eldo_user

Monte Carlo Analysis
Primary Statistics of Uncertainty Analysis
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*** Modeling Accuracy ***
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==> Measures of prediction error:
RMSE ... Root Mean Square Error
RRMSE ... Relative Root Mean Square Error
MAE ... Maximum Absolute Error RMAE ... Relative Maximum Absolute Error
Rsqr ... Coefficient of determination
Index
Name
of Meas RMSE RRMSE MAE RMAE Rsqr of Meas
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1 2.82286e-01 2.95719e-01 7.44927e-01 7.80375e-01 0.910766 DELAY6
2 2.51033e-01 2.63053e-01 5.68490e-01 5.95709e-01 0.929391 DELAY7
3 2.67857e-01 2.78019e-01 6.00334e-01 6.23111e-01 0.921128 OPFREQ
Mean and Standard Deviation
The first table in the .mcm file provides basic summaries.
==> Mean and Standard Deviation:
Mean ... Arithmetic Mean %RSEM ... Relative Standard Error of Mean
Std ... Standard Error StdNom ... Standard Error w.r.t Nominal
Index Nominal Name
of Meas Value Mean %RSEM Std StdNom of Meas
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1 8.38073e-01 8.37262e-01 0.304762% 4.02154e-02 4.02236e-02 MAX
2 2.19652e+00 2.19539e+00 6.355605% 2.00982e-02 2.01302e-02 BW
3 -5.44334e-02 -5.44318e-02 2.380805% 7.52874e-04 7.52876e-04 IVDD
What is called Std here is defined as the “corrected for bias” sample standard deviation:
It is actually a biased estimator for the population standard deviation, but less biased than the
uncorrected sample standard deviation.
The bias is of the order n −1 , and decreases as the sample size increases.
What we called CV here is defined as the relative half-range of the confidence interval on the
mean at a 95% level of confidence. The standard definition of the confidence interval is defined
as follows for n:
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Eldo® User's Manual, 15.3