Interface Estimator

  • All Known Implementing Classes:
    AbstractEstimator, GaussNewtonEstimator, LevenbergMarquardtEstimator

    @Deprecated
    public interface Estimator
    Deprecated.
    as of 2.0, everything in package org.apache.commons.math.estimation has been deprecated and replaced by package org.apache.commons.math.optimization.general
    This interface represents solvers for estimation problems.

    The classes which are devoted to solve estimation problems should implement this interface. The problems which can be handled should implement the EstimationProblem interface which gather all the information needed by the solver.

    The interface is composed only of the estimate method.

    Since:
    1.2
    See Also:
    EstimationProblem
    • Method Detail

      • estimate

        void estimate​(EstimationProblem problem)
               throws EstimationException
        Deprecated.
        Solve an estimation problem.

        The method should set the parameters of the problem to several trial values until it reaches convergence. If this method returns normally (i.e. without throwing an exception), then the best estimate of the parameters can be retrieved from the problem itself, through the EstimationProblem.getAllParameters method.

        Parameters:
        problem - estimation problem to solve
        Throws:
        EstimationException - if the problem cannot be solved
      • getRMS

        double getRMS​(EstimationProblem problem)
        Deprecated.
        Get the Root Mean Square value. Get the Root Mean Square value, i.e. the root of the arithmetic mean of the square of all weighted residuals. This is related to the criterion that is minimized by the estimator as follows: if c is the criterion, and n is the number of measurements, then the RMS is sqrt (c/n).
        Parameters:
        problem - estimation problem
        Returns:
        RMS value
        See Also:
        guessParametersErrors(EstimationProblem)
      • getCovariances

        double[][] getCovariances​(EstimationProblem problem)
                           throws EstimationException
        Deprecated.
        Get the covariance matrix of estimated parameters.
        Parameters:
        problem - estimation problem
        Returns:
        covariance matrix
        Throws:
        EstimationException - if the covariance matrix cannot be computed (singular problem)