 | Newton |
The NewtonRaphsonParameterCalc type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | CalculationMessage | This string will contain information about algorithm failure, or if the regression matrix is rank deficient and pseudo inverses were used. Otherwise it will be empty. |
| Converged | Gets a boolean value indicating whether or not the algorithm converged. |
| FailIfNotFullRank | Gets and sets a boolean value indicating whether or not parameter calculation should fail if the input matrix of observed values, the regression matrix does not have full rank. The default value is false. |
| InformationMatrix | The information matrix is the matrix of negated second partial derivations of the log likelihood function. It is the inverse of the variance/covariance matrix for the parameter estimates. |
| IsGood | Gets a boolean indicating success of failure of the calculation. |
| Iterations | Gets the number of iterations performed by the algorithm. |
| MaxIterations | Gets the sets the maximum number of iterations performed by the algorithm. Default is 1000. |
| SolutionChange | Gets the change in the solution value on the last iteration of the algorithm. |
| Tolerance | Gets and sets the tolerance used to determine convergence of the algorithm. The algorithm is judged converged when the norm of the solution change is less than Tolerance * max(B), where max(B) is the magnitude of the largest solution component. Default value is 1e-8. |
See Also