API Documentation

Documentation for ExperimentalDesign.jl's API.

Contents

Index

API

ExperimentalDesign.a_criterionMethod
a_criterion(model_matrix; tolerance) -> Any

Criterion of A-optimality which seeks minimum of $trace((X^T · X)^{-1})$. This criterion results in minimizing the average variance of the estimates of the regression coefficients.

Criterion metric is $\frac{p}{trace((X^T · X)^{-1}) · N}$.

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ExperimentalDesign.e_criterionMethod
e_criterion(model_matrix; tolerance) -> Any

Criterion of E-optimality maximizes the minimum eigenvalue of the information matrix ($X^T · X$).

Minimization metric is $\frac{\min λ(X^T · X)}{N}$

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ExperimentalDesign.g_criterionMethod
g_criterion(model_matrix; tolerance) -> Any

Criterion of G-optimality which seeks minimize the maximum entry in the diagonal of $X·(X^T · X)^{-1}·X^T$. This criterion results in minimizing the maximum variance of the predicted values.

Minimization metric is $\frac{N}{\max diag(H)}$ where $H = X·(X^T · X)^{-1}·X^T$.

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ExperimentalDesign.t_criterionMethod
t_criterion(model_matrix; tolerance) -> Any

Criterion of T-optimality. This criterion maximize $trace(X^T · X)$.

Minimization metric is $\frac{trace(X^T · X)}{N · p}$.

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