(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))