Dew Stats for .NET
|
Defines derivatives of regression function.
Defines the procedure for calculating the derivatives of a regression function TMultiRegressFun with respect to the regression parameters B, evaluated at specific set of (X,Y) points.
If DeriveProcedure is not declared (for example if it's nil) TMtxMultiNonLinReg 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).
Copyright (c) 1999-2024 by Dew Research. All rights reserved.
|
What do you think about this topic? Send feedback!
|