#include <Paramest.hh>
Inheritance diagram for RazorBack::Paramest_:
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) |
Definition at line 39 of file Paramest.hh.
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Weighting_: equal, relative, user-defined.
Definition at line 45 of file Paramest.hh. |
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Init to empty.
Definition at line 62 of file Paramest.hh. |
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Init to desired sizes if known in advance Actual regression calls may change the settings.
Definition at line 69 of file Paramest.hh. |
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set the weighting scheme.
Definition at line 74 of file Paramest.hh. |
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Returns the estimated parameters.
Definition at line 77 of file Paramest.hh. |
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Returns the estimated standard deviations of the parameters.
Definition at line 80 of file Paramest.hh. |
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Returns the estimated correlation matrix between the parameters.
Definition at line 83 of file Paramest.hh. |
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tcrit_95(DOF) returns the value of the t-distribution at 95% significance level with Nf degrees of freedom. Use for confidence intervals. |
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Definition at line 95 of file Paramest.hh. Referenced by Paramest_(). |
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Definition at line 50 of file Paramest.hh. |
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Definition at line 50 of file Paramest.hh. |
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no. of measurements, no.of params, degrees of freedom.
Definition at line 50 of file Paramest.hh. |
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Fisher's observation matrix.
Definition at line 51 of file Paramest.hh. |
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rhs of linreg eqn.
Definition at line 52 of file Paramest.hh. |
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normalisation vector.
Definition at line 53 of file Paramest.hh. |
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weight type.
Definition at line 54 of file Paramest.hh. |
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Definition at line 55 of file Paramest.hh. |
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parameter values and standard deviations.
Definition at line 55 of file Paramest.hh. |
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parameter correlation matrix.
Definition at line 56 of file Paramest.hh. |