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Re: amoeba/mpfit/etc with a quantized variable? [message #38255 is a reply to message #38232]

Thu, 26 February 2004 18:47

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

henrygroe@yahoo.com (Henry Roe) writes:
> I've a function representing a physical phenomenon where some
> variables are continuous and some should be quantized as integers.
> It's not obvious to me how to force amoeba or mpfit or any of my other
> favorite minimization/fitting routines to only move certain variables
> in integer steps.
>
> Has anybody else run into this type of challenge? Any suggestions?

I'm not sure. One suggestion I have is to search in a grid of the
discrete values, and optimize the continuous variables at each grid
point. This is what is commonly done for chi-square fitting
confidence regions.

Craig

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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@REMOVEcow.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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[Message index]

		Re: amoeba/mpfit/etc with a quantized variable? By: David Fanning on Fri, 27 February 2004 08:40
		Re: amoeba/mpfit/etc with a quantized variable? By: James Kuyper on Fri, 27 February 2004 08:20
		Re: amoeba/mpfit/etc with a quantized variable? By: Craig Markwardt on Thu, 26 February 2004 18:47
		Re: amoeba/mpfit/etc with a quantized variable? By: henrygroe on Mon, 01 March 2004 10:18

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