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Dew Stats for .NET
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Non-linear regression with lower and upper bounds.
public int NLinRegress(TVec X, TVec Y, TRegressFun RegFun, TDeriveProc DeriveProc, TVec B, TVec BLowerB, TVec BUpperB, TOptMethod Method, ref TOptStopReason StopReason, TVec Weights, TVec YCalc, bool SoftSearch, int MaxIter, double Tol, double GradTol, TStrings Verbose);
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Parameters |
Description |
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X |
Vector of dependent variable. |
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Y |
Vector of independent variable. |
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RegFun |
Regression function. |
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DeriveProc |
Procedure to calculate the derivatives of RegFun. You can define the exact derivative or use routine as numerical approximation. |
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B |
Holds initial estimate for regression parameters. After the call to NLinRegress b returns calculated regression parameters. |
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BLowerB |
Holds lower bounds for regression parameters. If there are no lower bounds, set BLowerB values to -INF. |
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BUpperB |
Holds upper bounds for regression parameters. If there are no upper bounds, set BUpperB values to +INF. |
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StopReason |
Returns why regression parameters search stopped (see MtxVec.hlp TOptStopReason type to learn more about different stop reasons). |
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Weights |
Weights (optional). |
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YCalc |
Returns calculated values (optional). |
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SoftSearch |
If true, internal line search algoritm will use soft line search method. Set this parameter to true if you're using numerical approximation for derivative. If this parameter is set to false, internal line search algorithm will use exact line search method. Set this parameter to false if you're using *exact* derivative. |
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MaxIter |
Maximum allowed numer of allowed iterations. |
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Tol |
Desired regression parameters tolerance. |
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GradTol |
Minimum allowed gradient C-Norm. |
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OptMethod |
Defines which optimization method will be used to find regression parameters (see MtxVec.hlp TOptMethod type to learn more about this). |
Number of iterations needed to calculate regression parameters with specified tolerance.
General non-linear regression with lower and upper bounds for regression coefficients.
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