probnumeval.multivariate

Evaluate probabilistic algorithms with finite-dimensional output.

Functions

anees(approximate_solution, reference_solution)	Compute the average normalised estimation error squared.
non_credibility_index(approximate_solution, …)	Compute the non-credibility index (NCI).
inclination_index(approximate_solution, …)	Compute the inclination index (II).
rmse(approximate_solution, reference_solution)	Compute the root mean-square error.
relative_rmse(approximate_solution, …)	Compute the relative root mean-square error.
mae(approximate_solution, reference_solution)	Compute the mean absolute error.
relative_mae(approximate_solution, …)	Compute the relative mean absolute error.
max_error(approximate_solution, …)	Compute the maximum error.
relative_max_error(approximate_solution, …)	Compute the relative maximum error.
mean_error(approximate_solution, …)	Compute the mean error.
relative_mean_error(approximate_solution, …)	Compute the relative mean error.
gaussianity_p_value(samples)	Compute a p-value that describes how closely a set of samples resembles samples from a Gaussian process.
sample_reference_distance(samples, reference)	Compute the sample-reference distance.
sample_sample_distance(samples[, p])	Compute the sample-sample distance.