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Better inform the parameter set and the statistical measures

Open finmod opened this issue 5 years ago • 0 comments

In the print equations and parameters, three improvements are needed:

  1. The parameter set should be shrunk to eliminate all duplicates (ill-conditioning of Hessian), as is also the case in Basis (ill-conditioning of regression). In the Lorenz example, the initial guess of 7 parameters can be shrunk to the final three parameters by observing that the absolute values of P1 and P2 are identical to double or even quadruple precision; P4, P5 and P7 are also identical. This leaves P1, P3 and P4 as the true parameters discovered by the reconstruction.

  2. The parameters should be presented with their standard errors to nail the point that the reconstruction method is extremely robust. Also print them with just 2 or 3 significant decimals.

  3. The AIC, AICC and BIC statistics should be printed out with the corresponding pass/fail statistical values or send the user to the docstring.

finmod avatar May 21 '20 10:05 finmod