Dynamic |
Dynamic parameter estimation with variable-spaced x input.
Inheritance HierarchySystemObject
Altaxo.Calc.RegressionDynamicParameterEstimation
Altaxo.Calc.RegressionDynamicParameterEstimationVariableX
Altaxo.Calc.RegressionDynamicParameterEstimation
Altaxo.Calc.RegressionDynamicParameterEstimationVariableX
Namespace: Altaxo.Calc.Regression
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3448.0 (4.8.3448.0)
SyntaxC#
public class DynamicParameterEstimationVariableX : DynamicParameterEstimation
The DynamicParameterEstimationVariableX type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | DynamicParameterEstimationVariableX(Int32, Int32, Int32) | Initializes a new instance of the DynamicParameterEstimationVariableX class. |
| DynamicParameterEstimationVariableX(Int32, Int32, Int32, IDynamicParameterEstimationSolver) | Initializes a new instance of the DynamicParameterEstimationVariableX class. |
| DynamicParameterEstimationVariableX(Int32, Int32, Int32, IDynamicParameterEstimationSolver) | Initializes a new instance of the DynamicParameterEstimationVariableX class. |
Properties| Name | Description | |
|---|---|---|
 | OffsetX |
Gets or sets the offset that "moves" the sequence x in relation to sequence y.
Normally, y[i] is considered in dependence on x[i], x[i-1], and so on.
By setting the offset, y[i] is considered in dependence on x[i-offset], x[i-offset-1], etc.
(Inherited from DynamicParameterEstimation) |
| Parameter |
Gets the 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.
Finally, the remaining parameters are the parameters for the background fit.
(Inherited from DynamicParameterEstimation) |
| StartingPoint |
Gets 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 increases when more x or y parameters are evaluated, since more "history" samples are needed in this case.
(Inherited from DynamicParameterEstimation) |
Methods| Name | Description | |
|---|---|---|
| CalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble) |
With the already evaluated parameters, calculates the mean error for another piece of data.
Note 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) |
| CalculateCrossPredictionError(IReadOnlyListDouble, IReadOnlyListDouble, IVectorDouble) |
With the already evaluated parameters, calculates the mean error for another piece of data.
Note 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) |
 | CalculateNumberOfData |
Calculates the number of points that can be used on 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 usable data points decreases when more x or y parameters are evaluated,
since more samples are needed for the history and those samples cannot be used on the right side of the equation.
(Inherited from DynamicParameterEstimation) |
| CalculatePredictionError |
Calculates the mean prediction error, i.e. Sqrt(Sum((y-yPredicted)²)/N).
(Inherited from DynamicParameterEstimation) |
| CalculatePredictionError(VectorDouble) |
Calculates the mean prediction error, i.e. Sqrt(Sum((y-yPredicted)²)/N).
(Inherited from DynamicParameterEstimation) |
| CalculateResultingParameter |
Calculates the resulting parameter array by calling the solver.
(Inherited from DynamicParameterEstimation) |
| CalculateSelfPredictionError |
Calculates the mean prediction error using recursive prediction of y (self-prediction).
(Inherited from DynamicParameterEstimation) |
| CalculateSelfPredictionError(IVectorDouble) |
Calculates the mean prediction error using recursive prediction of y (self-prediction).
(Inherited from DynamicParameterEstimation) |
| CalculateSelfPredictionError(MatrixDouble, IReadOnlyListDouble, IVectorDouble) |
Calculates the mean prediction error using recursive prediction of y (self-prediction) for the given matrix and comparison y values.
(Inherited from DynamicParameterEstimation) |
| CalculateStartingPoint |
Calculates 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 increases when more x or y parameters are evaluated, since more "history" samples are needed in this case.
(Overrides DynamicParameterEstimationCalculateStartingPoint) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| EstimateParameterByBurgsAlgorithm |
Estimates the parameters using Burg's algorithm.
(Inherited from DynamicParameterEstimation) |
| FillBacksubstitutionY |
Fills the back-substitution array with data from the provided y vector.
(Inherited from DynamicParameterEstimation) |
| FillInputMatrix |
Fills the input matrix, i.e. the left side of the linear equation.
(Overrides DynamicParameterEstimationFillInputMatrix(IReadOnlyListDouble, IReadOnlyListDouble, MatrixDouble)) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
| GetFrequencyResponse |
Calculates the frequency response for a given frequency.
(Overrides DynamicParameterEstimationGetFrequencyResponse(Double)) |
| GetHashCode | Serves as the default hash function. (Inherited from Object) |
| GetTransferFunction |
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)) |
| GetType | Gets the Type of the current instance. (Inherited from Object) |
 | GetUniformCountArray | Creates an array of length numPara where each element is initialized to count. |
| GetXCountFromNumberOfParameters(Int32, Int32, Double) | Calculates an xcount array for the given number of parameters. |
| GetXCountFromNumberOfParameters(Int32, Int32, Double, Int32) | Calculates the xcount array values in-place and returns the total covered history length. |
| GetXCountFromNumberOfParametersAndLength(Int32, Int32, Int32) | Calculates an xcount array given both the number of parameters and the desired total length. |
| GetXCountFromNumberOfParametersAndLength(Int32, Int32, Int32, Double) | Calculates an xcount array given both the number of parameters and the desired total length. |
| GetXCountFromTotalLength | Calculates an xcount array from a total history length. |
| GetYCountFromXCount | Gets an array where the first history point (y[0]) is excluded from the history (this is because y[0] is already on the right side of the equation. If the first element of xcount is greater than one, the result is a cloned xcount array with the first element reduced by one. If the first element of xcount is one, than an copyied version of xcount, without the first element, is returned. |
| MakeEstimation |
Calculates the dynamic parameter estimation.
(Inherited from DynamicParameterEstimation) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object) |
| SetHelperMembers |
Sets all helper values such as _numX, _numY, _backgroundOrderPlus1, _numberOfParameter, and _startingPoint.
(Inherited from DynamicParameterEstimation) |
| ToString | Returns a string that represents the current object. (Inherited from Object) |
Fields| Name | Description | |
|---|---|---|
 | _backgroundOrderPlus1 | Number of background parameters to estimate. (Inherited from DynamicParameterEstimation) |
| _inputMatrix | Holds the input matrix. (Inherited from DynamicParameterEstimation) |
| _numberOfParameter | Total number of parameters, i.e. _numX + _numY + _backgroundOrderPlus1. (Inherited from DynamicParameterEstimation) |
| _numX | Number of x parameters to estimate. (Inherited from DynamicParameterEstimation) |
| _numY | Number of y parameters to estimate. (Inherited from DynamicParameterEstimation) |
| _offsetX |
"Moves" the sequence x in relation to sequence y.
Normally, y[i] is considered in dependence on x[i], x[i-1], and so on.
By setting the offset, y[i] is considered in dependence on x[i-offset], x[i-offset-1], etc.
(Inherited from DynamicParameterEstimation) |
| _parameter |
Array to store the estimated parameters.
First in the array, the x parameters are stored (indices 0.._numX-1).
Then the y parameters (indices _numX.._numX+_numY-1).
Lastly, the background parameters are stored in the array (indices _numX+_numY..end).
(Inherited from DynamicParameterEstimation) |
| _scaledY |
Array of y-values necessary for back-substitution. This is a copy of the input y vector
only for the elements _startingPoint..end.
(Inherited from DynamicParameterEstimation) |
| _solver |
Stores an instance of a solver used to solve the linear equation.
The solver should keep and recycle the memory necessary for solving the equation.
(Inherited from DynamicParameterEstimation) |
| _startingPoint | Index of the point where the calculation can start. (Inherited from DynamicParameterEstimation) |
See Also