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st: re: Cumulative Accuracy Profile
From
Drosophilia Melanogaster <[email protected]>
To
[email protected]
Subject
st: re: Cumulative Accuracy Profile
Date
Thu, 3 Feb 2011 13:52:06 +0800 (SGT)
How does one program an algorithm that estimates the concavity of a Cumulative Accuracy Profile (CAP) curve? I wish to fit a model for y using the function:
y = [1- exp(-kx)]/[1-exp(-k)]
where k is my parameter of interest and is obtained by minimizing a root mean square error (RMSE) of the form:
e = sqrt{(1/N)*summation i to n of [y_i - [1- exp(-kx_i)]/[1-exp(-k)]]^2}.
The RMSE is minimized by applying a Newton-Raphson procedure using the following iteration (i=1,2... 20):
k_i+1 = k_i - [(de/dk)/(d2e/dk2)] (ratio of derivatives)
Any help will be greatly appreciated as I am really at a loss when it comes to programming. >__<
Thanks in advance!
Warm regards,
Mika
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