class NLS_ODE extends Predictor with Error
Given an Ordinary Differential Equation 'ODE' parameterized using the vector 'b' with Initial Value 'IV' 'y0', estimate the parameter values 'b' for the ODE using weighted Non-linear Least Squares 'NLS'.
ODE: dy/dt = f(t, y) IV: y(t0) = y0
Times series data: z(t0), z(t1), ... z(tn)
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new
NLS_ODE(z: VectorD, ts: VectorD, b_init: VectorD, w: VectorD = null)
- z
the observed values
- ts
the time points of the observations
- b_init
the initial guess for the parameter values 'b'
- w
the optional weights
Value Members
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def
!=(arg0: Any): Boolean
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def
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final
def
asInstanceOf[T0]: T0
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val
b: VectoD
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clone(): AnyRef
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def
coefficient: VectoD
Return the vector of coefficient/parameter values.
Return the vector of coefficient/parameter values.
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def
diagnose(yy: VectoD): Unit
Compute diagostics for the predictor.
Compute diagostics for the predictor. Override to add more diagostics. Note, for 'rmse', 'sse' is divided by the number of instances 'm' rather than degrees of freedom.
- yy
the response vector
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- See also
en.wikipedia.org/wiki/Mean_squared_error
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val
e: VectoD
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final
def
eq(arg0: AnyRef): Boolean
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def
equals(arg0: Any): Boolean
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def
finalize(): Unit
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def
fit: VectorD
Return the quality of fit.
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def
fitLabels: Seq[String]
Return the labels for the fit.
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final
def
flaw(method: String, message: String): Unit
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final
def
getClass(): Class[_]
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def
hashCode(): Int
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def
init(_objectiveF: FunctionV_2S, _y0: Double): Unit
Initialize
NLS-ODE
with the objective function and initial value/condition.Initialize
NLS-ODE
with the objective function and initial value/condition.- _objectiveF
the objective function indicating departure from observation
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final
def
isInstanceOf[T0]: Boolean
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val
mae: Double
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ne(arg0: AnyRef): Boolean
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def
notify(): Unit
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def
notifyAll(): Unit
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def
predict(zz: VectoD): Double
Predict the value of 'y = f(zz)'.
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def
predict(z: VectoI): Double
Given a new discrete data vector z, predict the y-value of f(z).
Given a new discrete data vector z, predict the y-value of f(z).
- z
the vector to use for prediction
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val
rSq: Double
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def
residual: VectoD
Return the vector of residuals/errors.
Return the vector of residuals/errors.
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val
rmse: Double
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val
sse: Double
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val
ssr: Double
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val
sst: Double
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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def
toString(): String
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def
train(yy: VectoD): Unit
Train the predictor by fitting the parameter vector (b-vector) using a non-linear least squares method.
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def
train(): Unit
Train the predictor by fitting the parameter vector (b-vector) using a non-linear least squares method.
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def
wait(): Unit
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def
wait(arg0: Long, arg1: Int): Unit
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def
wait(arg0: Long): Unit
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def
wsseF(dy_dt: Derivative): Double
Function to compute the Weighted Sum of Squares Error 'SSE' for given values for parameter vector 'b'.