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gbnlreg - Non linear regression

Author

       Written by Giulio Bottazzi

Description

       Non  linear  least  square  regression.  Read  data in columns (X_1 .. X_N).  The model is specified by a
       function f(x1,x2...) using variables names x1,x2,..,xN for the first, second  ..  N-th  column  of  data.
       f(x1,x2,...)  are assumed i.i.d.

Name

       gbnlreg - Non linear regression

Options

-O     type of output (default 0)

       0      parameters

       1      parameters and errors

       2      <variables> and residuals

       3      parameters and variance matrix

       4      parameters, errors and s-scores

       -V     variance matrix estimation (default 0)

       0      <gradF gradF^t>

       1      < J^{-1} >

       2      < H^{-1} >

       3      < H^{-1} J H^{-1} >

       -v     verbosity level (default 0)

       0      just results

       1      comment headers

       2      summary statistics

       3      covariance matrix

       4      minimization steps

       5      model definition

       -M     estimation method (default 0)

       0      ordinary least square  (OLS)

       1      minimum absolute deviation (MAD)

       2      asymmetric MAD

       -e     minimization tolerance (default 1e-5)

       -i     minimization max iterations (default 500)

       -E     restart accuracy (default 1e-5, ignored with option -M 0)

       -I     restart max iterations (default 2000, ignored with option -M 0)

       -F     input fields separators (default " \t")

       -h     this help

Reporting Bugs

Synopsis

gbnlreg [options] <functiondefinition>

See Also