| Robust curve fitting [message #12464] |
Mon, 03 August 1998 00:00  |
Craig Markwardt
Messages: 1869
Registered: November 1996
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Senior Member |
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There has been some recent discussion on this newgroup about curve
fitting. Specifically, people wanted a faster system with more
features. I also wanted a curve fitting routine that didn't cause IDL
to crash.
I recently had an opportunity to translate the MINPACK-1 curve-fitting
package into IDL. MINPACK is a minimization package available from
netlib, and has an excellent reputation. I have found that it is much
more robust, able to cope with singular matrices, etc. Since people
have been requesting, I polished it up a little bit, and am making it
available via my IDL web page:
http://astrog.physics.wisc.edu/~craigm/idl/idl.html
In addition to three IDL procedures (MPFIT, MPFITFUN, and MPFITEXPR)
which are extensively documented, I have written a short tutorial page
on how to use them
(http://astrog.physics.wisc.edu/~craigm/idl/fittut.html). You should
download all three routines.
The easiest to use routine, MPFITEXPR, does not even require you to
compile a separate IDL function. You just type the expression you
want, as a string! I have found this indispensable for interactive
analysis.
Benefits:
* can fit arbitrary expressions from the command line without
compiling a special IDL function (see MPFITEXPR).
* you can fix any parameters you wish (see PARINFO keyword).
* you can place upper and lower limits on parameter values.
(see PARINFO keyword).
* you can pass additional keywords to your function in a manner
similar to the _EXTRA mechanism (see the FUNCTARGS keyword).
* the function evaluation is a vector operation, so it avoids
time-consuming FOR loops.
* it computes the entire covariance matrix (see COVAR keyword)
* partial derivatives are calculated automatically and numerically,
freeing you from the need to compute them analytically yourself.
I get very good performance on my machine! Download them and give a
try. As always, feedback is appreciated.
Craig
--
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Craig B. Markwardt, Ph.D. EMAIL: craigmnet@astrog.physics.wisc.edu
Astrophysics, IDL, Finance, Derivatives | Remove "net" for better response
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