Defines derivatives of function.
The type describes the procedure for calculating the derivatives of a regression function RegressFun with respect to the regression parameters (B array), evaluated at (X,Y).
Example 1
An example of regression function and it's derivatives with respect to regression parameters: // y=b0*x*x + b1*x + b2
function SimpleParabola(B: TVec; X: TSample): TSample;
begin
Result := b[0]*Sqr(x) + b[1]*x + b[2];
end;
// \grad _b function
procedure SimpleParabolaDeriv(RegressFun: TRegressFun; X, Y: TSample; Pars: TVec; Grad: TVec);
begin
Grad[0] := Sqr(x);
Grad[1] := x;
Grad[2] := 1;
end;
void __fastcall SimplexParabolaDeriv(TRegresFun* RegressFun, double x, double y,
TVec* Pars, TVec* Grad);
{
Grad->Values[0] = x*x;
Grad->Values[1] = x;
Grad->Values[2] = 1.0;
}
private void SimplexParabolaDeriv(Dew.Stats.TRegresFun RegressFun, double x, double y,
TVec Pars, TVec Grad);
{
Grad.Values[0] = x*x;
Grad.Values[1] = x;
Grad.Values[2] = 1.0;
}