dotnetCHARTING Send comments on this topic.
ModelFunction Property
See Also 
dotnetCHARTING Namespace > ForecastEngine.Options Class : ModelFunction Property


This attribute allows the basis of functions which describes a factor model.

Syntax

Visual Basic (Declaration)  
Public Shared Property ModelFunction As FactorModel
Visual Basic (Usage) Copy Code
Dim value As FactorModel
 
ForecastEngine.Options.ModelFunction = value
 
value = ForecastEngine.Options.ModelFunction
C#  
public static FactorModel ModelFunction {get; set;}

Remarks

A factor model is a real vector space of functions from which a function will be selected in accordance with some criteria. That is, we allow the basis of functions f_1(x), f_2(x) , ..., f_n(x), which span the factor model, i.e. any element of the factor model can be represented as:

a_1 * f_1(x) + a_2 * f_2(x) + ... + a_n * f_n(x)

where a_1, ..., a_n are real numbers. Note that the above representation is unique.

See Also