Uncertain value datasets

Documentation

Description

UncertainValueDatasets is an uncertain dataset type that has no explicit index associated with its uncertain values. This type may come with some extra functionality that the generic UncertainDataset type does not support.

Use this type when you want to be explicit about the values representing data values, as opposed to indices.

Defining uncertain value datasets

Example 1: constructing an UncertainValueDataset from uncertain values

Let's create a random walk and pretend it represents fluctuations in the mean of an observed dataset. Assume that each data point is normally distributed, and that the $i$-th observation has standard deviation $\sigma_i \in [0.3, 0.5]$.

Representing these data as an UncertainValueDataset is done as follows:

o1 = UncertainValue(Normal, 0, 0.5)
o2 = UncertainValue(Normal, 2.0, 0.1)
o3 = UncertainValue(Uniform, 0, 4)
o4 = UncertainValue(Uniform, rand(100))
o5 = UncertainValue(Beta, 4, 5)
o6 = UncertainValue(Gamma, 4, 5)
o7 = UncertainValue(Frechet, 1, 2)
o8 = UncertainValue(BetaPrime, 1, 2)
o9 = UncertainValue(BetaBinomial, 10, 3, 2)
o10 = UncertainValue(Binomial, 10, 0.3)

uvals = [o1, o2, o3, o4, o5, o6, o7, o8, o9, o10]
d = UncertainValueDataset(uvals)

The built-in plot recipes makes it a breeze to plot the dataset. Here, we'll plot the 20th to 80th percentile range error bars.

plot(d, [0.2, 0.8])