ml-levenberg-marquardt/lib/types.d.ts

Curve fitting method in javascript

export interface Data2D {
    x: ArrayLike<number>;
    y: ArrayLike<number>;
}
/**
 * `params` comes from `LevenbergMarquardtOptions.initialValues`
 */
export type ParameterizedFunction = (params: number[]) => (x: number) => number;
export interface LevenbergMarquardtOptions {
    /**
     * Array of initial parameter values
     */
    initialValues: ArrayLike<number>;
    /**
     * weighting vector, if the length does not match with the number of data points, the vector is reconstructed with first value.
     * @default 1
     */
    weights?: number | ArrayLike<number>;
    /**
     * Levenberg-Marquardt parameter, small values of the damping parameter
     * λ result in a Gauss-Newton update and large
     * values of λ result in a gradient descent update
     * @default 1e-2
     */
    damping?: number;
    /**
     * factor to reduce the damping (Levenberg-Marquardt parameter) when there is not an improvement when updating parameters.
     * @default 9
     */
    dampingStepDown?: number;
    /**
     * factor to increase the damping (Levenberg-Marquardt parameter) when there is an improvement when updating parameters.
     * @default 11
     */
    dampingStepUp?: number;
    /**
     * the threshold to define an improvement through an update of parameters
     * @default 1e-3
     */
    improvementThreshold?: number;
    /**
     * The step size to approximate the jacobian matrix
     * @default 10e-2
     */
    gradientDifference?: number | ArrayLike<number>;
    /**
     * If true the jacobian matrix is approximated by central differences otherwise by forward differences
     * @default false
     */
    centralDifference?: boolean;
    /**
     * Minimum allowed values for parameters
     */
    minValues?: ArrayLike<number>;
    /**
     * Maximum allowed values for parameters
     */
    maxValues?: ArrayLike<number>;
    /**
     * Maximum of allowed iterations
     * @default 100
     */
    maxIterations?: number;
    /**
     * Minimum uncertainty allowed for each point.
     * @default 10e-3
     */
    errorTolerance?: number;
    /**
     * maximum time running before throw in seconds.
     */
    timeout?: number;
}
export interface LevenbergMarquardtReturn {
    parameterValues: number[];
    parameterError: number;
    iterations: number;
}
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