org.apache.commons.math4.fitting.leastsquares

## Interface LeastSquaresProblem.Evaluation

• ### Method Summary

All Methods
Modifier and Type Method and Description
double getChiSquare()
Get the sum of the squares of the residuals.
double getCost()
Get the cost.
RealMatrix getCovariances(double threshold)
Get the covariance matrix of the optimized parameters.
RealMatrix getJacobian()
Get the weighted Jacobian matrix.
RealVector getPoint()
Get the abscissa (independent variables) of this evaluation.
double getReducedChiSquare(int n)
Get the reduced chi-square.
RealVector getResiduals()
Get the weighted residuals.
double getRMS()
Get the normalized cost.
RealVector getSigma(double covarianceSingularityThreshold)
Get an estimate of the standard deviation of the parameters.
• ### Method Detail

• #### getCovariances

RealMatrix getCovariances(double threshold)
Get the covariance matrix of the optimized parameters.
Note that this operation involves the inversion of the JTJ matrix, where J is the Jacobian matrix. The threshold parameter is a way for the caller to specify that the result of this computation should be considered meaningless, and thus trigger an exception.
Parameters:
threshold - Singularity threshold.
Returns:
the covariance matrix.
Throws:
SingularMatrixException - if the covariance matrix cannot be computed (singular problem).
• #### getSigma

RealVector getSigma(double covarianceSingularityThreshold)
Get an estimate of the standard deviation of the parameters. The returned values are the square root of the diagonal coefficients of the covariance matrix, sd(a[i]) ~= sqrt(C[i][i]), where a[i] is the optimized value of the i-th parameter, and C is the covariance matrix.
Parameters:
covarianceSingularityThreshold - Singularity threshold (see computeCovariances).
Returns:
an estimate of the standard deviation of the optimized parameters
Throws:
SingularMatrixException - if the covariance matrix cannot be computed.
• #### getRMS

double getRMS()
Get the normalized cost. It is the square-root of the sum of squared of the residuals, divided by the number of measurements.
Returns:
the cost.
• #### getJacobian

RealMatrix getJacobian()
Get the weighted Jacobian matrix.
Returns:
the weighted Jacobian: W1/2 J.
Throws:
DimensionMismatchException - if the Jacobian dimension does not match problem dimension.
• #### getReducedChiSquare

double getReducedChiSquare(int n)
Get the reduced chi-square.
Parameters:
n - Number of fitted parameters.
Returns:
the sum of the squares of the residuals divided by the number of degrees of freedom.
• #### getResiduals

RealVector getResiduals()
Get the weighted residuals. The residual is the difference between the observed (target) values and the model (objective function) value. There is one residual for each element of the vector-valued function. The raw residuals are then multiplied by the square root of the weight matrix.
Returns:
the weighted residuals: W1/2 K.
Throws:
DimensionMismatchException - if the residuals have the wrong length.

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