New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Decompose estimate_errors() and redefine alpha #65

Merged
merged 1 commit into from Apr 12, 2018

Conversation

Projects
None yet
3 participants
@iewaij
Contributor

iewaij commented Mar 24, 2018

Fix issue #64.

estimate_errors() is decomposed into standard_errors(), margin_errors() and estimate_errors(). standard_errors() and margin_errors() will return standard errors and margin of errors, while estimate_errors() will print out standard errors, margin of errors and confidence intervals. What the present estimate_errors() does is equal to margin_errors().

The alpha parameter should be defined as significance level to reduce ambiguity and therefore use quantile(dist, 1 - alpha/2) to find (two-sided) critical values. Present version of estimate_errors(fit, alpha=0.95) is actually finding 90% confidence interval if I'm understanding the code correctly.

@iewaij iewaij changed the title from decompose estimate_errors() and redefine alpha to Decompose estimate_errors() and redefine alpha Mar 24, 2018

@pkofod

This comment has been minimized.

Show comment
Hide comment
@pkofod

pkofod Apr 12, 2018

Collaborator

Sorry for letting this hang, looks great. We need to exclude v0.5 tests and allow nightly failures.

Collaborator

pkofod commented Apr 12, 2018

Sorry for letting this hang, looks great. We need to exclude v0.5 tests and allow nightly failures.

@pkofod pkofod merged commit 8aade1c into JuliaNLSolvers:master Apr 12, 2018

1 check failed

continuous-integration/travis-ci/pr The Travis CI build failed
Details
@bjarthur

This comment has been minimized.

Show comment
Hide comment
@bjarthur

bjarthur Apr 16, 2018

Contributor

this is a breaking change. how about a depwarn?

Contributor

bjarthur commented Apr 16, 2018

this is a breaking change. how about a depwarn?

@pkofod pkofod referenced this pull request Apr 16, 2018

Closed

Add warning for #65 changes #66

@pkofod

This comment has been minimized.

Show comment
Hide comment
@pkofod

pkofod Apr 16, 2018

Collaborator

how about a depwarn?

Yes! We havn't tagged a new version yet, but this should definitely be handled before we do.

Collaborator

pkofod commented Apr 16, 2018

how about a depwarn?

Yes! We havn't tagged a new version yet, but this should definitely be handled before we do.

@iewaij

This comment has been minimized.

Show comment
Hide comment
@iewaij

iewaij Apr 18, 2018

Contributor

Sounds great, I'm adding a depwarn for it.

Contributor

iewaij commented Apr 18, 2018

Sounds great, I'm adding a depwarn for it.

@iewaij iewaij deleted the iewaij:error-functions branch Apr 23, 2018

@iewaij iewaij restored the iewaij:error-functions branch Apr 23, 2018

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment