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Re: Missing data and MPFITFUN [message #51124 is a reply to message #50905]

Sat, 28 October 2006 11:57

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

googlegroups@higginsnet.com writes:

> Craig Markwardt wrote:
>
>> Remove the NaNs, include zero-weights, and
>> you should be fine.
>
> Does the calculation of the covariance matrix take into account the
> weighting matrix?

Yes. The calculation of the covariance matrix derives from the same
matrix that actually does the fitting.

> I have missing data points in an array, and so I've filled those data
> points with zeros, and then created a WEIGHTS matrix which identifies
> those zeros - to be ignored in the fit.

You did the right thing.

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: Missing data and MPFITFUN By: googlegroups on Tue, 24 October 2006 06:51
		Re: Missing data and MPFITFUN By: David Fanning on Mon, 23 October 2006 07:54
		Re: Missing data and MPFITFUN By: Craig Markwardt on Mon, 23 October 2006 07:44
		Re: Missing data and MPFITFUN By: David Fanning on Mon, 23 October 2006 07:20
		Re: Missing data and MPFITFUN By: googlegroups on Mon, 23 October 2006 06:57
		Re: Missing data and MPFITFUN By: Allan Whiteford on Mon, 23 October 2006 04:09
		Re: Missing data and MPFITFUN By: Craig Markwardt on Sat, 28 October 2006 11:57

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