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RazorBack::Paramest_ Class Reference

Class Paramest_: base class for parameter estimation. More...

#include <Paramest.hh>

Inheritance diagram for RazorBack::Paramest_:

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List of all members.

Public Types

enum  Weighting_ { EQUAL, RELATIVE, USER }
 Weighting_: equal, relative, user-defined. More...


Public Methods

 Paramest_ ()
 Init to empty.

 Paramest_ (size_t NM, size_t NP)
 Init to desired sizes if known in advance Actual regression calls may change the settings.

void weight (Weighting_ W)
 set the weighting scheme.

const Vecdbl_& param () const
 Returns the estimated parameters.

const Vecdbl_& sdev () const
 Returns the estimated standard deviations of the parameters.

const Smatdbl_& correl () const
 Returns the estimated correlation matrix between the parameters.

float tcrit_95 () const
 tcrit_95(DOF) returns the value of the t-distribution at 95% significance level with Nf degrees of freedom. More...


Protected Methods

void resize ()
double normalise ()
double solve (Vecdbl_ &Sol, double Lambda0, double Lambdafact)
void sdev_correl (double Q)

Protected Attributes

size_t Nm
size_t Np
size_t Nf
 no. of measurements, no.of params, degrees of freedom.

Smatdbl_ Xtx
 Fisher's observation matrix.

Vecdbl_ Xty
 rhs of linreg eqn.

Vecdbl_ Norm
 normalisation vector.

Weighting_ Weighting
 weight type.

Vecdbl_ P
Vecdbl_ Sdev
 parameter values and standard deviations.

Smatdbl_ Correl
 parameter correlation matrix.


Static Protected Methods

bool posdef_inv (Smatdbl_ &A)

Detailed Description

Class Paramest_: base class for parameter estimation.

Definition at line 39 of file Paramest.hh.


Member Enumeration Documentation

enum RazorBack::Paramest_::Weighting_
 

Weighting_: equal, relative, user-defined.

Enumeration values:
EQUAL  
RELATIVE  
USER  

Definition at line 45 of file Paramest.hh.


Constructor & Destructor Documentation

RazorBack::Paramest_::Paramest_ ( ) [inline]
 

Init to empty.

Definition at line 62 of file Paramest.hh.

RazorBack::Paramest_::Paramest_ ( size_t NM,
size_t NP ) [inline]
 

Init to desired sizes if known in advance Actual regression calls may change the settings.

Definition at line 69 of file Paramest.hh.


Member Function Documentation

void RazorBack::Paramest_::weight ( Weighting_ W ) [inline]
 

set the weighting scheme.

Definition at line 74 of file Paramest.hh.

const Vecdbl_ & RazorBack::Paramest_::param ( ) const [inline]
 

Returns the estimated parameters.

Definition at line 77 of file Paramest.hh.

const Vecdbl_ & RazorBack::Paramest_::sdev ( ) const [inline]
 

Returns the estimated standard deviations of the parameters.

Definition at line 80 of file Paramest.hh.

const Smatdbl_ & RazorBack::Paramest_::correl ( ) const [inline]
 

Returns the estimated correlation matrix between the parameters.

Definition at line 83 of file Paramest.hh.

float RazorBack::Paramest_::tcrit_95 ( ) const
 

tcrit_95(DOF) returns the value of the t-distribution at 95% significance level with Nf degrees of freedom.

Use for confidence intervals.

void RazorBack::Paramest_::resize ( ) [inline, protected]
 

Definition at line 95 of file Paramest.hh.

Referenced by Paramest_().

double RazorBack::Paramest_::normalise ( ) [protected]
 

double RazorBack::Paramest_::solve ( Vecdbl_ & Sol,
double Lambda0,
double Lambdafact ) [protected]
 

bool RazorBack::Paramest_::posdef_inv ( Smatdbl_ & A ) [static, protected]
 

void RazorBack::Paramest_::sdev_correl ( double Q ) [protected]
 


Member Data Documentation

size_t RazorBack::Paramest_::Nm [protected]
 

Definition at line 50 of file Paramest.hh.

size_t RazorBack::Paramest_::Np [protected]
 

Definition at line 50 of file Paramest.hh.

size_t RazorBack::Paramest_::Nf [protected]
 

no. of measurements, no.of params, degrees of freedom.

Definition at line 50 of file Paramest.hh.

Smatdbl_ RazorBack::Paramest_::Xtx [protected]
 

Fisher's observation matrix.

Definition at line 51 of file Paramest.hh.

Vecdbl_ RazorBack::Paramest_::Xty [protected]
 

rhs of linreg eqn.

Definition at line 52 of file Paramest.hh.

Vecdbl_ RazorBack::Paramest_::Norm [protected]
 

normalisation vector.

Definition at line 53 of file Paramest.hh.

Weighting_ RazorBack::Paramest_::Weighting [protected]
 

weight type.

Definition at line 54 of file Paramest.hh.

Vecdbl_ RazorBack::Paramest_::P [protected]
 

Definition at line 55 of file Paramest.hh.

Vecdbl_ RazorBack::Paramest_::Sdev [protected]
 

parameter values and standard deviations.

Definition at line 55 of file Paramest.hh.

Smatdbl_ RazorBack::Paramest_::Correl [protected]
 

parameter correlation matrix.

Definition at line 56 of file Paramest.hh.


The documentation for this class was generated from the following file:
Generated at Wed Aug 21 09:33:17 2002 for The Razorback C++ Library: Statistics by doxygen1.2.6 written by Dimitri van Heesch, © 1997-2001