Click or drag to resize

MultiVariableFunctionFitterM Class

Class MultiVariableFunctionFitter fits a generalized multivariable function to a set of points.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CoreMultiVariableFunctionFitterM
    CenterSpace.NMath.CoreBoundedMultiVariableFunctionFitterM

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.3
Syntax
Copy
public class MultiVariableFunctionFitter<M> : ICloneable
where M : new(), INonlinearLeastSqMinimizer

Type Parameters

M

[Missing <typeparam name="M"/> documentation for "T:CenterSpace.NMath.Core.MultiVariableFunctionFitter`1"]

The MultiVariableFunctionFitterM type exposes the following members.

Constructors
  NameDescription
Protected methodMultiVariableFunctionFitterM(Boolean)
For internal use only.
Public methodMultiVariableFunctionFitterM(DoubleParameterizedFunctional)
Constructs a MultiVariableFunctionFitter instance with the given generalized function.
Public methodMultiVariableFunctionFitterM(DoubleParameterizedFunctional, M)
Constructs a MultiVariableFunctionFitter instance with the given generalized function and minimizer.
Public methodMultiVariableFunctionFitterM(FuncDoubleVector, DoubleVector, Double, Int32)
Constructs a MultiVariableFunctionFitter instance for the given parameterized delegate.
Public methodMultiVariableFunctionFitterM(FuncDoubleVector, DoubleVector, Double, ActionDoubleVector, DoubleVector, DoubleVector, Int32)
Constructs a MultiVariableFunctionFitter instance for the given parameterized delegate.
Top
Properties
  NameDescription
Public propertyFunction
Gets and sets the parameterized function.
Public propertyMinimizer
Gets and sets the function minimizer.
Top
Methods
  NameDescription
Public methodClone
Creates a deep copy of this MultiVariableFunctionFitter.
Public methodFit
Fits a function to the specified points.
Public methodResidualVector
Computes the residual vector from the given data points and solution.
Top
Fields
  NameDescription
Protected fieldf_
The parameterized function.
Protected fieldminimizer_
The minimizer.
Top
Remarks
In the space of the function parameters, begining at a specified starting point, finds a minimum (possibly local) in the sum of the squared residuals with respect to a set of data points. You must supply at least as many data points to fit as your function has parameters.
For example, the following code fits a function of the form data to the following function: 
            F(p, x) = p[0]x[0]x[1]^2 + p[1]sin(x[0]) + p[2]x[1]^3;
to a set of 10 data points, beginning at point (10, 10, 10) in the parameter space.
Copy
DoubleMatrix x = new DoubleMatrix(10, 2);
x[Slice.All, 0] = new DoubleVector("3.6 7.7 9.3 4.1 8.6 2.8 1.3 7.9 10.0 5.4");
x[Slice.All, 1] = new DoubleVector("16.5 150.6 263.1 24.7 208.5 9.9 2.7 163.9 325.0 54.3");

DoubleVector yValues = new DoubleVector("95.09 23.11 60.63 48.59 89.12 76.97 45.68 1.84 82.17 44.47");
DoubleVector initial_parameters = new DoubleVector("10 10 10");


Func<DoubleVector, DoubleVector, double> f = delegate(DoubleVector p, DoubleVector xdata)
{
  return Math.Pow(p[0] * xdata[0] * xdata[1], 2.0) + p[1] * Math.Sin(xdata[0]) + Math.Pow(p[2] * xdata[1], 3.0);
};


MultiVariableFunctionFitter<TrustRegionMinimizer> fitter = new MultiVariableFunctionFitter<TrustRegionMinimizer>(f);
DoubleVector solution = fitter.Fit(x, yValues, initial_parameters);
Note that problems can have multiple local minima. Trying different initial parameter points is recommended for better solutions.
See Also