IMSL C# Numerical Library

CategoricalGenLinModel.SetInitialEstimates Method 

Sets the initial parameter estimates option.

public virtual void SetInitialEstimates(
   int init,
   double[] estimates
);

Parameters

init
An input int indicating the desired initialization method for the initial estimates of the parameters.
estimates
An input double array of length nCoef containing the initial estimates of the parameters where nCoef is the number of estimated coefficients in the model.

Remarks

If this method is not called, init is set to 0.

init Action
0Unweighted linear regression is used to obtain initial estimates.
1The nCoef, number of coefficients, elements of estimates contain initial estimates of the parameters. Use of this option requires that the user know nCoef beforehand.

estimates is used if init = 1. If this member function is not called, unweighted linear regression is used to obtain the initial estimates.

Exceptions

Exception TypeCondition
ArgumentException is thrown when init is not in the range [0,1]

See Also

CategoricalGenLinModel Class | Imsl.Stat Namespace