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comparison libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/estimation/Estimator.html @ 13:cbf34dd4d7e6

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commons-math-2.1 added
author dwinter
date Tue, 04 Jan 2011 10:02:07 +0100
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12:970d26a94fb7 13:cbf34dd4d7e6
1 <HTML>
2 <BODY BGCOLOR="white">
3 <PRE>
4 <FONT color="green">001</FONT> /*<a name="line.1"></a>
5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a>
7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a>
11 <FONT color="green">008</FONT> *<a name="line.8"></a>
12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
13 <FONT color="green">010</FONT> *<a name="line.10"></a>
14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a>
18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a>
19 <FONT color="green">016</FONT> */<a name="line.16"></a>
20 <FONT color="green">017</FONT> <a name="line.17"></a>
21 <FONT color="green">018</FONT> package org.apache.commons.math.estimation;<a name="line.18"></a>
22 <FONT color="green">019</FONT> <a name="line.19"></a>
23 <FONT color="green">020</FONT> /**<a name="line.20"></a>
24 <FONT color="green">021</FONT> * This interface represents solvers for estimation problems.<a name="line.21"></a>
25 <FONT color="green">022</FONT> *<a name="line.22"></a>
26 <FONT color="green">023</FONT> * &lt;p&gt;The classes which are devoted to solve estimation problems<a name="line.23"></a>
27 <FONT color="green">024</FONT> * should implement this interface. The problems which can be handled<a name="line.24"></a>
28 <FONT color="green">025</FONT> * should implement the {@link EstimationProblem} interface which<a name="line.25"></a>
29 <FONT color="green">026</FONT> * gather all the information needed by the solver.&lt;/p&gt;<a name="line.26"></a>
30 <FONT color="green">027</FONT> *<a name="line.27"></a>
31 <FONT color="green">028</FONT> * &lt;p&gt;The interface is composed only of the {@link #estimate estimate}<a name="line.28"></a>
32 <FONT color="green">029</FONT> * method.&lt;/p&gt;<a name="line.29"></a>
33 <FONT color="green">030</FONT> *<a name="line.30"></a>
34 <FONT color="green">031</FONT> * @see EstimationProblem<a name="line.31"></a>
35 <FONT color="green">032</FONT> *<a name="line.32"></a>
36 <FONT color="green">033</FONT> * @version $Revision: 811786 $ $Date: 2009-09-06 05:36:08 -0400 (Sun, 06 Sep 2009) $<a name="line.33"></a>
37 <FONT color="green">034</FONT> * @since 1.2<a name="line.34"></a>
38 <FONT color="green">035</FONT> * @deprecated as of 2.0, everything in package org.apache.commons.math.estimation has<a name="line.35"></a>
39 <FONT color="green">036</FONT> * been deprecated and replaced by package org.apache.commons.math.optimization.general<a name="line.36"></a>
40 <FONT color="green">037</FONT> *<a name="line.37"></a>
41 <FONT color="green">038</FONT> */<a name="line.38"></a>
42 <FONT color="green">039</FONT> @Deprecated<a name="line.39"></a>
43 <FONT color="green">040</FONT> public interface Estimator {<a name="line.40"></a>
44 <FONT color="green">041</FONT> <a name="line.41"></a>
45 <FONT color="green">042</FONT> /**<a name="line.42"></a>
46 <FONT color="green">043</FONT> * Solve an estimation problem.<a name="line.43"></a>
47 <FONT color="green">044</FONT> *<a name="line.44"></a>
48 <FONT color="green">045</FONT> * &lt;p&gt;The method should set the parameters of the problem to several<a name="line.45"></a>
49 <FONT color="green">046</FONT> * trial values until it reaches convergence. If this method returns<a name="line.46"></a>
50 <FONT color="green">047</FONT> * normally (i.e. without throwing an exception), then the best<a name="line.47"></a>
51 <FONT color="green">048</FONT> * estimate of the parameters can be retrieved from the problem<a name="line.48"></a>
52 <FONT color="green">049</FONT> * itself, through the {@link EstimationProblem#getAllParameters<a name="line.49"></a>
53 <FONT color="green">050</FONT> * EstimationProblem.getAllParameters} method.&lt;/p&gt;<a name="line.50"></a>
54 <FONT color="green">051</FONT> *<a name="line.51"></a>
55 <FONT color="green">052</FONT> * @param problem estimation problem to solve<a name="line.52"></a>
56 <FONT color="green">053</FONT> * @exception EstimationException if the problem cannot be solved<a name="line.53"></a>
57 <FONT color="green">054</FONT> *<a name="line.54"></a>
58 <FONT color="green">055</FONT> */<a name="line.55"></a>
59 <FONT color="green">056</FONT> void estimate(EstimationProblem problem) throws EstimationException;<a name="line.56"></a>
60 <FONT color="green">057</FONT> <a name="line.57"></a>
61 <FONT color="green">058</FONT> /**<a name="line.58"></a>
62 <FONT color="green">059</FONT> * Get the Root Mean Square value.<a name="line.59"></a>
63 <FONT color="green">060</FONT> * Get the Root Mean Square value, i.e. the root of the arithmetic<a name="line.60"></a>
64 <FONT color="green">061</FONT> * mean of the square of all weighted residuals. This is related to the<a name="line.61"></a>
65 <FONT color="green">062</FONT> * criterion that is minimized by the estimator as follows: if<a name="line.62"></a>
66 <FONT color="green">063</FONT> * &lt;em&gt;c&lt;/em&gt; is the criterion, and &lt;em&gt;n&lt;/em&gt; is the number of<a name="line.63"></a>
67 <FONT color="green">064</FONT> * measurements, then the RMS is &lt;em&gt;sqrt (c/n)&lt;/em&gt;.<a name="line.64"></a>
68 <FONT color="green">065</FONT> * @see #guessParametersErrors(EstimationProblem)<a name="line.65"></a>
69 <FONT color="green">066</FONT> *<a name="line.66"></a>
70 <FONT color="green">067</FONT> * @param problem estimation problem<a name="line.67"></a>
71 <FONT color="green">068</FONT> * @return RMS value<a name="line.68"></a>
72 <FONT color="green">069</FONT> */<a name="line.69"></a>
73 <FONT color="green">070</FONT> double getRMS(EstimationProblem problem);<a name="line.70"></a>
74 <FONT color="green">071</FONT> <a name="line.71"></a>
75 <FONT color="green">072</FONT> /**<a name="line.72"></a>
76 <FONT color="green">073</FONT> * Get the covariance matrix of estimated parameters.<a name="line.73"></a>
77 <FONT color="green">074</FONT> * @param problem estimation problem<a name="line.74"></a>
78 <FONT color="green">075</FONT> * @return covariance matrix<a name="line.75"></a>
79 <FONT color="green">076</FONT> * @exception EstimationException if the covariance matrix<a name="line.76"></a>
80 <FONT color="green">077</FONT> * cannot be computed (singular problem)<a name="line.77"></a>
81 <FONT color="green">078</FONT> */<a name="line.78"></a>
82 <FONT color="green">079</FONT> double[][] getCovariances(EstimationProblem problem) throws EstimationException;<a name="line.79"></a>
83 <FONT color="green">080</FONT> <a name="line.80"></a>
84 <FONT color="green">081</FONT> /**<a name="line.81"></a>
85 <FONT color="green">082</FONT> * Guess the errors in estimated parameters.<a name="line.82"></a>
86 <FONT color="green">083</FONT> * @see #getRMS(EstimationProblem)<a name="line.83"></a>
87 <FONT color="green">084</FONT> * @param problem estimation problem<a name="line.84"></a>
88 <FONT color="green">085</FONT> * @return errors in estimated parameters<a name="line.85"></a>
89 <FONT color="green">086</FONT> * @exception EstimationException if the error cannot be guessed<a name="line.86"></a>
90 <FONT color="green">087</FONT> */<a name="line.87"></a>
91 <FONT color="green">088</FONT> double[] guessParametersErrors(EstimationProblem problem) throws EstimationException;<a name="line.88"></a>
92 <FONT color="green">089</FONT> <a name="line.89"></a>
93 <FONT color="green">090</FONT> }<a name="line.90"></a>
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154 </PRE>
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