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Functional
This page describes the :ref:`FunctionalModel ` structures.
.. _functional-structures:
Structures
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.. _importance-sampling-result-struct:
.. class:: ImportanceSamplingResult(predictions, predictions_variance, nb_effective_sample, effective_sample_size, qn)
A structure representing the result of the importance sampling algorithm.
.. attribute:: predictions
:type: ndarray of shape (L, N_obs)
An array of shape (L, N_obs) containing the predicted values resulting from the importance sampling process.
.. attribute:: predictions_variance
:type: ndarray of shape (L, N_obs)
An array of shape (L, N_obs) containing the variance of the predictions.
.. attribute:: nb_effective_sample
:type: ndarray of shape (N_obs)
An array of shape (N_obs) of effective samples used during the importance sampling process.
.. attribute:: effective_sample_size
:type: ndarray of shape (N_obs)
An array of shape (N_obs) of effective sample sizes, which is a measure of the quality of the importance sampling weights.
Higher values indicate better quality of importance sampling.
.. attribute:: qn
:type: ndarray of shape (N_obs)
An array of shape (N_obs) containing the normalized importance sampling weights.