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 Parameters.ox

Parameter is the base class for values to optimize over.

Parameter is derived from Quantity to represent variables that are continuous. (Variables in DDP such as states and actions are Discrete.)

THe value of a Parameter is the v member of the class inherited from Objective. Other members are used to store starting values and to restrict the range the value takes on during optimization.

Click on Hierarchy to see the different kinds of parameters in a logical order.

ParameterBLocks are a derived class for reprsenting a vector of parameters treated together.

Parameters to maxmiize over are added to the Objective before applying an Algorithm which modifies the parameter values.

 Global functions

Functions
 NormalDistParmeters Create an array of Normal Distribution parameters and return it.
 TransitionMatrix Create an array of Simplex blocks that act as a transition matrix.

 Bounded : Limited : Parameter : Quantity

A parameter contained in an open interval \(L \lt v \lt U\).

Scale, free value and transformation

$$\eqalign{ s &= \log\left( {v_0-L \over U-v_0} \right)\cr f &= 1\cr v &= L+UB {\exp\{sf\}\over 1+\exp\{sf\}\cr }$$

Warning issued if |v0)-(UB+UB)/2| < NearFlat
Public fields
 LB const AV compatible, the lower bound
 UB const AV compatible, the upper bound
Public methods
 Bounded Create a parameter bounded above and below.

Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 BoundedAbove : Limited : Parameter : Quantity

Parameter bounded from above \(-\infty \lt v \lt U\).

Scale, free value and transformation
$$\eqalign{ s &= \log(U-v_0)\cr f &= 1\cr v &= U+\exp\{sf\}\cr }$$

Warning issued if |v0)-UB + 1| < NearFlat
Public fields
 UB const AV compatible, the upper bound
Public methods
 BoundedAbove Create a new parameter bounded above.
 Menu virtual

Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 BoundedBelow : Limited : Parameter : Quantity

A parameter bounded from below: \(L \lt v \lt \infty\).

Scale, free value and transformation
$$\eqalign{ s &= \log(v_0-L)\cr f &= 1\cr v &= L+\exp\{sf\}\cr }$$

Warning issued if |v0)-LB-1| < NearFlat
Public fields
 LB const AV compatible, the lower bound
Public methods
 BoundedBelow A parameter bounded below.

Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Coefficients : ParameterBlock : Parameter : Quantity

Vector of free parameters. 
xj = Free()
Public methods
 Coefficients Create a block of free parameters.
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Correlation : Bounded : Limited : Parameter : Quantity

Bounded as: -1 < v < 1 .

Equivalence
Correlation(L,v0) ≡ Bounded(L,-1.0,1.0,v0))
Public methods
 Correlation Create a new parameter bounded above by 1 and below by -1.
Inherited methods from Bounded:
Bounded
Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Bounded:
LB, UB
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Decreasing : Ordered : ParameterBlock : Parameter : Quantity

Vector of parameters that are sequentially decreasing. 
x0 = BoundedAbove(UB) or Free()
xj = BoundedAbove(xj-1)
Public methods
 Decreasing Create a decreasing vector of parameters.
Inherited methods from Ordered:
Ordered
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from Ordered:
Anchored, B
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 DecreasingReturns : ParameterBlock : Parameter : Quantity

Vector of J probabilities that sum to strictly less than 1.

Relationship
x0 = Probability
...
xj = Bounded(0.0,1-∑k=0…j-1 xk)
Public methods
 DecreasingReturns Create a block of decreasing returns to scale coefficients.
Inherited methods from ParameterBlock:
AddToBlock, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Determined : Parameter : Quantity

Value determined exactly by some other value, not chosen by optimization.
Public methods
 Determined Create a fixed, pre-determined parameter.
 SetDoNotVary Do nothing because DoNotVary does not change for Determined parameter.
 ToggleDoNotVary Do nothing because DoNotVary does not toggle for Determined parameter.
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 FixedBlock : ParameterBlock : Parameter : Quantity

Vector of values determined exactly by some other value.
Public methods
 Decode
 Encode Default encoding: no scaling, no constraining.
 FixedBlock create a new vector of parameters that are not changed by algorithms.
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Free : Parameter : Quantity

Can take on any real number: \(-\infty \lt v \lt \infty\).

Scale, free value and transformation
$\(s = \cases{ v_0 & \)|v_0| \gt \( NearFlat\cr 1 & else\cr}\)\(

\)\(f = \cases{ 1 & \)|v_0| \gt \( NearFlat\cr v_0 & else\cr}\)\(

\)\(v = sf\)$
Public methods
 Encode virtual .
 Free Create a free, unrestricted parameter.

Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Increasing : Ordered : ParameterBlock : Parameter : Quantity

Vector of parameters that are sequentially increasing. 
x0 = BoundedBelow(LB) or Free()
xj = BoundedBelow(xj-1)
Public methods
 Increasing Create an increasing vector of parameters.
Inherited methods from Ordered:
Ordered
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from Ordered:
Anchored, B
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Limited : Parameter : Quantity

Container for parameters are neither Free nor Determined.
Public fields
 nearflat starting value is near the flat spot of the transformation.
Public methods
 Limited .
Inherited methods from Parameter:
Decode, Encode, Menu, Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Negative : BoundedAbove : Limited : Parameter : Quantity

Bounded from above by 0.

Equivalence
Negative(L,v0) ≡ BoundedAbove(L,0.0)
Public methods
 Negative Create a parameter bounded above by 0.
Inherited methods from BoundedAbove:
BoundedAbove, Menu
Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from BoundedAbove:
UB
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Ordered : ParameterBlock : Parameter : Quantity

Public fields
 Anchored const list is anchored .
 B const AV compatible, bound for first value.
Public methods
 Ordered Create a block with parameters that maintain an order.
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 ParameterBlock : Parameter : Quantity

Two or more parameters whose ranges interact or are related for some other reason.
Public fields
 curpar current param in V.
 N length of block.
 Psi array of parameters .
 PsiL array of labels.
Public methods
 AddToBlock Append parameter to the block.
 BlockCode virtual Default update for an unstructured block of parameters.
 Encode virtual Default encoding: no scaling, no constraining.
 Menu virtual
 ParameterBlock Create a new block of related Parameters.
 SetDoNotVary Set the value of DoNotVary.
 ToggleDoNotVary Toggle DoNotVary for All or some block elements.
 Xb Return \(X\beta = X*CV(beta)\).
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Positive : BoundedBelow : Limited : Parameter : Quantity

Parameter Bounded from below by 0.

Equivalence
Positive(L,v0) ≡ BoundedBelow(L,0,v0)
Public methods
 Positive Create a parameter bounded below by 0.
Inherited methods from BoundedBelow:
BoundedBelow
Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from BoundedBelow:
LB
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Probabilities : ParameterBlock : Parameter : Quantity

Vector of Probabilities. 
xj = Probability()
Public methods
 Probabilities Create a block of parameters all constrained to be probabilities.
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Probability : Bounded : Limited : Parameter : Quantity

Bounded as: 0 < v < 1 .

Equivalence
Probability(L,v0) &equiv Bounded(L,0.0,1.0)
Public methods
 Probability Create a new parameter bounded above by 1 and below by 0.
Inherited methods from Bounded:
Bounded
Inherited methods from Limited:
Limited
Inherited methods from Parameter:
Parameter, ReadCGI, ReInitialize, Reset, SetDoNotVary, ToggleDoNotVary
Inherited methods from Quantity:
SetVolume
Inherited fields from Bounded:
LB, UB
Inherited fields from Limited:
nearflat
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Simplex : ParameterBlock : Parameter : Quantity

Vector of J probabilities that sum to 1. 

x0 = Probability
xj = Bounded(0.0,1-∑k=0…j-1 xk)
⋮
xJ = Determined(1-∑xj)
See also:
TransitionMatrix
Public fields
 fval final value, used for cumulating.
Public methods
 Last static
 Simplex Create a simplex of parameters.
Inherited methods from ParameterBlock:
AddToBlock, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 StDeviations : ParameterBlock : Parameter : Quantity

Positive Vector. 
xj = Positive()
Public methods
 StDeviations Create a block of positive parameters.
Inherited methods from ParameterBlock:
AddToBlock, BlockCode, Encode, Menu, ParameterBlock, SetDoNotVary, ToggleDoNotVary, Xb
Inherited methods from Parameter:
Decode, Parameter, ReadCGI, ReInitialize, Reset
Inherited methods from Quantity:
SetVolume
Inherited fields from ParameterBlock:
curpar, N, Psi, PsiL
Inherited fields from Parameter:
block, DoNotConstrain, DoNotVary, f, ival, NearFlat, scale, start
Inherited fields from Quantity:
L, logf, pos, track, v, Volume

 Global

 NormalDistParmeters

NormalDistParmeters ( L , ivals )
Create an array of Normal Distribution parameters and return it.

This does not create a ParameterBlock. It creates separate parameter objects and returns the array of them. It can be sent to Normal() related functions/objects that require a pars vector or array.

Parameters:
L Label prefix for the parameters
ivals initial values vector see NormalParams
default is <0.0;1.0>, which means parameters start as standard normal
if ivals has three elements the last is the correlation coefficient \(\rho\)

See also:
NormalParams

 TransitionMatrix

TransitionMatrix ( L , imat )
Create an array of Simplex blocks that act as a transition matrix.
Parameters:
L label
inmat a square matrix of initial values for the transitions.

Each column of inmat should be a proper transition (not each row).

Example:
Create a 3x3 transition matrix, where the current state is the column and the next state is the row. Initialize the transition but make the transition an array of Simplex blocs that can be controlled by an optimization routine. 
  decl tmat =< 0.90 ~ 0.09 ~0.05;
               0.02 ~ 0.80 ~0.3;
               0.08 ~ 0.01 ~0.11>


   decl m = TransitionMatrix("p",tmat);
   Parameters(m);


   println("The current Markov transition matrix is ", CV(m));

see Markov State Variable

 Bounded

 Bounded

Bounded :: Bounded ( L , LB , UB , v0 )
Create a parameter bounded above and below.
Parameters:
L parameter label
LB static function, double or Parameter, the lower bound
UB static function, double or Parameter, the upper bound
v0 CV compatible default value, v0

 LB

const decl LB [public]
AV compatible, the lower bound

 UB

const decl UB [public]
AV compatible, the upper bound

 BoundedAbove

 BoundedAbove

BoundedAbove :: BoundedAbove ( L , UB , v0 )
Create a new parameter bounded above.
Parameters:
L parameter label
LB double or Parameter, the upper bound
v0 CV compatible default value, v0
Comments:
If UB is a parameter then the bounding is dynamic. The parameter will always be strictly less than UB as UB's value changes.
UB should be added to the parameter list first.

 Menu

virtual BoundedAbove :: Menu ( fp )

 UB

const decl UB [public]
AV compatible, the upper bound

 BoundedBelow

 BoundedBelow

BoundedBelow :: BoundedBelow ( L , LB , v0 )
A parameter bounded below.
Parameters:
L parameter label
LB double or CV-compatible object, the lower bound
v0 CV compatible default value, v0

Comments:
If LB is a parameter then the bounding is dynamic. The parameter will always be strictly greater than LB as LB value changes.
LB should be added to the parameter list first.

 LB

const decl LB [public]
AV compatible, the lower bound

 Coefficients

 Coefficients

Coefficients :: Coefficients ( L , ivals , labels )
Create a block of free parameters.
Parameters:
L label for the block (e.g. the equation)
ivals 0: set to length of labels and initialize values to 0
> 0: number of coefficients, initialize to 0
labels 0: use numbers for labels
array of strings, labels for coefficients (e.g. variable names)
vector: initial values

 Correlation

 Correlation

Correlation :: Correlation ( L , v0 )
Create a new parameter bounded above by 1 and below by -1.
Parameters:
L parameter label
v0 CV compatible default value, v0
See also:
Bounded

 Decreasing

 Decreasing

Decreasing :: Decreasing ( L , UB , ivals , Anchored )
Create a decreasing vector of parameters. LB < x1 > x2 > … > xN
Parameters:
L label
UB upper bound for first variable, a double, CV comptible.
send .Inf to make the first parameter free
ivals integer, dimension of sequence
OR
N×1 vector of initial values
Anchored TRUE, UB should be the first element of the block (as a Determined parameter)
Comments:
if ivals is an integer N then the sequence is initialized as UB-1, UB-2, … UB-N

 DecreasingReturns

 DecreasingReturns

DecreasingReturns :: DecreasingReturns ( L , ivals )
Create a block of decreasing returns to scale coefficients.
Parameters:
L label
ivals N×1 vector, initial values

Cross-parameter restrictions
0< xi < 1

∑i=9…N-1  xi < 1.

All elements

 Determined

 Determined

Determined :: Determined ( L , v0 )
Create a fixed, pre-determined parameter.
Parameters:
L string
v0 double, initial value, current value determined by something else
CV compatible default value, v0

 SetDoNotVary

Determined :: SetDoNotVary ( setting )
Do nothing because DoNotVary does not change for Determined parameter.

 ToggleDoNotVary

Determined :: ToggleDoNotVary ( )
Do nothing because DoNotVary does not toggle for Determined parameter.

 FixedBlock

 Decode

 Encode

FixedBlock :: Encode ( )
Default encoding: no scaling, no constraining. 
v = start;
scale = 1.0;
f = v;
Returns:
v

 FixedBlock

FixedBlock :: FixedBlock ( L , v0 )
create a new vector of parameters that are not changed by algorithms.
Parameters:
L label
v0 vector or array of values.

 Free

 Encode

virtual Free :: Encode ( )
.

 Free

Free :: Free ( L , v0 )
Create a free, unrestricted parameter.
Parameters:
L parameter label
v0 CV compatible default value

 Increasing

 Increasing

Increasing :: Increasing ( L , LB , ivals , Anchored )
Create an increasing vector of parameters. 
LB < x1 < x2 < … < xN
Parameters:
L label
LB lower bound for first variable, a double, Parameter or static function
send -.Inf to make the first parameter free
ivals integer, dimension of sequence
OR
N×1 vector of initial values
Anchored TRUE, LB should be the first element of the block (as a Determined parameter)

Comments:
if ivals is an integer N then the sequence is initialized as LB+1, LB+2, … LB+N.

 Limited

 Limited

Limited :: Limited ( L , v0 )
.

 nearflat

decl nearflat [public]
starting value is near the flat spot of the transformation.

 Negative

 Negative

Negative :: Negative ( L , v0 )
Create a parameter bounded above by 0.
Parameters:
L parameter label
v0 CV compatible default value, v0
Comments:
Equivalent to BoundedAbove(L,0.0,v0)
See also:
BoundedBelow

 Ordered

 Anchored

const decl Anchored [public]
list is anchored .

 B

const decl B [public]
AV compatible, bound for first value.

 Ordered

Ordered :: Ordered ( L , B , ivals , sign , Anchored )
Create a block with parameters that maintain an order.
Parameters:
L label
B CV-compatible bound or Determined parameter (can be -∞ or +∞)
ivals vector of initial values
scalar number of ordered elements (not counting Anchor)
sign ordering
Anchored if TRUE the first element of the block is B

 ParameterBlock

 AddToBlock

ParameterBlock :: AddToBlock ( ... )
Append parameter to the block.
Parameters:
psi Parameter to add.
... more parameters

 BlockCode

virtual ParameterBlock :: BlockCode ( )
Default update for an unstructured block of parameters. The default is to simply increment curpar (and reset 0 when it reaches N).

 curpar

decl curpar [public]
current param in V.

 Encode

virtual ParameterBlock :: Encode ( )
Default encoding: no scaling, no constraining. 
v = start;
scale = 1.0;
f = v;
Returns:
v

 Menu

virtual ParameterBlock :: Menu ( fp )

 N

decl N [public]
length of block.

 ParameterBlock

ParameterBlock :: ParameterBlock ( L , ... )
Create a new block of related Parameters.
Parameters:
L string Label for block
... a list of parameters to add to the block
if only one argument is supplied it should be an array of parameters.

 Psi

decl Psi [public]
array of parameters .

 PsiL

decl PsiL [public]
array of labels.

 SetDoNotVary

ParameterBlock :: SetDoNotVary ( setting )
Set the value of DoNotVary.
Parameters:
setting TRUE or FALSE

 ToggleDoNotVary

ParameterBlock :: ToggleDoNotVary ( elements )
Toggle DoNotVary for All or some block elements.
Parameters:
elements DoAll or a vector of parameter indices

 Xb

ParameterBlock :: Xb ( X )
Return \(X\beta = X*CV(beta)\).
Parameters:
X row vector or matrix conforming to the coefficient vector.
Returns:
\(X*CV(this)\).

 Positive

 Positive

Positive :: Positive ( L , v0 )
Create a parameter bounded below by 0.
Parameters:
L parameter label
v0 CV compatible default value, v0

Comments:
Equivalent to BoundedBelow(L,0.0,ival)

 Probabilities

 Probabilities

Probabilities :: Probabilities ( L , ivals , labels )
Create a block of parameters all constrained to be probabilities.
Parameters:
L label for the block
ivals 0: set to length of labels and initialize values to 0
> 0: number of postivie parameters, initialize to 1.0
vector: initial values
labels 0: use numbers for labels
array of strings, labels for values (e.g. variable names)

See also:
Simplex

 Probability

 Probability

Probability :: Probability ( L , v0 )
Create a new parameter bounded above by 1 and below by 0.
Parameters:
L parameter label
v0 CV compatible default value, v0
See also:
Bounded

 Simplex

 fval

decl fval [public]
final value, used for cumulating.

 Last

static Simplex :: Last ( )

 Simplex

Simplex :: Simplex ( L , ivals )
Create a simplex of parameters.
Parameters:
L label
ivals integer: dimension of simplex initialized as equal values 1/N
N×1 vector, initial values

Cross-parameter restrictions
0 < x0 < 1
0 < x1 < x0
⋮
0 < xi < ∑j=0…i-1  xj
xN-1 = 1 - ∑j=0…N-2  xj

The first N-1 elements of the block are Bounded parameters. The final one is Determined.

 StDeviations

 StDeviations

StDeviations :: StDeviations ( L , ivals , labels )
Create a block of positive parameters.
Parameters:
L label for the block
ivals 0: set to length of labels and initialize all values at 1
> 0: number of positive parameters, initialize to 1.25
vector: initial values
labels 0: use numbers for labels
array of strings, labels for values (e.g. variable names)

For example, a vector of standard deviations.
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