(Arne Babenhauserheide)
2016-11-08: use √Σ(Δ/σ)²/N as quality estimate use √Σ(Δ/σ)²/N as quality estimate
diff --git a/examples/ensemble-estimation.w b/examples/ensemble-estimation.w
--- a/examples/ensemble-estimation.w
+++ b/examples/ensemble-estimation.w
@@ -303,22 +303,27 @@ define : main args
flatten y-deviations
y-stds : list-ec (: i y-deviations) : apply standard-deviation-from-deviations i
y^b-stds : list-ec (: i y^b-deviations) : apply standard-deviation-from-deviations i
+ σ
+ list-ec (: i (length x-opt))
+ apply standard-deviation-from-deviations : list-ec (: j x-deviations) : list-ref j i
Δ/σ
list-ec (: i (length x-opt))
/ : - (list-ref x-opt i) (list-ref x^true i)
- apply standard-deviation-from-deviations : list-ec (: j x-deviations) : list-ref j i
- format #t "x⁰: ~A\n ± ~A\nx: ~A\n ± ~A\nx^t: ~A\nx-t/σ: ~A\nΣ̅|Δ/σ|:~A\ny̅: ~A ± ~A\ny̅⁰: ~A ± ~A\ny̅^t: ~A\nnoise: ~A\n"
+ list-ref σ i
+ format #t "x⁰: ~A\n ± ~A\nx: ~A\n ± ~A\nx^t: ~A\nx-t/σ: ~A\n√Σ(Δ/σ)²/N:~A\n√Σσ²: ~A\ny̅: ~A ± ~A\ny̅⁰: ~A ± ~A\ny̅^t: ~A\nnoise: ~A\n"
. x^b
list-ec (: i (length x^b)) : list-ref (list-ref P i) i
. x-opt
. x-std
. x^true
. Δ/σ
- mean
- list-ec (: i (length x-opt))
- sqrt
- expt : list-ref Δ/σ i
- . 2
+ * {1 / (length Δ/σ)}
+ sqrt
+ sum-ec (: i Δ/σ)
+ expt i 2
+ sqrt
+ sum-ec (: i σ)
+ expt i 2
mean : map (lambda (x) (H x-opt x)) y⁰-pos
. y-std
; list-ec (: i (length y-opt))