summary_diag: Summary Statistics for Emulators

In hmer: History Matching and Emulation Package

Summary Statistics for Emulators

Description

Generates measures for emulator quality

Usage

summary_diag(emulator, validation, verbose = interactive())

Arguments

emulator	The emulator to test
validation	The validation set, consisting of points and output(s)
verbose	Should statistics be printed out?

Details

A couple of summary statistics can be generated for emulators, based on their prediction errors on a validation set. This function produces the test statistic for a comparison to a relevant chi-squared distribution, and the similar test statistic for an F-distribution. In both cases, the expectation and standard deviation of the underlying distribution are also provided.

The output of this function is a logical vector stating whether the derived value lies within 3-sigma of the expected value. In systems where errors are expected to be correlated, higher weight should be given to the Mahalanobis measure than the chi-squared measure. Any anomalous results can be investigated in more depth using the individual_errors function.

Value

Whether the observed value lies within 3-sigma of the expected value.

References

Bastos & O'Hagan (2009) <doi:10.1198/TECH.2009.08019>

See Also

Other diagnostic functions: analyze_diagnostic(), classification_diag(), comparison_diag(), get_diagnostic(), individual_errors(), residual_diag(), standard_errors(), validation_diagnostics()

Examples

 summary_diag(SIREmulators$ems$nR, SIRSample$validation)

hmer documentation built on June 22, 2024, 9:22 a.m.