ISmLinearEquations.InitApproximation

Fore Syntax

InitApproximation: Array;

Fore.NET Syntax

InitApproximation: System.Array;

Description

The InitApproximation property determines initial approximations.

Comments

Indexing of initial approximation array must start with zero.

The property is relevant if ISmLinearEquations.SLEMethod = SLEMethodType.ConjugateGradient.

Fore Example

Add a link to the Stat system assembly.

Sub UserProc;
Var
    Method: ISmLinearEquations;
    ExplainedVal, Exp1, Exp2: Array[2] Of Double;
    ExplanatoriesVal: ISlSeries;
    Init: Array[2] Of Double;
    Status, i: Integer;
    Estimate: Array Of Double;
Begin
    Method := New SmLinearEquations.Create;
    // explained series values
    ExplainedVal[00] := 5;
    ExplainedVal[01] := 8;
    Method.Explained.Value := ExplainedVal;
    // Explanatory series values
    ExplanatoriesVal := Method.Explanatories;
    Exp1[00] := 3;  Exp2[00] := 2;
    Exp1[01] := 2;  Exp2[01] := 1;
    ExplanatoriesVal.Add.Value := Exp1;
    ExplanatoriesVal.Add.Value := Exp2;
    // Sample period parameters:
    Method.ModelPeriod.FirstPoint := 1;
    Method.ModelPeriod.LastPoint := 2;
    // Parameters of model coefficients:
    Method.ModelCoefficients.Intercept.Mode := InterceptMode.None;
    // Values of initial approximations:
    Init[0] := 0;
    Init[1] := 2;
    Method.InitApproximation := Init;
    // Accuracy and maximum number of iterations:
    Method.Tolerance := 0.00001;
    Method.MaxIteration := 500;
    // Linear equation system solution method:
    Method.SLEMethod := SLEMethodType.ConjugateGradient;
    // Casting linear equation system to equivalent one:
    Method.SymmetricMatrixSet := True;
    // Calculate model:
    Status := Method.Execute;
    Debug.WriteLine(Method.Errors);
    Debug.WriteLine("=== Estimated coefficient values ===");
    Estimate := Method.ModelCoefficients.Coefficients.Estimate;
    For i := 0 To Estimate.Length - 1 Do
        Debug.WriteLine((i+1).ToString + ". " + Estimate[i].ToString);
    End For;
End Sub UserProc;

After executing the example the console window displays estimated coefficient values.

Fore.NET Example

The requirements and result of the Fore.NET example execution match with those in the Fore example.

Imports Prognoz.Platform.Interop.Stat;
…
Public Shared Sub Main(Params: StartParams);
Var
    Method: ISmLinearEquations;
    ExplainedVal, Exp1, Exp2: Array[2] Of Double;
    ExplanatoriesVal: ISlSeries;
    Init: Array[2] Of Double;
    Status, i: Integer;
    Estimate: System.Array;
Begin
    Method := New SmLinearEquations.Create();
    // explained series values
    ExplainedVal[00] := 5;
    ExplainedVal[01] := 8;
    Method.Explained.Value := ExplainedVal;
    // Explanatory series values
    ExplanatoriesVal := Method.Explanatories;
    Exp1[00] := 3;  Exp2[00] := 2;
    Exp1[01] := 2;  Exp2[01] := 1;
    ExplanatoriesVal.Add().Value := Exp1;
    ExplanatoriesVal.Add().Value := Exp2;
    // Sample period parameters:
    Method.ModelPeriod.FirstPoint := 1;
    Method.ModelPeriod.LastPoint := 2;
    // Parameters of model coefficients:
    Method.ModelCoefficients.Intercept.Mode := InterceptMode.imNone;
    // Values of initial approximations:
    Init[0] := 0;
    Init[1] := 2;
    Method.InitApproximation := Init;
    // Accuracy and maximum number of iterations:
    Method.Tolerance := 0.00001;
    Method.MaxIteration := 500;
    // Linear equation system solution method:
    Method.SLEMethod := SLEMethodType.slemtConjugateGradient;
    // Casting linear equation system to equivalent one:
    Method.SymmetricMatrixSet := True;
    // Calculate model:
    Status := Method.Execute();
    System.Diagnostics.Debug.WriteLine(Method.Errors);
    System.Diagnostics.Debug.WriteLine("=== Estimated coefficient values ===");
    Estimate := Method.ModelCoefficients.Coefficients.Estimate;
    For i := 0 To Estimate.Length - 1 Do
        System.Diagnostics.Debug.WriteLine((i+1).ToString() + ". " + Estimate[i].ToString());
    End For;
End Sub;