Click or drag to resize

NewtonRaphsonParameterCalc Properties

The NewtonRaphsonParameterCalc type exposes the following members.

Properties
 NameDescription
Public propertyCalculationMessage 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.
Public propertyConverged Gets a boolean value indicating whether or not the algorithm converged.
Public propertyFailIfNotFullRank 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.
Public propertyInformationMatrix 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.
Public propertyIsGood Gets a boolean indicating success of failure of the calculation.
Public propertyIterations Gets the number of iterations performed by the algorithm.
Public propertyMaxIterations Gets the sets the maximum number of iterations performed by the algorithm. Default is 1000.
Public propertySolutionChange Gets the change in the solution value on the last iteration of the algorithm.
Public propertyTolerance 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.
Top
See Also