nuget
Created by duy on 27/1/15.
LmSumSquaresError
01 Syntax
Microsoft.VisualBasic.Data.Bootstrapping.LevenbergMarquardt.LmSumSquaresError
02 Methods
| Name | Overloads | Summary |
|---|---|---|
| eval | 1 | Evaluates the error function with input optimization parameter values |
| jacobian | 1 | Computes the Jacobian vector of the error function with input optimization parameter values |
| hessian | 1 | Computes the Hessian matrix of the error function with input optimization parameter values |
03 Properties
| Name | Overloads | Summary |
|---|---|---|
| Model | 1 |
04 Members
eval(
Double())Evaluates the error function with input optimization parameter values
Parameters
| Name | Type | Description |
|---|---|---|
optParams | Double() | A vector of real values of parameters used in optimizing the error function |
Returns
Double value of the error function
jacobian(
Double())Computes the Jacobian vector of the error function with input optimization parameter values
Parameters
| Name | Type | Description |
|---|---|---|
optParams | Double() | A vector of real values of parameters used in optimizing the error function |
Returns
Jacobian vector of the error function
hessian(
Double(), Boolean)Computes the Hessian matrix of the error function with input optimization parameter values
Parameters
| Name | Type | Description |
|---|---|---|
optParams | Double() | A vector of real values of parameters used in optimizing the error function |
approxHessianFlg | Boolean | A boolean flag to indicate whether the Hessian matrix can be approximated instead of having to be computed exactly. If {@code true}, the Hessian matrix will be approximated based on the Jacobian matrix |
Returns
Hessian matrix of the error function
Model