NEWMAT::NonLinearLeastSquares Class Reference

#include <newmatnl.h>

Inheritance diagram for NEWMAT::NonLinearLeastSquares:

Detailed Description

Definition at line 211 of file newmatnl.h.

Public Member Functions

NonLinearLeastSquares (R1_Col_I_D &pred, int lim=1000, Real crit=0.0001)

void Fit (const ColumnVector &, ColumnVector &)

Real ResidualVariance () const

void GetResiduals (ColumnVector &Z) const

void GetStandardErrors (ColumnVector &)

void GetCorrelations (SymmetricMatrix &)

void GetHatDiagonal (DiagonalMatrix &) const

Private Member Functions

void Value (const ColumnVector &, bool, Real &, bool &)

bool NextPoint (ColumnVector &, Real &)

Real LastDerivative (const ColumnVector &)

void MakeCovariance ()

Private Attributes

Matrix X

ColumnVector Y

UpperTriangularMatrix U

ColumnVector M

Real errorvar

Real criterion

int n_obs

int n_param

const ColumnVector * DataPointer

RowVector Derivs

SymmetricMatrix Covariance

DiagonalMatrix SE

R1_Col_I_D & Pred

int Lim

Constructor & Destructor Documentation

NEWMAT::NonLinearLeastSquares::NonLinearLeastSquares	(	R1_Col_I_D &	pred,
		int	lim = `1000`,
		Real	crit = `0.0001`
	)			`[inline]`

Definition at line 232 of file newmatnl.h.

Member Function Documentation

void NEWMAT::NonLinearLeastSquares::Fit	(	const ColumnVector &	,
		ColumnVector &
	)

Definition at line 172 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetCorrelations ( SymmetricMatrix & )

Definition at line 196 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetHatDiagonal ( DiagonalMatrix & ) const

Definition at line 199 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetResiduals ( ColumnVector & Z ) const [inline]

Definition at line 236 of file newmatnl.h.

void NEWMAT::NonLinearLeastSquares::GetStandardErrors ( ColumnVector & )

Definition at line 193 of file newmatnl.cpp.

Real NEWMAT::NonLinearLeastSquares::LastDerivative ( const ColumnVector & ) [private, virtual]

Implements NEWMAT::FindMaximum2.

Definition at line 169 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::MakeCovariance ( ) [private]

Definition at line 182 of file newmatnl.cpp.

Referenced by GetCorrelations(), and GetStandardErrors().

bool NEWMAT::NonLinearLeastSquares::NextPoint	(	ColumnVector &	,
		Real &
	)			`[private, virtual]`

Implements NEWMAT::FindMaximum2.

Definition at line 157 of file newmatnl.cpp.

Real NEWMAT::NonLinearLeastSquares::ResidualVariance ( ) const [inline]

Definition at line 235 of file newmatnl.h.

void NEWMAT::NonLinearLeastSquares::Value	(	const ColumnVector &	,
		bool	,
		Real &	,
		bool &
	)			`[private, virtual]`

Implements NEWMAT::FindMaximum2.

Definition at line 136 of file newmatnl.cpp.

Member Data Documentation

SymmetricMatrix NEWMAT::NonLinearLeastSquares::Covariance [private]

Definition at line 226 of file newmatnl.h.

Referenced by GetCorrelations(), and MakeCovariance().

Real NEWMAT::NonLinearLeastSquares::criterion [private]

Definition at line 222 of file newmatnl.h.

Referenced by NextPoint().

const ColumnVector* NEWMAT::NonLinearLeastSquares::DataPointer [private]

Definition at line 224 of file newmatnl.h.

Referenced by Fit().

RowVector NEWMAT::NonLinearLeastSquares::Derivs [private]

Definition at line 225 of file newmatnl.h.

Referenced by LastDerivative().

Real NEWMAT::NonLinearLeastSquares::errorvar [private]

Definition at line 222 of file newmatnl.h.

Referenced by MakeCovariance(), NextPoint(), and ResidualVariance().

int NEWMAT::NonLinearLeastSquares::Lim [private]

Definition at line 229 of file newmatnl.h.

Referenced by Fit().

ColumnVector NEWMAT::NonLinearLeastSquares::M [private]

Definition at line 221 of file newmatnl.h.

Referenced by NextPoint().

int NEWMAT::NonLinearLeastSquares::n_obs [private]

Definition at line 223 of file newmatnl.h.

Referenced by Fit(), GetHatDiagonal(), and NextPoint().

int NEWMAT::NonLinearLeastSquares::n_param [private]

Definition at line 223 of file newmatnl.h.

Referenced by Fit(), MakeCovariance(), and NextPoint().

R1_Col_I_D& NEWMAT::NonLinearLeastSquares::Pred [private]

Definition at line 228 of file newmatnl.h.

DiagonalMatrix NEWMAT::NonLinearLeastSquares::SE [private]

Definition at line 227 of file newmatnl.h.

Referenced by GetCorrelations(), GetStandardErrors(), and MakeCovariance().

UpperTriangularMatrix NEWMAT::NonLinearLeastSquares::U [private]

Definition at line 220 of file newmatnl.h.

Referenced by MakeCovariance(), and NextPoint().

Matrix NEWMAT::NonLinearLeastSquares::X [private]

Definition at line 218 of file newmatnl.h.

Referenced by GetHatDiagonal(), and NextPoint().

ColumnVector NEWMAT::NonLinearLeastSquares::Y [private]

Definition at line 219 of file newmatnl.h.

Referenced by GetResiduals(), and NextPoint().

The documentation for this class was generated from the following files:

newmat11b

Generated Wed Oct 4 00:00:21 2006 by Doxygen 1.4.7