WeightFunctions.GetHuberWeightVectorFromErrors Method

Definition

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

GetHuberWeightVectorFromErrors(Vector<Double>)	Returns a weight vector corresponding to the supplied error values using Huber's M-estimator.
GetHuberWeightVectorFromErrors(Vector<Double>, Double)	Returns a weight vector corresponding to the supplied error values using Huber's M-estimator.

Returns a weight vector corresponding to the supplied error values using Huber's M-estimator.

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

Visual Basic

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

C++/CLI

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

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

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

This method uses Huber's M-estimator. The tuning constant is 1.345 times the standard deviation of the errors.

Returns a weight vector corresponding to the supplied error values using Huber's M-estimator.

public static Vector<double> GetHuberWeightVectorFromErrors(
	Vector<double> errors,
	double tuningConstant
)

Visual Basic

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

C++/CLI

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

static member GetHuberWeightVectorFromErrors : 
        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 the maximum weight.

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