Menu

Commit [r25544]  Maximize  Restore  History

Initial try to implement using BFGS, when minimising in bootstrap in systemtest: test_task_model_par_est_tsmfk01.

Results:

50 boot

Simplex, with constraints

param: r2a_err, with err: 0.48131663, compared to MC: 0.49354342, with 50 boot 0.45852174
param: dw_err, with err: 0.30874093, compared to MC: 0.32813703, with 50 boot 0.34714120
param: k_AB_err, with err: 0.64606994, compared to MC: 0.65384783, with 50 boot 0.68158598

Simplex, without constraints

param: r2a_err, with err: 0.48131663, compared to MC: 0.49354342, with 50 boot 0.50583526
param: dw_err, with err: 0.30874093, compared to MC: 0.32813703, with 50 boot 0.30275995
param: k_AB_err, with err: 0.64606994, compared to MC: 0.65384783, with 50 boot 0.64242987

BFGS, with constraints
Cannot compute! Extremely show

BFGS, without constraints
param: r2a_err, with err: 0.48131663, compared to MC: 0.49354342, with 50 boot 0.44000111
param: dw_err, with err: 0.30874093, compared to MC: 0.32813703, with 50 boot 0.00554190
param: k_AB_err, with err: 0.64606994, compared to MC: 0.65384783, with 50 boot 0.69600469

Is there something wrong with scaling again?

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

tlinnet 2014-09-02

changed /branches/est_par_error/test_suite/system_tests/relax_disp.py
/branches/est_par_error/test_suite/system_tests/relax_disp.py Diff Switch to side-by-side view
Loading...
Want the latest updates on software, tech news, and AI?
Get latest updates about software, tech news, and AI from SourceForge directly in your inbox once a month.