Selon koshino kazuhiro <[EMAIL PROTECTED]>: > Hello, > > Can I get standard errors in estimated parameters using > GaussNewtonEstimator or LevenbergMarquardtEstimator?
Yes. All estimators implement the Estimator interface which includes a getRMS method in addition to the estimate method. You should provide your problem to the method (because it is your problems which defines both the model, the parameters and the observations). If you call it before calling estimate, it will use the initial values of the parameters, if you call it after having called estimate, it will use the adjusted values. Here is what the javadoc says about this method: * 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 * <em>c</em> is the criterion, and <em>n</em> is the number of * measurements, then the RMS is <em>sqrt (c/n)</em>. > > I think that those values are very important to validate estimated > parameters. It may sometimes be misleading. If your problem model is wrong and too "flexible", and if your observation are bad (measurements errors), then you may adjust too many parameters and have the bad model really follow the bad measurements and give you artificially low residuals. Then you may think everything is perfect which is false. This is about the same kind of problems knowns as "Gibbs oscillations" for polynomial fitting when you use a too high degree. Luc > > Is use of classes in java.lang.reflect.* only way to get standard errors? > > Kind Regards, > > Koshino > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [EMAIL PROTECTED] > For additional commands, e-mail: [EMAIL PROTECTED] > > --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
