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  • Extreme.Mathematics.Curves
    • BarycentricBasis Class
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    • PiecewiseConstantCurve Class
    • PiecewiseCurve Class
    • PiecewiseLinearCurve Class
    • Point Structure
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  • LinearCurveFitter Class
    • LinearCurveFitter Constructors
    • Properties
    • Methods

LinearCurveFitter Class

Extreme Optimization Numerical Libraries for .NET Professional
Represents an algorithm that calculates a linear least squares fit of a curve.
Inheritance Hierarchy

SystemObject
  Extreme.Mathematics.CurvesCurveFitter
    Extreme.Mathematics.CurvesLinearCurveFitter

Namespace:  Extreme.Mathematics.Curves
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

C#
VB
C++
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public sealed class LinearCurveFitter : CurveFitter
Public NotInheritable Class LinearCurveFitter
	Inherits CurveFitter
public ref class LinearCurveFitter sealed : public CurveFitter
[<SealedAttribute>]
type LinearCurveFitter =  
    class
        inherit CurveFitter
    end

The LinearCurveFitter type exposes the following members.

Constructors

  NameDescription
Public methodLinearCurveFitter
Constructs a new LinearCurveFitter object.
Public methodLinearCurveFitter(LinearLeastSquaresMethod)
Constructs a new LinearCurveFitter object.
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Properties

  NameDescription
Public propertyBestFitParameters
Gets the curve parameters corresponding to the best fit.
(Inherited from CurveFitter.)
Public propertyCurve
Gets the non-linear curve that is being fitted.
(Overrides CurveFitterCurve.)
Public propertyInitialGuess
Gets or sets the initial value for the iteration.
(Inherited from CurveFitter.)
Public propertyMethod
Gets or sets the method used to calculate the least-sqaures solution.
Public propertyResiduals
Gets the residuals for the observations.
(Inherited from CurveFitter.)
Public propertyScaleVector
Gets or sets the vector used to scale the curve parameters.
(Inherited from CurveFitter.)
Public propertyStandardError
Gets the standard error of the curve fit.
(Inherited from CurveFitter.)
Public propertyWeightFunction
Gets or sets the weight function.
(Inherited from CurveFitter.)
Public propertyWeightVector
Gets or sets the weight vector.
(Inherited from CurveFitter.)
Public propertyXValues
Gets or sets the vector of x-values.
(Inherited from CurveFitter.)
Public propertyYValues
Gets or sets the vector of y-values.
(Inherited from CurveFitter.)
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Methods

  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodFit
Calculates the least-squares fit.
(Inherited from CurveFitter.)
Public methodGetConfidenceBandwidth(Double)
Gets the width of the confidence band around the best-fit curve at the specified point at the 95% confidence level.
(Inherited from CurveFitter.)
Public methodGetConfidenceBandwidth(Double, Double)
Gets the width of the confidence band around the best-fit curve at the specified point.
(Overrides CurveFitterGetConfidenceBandwidth(Double, Double).)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetPredictionBandwidth(Double)
Gets the width of the prediction band around the best-fit curve at the specified point at the 95% confidence level.
(Inherited from CurveFitter.)
Public methodGetPredictionBandwidth(Double, Double)
Gets the width of the prediction band around the best-fit curve at the specified point.
(Overrides CurveFitterGetPredictionBandwidth(Double, Double).)
Public methodGetStandardDeviations
Gets the standard deviations.
(Inherited from CurveFitter.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodGetVarianceCovarianceMatrix
Returns the variance-covariance matrix of the fit.
(Inherited from CurveFitter.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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Remarks

Use the LinearCurveFitter class to fit data to a curve by the method of least squares. The curve is specified by the Curve property. The parameters of this curve are modified to produce the best fit. The curve must be of a type that inherits from LinearCombination, This includes instances of Polynomial and ChebyshevSeries.

The data is supplied as Vector objects through the XValues and YValues properties.

By default, the observations are unweighted. You can supply a weighting method in two ways. You can set the WeightFunction property to a function of two variables delegate that computes the weight for each observation. The WeightFunctions class provides predefined delegates for the most common weight functions. Alternatively, you can set the individual weights by setting the WeightVector property to a Vector that contains the weight for each individual observation.

The Fit method performs the actual curve fit. By default, a QR decomposition is used. You can change the default behavior by setting the Method property to one of the LinearLeastSquaresMethod values.

See Also

Reference

Extreme.Mathematics.Curves Namespace

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