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NEWMAT::NonLinearLeastSquares Class Reference

#include <newmatnl.h>

Inheritance diagram for NEWMAT::NonLinearLeastSquares:

Inheritance graph
[legend]
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 ColumnVectorDataPointer
RowVector Derivs
SymmetricMatrix Covariance
DiagonalMatrix SE
R1_Col_I_DPred
int Lim

Constructor & Destructor Documentation

NEWMAT::NonLinearLeastSquares::NonLinearLeastSquares R1_Col_I_D pred,
int  lim = 1000,
Real  crit = 0.0001
[inline]
 

Definition at line 232 of file newmatnl.h.


Member Function Documentation

void NEWMAT::NonLinearLeastSquares::Fit const ColumnVector ,
ColumnVector
 

Definition at line 166 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetCorrelations SymmetricMatrix  ) 
 

Definition at line 190 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetHatDiagonal DiagonalMatrix  )  const
 

Definition at line 193 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::GetResiduals ColumnVector Z  )  const [inline]
 

Definition at line 236 of file newmatnl.h.

void NEWMAT::NonLinearLeastSquares::GetStandardErrors ColumnVector  ) 
 

Definition at line 187 of file newmatnl.cpp.

Real NEWMAT::NonLinearLeastSquares::LastDerivative const ColumnVector  )  [private, virtual]
 

Implements NEWMAT::FindMaximum2.

Definition at line 163 of file newmatnl.cpp.

void NEWMAT::NonLinearLeastSquares::MakeCovariance  )  [private]
 

Definition at line 176 of file newmatnl.cpp.

Referenced by GetCorrelations(), and GetStandardErrors().

bool NEWMAT::NonLinearLeastSquares::NextPoint ColumnVector ,
Real
[private, virtual]
 

Implements NEWMAT::FindMaximum2.

Definition at line 151 of file newmatnl.cpp.

Real NEWMAT::NonLinearLeastSquares::ResidualVariance  )  const [inline]
 

Definition at line 235 of file newmatnl.h.

void NEWMAT::NonLinearLeastSquares::Value const ColumnVector ,
bool  ,
Real ,
bool
[private, virtual]
 

Implements NEWMAT::FindMaximum2.

Definition at line 130 of file newmatnl.cpp.


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(), and NonLinearLeastSquares().

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(), and NonLinearLeastSquares().

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.

Referenced by NonLinearLeastSquares().

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().


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

newmat11b
Generated Tue Jan 4 15:42:19 2005 by Doxygen 1.4.0