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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!=(arg0: Any): Boolean
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def
asInstanceOf[T0]: T0
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val
b: VectoD
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clone(): AnyRef
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val
e: VectoD
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eq(arg0: AnyRef): Boolean
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equals(arg0: Any): Boolean
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def
eval(): Unit
Compute the error and useful diagnostics.
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def
eval(xx: MatriD, yy: VectoD): Unit
Compute the error and useful diagnostics for the test dataset.
Compute the error and useful diagnostics for the test dataset.
- xx
the test data matrix
- yy
the test response vector FIX - implement in classes
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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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getClass(): Class[_]
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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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notify(): Unit
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notifyAll(): Unit
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def
parameter: VectoD
Return the vector of parameter/coefficient values.
Return the vector of parameter/coefficient values.
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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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def
residual: VectoD
Return the vector of residuals/errors.
Return the vector of residuals/errors.
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def
synchronized[T0](arg0: ⇒ T0): T0
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def
toString(): String
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def
train(): NLS_ODE
Train the predictor by fitting the parameter vector (b-vector) using a non-linear least squares method.
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def
train(yy: VectoD): NLS_ODE
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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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'.