1
vote
2answers
37 views

How to find a line that minimizes the average squared perpendicular distance from the given points to the line?

I have set of points scattered around the origin. How to find a vector, such that the average squared distance (perpendicular distance) from points to the vector is minimised? Added For example, ...
0
votes
0answers
156 views

Choose a right optimization method

I have a question related to optimization method selection. Suppose now I have some observation data (1D) as well as the underlying function model. For example, I use the following codes to generate ...
1
vote
0answers
99 views

Jacobian approximation at given point without explicit derivatives expression

after solving a NLproblem with optimization method, I would like to compute confidence intervals, prediction bounds and standard deviation for these optimal parameters. Explicit formulas I have read ...