Newton |
The NewtonRaphsonParameterCalc type exposes the following members.
Name | Description | |
---|---|---|
CalculationMessage | This string will contain information about algorithm failure, or if the regression matrix is rank deficient and pseudo inverses were used. Otherwise it will be empty. | |
Converged | Gets a boolean value indicating whether or not the algorithm converged. | |
FailIfNotFullRank | Gets and sets a boolean value indicating whether or not parameter calculation should fail if the input matrix of observed values, the regression matrix does not have full rank. The default value is false. | |
InformationMatrix | The information matrix is the matrix of negated second partial derivations of the log likelihood function. It is the inverse of the variance/covariance matrix for the parameter estimates. | |
IsGood | Gets a boolean indicating success of failure of the calculation. | |
Iterations | Gets the number of iterations performed by the algorithm. | |
MaxIterations | Gets the sets the maximum number of iterations performed by the algorithm. Default is 1000. | |
SolutionChange | Gets the change in the solution value on the last iteration of the algorithm. | |
Tolerance | Gets and sets the tolerance used to determine convergence of the algorithm. The algorithm is judged converged when the norm of the solution change is less than Tolerance * max(B), where max(B) is the magnitude of the largest solution component. Default value is 1e-8. |