inclination_index

probnumeval.timeseries.inclination_index(approximate_solution, reference_solution, locations)[source]

Compute the inclination index (II).

The II is a version of the NCI that additionally indicates whether an estimate is

  • Underconfident if \(\text{II} < 0\) holds. The estimated error is way larger than the actual error.

  • Overconfident if \(\text{II} > 0\) holds. The estimated error is way smaller than the actual error.

Parameters

  • approximate_solution (TimeSeriesPosterior) – Approximate solution as returned by a Kalman filter or ODE solver. This must be a FiltSmoothPosterior.

  • reference_solution (Callable[[ndarray], ndarray]) – Reference solution. (This is not assumed to be a TimeSeriesPosterior, because ideally this is the true solution of a problem; often, it is a reference solution computed with a non-probabilistic algorithm.)

  • locations (ndarray) – Set of locations on which to evaluate the statistic.

Returns

Return type

NCI statistic.

See also

anees()

An alternative calibration measure.

non_credibility_index()

An alternative calibration measure.