BurgAlgorithmComplexExecution(IROComplexDoubleVector, IComplexDoubleVector, IVectorDouble) Method

Uses the signal in vector x to build a model with numberOfCoefficients parameter.

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)

Syntax

public static double Execution(
	IROComplexDoubleVector x,
	IComplexDoubleVector coefficients,
	IVector<double> errors
)

x IROComplexDoubleVector: Signal for building the model.
coefficients IComplexDoubleVector: Vector to be filled with the coefficients of the model.
errors IVectorDouble: Vector to be filled with the sum of forward and backward prediction error for every stage of the model.

Double
The mean square error of backward and forward prediction.