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NeuralEstimators (version 0.1.2)

assess: assess a neural estimator

Description

assess a neural estimator

Usage

assess(
  estimators,
  parameters,
  Z,
  estimator_names = NULL,
  parameter_names = NULL,
  use_gpu = TRUE,
  verbose = TRUE
)

Value

a list of two data frames: runtimes, contains the total time taken for each estimator, while estimates is a long-form data frame with columns:

  • "estimator"; the name of the estimator

  • "parameter"; the name of the parameter

  • "truth"; the true value of the parameter

  • "estimate"; the estimated value of the parameter

  • "m"; the sample size (number of iid replicates)

  • "k"; the index of the parameter vector in the test set

  • "j"; the index of the data set

Arguments

estimators

a list of (neural) estimators

parameters

true parameters, stored as a pxK matrix, where p is the number of parameters in the statistical model and K is the number of sampled parameter vectors

Z

data simulated conditionally on the parameters. If Z contains more data sets than parameter vectors, the parameter matrix will be recycled by horizontal concatenation.

estimator_names

list of names of the estimators (sensible defaults provided)

parameter_names

list of names of the parameters (sensible defaults provided)

use_gpu

a boolean indicating whether to use the GPU if it is available (default true)

verbose

a boolean indicating whether information should be printed to the console

See Also

risk(), rmse(), bias(), plotestimates(), and plotdistribution() for computing various empirical diagnostics and visualisations based on an assessment object