JMSLTM Numerical Library 7.2.0
com.imsl.stat

Interface NonlinearRegression.Derivative

• All Superinterfaces:
NonlinearRegression.Function
Enclosing class:
NonlinearRegression

```public static interface NonlinearRegression.Derivative
extends NonlinearRegression.Function```
Public interface for the user supplied function to compute the derivative for `NonlinearRegression`.
• Method Summary

Methods
Modifier and Type Method and Description
`boolean` ```derivative(double[] theta, int iobs, double[] frq, double[] wt, double[] de)```
Computes the weight, frequency, and partial derivatives of the residual given the parameter vector `theta` for a single observation.
• Methods inherited from interface com.imsl.stat.NonlinearRegression.Function

`f`
• Method Detail

• derivative

```boolean derivative(double[] theta,
int iobs,
double[] frq,
double[] wt,
double[] de)```
Computes the weight, frequency, and partial derivatives of the residual given the parameter vector `theta` for a single observation.
Parameters:
`theta` - An input `double` array which contains the parameter values of the regression function. The length of `theta` corresponds to the number of unknown parameters in the regression function.
`iobs` - An input `int` value indicating the observation index. The function is evaluated at observation `y[iobs]`.
`frq` - An output `double` array of length 1 containing the frequency for observation `y[iobs]`.
`wt` - An output `double` array of length 1 containing the weight for the observation `y[iobs]`. Use `wt` = 1.0 for equal weighting (unweighted least squares).
`de` - An output `double` array containing the partial derivatives of the error (residual) for observation `y[iobs]`. The length of ```de ``` corresponds to the number of unknown parameters in the regression function.
Returns:
A `boolean` value representing the completion indicator. `true` indicates `iobs` is less than the number of observations. `false` indicates `iobs` is greater than or equal to the number of observations and `wt`, `freq`, and `de` are not output.
JMSLTM Numerical Library 7.2.0