InformationBudget¶
- class ell1fit.information.InformationBudget(parameter_names: list, segments: list)[source]¶
Bases:
objectEvery segment’s contribution to one set of shared parameters.
- Attributes:
- parameter_nameslist of str
The shared parameters, in the order they index every matrix here.
- segmentslist of SegmentInformation
One entry per observation.
Attributes Summary
Summed effective information: the precision matrix of the shared parameters.
Methods Summary
correlation([fixed])Correlation matrix of the free shared parameters.
covariance([fixed])Covariance of the shared parameters, optionally holding some of them fixed.
cumulative(parameter)Names in ranked order, and the running sum of their information shares.
n_segments_for(parameter, fraction)How many of the best segments carry this fraction of the information.
ranking(parameter)Each segment's share of the diagonal information on one parameter.
uncertainties([fixed])Predicted 1-sigma uncertainty per shared parameter, as a dictionary.
without(name)A budget with one segment removed, for leave-one-out questions.
Attributes Documentation
- total¶
Summed effective information: the precision matrix of the shared parameters.
Methods Documentation
- covariance(fixed=())[source]¶
Covariance of the shared parameters, optionally holding some of them fixed.
Holding a parameter fixed removes its row and column before the inversion, which is the difference between “we did not fit it” and “we fitted it and then ignored it”.
- cumulative(parameter)[source]¶
Names in ranked order, and the running sum of their information shares.
- n_segments_for(parameter, fraction)[source]¶
How many of the best segments carry this fraction of the information.
- ranking(parameter)[source]¶
Each segment’s share of the diagonal information on one parameter.
Returns
(name, fraction)pairs, largest first, summing to one. This is a budget, not a sensitivity: for what actually happens to the error bar when a segment goes away, usewithout().