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DynamicParameterEstimationCombXY Class

Dynamic parameter estimation with comb like spaced x and y input.
Inheritance Hierarchy
SystemObject
  Altaxo.Calc.RegressionDynamicParameterEstimation
    Altaxo.Calc.RegressionDynamicParameterEstimationCombXY

Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3179.0 (4.8.3179.0)
Syntax
C#
public class DynamicParameterEstimationCombXY : DynamicParameterEstimation

The DynamicParameterEstimationCombXY type exposes the following members.

Constructors
Properties
 NameDescription
Public propertyOffsetX"Moves" the sequence x in relation to sequence y. Normally, the y[i] is considered in dependence on x[i], x[i-1].. and so on. By setting the offset, the y[i] is considered in dependence on x[i-offset], x[x-offset-1]...
(Inherited from DynamicParameterEstimation)
Public propertyParameter Resulting parameters of the estimation. Index 0..numX-1 are the parameters for x history. Following from numX to numX+numY-1 are the parameters for y, and at least there are the parameters for the background fit.
(Inherited from DynamicParameterEstimation)
Public propertyStartingPoint Calculates and returns the starting point, i.e. the first index in the y array that can be used for the right side of the linear equation. The starting point increase when more x or y parameters are to evaluate, since more "history" samples are needed in this case.
(Inherited from DynamicParameterEstimation)
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Methods
 NameDescription
Public methodCalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble) With the already evalulated parameters (!), calculates the mean error for another piece of data. Please not that both vectors must have a length of at least _startingPoint+1, since the first _startingPoint samples are used for the history.
(Inherited from DynamicParameterEstimation)
Public methodCalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble, IVectorDouble) With the already evalulated parameters (!), calculates the mean error for another piece of data. Please not that both vectors must have a length of at least _startingPoint+1, since the first _startingPoint samples are used for the history.
(Inherited from DynamicParameterEstimation)
Protected methodCalculateNumberOfData Calculate the number of points that can be used at the right side of the linear equation (i.e. the number of rows of the equation). With the same length of x and y, the number of data reduces when more x or y parameters are to evaluate, since more samples are needed for the history and that samples can not be used on the right side of the equation.
(Inherited from DynamicParameterEstimation)
Public methodCalculatePredictionError Calculates the mean prediction error, i.e. Sqrt(Sum((y-yprediced)²)/N).
(Inherited from DynamicParameterEstimation)
Public methodCalculatePredictionError(VectorDouble) Calculates the mean prediction error, i.e. Sqrt(Sum((y-yprediced)²)).
(Inherited from DynamicParameterEstimation)
Protected methodCalculateResultingParameter Calculates the resulting parameter array by calling the solver.
(Inherited from DynamicParameterEstimation)
Public methodCalculateSelfPredictionError Calculates the mean prediction error, i.e. Sqrt(Sum((y-yprediced)²)).
(Inherited from DynamicParameterEstimation)
Public methodCalculateSelfPredictionError(IVectorDouble)
(Inherited from DynamicParameterEstimation)
Protected methodCalculateSelfPredictionError(MatrixDouble, IReadOnlyListDouble, IVectorDouble)
(Inherited from DynamicParameterEstimation)
Protected methodCalculateStartingPoint
(Overrides DynamicParameterEstimationCalculateStartingPoint)
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodEstimateParameterByBurgsAlgorithm
(Inherited from DynamicParameterEstimation)
Protected methodFillBacksubstitutionY Fills the back substitution array with data from the data of the provided y vector.
(Inherited from DynamicParameterEstimation)
Protected methodFillInputMatrix
(Overrides DynamicParameterEstimationFillInputMatrix(IReadOnlyListDouble, IReadOnlyListDouble, MatrixDouble))
Protected methodFinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
Public methodGetFrequencyResponse
(Overrides DynamicParameterEstimationGetFrequencyResponse(Double))
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTransferFunction Gets the impulse response to a pulse at t=0, i.e. to x[0]==1, x[1]...x[n]==0. The background component is not taken into account.
(Overrides DynamicParameterEstimationGetTransferFunction(Double, IVectorDouble))
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodMakeEstimation Calculates the dynamic parameter estimation.
(Inherited from DynamicParameterEstimation)
Protected methodMemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Protected methodSetHelperMembers Sets all helper values such as _numX, _numY, _backgroundOrderPlus1, _numberOfParameter, _startingPoint.
(Inherited from DynamicParameterEstimation)
Public methodToStringReturns a string that represents the current object.
(Inherited from Object)
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Fields
 NameDescription
Protected field_backgroundOrderPlus1Number of background parameters to estimate.
(Inherited from DynamicParameterEstimation)
Protected field_inputMatrixHolds the input matrix.
(Inherited from DynamicParameterEstimation)
Protected field_numberOfParameterTotal number of parameter, i.e. _numX+_numY + _backgroundOrderPlus1
(Inherited from DynamicParameterEstimation)
Protected field_numXNumber of x parameters to estimate.
(Inherited from DynamicParameterEstimation)
Protected field_numYNumber of y parameters to estimate.
(Inherited from DynamicParameterEstimation)
Protected field_offsetX"Moves" the sequence x in relation to sequence y. Normally, the y[i] is considered in dependence on x[i], x[i-1].. and so on. By setting the offset, the y[i] is considered in dependence on x[i-offset], x[x-offset-1]...
(Inherited from DynamicParameterEstimation)
Protected field_parameter Array to store the estimated parameters. First in the array, the x parameters are stored (indices 0.._numX-1). Then the y parameters, having indices of (_numX.._numX+_numY-1). Lastly, the background parameters are stored in the array (indices _numX+_numY ... end_of_array)
(Inherited from DynamicParameterEstimation)
Protected field_scaledYArray of y-values neccessary for backsubstitution. Is a copy of the input y vector, but only for the elements _startingPoint...end_of_y_vector.
(Inherited from DynamicParameterEstimation)
Protected field_solverStores an instance of a solver used to solve the linear equation. The solver should keep and recycle the memory neccessary for solving the equation.
(Inherited from DynamicParameterEstimation)
Protected field_startingPointIndex of the point where the calculation can start.
(Inherited from DynamicParameterEstimation)
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See Also