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NeuralEstimators (version 0.2.0)

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 df 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 neural estimator (or a list of neural estimators)

parameters

true parameters, stored as a \(d\times K\) matrix, where \(d\) is the dimension of the parameter vector and \(K\) is the number of sampled parameter vectors

Z

data simulated conditionally on the parameters. If length(Z) > K, the parameter matrix will be recycled by horizontal concatenation as parameters = parameters[, rep(1:K, J)], where J = length(Z) / K

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 from an object returned by assess()