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Re: mpfit: multivariate fit [message #54124 is a reply to message #53931]

Sun, 20 May 2007 23:13

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

Richard, you sent me your code off-line.

Yes, there was an obvious problem, which is that your derivatives were
computed from d(MODEL)/d(P[i]).

However, the "user" function for MPFIT is always (DATA-MODEL)/SIGMA [*].
This means that the derivative is actually [ -d(MODEL)/d(P[i]) ]/SIGMA.
When I inserted a negative sign in your derivatives, the fit then
turned out fine.

Craig

[*] - This is true whether the user function is regular or "(EXTERNAL)".

"Richard G. French" <rfrench@wellesley.edu> writes:
> On the subject of MPFIT, I'm trying to implement the '(EXTERNAL)' function
> option (the case where the user does not supply a function to be called by
> MPFIT itself, but is expected to supply function values and a jacobian
> matrix in each call to MPFIT). I'm trying to do this with a very simple
> polynomial function for which the partial derivatives are very easy to
> compute, but the fitted parameters are not the correct values, the number of
> degrees of freedom returned is a negative number, and in general I am
> clearly not getting things to work.
>
> In trying to debug this, I found what looks like an undocumented keyword:
> EXTERNAL_INIT whose purpose is a bit obscure to me. I tried fiddling with
> this but it did not fix the problem
>
> Does anyone (Craig or someone else) have a simple example of MPFIT that uses
> the EXTERNAL option? If so, I'd be grateful if you would send it along. If
> not, then I can post my failing example so that someone can tell me what I
> am doing wrong.
>
> Thanks very much.
>
> Dick French
> rfrench@REMOVEwellesley.edu
>

--
------------------------------------------------------------ --------------
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]

		mpfit: multivariate fit By: Dave[3] on Mon, 07 May 2007 21:19
		Re: mpfit: multivariate fit By: Vince Hradil on Fri, 11 May 2007 06:45
		Re: mpfit: multivariate fit By: Vince Hradil on Fri, 11 May 2007 06:44
		Re: mpfit: multivariate fit By: Craig Markwardt on Sat, 12 May 2007 17:00
		Re: mpfit: multivariate fit By: Richard French on Sun, 20 May 2007 20:25
		Re: mpfit: multivariate fit By: Richard French on Mon, 21 May 2007 16:52
		Re: mpfit: multivariate fit By: Craig Markwardt on Sun, 20 May 2007 23:13

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