[FLR-list] Use of FLQuantPoint

[Iago Mosqueira]

Hi,

Any kind of agreement on this discussion? Anything to get done on FLQuantPoint?

Cheers,


Iago

On 10 October 2011 10:41, Laurie <lauriekell at googlemail.com> wrote:
> What slots will you return?
>
> Since  fbar a weighted sum of harvest? and  ssb & tsb are weighted sums of
> stock.n Then you will have slots with data for only harvest & stock.n? (and
> maybe add wt & mat slots).
>
> If you return these as slots with the hessian (and/or covariance) matrix
> then you can calculate anything else.
>
> I.e. stock.n will be a slot but rec an accessor.
>
> Laurie
>
>
> On 10/10/2011 10:25 AM, Mark Payne wrote:
>>
>> Thanks for the comments and suggestions. I think I'm starting to see a way
>> forward. It sounds like the general advice would be to base everything on
>> accessor methods, and so long as everything is (somehow) accessible, then
>> its fine. However, there are some limitations with, the ability of current
>> classes to store  uncertainties that I need to live with (I'm not so excited
>> about the idea of developing FLStock_with_uncertainties!), and therefore
>> there can't be a one size fits all solution.
>>
>> How does this sound for a set of methods / solutions?
>>
>> 1. A set of standard accessor functions, that return simple (error-free)
>> FLQuants in the same way as for other classes e.g
>> stock.n()
>> harvest()
>> ssb()
>> fbar()
>> tsb()
>> rec()
>>
>> 2. Having all the estimated parameters, with uncertainties, readily
>> accessible through an FLPar object (?), so that any other object or method
>> that wants access to them (e.g. a plot(FLSAM) method) can have at them. I
>> will store the estimate and standard deviation only, so that people can go
>> further with that if they like...
>>
>> Mark
>>
>>
>> ________________________________________
>> Fra: flr-list-bounces at r-forge.wu-wien.ac.at
>> [flr-list-bounces at r-forge.wu-wien.ac.at] P&#229; vegne af Laurie
>> [lauriekell at googlemail.com]
>> Sendt: 10. oktober 2011 09:07
>> Til: flr-list at flr-project.org
>> Emne: Re: [FLR-list] Use of FLQuantPoint
>>
>> Looking at all the data.frame slots, these currently store value, std and
>> up.bnd&  low.bnd
>>
>> library(FLSAM)
>> data(NSH.sam)
>>
>>
>> but it appears that a normal distribution is assumed when calculating the
>> bnds, and that these are the 95th percentiles. However, depending on
>> the application other percentiles might be more appropriate, but you can
>> always calculate these if you know the mean&  std&  assumed distribution.
>>
>> with(ssb(   NSH.sam), (up.bnd-value)/std)
>> with(logssb(NSH.sam), (up.bnd-value)/std)
>> with(ssb(   NSH.sam), (value-low.bnd)/std)
>> with(logssb(NSH.sam), (value-low.bnd)/std)
>>
>> So returning the bounds is not necessary and the bounds being returned
>> might not be the correct ones. Therefore it would be better to just return
>> the mean&  std and
>> have a method to calculate any required statistic. There is also
>> redundancy as you return logssb as well as ssb (same for tsb&  fbar etc).
>>
>> Also FLQuantPoint was designed to summarise emprical distributions, but
>> ssb etc come from an assumed distribution.
>>
>> Also if you know wt, mat stock.n&  harvest then you know ssb fbar etc. So
>> agian there is redundancy.
>>
>> How does fbar relate to harvest, presumably each F has a std&  variance
>> and fbar is function of these.
>>
>> Laurie
>>
>>
>>
>> On 10/08/2011 01:55 PM, Mark Payne wrote:
>>
>> Ok, that makes sense, but I'm still a little unsure about how this should
>> be implemented - as I understand it you're talking mainly about how to store
>> the data, rather than pass it around. I currently have an array of accessor
>> functions:
>>
>> ssb(sam.object)
>> tsb(sam.object)
>> fbar(sam.object)
>> stock.n(sam.object)
>> harvest(sam.object)
>> rec(sam.object)
>>
>> What sort of objects should these return, given that these quantites now
>> can all have confidence intervals associated with them?
>>
>> Mark
>>
>> ________________________________________
>> Fra:
>> flr-list-bounces at r-forge.wu-wien.ac.at<mailto:flr-list-bounces at r-forge.wu-wien.ac.at>
>>  [flr-list-bounces at r-forge.wu-wien.ac.at<mailto:flr-list-bounces at r-forge.wu-wien.ac.at>]
>> P&#229; vegne af Laurie
>> [lauriekell at googlemail.com<mailto:lauriekell at googlemail.com>]
>> Sendt: 8. oktober 2011 12:18
>> Til: flr-list at flr-project.org<mailto:flr-list at flr-project.org>
>> Emne: Re: [FLR-list] Use of FLQuantPoint
>>
>> On 10/08/2011 11:47 AM, Mark Payne wrote:
>>
>>
>> Hi,
>>
>> I am a bit confused about the intended use of FLQuantPoints. The FLSAM
>> assessment model returns the confidence intervals for nearly everything that
>> it calculates, including, for example, the ssb. I am trying to write an
>> accessor function that will return the ssb as an FLQuantPoint object. The
>> problem is that the confidence intervals for this value are asymmetric, so
>> it's not sufficient just to return the mean and the variance. I was
>> wondering what the intention for the uppq and lowq dimension was? Is this
>> the appropriate place to store the estimated confidence bounds? Or are they
>> solely for cases where you have a large distribution that you are trying to
>> characteriste non-parametrically ie through median and the quartiles...
>>
>> Second question - is there a plural class, FLQuantPoints? I can't seem to
>> find one at the moment....
>>
>> Mark
>>
>>
>>
>> You say ssb has an asymmetric distribution but that only matters  if it
>> is from an empirical distribution, e.g. derived from an MC simulation.
>> When I had a quick look at ssb, the upper&  lower CIs were just +-1.96
>> times the CV. I.e. if you know the distribution and parameters you can
>> derive the CIs.
>> Also for what percentiles do you want the CIs? this will vary on a
>> case-by-case basis.
>>
>> FLQuantPoint was designed to summarise the 6th dim (iter) to reduce
>> storage space. If you are not running MC simulations then there is no
>> need for FLQuantPoint.
>>
>> Instead if you return the parameters and hessian as FLPar objects then
>> you can design methods to calculate quantities of interest.
>>
>> Laurie
>>
>>
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