compute_FIM_metrics

(function from pyomo.contrib.doe.utils)

pyomo.contrib.doe.utils.compute_FIM_metrics(FIM)[source]
Parameters:

FIM (numpy.ndarray) – 2D array representing the Fisher Information Matrix (FIM).

Returns:

  • Returns the following metrics as a tuple in the order shown below

  • det_FIM (float) – Determinant of the FIM.

  • trace_cov (float) – Trace of the covariance matrix.

  • trace_FIM (float) – Trace of the FIM.

  • E_vals (numpy.ndarray) – 1D array of eigenvalues of the FIM.

  • E_vecs (numpy.ndarray) – 2D array of eigenvectors of the FIM.

  • D_opt (float) – log10(D-optimality) metric.

  • A_opt (float) – log10(A-optimality) metric.

  • pseudo_A_opt (float) – log10(trace(FIM)) metric.

  • E_opt (float) – log10(E-optimality) metric.

  • ME_opt (float) – log10(Modified E-optimality) metric.