solution_statistics {ubiquity} | R 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$pname
- CV percent for parameterpname
-
confidence_interval$lower_bound$pname
- Lower bound of the confidence interval forpname
-
confidence_interval$upper_bound$pname
- Upper bound of the confidence interval forpname
Value
list containing information about the provided estimates
See Also
Vignette on estimation (vignette("Estimation", package = "ubiquity")
)