The DoubleFairWeightingFunction type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | DoubleFairWeightingFunction | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| AdjustedResiduals |
Returns a vector of adjusted residuals for the weighted least
squares problem:
Ax = b.
(Inherited from DoubleLeastSqWeightingFunction.) |
| Clone |
Creates a deep copy of this weighting.
(Overrides DoubleLeastSqWeightingFunction..::.Clone()()().) |
| Equals | (Inherited from Object.) |
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| GetWeights |
Computes the fair weights for the residuals using the formula:
w(r) = 1 / (1 + |r|).
Here r is the adjusted redisuals from the AdjustedResidual
function of the base class DoubleLeastSqWeightingFunction.
(Overrides DoubleLeastSqWeightingFunction..::.GetWeights(DoubleVector, DoubleVector%).) |
| Initialize |
Performs intialization of the weighting function based on the matrix
A in the weighted least squares problem:
Ax - b.
(Inherited from DoubleLeastSqWeightingFunction.) |
| 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.
(Inherited from DoubleLeastSqWeightingFunction.) |
| ToString | (Inherited from Object.) |
Fields
| Name | Description | |
|---|---|---|
  | DEFAULT_TUNING_FACTOR |
Default value for the fair weighting tuning factor. If the response is normally
distributed, the default tuning factor
gives coefficient estimates that are approximately 95% as statistically
efficient as the ordinary least squares estimates.
|
Properties
| Name | Description | |
|---|---|---|
 | TuningConstant |
Gets and sets the tuning constant.
(Inherited from DoubleLeastSqWeightingFunction.) |
