TMtxNonLinReg.DeriveProcedure Property

Summary

Defines derivatives of regression function.

Declaration

Property DeriveProcedure: TDeriveProc read FDeriveProcedure write SetDeriveProcedure;

Description

Defines the procedure for calculating the derivatives of a regression function RegressFun with respect to the regression parameters B, evaluated at specific set of (X,Y) points.

If DeriveProcedure is not declared (for example if it's nil) TMtxNonLinReg will use the approximate numeric derivative. In this case the gradient step size is defined by GradientStepSize (Optimization unit) global variable. Normally the optimal stepsize depends on seventh partial derivatives of the function. Since they (in this case) are not available, the initial value for GradientStepSize is Exp(Ln(EPS)/7)*0.25 (as suggested by Spellucci).