ISmNonLinearLeastSquare

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISmNonLinearLeastSquare interface defines the parameters of the non-linear least squares method.

Inheritance Hierarchy

          IStatMethod

          ISmNonLinearLeastSquare

Comments

The method consists in minimization of sum of squared deviations of observed values of dependent variable from predicted values.

Properties

  Property name Brief description
The CoefficientsOrder property determines the coefficients order.
Outdated. The DampingFactorTolerance property determines the accuracy of solution for the secondary linear problem in the Levenberg-Marquardt method.
The Explained property determines an explained series.
The Explanatories property determines explanatory series.
The Fitted property returns a modeling series.
The Forecast property determines forecasting series parameters.
The FunctionString property determines calculated function.
The InitApproximation property determines initial approximations.
The InitApproximationActual property returns actually used initial approximations.
The MaxIteration property determines the maximum number of iterations.
Outdated. The MaxStep property determines the value of maximum distance between approximations.
The MissingData property determines missing data treatment method.
The ModelCoefficients property returns parameters of model coefficients.
The ModelPeriod property determines sample period parameters.
The OptimalSumOfSquare property returns the optimal value for the sum of squared residuals.
The OptimizationMethod property determines the optimization method in use.
The Residuals property returns a residual series.
The SummaryStatistics property returns summary statistics.
The Tolerance property determines accuracy.
The UseDefaultInitValues property determines whether the default initial approximations are used.
The UseDerivatives property determines whether analytical derivatives are used in solution search.

Properties inherited from IStatMethod

  Property name Brief description
The DisplayName property returns the displayed method name.
The ErrorByStatus property returns an error message by the error number.
The Errors property returns a message with all the errors and warnings.
The Name property returns the internal method name.
The Status property returns the method execution status.
The SupportsR property returns whether statistical method can be calculated via R package.
The UseR property determines whether statistical method is calculated via the R package.
The WarningByStatus property returns a warning text by its number.
The Warnings property returns the warnings that occurred at method calculation.
The WarningsCount property returns the number of warnings that occurred at the method calculation.
The WarningsNumbers property returns numbers of warnings that occurred at the method calculation.

Methods inherited from IStatMethod

  Method Name Brief description
The Clone method clones a statistical method object.
The Execute method executes a statistical method.
The LoadFromXML method loads statistical method settings from XML code.
The SaveToXML method unloads statistical method settings to XML code.

See also:

Stat Assembly Interfaces | Non-Linear Regression