| Re: curve fitting: works badly? [message #3790 is a reply to message #3661] |
Wed, 08 March 1995 12:44  |
agraps
Messages: 35
Registered: September 1994
|
Member |
|
|
vek@spacsun.rice.edu (Vincent E. Kargatis) writes:
> This is great (really). But has anyone done a (linear) curvefit that
> includes both X and Y errors? A much harder problem, but much more
> realistic (c'mon, the Real World's *fun*)! NUMERICAL RECIPES has one for
> linear fitting (ch. 15.3), but not for non-linear (no surprise, since it's
> probably nigh impossible). I don't suppose anyone has translated the NR
> routine into IDL?
I think the IDL Goddard Astronomy Library has IDL code to do linear
curvefit with x and y errors. See the IDL FAQ for how to get to the
library. I don't have the library information handy (but Bill Thompson
might :) ).
> Also, why does CURVEFIT want weights instead of errors? W = 1/(sig_y)^2.
> Whose datasets give them weights? Mine all give me errors! :-)
Mine too!
Seriously, my understanding of why weights instead of errors
is because:
1) Bevington did it that way.
2) It has a precise mathematical definition that can be implemented
easily in least-squares algorithms.
2) There are several different kinds of errors (i.e. instrumental,
statistical, etc. See Bevington for a good discussion of error analysis).
Speaking of errors, if you have criteria for checking whether a fit is
good, looking at the sigma of the output fit parameters is sometimes
not enough because the parameters are correlated to each other. That's
why I added a covariance output matrix to my version of CURVEFIT that
quantitatively describes the correlated variances between the fit
parameters. See my previous post on the Marquardt-Levenberg thread
here on how to do this.
Amara
--
************************************************************ *************
Amara Graps email: agraps@netcom.com
Computational Physicist vita: finger agraps@sunshine.arc.nasa.gov
Intergalactic Reality bio: finger -lm agraps@netcom.com
************************************************************ *************
"Awaken the mind without fixing it anywhere." --Kungo Kyo
|
|
|
|
comp.lang.idl-pvwave archive
Members
Search
Help
Login
Home
