solution_statistics: Calculate Solution Statistics

View source: R/ubiquity.r

solution_statisticsR Documentation

Calculate Solution Statistics

Description

Attempts to determine the variance/covariance matrix, confidence intervals and CV percent for a list of parameter estimates parameters. This method was taken from the ADAPT 5 User's Guide chapter 3.

Usage

solution_statistics(parameters, cfg)

Arguments

parameters

list of parameter estimates

cfg

ubiquity system object

Details

The returned list has the following format:

  • objective - objective function value

  • num_observations - number of observations

  • degrees_of_freedom - degrees of freedom

  • aic - Akaike information criterion

  • bic - Bayesian (Schwarz) information criterion

  • covariance - variance covariance matrix

  • wls - defined for weighted least squares objective with the following elements:

    • jacobian - Jacobian matrix

    • weights - diagonal matrix of weights

    • error_variance - diagonal matrix of variances

  • ml - defined for maximum likelihood objective with the following elements:

    • M - Jacobian matrix with block for variance parameters

  • coefficient_of_variation$pname - CV percent for parameter pname

  • confidence_interval$lower_bound$pname - Lower bound of the confidence interval for pname

  • confidence_interval$upper_bound$pname - Upper bound of the confidence interval for pname

Value

list containing information about the provided estimates

See Also

Vignette on estimation (vignette("Estimation", package = "ubiquity"))


ubiquity documentation built on Nov. 2, 2023, 6:26 p.m.