uncertainty.confidence.bounds: Computes confidence bounds for 4 statistics (first quartile,...

Description Usage Arguments Examples

Description

Computes confidence bounds for 4 statistics (first quartile, median, third quartile, mean) of the distribution of pointwise uncertainties.

Usage

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uncertainty.confidence.bounds(X, f.X, K.hat, n = 1000, confidence = 0.95)

Arguments

X

a matrix whose rows are points where f is observed

f.X

a vector whose values are f evaluated at each row of X

K.hat

the empirical Lipschitz constant of f

n

the number of samples. Defaults to 1000.

confidence

the size of the confidence bounds. Defaults to 0.95.

Examples

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X <- expand.grid(1:9, 1:9) / 10
f <- function(x) sin(x[1]) + cos(x[2])
f.X <- apply(X, 1, f)
K.hat <- find.K.hat(X, f.X)
uncertainty.confidence.bounds(X, f.X, K.hat)

jeff-regier/MiniMiniMaxUQ documentation built on May 19, 2019, 1:45 a.m.