IMSL C# Numerical Library

NonlinearRegression.IFunction.f Method 

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

bool f(
   double[] theta,
   int iobs,
   double[] frq,
   double[] wt,
   double[] e
);

Parameters

theta
An input double array containing the parameter values of the model.
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 observation y[iobs].
e
An output double array of length 1 which contains 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 e are not output.

Remarks

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

The function is evaluated at observation y[iobs].

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

See Also

NonlinearRegression.IFunction Interface | Imsl.Stat Namespace