/// <summary>
/// Estimates the specified model.
/// </summary>
/// <param name = "model">Model function.</param>
/// <param name = "solverOptions">Least squares solver options.</param>
/// <param name = "pointCount">Number of data points.</param>
/// <param name = "dataX">X-coordinates of the data points.</param>
/// <param name = "dataY">Y-coordinates of the data points.</param>
/// <param name = "iterations">Estimated model function parameters.</param>
public void Estimate(PowerModel model, int pointCount, Vector <double> dataX, Vector <double> dataY, ref List <Vector <double> > iterations)
{
this.dataX = dataX;
this.dataY = dataY;
int n = guess.Count;
Vector <double> parametersCurrent = guess;
Vector <double> parametersNew = new DenseVector(n);
double valueCurrent;
double valueNew;
GetObjectiveValue(model, pointCount, parametersCurrent, out valueCurrent);
while (true)
{
Matrix <double> jacobian = new DenseMatrix(pointCount, n);
Vector <double> residual = new DenseVector(pointCount);
GetObjectiveJacobian(model, pointCount, parametersCurrent, ref jacobian);
model.GetResidualVector(pointCount, dataX, dataY, parametersCurrent, ref residual);
Vector <double> step = jacobian.Transpose().Multiply(jacobian).Cholesky().Solve(jacobian.Transpose().Multiply(residual));
parametersCurrent.Subtract(step, parametersNew);
GetObjectiveValue(model, pointCount, parametersNew, out valueNew);
iterations.Add(parametersNew);
if (ShouldTerminate(valueCurrent, valueNew, iterations.Count, parametersCurrent, parametersNew))
{
break;
}
parametersNew.CopyTo(parametersCurrent);
valueCurrent = valueNew;
}
}
