KSLCore/ksl.simopt.evaluator/EstimatedResponseIfc

EstimatedResponseIfc

interface EstimatedResponseIfc(source)

An interface to define basic statistics for something that is estimated.

Inheritors

Types

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object Companion

Properties

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abstract val average: Double

Gets the unweighted average of the observations.

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abstract val count: Double

Gets the count for the number of the observations.

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abstract var label: String?
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abstract val name: String

Gets the name of the Statistic

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open val standardDeviation: Double

Gets the sample standard deviation of the observations. Simply the square root of variance

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open val standardError: Double

Gets the standard error of the observations. Simply the generate standard deviation divided by the square root of the number of observations

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abstract val variance: Double

Gets the sample variance of the observations.

Functions

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open fun asMappedData(): Map<String, Double>

Returns a map of the statistical summary data for the estimates. Each key is the name of the statistic concatenated with the name of the response and the value is the statistic value. The following statistics are provided: average, variance, standard deviation, standard error, and count. The names of the response and statistic are concatenated with an underscore. As an example, if the name of the response is "power" and the name of the statistic is "average", the resulting key would be "power_average".

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open fun confidenceInterval(level: Double = DEFAULT_CONFIDENCE_LEVEL): Interval

An approximate confidence interval for the estimated value.

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open fun halfWidth(level: Double = DEFAULT_CONFIDENCE_LEVEL): Double

Gets the confidence interval half-width. Simply the standard error times the confidence coefficient as determined by an appropriate sampling distribution

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open fun screeningWidth(estimate: EstimatedResponseIfc, level: Double = DEFAULT_CONFIDENCE_LEVEL): Double

Computes the pair-wise screening width assuming that the estimates are independent. This width is used to specify screening intervals within screening procedures. This quantity is the square root of the sum of squared half-widths of the estimates.