Fits a function to the specified points where the resulting function parameters satisfy the given inequality constriants
CopyC#
parameterLowerBounds[i] < parameters[i] < parameterUpperBounds[i]
 for each i.

Namespace:  CenterSpace.NMath.Analysis
Assembly:  NMath (in NMath.dll) Version: 5.1.0.0

Syntax

C#
public DoubleVector Fit(
	DoubleMatrix xValues,
	DoubleVector yValues,
	DoubleVector initialParameters,
	DoubleVector parameterLowerBounds,
	DoubleVector parameterUpperBounds
)
Visual Basic (Declaration)
Public Function Fit ( _
	xValues As DoubleMatrix, _
	yValues As DoubleVector, _
	initialParameters As DoubleVector, _
	parameterLowerBounds As DoubleVector, _
	parameterUpperBounds As DoubleVector _
) As DoubleVector
Visual C++
public:
DoubleVector^ Fit(
	DoubleMatrix^ xValues, 
	DoubleVector^ yValues, 
	DoubleVector^ initialParameters, 
	DoubleVector^ parameterLowerBounds, 
	DoubleVector^ parameterUpperBounds
)

Parameters

xValues
Type: CenterSpace.NMath.Core..::.DoubleMatrix
parameters values of the points to fit. Each row in the matrix is an x-value of the points to fit.
yValues
Type: CenterSpace.NMath.Core..::.DoubleVector
yValues values of the points to fit.
initialParameters
Type: CenterSpace.NMath.Core..::.DoubleVector
The starting function parameters.
parameterLowerBounds
Type: CenterSpace.NMath.Core..::.DoubleVector
The lower bounds for the parameters. parameterLowerBounds[i] < parameters[i]
parameterUpperBounds
Type: CenterSpace.NMath.Core..::.DoubleVector
The upper bounds for the parameters. parameters[i] < parameterUpperBounds[i]

Return Value

The parameters of the function which satisfy the constraints and minimize the sum of the squared residuals.

Remarks

In the space of the function parameters, begining at the specified starting point (initialParameters), finds a set of parameters satisfying the given inequality constraints and minimize sum of the squared residuals, where residuals[i] = ( yValues[i] - f( currentParameters, xValues[i] )^2. You must supply at least as many points to fit as your function has parameters.
Note that problems can have multiple local minima. Trying different initial points is recommended for better solutions. In addition, the initial parameters should satisfy the given inequality constraints.

Exceptions

ExceptionCondition
CenterSpace.NMath.Core..::.InvalidArgumentException Thrown if the vectors of parameters and yValues values have different lengths, or if the number of points is not greater than or equal to the number of function parameters.

See Also