Shared types for experimental design generation, modeling, and analysis.
ANOVA table for overall model fit assessment.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| integer(kind=int32), | public | :: | df_model |
Model degrees of freedom. |
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| integer(kind=int32), | public | :: | df_residual |
Residual degrees of freedom. |
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| integer(kind=int32), | public | :: | df_total |
Total degrees of freedom. |
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| real(kind=real64), | public | :: | f_statistic |
F-statistic. |
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| real(kind=real64), | public | :: | ms_model |
Model mean square. |
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| real(kind=real64), | public | :: | ms_residual |
Residual mean square. |
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| real(kind=real64), | public | :: | p_value |
P-value for the F-test. |
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| real(kind=real64), | public | :: | r_squared |
R-squared value. |
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| real(kind=real64), | public | :: | ss_model |
Model sum of squares. |
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| real(kind=real64), | public | :: | ss_residual |
Residual sum of squares. |
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| real(kind=real64), | public | :: | ss_total |
Total sum of squares. |
Results from comparing two models.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| character(len=256), | public | :: | conclusion |
Interpretation of comparison results. |
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| integer(kind=int32), | public | :: | df_diff |
Difference in degrees of freedom. |
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| integer(kind=int32), | public | :: | df_full |
Degrees of freedom for full model. |
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| integer(kind=int32), | public | :: | df_reduced |
Degrees of freedom for reduced model. |
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| real(kind=real64), | public | :: | f_statistic |
F-statistic for model comparison. |
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| real(kind=real64), | public | :: | p_value |
P-value for the F-test. |
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| real(kind=real64), | public | :: | rss_full |
Residual sum of squares for full model. |
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| real(kind=real64), | public | :: | rss_reduced |
Residual sum of squares for reduced model. |
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| logical, | public | :: | significant_difference |
True if models differ significantly (p < 0.05). |
Model diagnostics and goodness-of-fit metrics.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public | :: | f_p_value |
P-value for the overall F-statistic. |
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| real(kind=real64), | public | :: | f_statistic |
Overall F-statistic for the model. |
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| real(kind=real64), | public | :: | mean_response |
Mean of the response variable. |
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| integer(kind=int32), | public | :: | n_observations |
Number of observations. |
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| integer(kind=int32), | public | :: | n_parameters |
Number of model parameters (including intercept). |
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| real(kind=real64), | public | :: | r_squared |
The coefficient of determination (R²), range [0, 1]. |
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| real(kind=real64), | public | :: | r_squared_adjusted |
The adjusted R² accounting for model complexity. |
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| real(kind=real64), | public | :: | residual_std_error |
Residual standard error (standard deviation of residuals). |
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| real(kind=real64), | public | :: | rmse |
Root mean square error. |
Design efficiency metrics for evaluating design quality.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public | :: | a_efficiency |
Higher is better. |
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| real(kind=real64), | public | :: | d_efficiency |
Range [0,1]. Higher is better (max=1 for orthogonal designs). |
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| real(kind=real64), | public | :: | g_efficiency |
G-efficiency: 1 - (max_prediction_variance / avg_prediction_variance) |
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| logical, | public | :: | is_orthogonal |
True if design is perfectly orthogonal. |
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| integer(kind=int32), | public | :: | n_factors |
Number of factors. |
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| integer(kind=int32), | public | :: | n_parameters |
Number of model parameters. |
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| integer(kind=int32), | public | :: | n_runs |
Number of design runs. |
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| real(kind=real64), | public | :: | orthogonality |
Orthogonality measure: if perfectly orthogonal, otherwise. |
A model used to represent a design of experiments result. The model is of the following form.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public, | allocatable, dimension(:) | :: | coefficients |
The model coefficients, where N is the number of factors. The coefficients are ordered as follows, with each group included only if the model has a sufficient number of interaction levels. |
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| real(kind=real64), | public, | allocatable, dimension(:,:) | :: | covariance |
The unscaled parameter covariance matrix
, where is the design
matrix used to fit the model. Only the parameters included in
the model (map = true) are represented, in coefficient order. |
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| integer(kind=int32), | public | :: | dof | = | 0 |
The residual degrees of freedom of the fit, . A value of zero indicates the fit information is not available (e.g. the model was not created by doe_fit_model). |
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| logical, | public, | allocatable, dimension(:) | :: | map |
An array denoting if a model coefficient should be included as part of the model (true), or neglected (false). |
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| real(kind=real64), | public | :: | mse | = | 0.0d0 |
The residual mean squared error of the fit, . This is only meaningful if dof > 0. |
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| integer(kind=int32), | public | :: | nway |
The number of interaction levels. |
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| type(regression_statistics), | public, | allocatable, dimension(:) | :: | stats |
Statistical information for each model parameter. |
Results from RSM-based optimization.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| logical, | public | :: | converged |
Whether optimization converged. |
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| real(kind=real64), | public | :: | convergence_tolerance |
Tolerance used for convergence. |
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| integer(kind=int32), | public | :: | iteration_count |
Number of iterations to converge. |
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| character(len=256), | public | :: | method |
Optimization method used. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | optimal_coded_factors |
Optimal factor settings (in coded scale). |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | optimal_natural_factors |
Optimal factor settings (in natural scale). |
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| real(kind=real64), | public | :: | optimal_response |
Predicted response at optimal point. |
Prediction with uncertainty quantification.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public | :: | confidence_level |
Confidence level (e.g., 0.95 for 95% CI). |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | confidence_lower |
Lower confidence interval bounds. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | confidence_upper |
Upper confidence interval bounds. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | predicted_values |
Predicted response values. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | prediction_lower |
Lower prediction interval bounds. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | prediction_upper |
Upper prediction interval bounds. |
Residual analysis data.
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| real(kind=real64), | public, | allocatable, dimension(:) | :: | observed_values |
Observed response values. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | predicted_values |
Predicted response values. |
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| real(kind=real64), | public | :: | residual_mean |
Mean of residuals (should be ~0). |
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| real(kind=real64), | public | :: | residual_std |
Standard deviation of residuals. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | residuals |
Raw residuals: y - y_predicted. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | standardized_residuals |
Standardized residuals for outlier detection. |
Response Surface Model (quadratic model for RSM).
| Type | Visibility | Attributes | Name | Initial | |||
|---|---|---|---|---|---|---|---|
| type(doe_model), | public | :: | base_model |
Base fitted model. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | interaction_coeff |
Interaction coefficients. |
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| real(kind=real64), | public | :: | intercept |
Model intercept. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | linear_coeff |
Linear coefficients for each factor. |
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| integer(kind=int32), | public | :: | n_factors |
Number of factors. |
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| real(kind=real64), | public, | allocatable, dimension(:) | :: | quadratic_coeff |
Quadratic coefficients (main effects squared). |
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| real(kind=real64), | public | :: | response_at_center |
Predicted response at design center (coded 0,0,...,0). |