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markovmodel / PyEMMA

🚂 Python API for Emma's Markov Model Algorithms 🚂
http://pyemma.org
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Confidence interval for constant data warning #1342

Closed thempel closed 2 years ago

thempel commented 6 years ago

When doing a CK-test, the following error can be raised (https://github.com/markovmodel/pyemma_tutorials/issues/115):

python3.6/site-packages/pyemma/util/statistics.py:60: UserWarning: confidence interval for constant data is not meaningful
  warnings.warn('confidence interval for constant data is not meaningful')

The problem is apparently that the sampled transition matrix at 2 x lag time has elements in the order of 1e-221 that do not change during the Bayesian sampling process.

A test case is pyemma_tutorials notebook 07 hidden Markov models, 

hmm_6 = pyemma.msm.bayesian_hidden_markov_model(cluster.dtrajs, 6, lag=1, dt_traj='1 ps', nsamples=50)
pyemma.plots.plot_cktest(hmm_6.cktest(mlags=2), units='ps');

Pyemma version 2.5.4

stale[bot] commented 4 years ago

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.

stale[bot] commented 4 years ago

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.

stale[bot] commented 3 years ago

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.

stale[bot] commented 2 years ago

This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions.