GPS-X Technical Reference

Optimizer 382
Static Sub-Section
Number of optimized parameters: This sets the number of variables to be adjusted by
the optimizer. It should correspond to the number of parameters specified as Optimize
variables in the Controls Setup window.
Number of data points (at least 2): This number sets an upper bound on the number of
rows that GPS-X will read in from the .dat file. The default value is large so that GPS-
X can handle the majority of data sets without having to change this value.
Detailed statistical report (ON - OFF): If this option is set to ON and you are using
either the maximum likelihood or sum of squares objective functions, the following
statistics are provided in the solution report in addition to the parameter estimates and
objective function value: variance-covariance matrix, correlation matrix, % variation
explained by regression, significance of the regression, lack of fit test, observed values,
predicted values, % error between predicted and observed values, residuals, weighted
residuals, standardized residuals, standardized residual plots, and the Portmanteau test on
the weighted residuals. The variance-covariance matrix and the correlation matrix are
only reported if the printing of confidence limits option is set to ON. The lack of fit test
is only reported if it is turned ON. The Portmanteau test is only reported if it is turned
ON and the maximum likelihood objective function is used. For more information on the
statistical tests consult Appendix B: The Optimizer Solution Report.
Solution report to file (ON - OFF): If this option is set to ON, the statistical output is
appended to file stats.txt in the current directory.
Dynamic Sub-Section
DPE Timewindow: This is the time window for dynamic parameter estimation.
Maximum Likelihood Sub-Section
Error distribution (Normal/Cauchy): Selects the probability distribution of the
measurement errors used in the maximum likelihood objective function. The Normal
option should be used in most cases. The cauchy distribution looks similar to the normal
distribution but has heavier tails so that values far removed from the mean have a higher
probability than with they would with a corresponding normal distribution.
Estimate standard deviations of errors (ON - OFF): Determines if the standard
deviations should be estimated from the data using Equation 14.10, or if they should be
taken as specified.
Standard deviation of errors: Vector of standard deviations of errors associated with
each response variable (errors are assumed independent across variables and
observations). These values are not used in the estimation problem if estimate standard
deviations of errors is set to ON.
GPS-X Technical Reference