WeightFunctions.GetBisquareWeightVectorFromErrors Method

Definition

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

Overload List

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.

GetBisquareWeightVectorFromErrors(Vector<Double>)

Returns a weight vector corresponding to the supplied error values using Tukey's bisquare estimator.
C#
public static Vector<double> GetBisquareWeightVectorFromErrors(
	Vector<double> errors
)

Parameters

errors  Vector<Double>
A vector containing the errors for each observation.

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.
C#
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.

See Also