Double |
The DoubleLeastSqWeightingFunction type exposes the following members.
Name | Description | |
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DoubleLeastSqWeightingFunction | Constructs an empty DoubleLeastSqWeighting instance. Behavior is undefined unitil the Initialize method is called. | |
DoubleLeastSqWeightingFunction(Double) | Constructs DoubleLeastSqWeightingFunction instance with the specified tuning constant. | |
DoubleLeastSqWeightingFunction(DoubleLeastSqWeightingFunction) | Copy constructor. Creates an instance of DoubleLeastSqWeightingFunction that is a deep copy of other. | |
DoubleLeastSqWeightingFunction(DoubleMatrix) | Constructs a DoubleLeastSqWeighting instance for the given least square matrix and intercept option. |
Name | Description | |
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TuningConstant | Gets and sets the tuning constant. |
Name | Description | |
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AdjustedResiduals | Returns a vector of adjusted residuals for the weighted least squares problem: Ax = b. | |
Clone | Creates a deep copy of this weighting. | |
GetWeights | Computes weights from residuals. | |
Initialize | Performs initialization of the weighting function based on the matrix A in the weighted least squares problem: Ax - b. | |
MedianAbsDeviation | Returns the Mean Absolute Deviation of a vector of values. The mean absolute deviation is an estimate of the standard deviation of the vector of residuals normalized to make the estimate unbiased for the normal distribution. |
Name | Description | |
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adjFactor_ | Adjustment factor used in computing the adjusted residuals. It is given by the formula: 1.0 / sqrt(1 - h). Where, h is the vector of leverage values. The leverage values are the main diagonal of the hat matrix H = A((A'A)^-1)A'. | |
cols_ | Number of columns in the matrix A in the least squares problem. Ax = b. | |
rows_ | Number of rows in the matrix A in the least squares problem. Ax = b. | |
tuningConstant_ | Tuning constant used in the weighting function. Implementing classes should provide this value. |