IMSL C# Numerical Library

NonlinearRegression.IDerivative.derivative Method 

Computes the weight, frequency, and partial derivatives of the residual given the parameter vector theta for a single observation.

bool derivative(
   double[] theta,
   int iobs,
   double[] frq,
   double[] wt,
   double[] de
);

Parameters

theta
An input double array which contains the parameter values of the regression function.
iobs
An input int value indicating the observation index.
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].
de
An output double array containing the partial derivatives of the error (residual) for observation y[iobs].

Return Value

A bool 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.

Remarks

The length of theta corresponds to the number of unknown parameters in the regression function.

The function is evaluated at observation y[iobs].

Use wt = 1.0 for equal weighting (unweighted least squares).

The length of de corresponds to the number of unknown parameters in the regression function.

See Also

NonlinearRegression.IDerivative Interface | Imsl.Stat Namespace