mail[task #7882] Implement Monte-Carlo simulation, where errors are generated with width of standard deviation or residuals


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Posted by Troels E. Linnet on January 16, 2015 - 17:14:
URL:
  <http://gna.org/task/?7882>

                 Summary: Implement Monte-Carlo simulation, where errors are
generated with width of standard deviation or residuals   
                 Project: relax
            Submitted by: tlinnet
            Submitted on: Fri 16 Jan 2015 04:14:30 PM UTC
         Should Start On: Fri 16 Jan 2015 12:00:00 AM UTC
   Should be Finished on: Fri 16 Jan 2015 12:00:00 AM UTC
                Category: relax's source code
                Priority: 5 - Normal
                  Status: In Progress
        Percent Complete: 0%
             Assigned to: tlinnet
             Open/Closed: Open
         Discussion Lock: Any
                  Effort: 0.00

    _______________________________________________________

Details:

This is implemented due to strange results.

A relaxation dispersion on data with 61 spins, and a monte carlo simulation
with 500 steps, showed un-expected low errors.

-------
results.read(file=fname_results, dir=dir_results)

# Number of MC
mc_nr = 500

monte_carlo.setup(number=mc_nr)
monte_carlo.create_data()
monte_carlo.initial_values()
minimise.execute(min_algor='simplex', func_tol=1e-25, max_iter=int(1e7),
constraints=True)
monte_carlo.error_analysis()
--------

The kex was 2111 and with error 16.6.

When performing a dx.map, some weird results was found:

i_sort    dw_sort    pA_sort    kex_sort      chi2_sort
471       4.50000    0.99375    2125.00000    4664.31083 
470       4.50000    0.99375    1750.00000    4665.23872

So, even a small change with chi2, should reflect a larger
deviation with kex.

It seems, that change of R2eff values according to their errors, is not
"enough".

According to the regression book of Graphpad
http://www.graphpad.com/faq/file/Prism4RegressionBook.pdf

Page 33, and 104.
Standard deviation of residuals is:

Sxy = sqrt(SS/(N-p))

where SS is sum of squares. N - p, is the number of degrees of freedom.
In relax, SS is spin.chi2, and is weighted.
 
The random scatter to each R2eff point should be drawn from a gaussian
distribution with a mean of Zero and SD equal to Sxy.

Additional, find the 2.5 and 97.5 percentile for each parameter.
The range between these values is the confidence interval. 
   



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File Attachments:


-------------------------------------------------------
Date: Fri 16 Jan 2015 04:14:30 PM UTC  Name: Screenshot-1.png  Size: 161kB  
By: tlinnet

<http://gna.org/task/download.php?file_id=23527>

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