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Re: On errors calculated by curve-fitting routines [message #59206 is a reply to message #59078]

Thu, 06 March 2008 19:53

Craig Markwardt
Messages: 1869
Registered: November 1996

Senior Member

Gernot Hassenpflug <gernot@nict.go.jp> writes:
> I find that in IDL the routines POLY_FIT, LMFIT and CURVEFIT can all
> calculate the parameter covariance matrix and it is documented that
> LMFIT uses the method of Burrell and Numerical Recipes. I cannot tell
> what method the other two routines use.

Anthony mentioned MPFIT, which is a non-linear fitting engine
translated from MINPACK. As far as I understand, the covariance
matrix is equivalent to that from Numerical recipes.

> I am hoping that contributors to this list could give their comments
> and opinions on what method of parameter variance and covariance is
> most sound, and which routines are therefore preferred for a
> polynomial fitting case (possibly over-determined).

For linear least squares, I think the covariance matrix is reasonably
useful. In my field, it's common to use the delta-chi-square method
described in Numerical Recipes, which usually involves making a
confidence grid for pairs of parameters that are of interest.

Craig

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[Message index]

		On errors calculated by curve-fitting routines By: Gernot Hassenpflug on Wed, 05 March 2008 19:08
		Re: On errors calculated by curve-fitting routines By: Gernot Hassenpflug on Tue, 11 March 2008 02:35
		Re: On errors calculated by curve-fitting routines By: Craig Markwardt on Sat, 08 March 2008 10:27
		Re: On errors calculated by curve-fitting routines By: Gernot Hassenpflug on Thu, 06 March 2008 21:08
		Re: On errors calculated by curve-fitting routines By: Craig Markwardt on Thu, 06 March 2008 19:53

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