Defines derivatives of a function.
TDeriveProc = procedure (RegressFun: TRegressFun; const X, Y: double; const Pars, Grad: TVec);
The type describes the procedure for calculating the derivatives of a regression function TRegressFun with respect to the regression parameters (B array), evaluated at (X,Y).
An example of regression function and it's derivatives with respect to regression parameters:
// y=b0*x*x + b1*x + b2 function SimpleParabola(const B: TVec; X: double): double; begin SimpleParabola := b[0]*Sqr(x) + b[1]*x + b[2]; end; // grad _b function procedure SimpleParabolaDeriv(RegressFun: TRegressFun; const X, Y: double; const Pars: TVec; const Grad: TVec); begin Grad[0] := Sqr(x); Grad[1] := x; Grad[2] := 1; end;
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