Weight Functions.Get Bisquare Weight Vector From Errors Method
Definition
Namespace: Numerics.NET.Curves
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
Overload List
Get | Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator. |
Get | Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator. |
GetBisquareWeightVectorFromErrors(Vector<Double>)
Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator.
public static Vector<double> GetBisquareWeightVectorFromErrors(
Vector<double> errors
)
Parameters
Return Value
Vector<Double>A vector containing the weights corresponding to the specified error values.
Remarks
This method uses Tukey's bisquare M-estimator. The tuning constant is 4.685 times the standard deviation of the errors.
GetBisquareWeightVectorFromErrors(Vector<Double>, Double)
Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator.
public static Vector<double> GetBisquareWeightVectorFromErrors(
Vector<double> errors,
double tuningConstant
)
Parameters
- errors Vector<Double>
- A vector containing the errors for each observation.
- tuningConstant Double
- A tuning constant proportional to the largest error that can have nonzero weight.
Return Value
Vector<Double>A vector containing the weights corresponding to the specified error values.
Remarks
This method uses Tukey's bisquare M-estimator.