CorrectionFactors

class mastml.error_analysis.CorrectionFactors(residuals, model_errors)[source]

Bases: object

Class for performing recalibration of model errors (uncertainty quantification) based on the method from the work of Palmer et al.

Args:

residuals: (pd.Series), series containing the true model errors (residuals)

model_errors: (pd.Series), series containing the predicted model errors

Methods:
nll: Method to perform optimization of normalized model error distribution using the negative log likelihood function
Args:

None

Returns:

a: (float), the slope of the recalibration linear fit

b: (float), the intercept of the recalibration linear fit

_nll_opt: Method for evaluating the negative log likelihood function for set of residuals and model errors
Args:

x: (np.array), array providing the initial guess of (a, b)

Returns:

_ : (float), the recalibrated error value

Methods Summary

nll()

Methods Documentation

nll()[source]