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| <div class="subTitle">org.apache.commons.math3.fitting.leastsquares</div> |
| <h2 title="Interface LeastSquaresProblem.Evaluation" class="title">Interface LeastSquaresProblem.Evaluation</h2> |
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| <dl> |
| <dt>All Known Subinterfaces:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresOptimizer.Optimum.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresOptimizer.Optimum</a></dd> |
| </dl> |
| <dl> |
| <dt>All Known Implementing Classes:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/AbstractEvaluation.html" title="class in org.apache.commons.math3.fitting.leastsquares">AbstractEvaluation</a></dd> |
| </dl> |
| <dl> |
| <dt>Enclosing interface:</dt> |
| <dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares">LeastSquaresProblem</a></dd> |
| </dl> |
| <hr> |
| <br> |
| <pre>public static interface <span class="strong">LeastSquaresProblem.Evaluation</span></pre> |
| <div class="block">An evaluation of a <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html" title="interface in org.apache.commons.math3.fitting.leastsquares"><code>LeastSquaresProblem</code></a> at a particular point. This class |
| also computes several quantities derived from the value and its Jacobian.</div> |
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| <h3>Method Summary</h3> |
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| <caption><span>Methods</span><span class="tabEnd"> </span></caption> |
| <tr> |
| <th class="colFirst" scope="col">Modifier and Type</th> |
| <th class="colLast" scope="col">Method and Description</th> |
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| <tr class="altColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getCost()">getCost</a></strong>()</code> |
| <div class="block">Get the cost.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getCovariances(double)">getCovariances</a></strong>(double threshold)</code> |
| <div class="block">Get the covariance matrix of the optimized parameters.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getJacobian()">getJacobian</a></strong>()</code> |
| <div class="block">Get the weighted Jacobian matrix.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getPoint()">getPoint</a></strong>()</code> |
| <div class="block">Get the abscissa (independent variables) of this evaluation.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getResiduals()">getResiduals</a></strong>()</code> |
| <div class="block">Get the weighted residuals.</div> |
| </td> |
| </tr> |
| <tr class="rowColor"> |
| <td class="colFirst"><code>double</code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getRMS()">getRMS</a></strong>()</code> |
| <div class="block">Get the normalized cost.</div> |
| </td> |
| </tr> |
| <tr class="altColor"> |
| <td class="colFirst"><code><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a></code></td> |
| <td class="colLast"><code><strong><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getSigma(double)">getSigma</a></strong>(double covarianceSingularityThreshold)</code> |
| <div class="block">Get an estimate of the standard deviation of the parameters.</div> |
| </td> |
| </tr> |
| </table> |
| </li> |
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| <h3>Method Detail</h3> |
| <a name="getCovariances(double)"> |
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| <h4>getCovariances</h4> |
| <pre><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getCovariances(double threshold)</pre> |
| <div class="block">Get the covariance matrix of the optimized parameters. <br/> Note that this |
| operation involves the inversion of the <code>J<sup>T</sup>J</code> matrix, |
| where <code>J</code> is the Jacobian matrix. The <code>threshold</code> parameter is a |
| way for the caller to specify that the result of this computation should be |
| considered meaningless, and thus trigger an exception.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>threshold</code> - Singularity threshold.</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>the covariance matrix.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the covariance matrix cannot be computed (singular problem).</dd></dl> |
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| <a name="getSigma(double)"> |
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| <h4>getSigma</h4> |
| <pre><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getSigma(double covarianceSingularityThreshold)</pre> |
| <div class="block">Get an estimate of the standard deviation of the parameters. The returned |
| values are the square root of the diagonal coefficients of the covariance |
| matrix, <code>sd(a[i]) ~= sqrt(C[i][i])</code>, where <code>a[i]</code> is the optimized |
| value of the <code>i</code>-th parameter, and <code>C</code> is the covariance matrix.</div> |
| <dl><dt><span class="strong">Parameters:</span></dt><dd><code>covarianceSingularityThreshold</code> - Singularity threshold (see <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getCovariances(double)"><code>computeCovariances</code></a>).</dd> |
| <dt><span class="strong">Returns:</span></dt><dd>an estimate of the standard deviation of the optimized parameters</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/linear/SingularMatrixException.html" title="class in org.apache.commons.math3.linear">SingularMatrixException</a></code> - if the covariance matrix cannot be computed.</dd></dl> |
| </li> |
| </ul> |
| <a name="getRMS()"> |
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| </a> |
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| <h4>getRMS</h4> |
| <pre>double getRMS()</pre> |
| <div class="block">Get the normalized cost. It is the square-root of the sum of squared of |
| the residuals, divided by the number of measurements.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the cost.</dd></dl> |
| </li> |
| </ul> |
| <a name="getJacobian()"> |
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| </a> |
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| <h4>getJacobian</h4> |
| <pre><a href="../../../../../../org/apache/commons/math3/linear/RealMatrix.html" title="interface in org.apache.commons.math3.linear">RealMatrix</a> getJacobian()</pre> |
| <div class="block">Get the weighted Jacobian matrix.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the weighted Jacobian: W<sup>1/2</sup> J.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the Jacobian dimension does not match problem dimension.</dd></dl> |
| </li> |
| </ul> |
| <a name="getCost()"> |
| <!-- --> |
| </a> |
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| <h4>getCost</h4> |
| <pre>double getCost()</pre> |
| <div class="block">Get the cost.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the cost.</dd><dt><span class="strong">See Also:</span></dt><dd><a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.Evaluation.html#getResiduals()"><code>getResiduals()</code></a></dd></dl> |
| </li> |
| </ul> |
| <a name="getResiduals()"> |
| <!-- --> |
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| <h4>getResiduals</h4> |
| <pre><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getResiduals()</pre> |
| <div class="block">Get the weighted residuals. The residual is the difference between the |
| observed (target) values and the model (objective function) value. There is one |
| residual for each element of the vector-valued function. The raw residuals are |
| then multiplied by the square root of the weight matrix.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the weighted residuals: W<sup>1/2</sup> K.</dd> |
| <dt><span class="strong">Throws:</span></dt> |
| <dd><code><a href="../../../../../../org/apache/commons/math3/exception/DimensionMismatchException.html" title="class in org.apache.commons.math3.exception">DimensionMismatchException</a></code> - if the residuals have the wrong length.</dd></dl> |
| </li> |
| </ul> |
| <a name="getPoint()"> |
| <!-- --> |
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| <h4>getPoint</h4> |
| <pre><a href="../../../../../../org/apache/commons/math3/linear/RealVector.html" title="class in org.apache.commons.math3.linear">RealVector</a> getPoint()</pre> |
| <div class="block">Get the abscissa (independent variables) of this evaluation.</div> |
| <dl><dt><span class="strong">Returns:</span></dt><dd>the point provided to <a href="../../../../../../org/apache/commons/math3/fitting/leastsquares/LeastSquaresProblem.html#evaluate(org.apache.commons.math3.linear.RealVector)"><code>LeastSquaresProblem.evaluate(RealVector)</code></a>.</dd></dl> |
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