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[r25526] by tlinnet

Tried to implement bootstrap method.

But that goes horrible wrong.

The numbers are now:
param: r2a_err, with err: 0.48131663, compared to MC: 0.49354342, with 600 boot 0.00000000
param: dw_err, with err: 117.99734537, compared to MC: 0.32813703, with 600 boot 0.00000000
param: k_AB_err, with err: 0.64606994, compared to MC: 0.65384783, with 600 boot 0.00000000

So, something is right, and something is really wrong.

It is clear, that the reported error estimation scales with the error.

So, either one should start with simulations from peak intensity and then forward.
Or, maybe the use of errors are wrong.

There are some rules for how errors can be added together.
If they are a product, then the fractional errors can be summed together.

But, I have to look into this.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-02 01:06:02 Tree
[r25525] by tlinnet

Added new data with 5% error, so errors actually correspond to the reported errors.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-02 01:06:00 Tree
[r25524] by tlinnet

Modified data generator script, to have 5% error, and add the error to the data.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-02 01:05:57 Tree
[r25523] by tlinnet

Small fix in line.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-02 01:05:54 Tree
[r25522] by tlinnet

Fix for derivation script.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-01 22:16:37 Tree
[r25521] by tlinnet

Inserted check in target function, that the extraction of columns are correct.

In systemtest: test_task_model_par_est_tsmfk01
These errors will emerge:

param: r2a_err, with err: 0.04657067, compared to MC: 0.04643541
param: dw_err, with err: 10.43218741, compared to MC: 0.02705331
param: k_AB_err, with err: 0.06457146, compared to MC: 0.06403129

This is quite weird.
The dw is totally wrong.

Data was created with:
k_AB': 11.0, 'dw': 5.0, 'r2a': {r20_key_1: 12.0}
With error on R2eff on 0.1.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-01 21:54:38 Tree
[r25520] by tlinnet

Further extended systemtest Relax_disp.test_task_model_par_est_tsmfk01() to check the values.

Are getting close now.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-01 21:25:37 Tree
[r25519] by tlinnet

Further extended the script for analysing errors with Jacobian.

Now loops over the dimension.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-01 21:25:36 Tree
[r25518] by tlinnet

Fix for data-stripping script, looping over the wrong indexes.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-01 21:25:34 Tree
[r25517] by tlinnet

For reference, added small script with symbolic derivation of TSMFK01.

task #7824(https://gna.org/task/index.php?7824): Model parameter ERROR estimation from Jacobian and Co-variance matrix of dispersion models.

2014-09-01 19:45:15 Tree
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