WeightFunctions.GetBisquareWeightVectorFromErrors Method

Definition

Namespace: Extreme.Mathematics.Curves
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23

GetBisquareWeightVectorFromErrors(Vector<Double>)	Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator.
GetBisquareWeightVectorFromErrors(Vector<Double>, Double)	Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator.

Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator.

public static Vector<double> GetBisquareWeightVectorFromErrors(
	Vector<double> errors
)

Visual Basic

Public Shared Function GetBisquareWeightVectorFromErrors ( 
	errors As Vector(Of Double)
) As Vector(Of Double)

C++/CLI

public:
static Vector<double>^ GetBisquareWeightVectorFromErrors(
	Vector<double>^ errors
)

static member GetBisquareWeightVectorFromErrors : 
        errors : Vector<float> -> Vector<float>

Vector<Double>
A vector containing the weights corresponding to the specified error values.

This method uses Tukey's bisquare M-estimator. The tuning constant is 4.685 times the standard deviation of the errors.

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
)

Visual Basic

Public Shared Function GetBisquareWeightVectorFromErrors ( 
	errors As Vector(Of Double),
	tuningConstant As Double
) As Vector(Of Double)

C++/CLI

public:
static Vector<double>^ GetBisquareWeightVectorFromErrors(
	Vector<double>^ errors, 
	double tuningConstant
)

static member GetBisquareWeightVectorFromErrors : 
        errors : Vector<float> * 
        tuningConstant : float -> Vector<float>

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.

Vector<Double>
A vector containing the weights corresponding to the specified error values.

This method uses Tukey's bisquare M-estimator.