TMtxNonLinReg::DeriveProcedure Property

__declspec(property(get = GetDeriveProcedure, put = SetDeriveProcedure)) TDeriveProc DeriveProcedure;

Defines derivatives of regression function.

Read: TDeriveProc GetDeriveProcedure();
Write: void SetDeriveProcedure(const TDeriveProc Value);
Remarks:

Defines the procedure for calculating the derivatives of a regression function TRegressFun with respect to the regression parameters TMtxNonLinReg::B, evaluated at specific set of (TMtxNonLinReg::X,TMtxNonLinReg::Y) points.

If DeriveProcedure is not declared (for example if it's nil) TMtxNonLinReg will use the approximate numeric derivative. In this case the gradient step size is defined by GradientStepSize (Optimization unit) global variable. Normally the optimal stepsize depends on seventh partial derivatives of the function. Since they (in this case) are not available, the initial value for GradientStepSize is Exp(Ln(EPS)/7)*0.25 (as suggested by Spellucci).

Declared in Dew::Stats::TMtxNonLinReg · Dew.Stats/StatTools.h · Cross-compiler