ISmLinearEquations.InitApproximation

Syntax

InitApproximation: 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.

Example

To execute the 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.