>> And more generally, shouldn't we not look at rmsd_bonds at all and >> only use Zbonds instead (which is, I assume, an average bond length >> deviation to the target value ratio?)
Sorry, I just realised that I misread what you wrote (that's what comes of speed-reading!). What you said above is NOT correct: yes you should monitor Zbonds, but Zbonds is defined in (almost) the usual way for a statistical RMS(Z-score), i.e. it's the RMS value of: Z' = (deviation of observed from target value) / (standard uncertainty of the target value). I say 'almost' because it's not a true Z-score which would be defined as: Z = (deviation of observed from target value) / (standard uncertainty of the deviation) The expected value of Z^2 is 1 as you say, the expected value of Z'^2 is not (it's always < 1). Unfortunately we can't easily calculate the true Z-score: the deviation in question is (dobs - dtarg); the standard uncertainty of this cannot easily be calculated. We know SU(dtarg) but we don't know SU(dobs) and most importantly we don't know COV(dobs,dtarg) (dobs and dtarg are obviously not independent so we cannot even assume that the covariance is zero). -- Ian
