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Re: st: re: Cumulative Accuracy Profile
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: re: Cumulative Accuracy Profile
Date
Thu, 3 Feb 2011 09:18:45 +0000
The name for the common fruit fly is Drosophila [not ...philia]
melanogaster. Genus names are capitalised, specific names are not.
In terms of the question, if you are minimising RMSE you are also
minimising its square. In other words, this problem is nonlinear
linear squares and there is absolutely no need to program it yourself.
Head straight for the help and the manual entry for -nl-.
Nick
On Thu, Feb 3, 2011 at 5:52 AM, Drosophilia Melanogaster
<[email protected]> wrote:
> 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)
>
>
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