public class GaussianMultiDLM extends Object implements FitFunction
This fitting target function is defined over dimension
n, by the following
k = 0 - A k = 1..n - x₀ᵢ (with i = k-1) k = n+1..2n - bᵢ (with i = k-n-1)with
f(x) = A × exp( - S )and
S = ∑ bᵢ × (xᵢ - x₀ᵢ)²
|Constructor and Description|
|Modifier and Type||Method and Description|
Partial derivatives indices are ordered as follow:
Not used but hey.
Evaluate this function at point
public final double val(double x, double a)
x. The function is otherwise defined over an array of parameters
a, that is the target of the fitting procedure.
public final double grad(double x, double a, int k)
k = 0 - A k = 1..n - x_i (with i = k-1) k = n+1..2n - b_i (with i = k-n-1)
x- the point to evaluate the gradient at
a- the set of parameters that defines the function
k- the index of the parameter to compute the gradient
public final double hessian(double x, double a, int r, int c)
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