CategoricalGenLinModel.SetInitialEstimates Method

CategoricalGenLinModelSetInitialEstimates Method

Sets the initial parameter estimates option.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

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

Public Overridable Sub SetInitialEstimates ( 
	init As Integer,
	estimates As Double()
)

public:
virtual void SetInitialEstimates(
	int init, 
	array<double>^ estimates
)

abstract SetInitialEstimates : 
        init : int * 
        estimates : float[] -> unit 
override SetInitialEstimates : 
        init : int * 
        estimates : float[] -> unit

Parameters

init: Type: SystemInt32
An input int indicating the desired initialization method for the initial estimates of the parameters.
estimates: Type: SystemDouble
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.

Exceptions

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

Remarks

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

init	Action
0	Unweighted linear regression is used to obtain initial estimates.
1	The 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.

Reference

CategoricalGenLinModel Class

Imsl.Stat Namespace