Functional

This page describes the FunctionalModel structures.

Structures

class ImportanceSamplingResult(predictions, predictions_variance, nb_effective_sample, effective_sample_size, qn)

A structure representing the result of the importance sampling algorithm.

predictions: ndarray of shape (L, N_obs)

An array of shape (L, N_obs) containing the predicted values resulting from the importance sampling process.

predictions_variance: ndarray of shape (L, N_obs)

An array of shape (L, N_obs) containing the variance of the predictions.

nb_effective_sample: ndarray of shape (N_obs)

An array of shape (N_obs) of effective samples used during the importance sampling process.

effective_sample_size: ndarray of shape (N_obs)

An array of shape (N_obs) of effective sample sizes, which is a measure of the quality of the importance sampling weights. Higher values indicate better quality of importance sampling.

qn: ndarray of shape (N_obs)

An array of shape (N_obs) containing the normalized importance sampling weights.