NonlinearRegression.IDerivative.derivative Method |
Computes the weight, frequency, and partial derivatives of the
residual given the parameter vector theta for a single
observation.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntaxbool derivative(
double[] theta,
int iobs,
double[] frq,
double[] wt,
double[] de
)
Function derivative (
theta As Double(),
iobs As Integer,
frq As Double(),
wt As Double(),
de As Double()
) As Boolean
bool derivative(
array<double>^ theta,
int iobs,
array<double>^ frq,
array<double>^ wt,
array<double>^ de
)
abstract derivative :
theta : float[] *
iobs : int *
frq : float[] *
wt : float[] *
de : float[] -> bool
Parameters
- theta
- Type:System.Double[]
An input double array which contains the parameter
values of the regression function.
- iobs
- Type: System.Int32
An input int value indicating the observation index.
- frq
- Type:System.Double[]
An output double array of length 1 containing the frequency
for observation y[iobs].
- wt
- Type:System.Double[]
An output double array of length 1 containing the weight
for the observation y[iobs].
- de
- Type:System.Double[]
An output double array containing the partial derivatives
of the error (residual) for observation y[iobs].
Return Value
Type:
Boolean
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