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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Berndt–Hall–Hall–Hausman algorithm ： ウィキペディア英語版 Berndt–Hall–Hall–Hausman algorithm The Berndt–Hall–Hall–Hausman (BHHH) algorithm is a numerical optimization algorithm similar to the Gauss–Newton algorithm. It is named after the four originators: Ernst R. Berndt, B. Hall, Robert Hall, and Jerry Hausman. ==Usage== If a nonlinear model is fitted to the data one often needs to estimate coefficients through optimization. A number of optimisation algorithms have the following general structure. Suppose that the function to be optimized is ''Q''(''β''). Then the algorithms are iterative, defining a sequence of approximations, ''βk'' given by :$\backslash beta\_=\backslash beta\_-\backslash lambda\_A\_\backslash frac(\backslash beta\_),$, where $\backslash beta\_$ is the parameter estimate at step k, and $\backslash lambda\_$ is a parameter (called step size) which partly determines the particular algorithm. For the BHHH algorithm ''λk'' is determined by calculations within a given iterative step, involving a line-search until a point ''βk''+1 is found satisfying certain criteria. In addition, for the BHHH algorithm, ''Q'' has the form :$Q\; =\; \backslash sum\_^\; Q\_i$ and ''A'' is calculated using : 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Berndt–Hall–Hall–Hausman algorithm」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.