/// <summary>
/// 高斯牛頓法
/// </summary>
/// <param name="InitialthetaPosition">參數初始矩陣</param>
/// <param name="x">輸入矩陣</param>
/// <param name="y">輸出矩陣</param>
/// <param name="Detalx">精確度</param>
/// <param name="Classname">調用函數的類名</param>
/// <param name="Methodname">調用函數的方法名</param>
/// <param name="Param">調用參數</param>
/// <returns></returns>
public static double[,] GaussNewton(double[,] InitialthetaPosition, double[,] x, double[,] y, double Detalx, string Classname, string Methodname, object[] Param)
{
Type t = Type.GetType(Classname);
MethodInfo minfo = t.GetMethod(Methodname);
double[,] Yestimate = (double[, ])minfo.Invoke(t, new object[] { x, InitialthetaPosition });
double[,] Jacobi = Calculas.JacobiMatrix(InitialthetaPosition, x, Detalx, Classname, Methodname, Param);
double[,] DeltaTheata =
Matrix.Product(
Matrix.Inverse(Matrix.Product(Matrix.Trans(Jacobi), Jacobi)),
Matrix.Product(Matrix.Trans(Jacobi), Matrix.Subtract(y, Matrix.Trans(Yestimate))));
double[,] NewThetaPosition = InitialthetaPosition;
for (int i = 0; i < InitialthetaPosition.GetLength(1); i++)
{
NewThetaPosition[0, i] = InitialthetaPosition[0, i] + DeltaTheata[i, 0] * 0.1;
}
return(NewThetaPosition);
}
/// <summary>
/// P-值
/// </summary>
/// <param name="x">自变量，維度n*k</param>
/// <param name="y">因变量，維度n*1,取值1或0</param>
/// <param name="b">B，維度n*1的估计權值</param>
/// <returns></returns>
public static double[,] PValue(double[,] x, double[,] y, double[,] b)
{
int leng = b.GetLength(0);
double[,] P = new double[leng, 1];
for (int i = 0; i < leng; i++)
{
P[i, 0] = Calculas.Integral(-100, b[i, 0] / StandardErrorMatrix(x, y, b)[i, i], "Formulism.BaseMathMethod.Function", "Normal", 0.00001, new object[] {
0, 1
});
if (P[i, 0] > 0.5)
{
P[i, 0] = (1 - P[i, 0]) * 2;
}
else
{
P[i, 0] = P[i, 0] * 2;
}
}
return(P);
}
