ARMAEstimationMethodType

Description

The ARMAEstimationMethodType enumeration is used to determine optimization method.

It is used by the following property:

• ISlARMA.EstimationMethod.

Available Values

	Value	Brief description
	0	OLS. The least squares method.
	1	GaussNewton. Quasi Newton method.
	2	LevenbergMarquardt. Levenberg-Marquardt method. An additional regularization parameter determined in the ISlARMA.LambdaLevenbergMarquardt property must be defined for this method.
	3	ConjugateGradient. The method of conjugate gradients.

Comments

The Levenberg-Marquardt method is outdated.

See also:

Stat Assembly Enumerations