The DoubleIterativelyReweightedLeastSq type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
| DoubleIterativelyReweightedLeastSq | Overloaded. |
Methods
| Name | Description | |
|---|---|---|
| Clone |
Creates a deep copy of this instance.
| |
| 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.) | |
| SolutionUnchanged |
Default convergence function for IRLS. Can be made into a ToleranceMet delegate.
| |
| Solve | Overloaded. | |
| ToString | (Inherited from Object.) |
Fields
| Name | Description | |
|---|---|---|
| DEFAULT_MAX_ITER |
The default maximum number of iterations to be performed before the algorithm
terminated shared by all instances of DoubleIterativelyReweightedLeastSq.
Instance where maximum iterations is not explicitly set by the user will use this
value.
| |
| DEFAULT_TOLERANCE |
The default tolerance used to determine convergence of the algorithm
shared by all instances of DoubleIterativelyReweightedLeastSq.
Instance where the tolerance is not explicitly set by the user will use this
value.
|
Properties
| Name | Description | |
|---|---|---|
| AddIntercept |
Gets the add intercept option. If AddIntercept is
true then a column of ones was prepended to the input matrix,
representing a constant term in the model.
| |
| ConvergenceFunction |
Gets and sets the delegate function used to determine convergence.
The delegate should return true when the tolerance is met.
| |
| DefaultMaxIterations |
Gets and sets the default maximum number of iterations.
| |
| DefaultTolerance |
Gets and sets the default error tolerance.
| |
| Iterations |
Gets the number of iterations performed in the most
recent computation.
| |
| MaxIterations |
Gest and set the maximum number of iterations. The
algorithm will be terminated when it converges or the maximum number
of iterations has been reached, which ever comes first.
| |
| MaxIterationsMet |
Returns true if the minimum just computed stopped because the
maximum number of iterations was reached; otherwise, false.
| |
| Residuals |
Gets the residual vector from the most recent computation.
| |
| Tolerance |
Gets and sets the tolerance. The tolerance is given to the ToleranceMet
function. If using the default ToleranceMet function, the
tolerance should be a relative one since the difference between successive
solutions will be a relative one, that is the difference will be divided
by the larger of the two solutions producing a value between 0 and 1.
| |
| ToleranceMet |
Returns true if the minimum just computed stopped because the
error tolerance was reached; otherwise, false.
| |
| Weights |
Gets the weights used in the final iteration of the most
recent computation.
| |
| WeightsFunction |
Gets and sets the weight function.
|