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.