector< double > &pars={})
Set parameter values using vector, it has to have same size as covariance class.
void SetPrintLength(const unsigned int PriLen)
KS: In case someone really want to change this.
void SetBranches(TTree &tree, const bool SaveProposal=false)
set branches for output file
void SetParName(const int i, const std::string &name)
change parameter name
void SetNumberOfSteps(const int nsteps)
Set number of MCMC step, when running adaptive MCMC it is updated with given frequency....
void SetParCurrProp(const int i, const double val)
Set current parameter value.
void SetSingleParameter(const int parNo, const double parVal)
Set value of single param to a given value.
void SetPar(const int i, const double val)
Set all the covariance matrix parameters to a user-defined value.
void SetIndivStepScale(const int ParameterIndex, const double StepScale)
DB Function to set fIndivStepScale from a vector (Can be used from execs and inside covariance constr...
void SetTune(const std::string &TuneName)
KS: Set proposed parameter values vector to be base on tune values, for example set proposed values t...