NAME Statistics::GaussHelmert - General weighted least squares estimation DESCRIPTION This module is a flexible tool for estimating model parameters given a set of observations. The module provides function for a linear estimation model, the underlying model is called Gauss-Helmert model. Statistics::GaussHelmert is different to modules such as Statistics::OLS in the sense that it may fit arbitrary functions to data of any dimensions. You have to specify an implicit minimization function (in contrast to explicit functions as in traditional regression methods) and its derivatives with respects to the unknown and the observations. You may also specify constraint function on the unknowns (with its derivative). Furthermore you already need an approximate solution. For some problems it is easy finding approximate solutions by directly solving for the unknown parameters with some well chosen observations. REQUIREMENTS This module requires Perl 5.6.0 and PDL 2.3.2. Furthermore it requires Math::Random for testing purposes. Note that installing PDL requires a series of other modules such as ExtUtils::F77, etc. LITERATURE Press et al. (1992) Numerical Recipes in C, 2nd Ed., Cambridge University Press, Chapter 15. Chapter 15, "Modeling of Data", deals with general weighted least squares estimation, though it describes the Levenber-Marquardt method in more detail. Additionally, it is assumed that only one maesurement is observed. Mikhail, E.M. and Ackermann, F. (1976): Observations and Least Squares University Press of America This book covers the classical Gauss-Helmert model. Koch, K. (1999) Parameter Estimation and Hypothesis Testing in Linear Models, Springer Verlag, 2nd edition This book covers the Gauss-Markoff model, a cousin of the Gauss-Helmert model, but modelling explicit functions. AUTHOR Stephan Heuel (perl@heuel.org) COPYRIGHT Copyright (C) 2000/2001 Stephan Heuel and Institute for Photogrammetry, University of Bonn. All rights reserved. There is no warranty. You are allowed to redistribute this software / documentation under certain conditions, see the GNU Public License, GPL for details, http://www.gnu.org/copyleft/gpl.html.