NonLinearLeastSquares Class Reference

#include <newmatnl.h>

Inheritance diagram for NonLinearLeastSquares:

List of all members.

Public Member Functions
void	Fit (const ColumnVector &, ColumnVector &)
void	GetCorrelations (SymmetricMatrix &)
void	GetHatDiagonal (DiagonalMatrix &) const
void	GetResiduals (ColumnVector &Z) const
void	GetStandardErrors (ColumnVector &)
	NonLinearLeastSquares (R1_Col_I_D &pred, int lim=1000, Real crit=0.0001)
Real	ResidualVariance () const
Private Member Functions
Real	LastDerivative (const ColumnVector &)
void	MakeCovariance ()
bool	NextPoint (ColumnVector &, Real &)
void	Value (const ColumnVector &, bool, Real &, bool &)
Private Attributes
SymmetricMatrix	Covariance
Real	criterion
const ColumnVector *	DataPointer
RowVector	Derivs
Real	errorvar
int	Lim
ColumnVector	M
int	n_obs
int	n_param
R1_Col_I_D &	Pred
DiagonalMatrix	SE
UpperTriangularMatrix	U
Matrix	X
ColumnVector	Y

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Constructor & Destructor Documentation

NonLinearLeastSquares::NonLinearLeastSquares	(	R1_Col_I_D &	pred,
		int	lim = 1000,
		Real	crit = 0.0001
	)			[inline]

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Member Function Documentation

void NonLinearLeastSquares::Fit	(	const ColumnVector &	Data,
		ColumnVector &	Parameters
	)

References DataPointer, Lim, n_obs, n_param, and GeneralMatrix::Nrows().

Referenced by my_main().

void NonLinearLeastSquares::GetCorrelations

(

SymmetricMatrix &

Corr

)

References Covariance, BaseMatrix::i(), MakeCovariance(), and SE.

Referenced by my_main().

void NonLinearLeastSquares::GetHatDiagonal

(

DiagonalMatrix &

Hat

)

const

References n_obs, DiagonalMatrix::resize(), BaseMatrix::Row(), BaseMatrix::SumSquare(), and X.

Referenced by my_main().

void NonLinearLeastSquares::GetResiduals

(

ColumnVector &

Z

)

const [inline]

Referenced by my_main().

void NonLinearLeastSquares::GetStandardErrors

(

ColumnVector &

SEX

)

References BaseMatrix::AsColumn(), MakeCovariance(), and SE.

Referenced by my_main().

Real NonLinearLeastSquares::LastDerivative

(

const ColumnVector &

H

)

[private, virtual]

Implements FindMaximum2.

References Derivs.

void NonLinearLeastSquares::MakeCovariance

(

)

[private]

References Covariance, errorvar, BaseMatrix::i(), n_param, GeneralMatrix::Nrows(), SE, BaseMatrix::t(), and U.

Referenced by GetCorrelations(), and GetStandardErrors().

bool NonLinearLeastSquares::NextPoint	(	ColumnVector &	Adj,
		Real &	test
	)			[private, virtual]

Implements FindMaximum2.

References criterion, errorvar, BaseMatrix::i(), M, n_obs, n_param, QRZ(), BaseMatrix::SumSquare(), U, X, and Y.

Real NonLinearLeastSquares::ResidualVariance

(

)

const [inline]

Referenced by my_main().

void NonLinearLeastSquares::Value	(	const ColumnVector &	Parameters,
		bool	,
		Real &	v,
		bool &	oorg
	)			[private, virtual]

Implements FindMaximum2.

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Member Data Documentation

SymmetricMatrix NonLinearLeastSquares::Covariance [private]

Referenced by GetCorrelations(), and MakeCovariance().

Real NonLinearLeastSquares::criterion [private]

Referenced by NextPoint().

const ColumnVector* NonLinearLeastSquares::DataPointer [private]

Referenced by Fit().

RowVector NonLinearLeastSquares::Derivs [private]

Referenced by LastDerivative().

Real NonLinearLeastSquares::errorvar [private]

Referenced by MakeCovariance(), and NextPoint().

int NonLinearLeastSquares::Lim [private]

Referenced by Fit().

ColumnVector NonLinearLeastSquares::M [private]

Referenced by NextPoint().

int NonLinearLeastSquares::n_obs [private]

Referenced by Fit(), GetHatDiagonal(), and NextPoint().

int NonLinearLeastSquares::n_param [private]

Referenced by Fit(), MakeCovariance(), and NextPoint().

R1_Col_I_D& NonLinearLeastSquares::Pred [private]

DiagonalMatrix NonLinearLeastSquares::SE [private]

Referenced by GetCorrelations(), GetStandardErrors(), and MakeCovariance().

UpperTriangularMatrix NonLinearLeastSquares::U [private]

Referenced by MakeCovariance(), and NextPoint().

Matrix NonLinearLeastSquares::X [private]

Referenced by GetHatDiagonal(), and NextPoint().

ColumnVector NonLinearLeastSquares::Y [private]

Referenced by NextPoint().

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The documentation for this class was generated from the following files:

• Modules/ProstateNav/newmat/newmatnl.h
• Modules/ProstateNav/newmat/newmatnl.cpp