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Example

In the following example we use the TMtxNonLinReg component to fit generated data to non-linear function B[0]/Power((1.0 + Exp(B[1]-B[2]*X)),1/B[3]). In this example exact derivate procedure is not used - algorithm uses numerical derivatives:

using Dew.Math; using Dew.Stats; using Dew.Stats.Units; using System; namespace Dew.Examples { private double Rat43(TVec b, double x) { return b[0] / Math.Pow((1.0 + Math.Exp(b[1]-b[2]*x)),1/b[3]); } private void Example(TMtxNonLinReg nlr) { // Load data - independent variable nlr.X.SetIt(false, new double[] {9.000, 14.000, 21.000, 28.000, 42.000, 57.000, 63.000, 70.000, 79.000}); // Load data - dependent variable nlr.Y.SetIt(false, new double[] {8.930, 10.800, 18.590, 22.330, 39.350, 56.110, 61.730, 64.620, 67.080}); // Initial estimates for regression coefficients nlr.B.SetIt(false, new double[] { 100, 10, 1, 1 }); // setup optimization parameters nlr.Tolerance = 1.0e-6; // 6 digits should do the trick nlr.GradTolerance = 1.0e-3; // 3 digits nlr.MaxIteration = 400; nlr.RegressFunction += Rat43; // regression function // Marquardt method nlr.OptMethod = TOptMethod.optMarquardt; nlr.Recalc(); // MtxNinLinReg->b now stores calculated regression parameter estimates } }
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