in monte_carlo_tests/monte_carlo_statsmodels.py [0:0]
def print_aggregate(mean_coverage, std_coverage, q_coverage, file_gen=lambda: None):
for key, cov in mean_coverage.items():
print(key, file=file_gen())
with np.printoptions(formatter={'float': '{:.2f}'.format}, suppress=True):
print("Mean Coef (True, RMSE) \t (Coverage, Mean Length) \t Mean StdErr (True, RMSE)\t "
"[Mean Lower (std), Mean Upper (std)]\t (True Quantiles)\r\n{}".format(
"\r\n".join(["{:.2f} ({:.2f}, {:.2f}) \t ({:.2f}, {:.2f}) \t {:.2f} ({:.2f}, {:.2f}) "
" \t [{:.2f} ({:.2f}), {:.2f} ({:.2f})] \t {}".format(est,
true,
np.sqrt(
sqerr),
coverage,
length,
stderr,
true_stderr,
np.sqrt(
std_stderr**2 +
(stderr -
true_stderr)**2),
lower,
std_lower,
upper,
std_upper,
true_qs)
for (est, true, sqerr, coverage, length, stderr, std_stderr,
true_stderr, lower, std_lower, upper, std_upper, true_qs)
in zip(cov['coef'],
cov['true_coef'],
cov['coef_sqerror'],
cov['coef_cov'],
cov['coef_length'],
cov['coef_stderr'],
std_coverage[key]['coef_stderr'],
std_coverage[key]['coef'],
cov['coef_lower'],
std_coverage[key]['coef_lower'],
cov['coef_upper'],
std_coverage[key]['coef_upper'],
q_coverage[key]['coef'].T)])), file=file_gen())
print("Effect SqError: {}".format(np.mean(cov['effect_sqerror'])), file=file_gen())
print("Point\t Mean Coef (True, RMSE) \t (Coverage, Mean Length)\t Mean StdErr (True, RMSE)\t "
" [Mean Lower (std), Mean Upper (std)]\t (True Quantiles)\r\n{}".format(
"\r\n".join(["{}\t {:.2f} ({:.2f}, {:.2f}) \t ({:.2f}, {:.2f}) \t {:.2f} ({:.2f}, {:.2f}) \t "
"[{:.2f} ({:.2f}), {:.2f} ({:.2f})] \t "
"{}".format(','.join(x.astype(int).astype(str)),
est,
true,
np.sqrt(
sqerr),
coverage,
length,
stderr,
true_stderr,
np.sqrt(
std_stderr**2 + (stderr - true_stderr)**2),
lower,
std_lower,
upper,
std_upper,
true_qs)
for (x, est, true, sqerr, coverage, length, stderr, std_stderr,
true_stderr, lower, std_lower, upper, std_upper, true_qs)
in zip(cov['x_test'],
cov['effect'],
cov['true_effect'],
cov['effect_sqerror'],
cov['effect_cov'],
cov['effect_length'],
cov['effect_stderr'],
std_coverage[key]['effect_stderr'],
std_coverage[key]['effect'],
cov['effect_lower'],
std_coverage[key]['effect_lower'],
cov['effect_upper'],
std_coverage[key]['effect_upper'],
q_coverage[key]['effect'].T)])), file=file_gen())
print("Effect SqError: {}".format(np.mean(cov['effect_sqerror'])), file=file_gen())