The sentence:

"then the covariance matrix above gives the statistical error on the
best-fit parameters resulting from the Gaussian errors 'sigma_i' on
the underlying data 'y_i'."

And here I note the wording:
"statistical error"
"Gaussian errors"

Best
Troels


2014-08-29 21:21 GMT+02:00 Troels Emtekær Linnet <tlin...@nmr-relax.com>:
> Hi Edward.
>
> I also think it is some math some where.
>
> I have a feeling, that it is the creating of Monte Carlo data with 2 sigma?
> and then some log/exp calculation of R2eff.
>
> If the errors are 2 x times over estimated, the chi2 values are 4 as
> small, and the
> space should be the same?
>
> best
> Troels
>
> 2014-08-29 17:06 GMT+02:00 Edward d'Auvergne <edw...@nmr-relax.com>:
>> I've just added the 2D Grace plots for this to the repository (r25444,
>> http://article.gmane.org/gmane.science.nmr.relax.scm/23194).  They are
>> also attached to the task for easier access
>> (https://gna.org/task/index.php?7822#comment107).  From these plots I
>> see that the I0 error appears to be reasonable, but that the R2eff
>> errors are overestimated by 1.9555.
>>
>> The plots are very, very different.  It is clear that
>> chi2_jacobian=True just gives rubbish.  It is also clear that there is
>> a perfect correlation in R2eff when chi2_jacobian=False.  The plot
>> shows absolutely no scattering, therefore this indicates a crystal
>> clear mathematical error somewhere.  I wonder where that could be.  It
>> may not be a factor of 2, as the correlation is 1.9555.  So it might
>> be a bug that is more complicated.  In any case, overestimating the
>> errors by ~2 and performing a dispersion analysis is not possible.
>> This will significantly change the curvature of the optimisation space
>> and will also have a huge effect on statistical comparisons between
>> models.
>>
>> Regards,
>>
>> Edward
>>
>>
>>
>> On 29 August 2014 16:56, Troels Emtekær Linnet <tlin...@nmr-relax.com> wrote:
>>> The default is now chi2_jacobian=False.
>>>
>>> You will hopefully see, that the errors are double.
>>>
>>> Best
>>> Troels
>>>
>>> 2014-08-29 16:43 GMT+02:00 Edward d'Auvergne <edw...@nmr-relax.com>:
>>>> Terrible ;)  For R2eff, the correlation is 2.748 and the points are
>>>> spread out all over the place.  For I0, the correlation is 3.5 and the
>>>> points are also spread out everywhere.  Maybe I should try with the
>>>> change from:
>>>>
>>>> relax_disp.r2eff_err_estimate(chi2_jacobian=True)
>>>>
>>>> to:
>>>>
>>>> relax_disp.r2eff_err_estimate(chi2_jacobian=False)
>>>>
>>>> How should this be used?
>>>>
>>>> Cheers,
>>>>
>>>> Edward
>>>>
>>>>
>>>>
>>>> On 29 August 2014 16:33, Troels Emtekær Linnet <tlin...@nmr-relax.com> 
>>>> wrote:
>>>>> Do you mean terrible or double?
>>>>>
>>>>> Best
>>>>> Troels
>>>>>
>>>>> 2014-08-29 16:15 GMT+02:00 Edward d'Auvergne <edw...@nmr-relax.com>:
>>>>>> Hi Troels,
>>>>>>
>>>>>> I really cannot follow and judge how the techniques compare.  I must
>>>>>> be getting old.  So to remedy this, I have created the
>>>>>> test_suite/shared_data/dispersion/Kjaergaard_et_al_2013/exp_error_analysis/
>>>>>> directory (r25437,
>>>>>> http://article.gmane.org/gmane.science.nmr.relax.scm/23187).  This
>>>>>> contains 3 scripts for comparing R2eff and I0 parameters for the 2
>>>>>> parameter exponential curve-fitting:
>>>>>>
>>>>>> 1)  A simple script to perform Monte Carlo simulation error analysis.
>>>>>> This is run with 10,000 simulations to act as the gold standard.
>>>>>>
>>>>>> 2)  A simple script to perform covariance matrix error analysis.
>>>>>>
>>>>>> 3)  A simple script to generate 2D Grace plots to visualise the
>>>>>> differences.  Now I can see how good the covariance matrix technique
>>>>>> is :)
>>>>>>
>>>>>> Could you please check and see if I have used the
>>>>>> relax_disp.r2eff_err_estimate user function correctly?  The Grace
>>>>>> plots show that the error estimates are currently terrible.
>>>>>>
>>>>>> Cheers,
>>>>>>
>>>>>> Edward
>>>>>>
>>>>>> _______________________________________________
>>>>>> relax (http://www.nmr-relax.com)
>>>>>>
>>>>>> This is the relax-devel mailing list
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