NEWMAT::NonLinearLeastSquares Class Reference

#include <newmatnl.h>

Inheritance diagram for NEWMAT::NonLinearLeastSquares:

[legend]

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Detailed Description

Definition at line 211 of file newmatnl.h.

List of all members.

Public Member Functions
	NonLinearLeastSquares (R1_Col_I_D &pred, int lim=1000, Real crit=0.0001)
void	Fit (const ColumnVector &, ColumnVector &)
Real	ResidualVariance () const
void	GetResiduals (ColumnVector &Z) const
void	GetStandardErrors (ColumnVector &)
void	GetCorrelations (SymmetricMatrix &)
void	GetHatDiagonal (DiagonalMatrix &) const
Private Member Functions
void	Value (const ColumnVector &, bool, Real &, bool &)
bool	NextPoint (ColumnVector &, Real &)
Real	LastDerivative (const ColumnVector &)
void	MakeCovariance ()
Private Attributes
Matrix	X
ColumnVector	Y
UpperTriangularMatrix	U
ColumnVector	M
Real	errorvar
Real	criterion
int	n_obs
int	n_param
const ColumnVector *	DataPointer
RowVector	Derivs
SymmetricMatrix	Covariance
DiagonalMatrix	SE
R1_Col_I_D &	Pred
int	Lim

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Constructor & Destructor Documentation

NEWMAT::NonLinearLeastSquares::NonLinearLeastSquares	(	R1_Col_I_D &	pred,
		int	lim = 1000,
		Real	crit = 0.0001
	)

Definition at line 232 of file newmatnl.h.

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Member Function Documentation

void NEWMAT::NonLinearLeastSquares::Fit	(	const ColumnVector &	Data,
		ColumnVector &	Parameters
	)

Definition at line 172 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetCorrelations

(

SymmetricMatrix &

Corr

)

Definition at line 196 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetHatDiagonal

(

DiagonalMatrix &

Hat

)

const

Definition at line 199 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetResiduals

(

ColumnVector &

Z

)

const

Definition at line 236 of file newmatnl.h.

void NEWMAT::NonLinearLeastSquares::GetStandardErrors

(

ColumnVector &

SEX

)

Definition at line 193 of file newmatnl.cpp.

Real NEWMAT::NonLinearLeastSquares::LastDerivative

(

const ColumnVector &

H

)

[private, virtual]

Implements NEWMAT::FindMaximum2.

Definition at line 169 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::MakeCovariance

(

)

[private]

Definition at line 182 of file newmatnl.cpp.

Referenced by GetCorrelations(), and GetStandardErrors().

bool NEWMAT::NonLinearLeastSquares::NextPoint	(	ColumnVector &	Adj,
		Real &	test
	)			[private, virtual]

Implements NEWMAT::FindMaximum2.

Definition at line 157 of file newmatnl.cpp.

Real NEWMAT::NonLinearLeastSquares::ResidualVariance

(

)

const

Definition at line 235 of file newmatnl.h.

void NEWMAT::NonLinearLeastSquares::Value	(	const ColumnVector &	Parameters,
		bool	,
		Real &	v,
		bool &	oorg
	)			[private, virtual]

Implements NEWMAT::FindMaximum2.

Definition at line 136 of file newmatnl.cpp.

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Member Data Documentation

SymmetricMatrix NEWMAT::NonLinearLeastSquares::Covariance [private]

Definition at line 226 of file newmatnl.h.

Referenced by GetCorrelations(), and MakeCovariance().

Real NEWMAT::NonLinearLeastSquares::criterion [private]

Definition at line 222 of file newmatnl.h.

Referenced by NextPoint().

const ColumnVector* NEWMAT::NonLinearLeastSquares::DataPointer [private]

Definition at line 224 of file newmatnl.h.

Referenced by Fit().

RowVector NEWMAT::NonLinearLeastSquares::Derivs [private]

Definition at line 225 of file newmatnl.h.

Referenced by LastDerivative().

Real NEWMAT::NonLinearLeastSquares::errorvar [private]

Definition at line 222 of file newmatnl.h.

Referenced by MakeCovariance(), NextPoint(), and ResidualVariance().

int NEWMAT::NonLinearLeastSquares::Lim [private]

Definition at line 229 of file newmatnl.h.

Referenced by Fit().

ColumnVector NEWMAT::NonLinearLeastSquares::M [private]

Definition at line 221 of file newmatnl.h.

Referenced by NextPoint().

int NEWMAT::NonLinearLeastSquares::n_obs [private]

Definition at line 223 of file newmatnl.h.

Referenced by Fit(), GetHatDiagonal(), and NextPoint().

int NEWMAT::NonLinearLeastSquares::n_param [private]

Definition at line 223 of file newmatnl.h.

Referenced by Fit(), MakeCovariance(), and NextPoint().

R1_Col_I_D& NEWMAT::NonLinearLeastSquares::Pred [private]

Definition at line 228 of file newmatnl.h.

DiagonalMatrix NEWMAT::NonLinearLeastSquares::SE [private]

Definition at line 227 of file newmatnl.h.

Referenced by GetCorrelations(), GetStandardErrors(), and MakeCovariance().

UpperTriangularMatrix NEWMAT::NonLinearLeastSquares::U [private]

Definition at line 220 of file newmatnl.h.

Referenced by MakeCovariance(), and NextPoint().

Matrix NEWMAT::NonLinearLeastSquares::X [private]

Definition at line 218 of file newmatnl.h.

Referenced by GetHatDiagonal(), and NextPoint().

ColumnVector NEWMAT::NonLinearLeastSquares::Y [private]

Definition at line 219 of file newmatnl.h.

Referenced by GetResiduals(), and NextPoint().

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The documentation for this class was generated from the following files:

• newmatnl.h
• newmatnl.cpp