[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

*Subject*: Re: curve fitting: works badly?*From*: agraps(at)netcom.com (Amara Graps)*Date*: Wed, 8 Mar 1995 20:44:15 GMT*Newsgroups*: comp.lang.idl-pvwave*Organization*: NETCOM On-line Communication Services (408 261-4700 guest)*References*: <feil.794506741@retina>,<3jg71l$oin@post.gsfc.nasa.gov> <D51xF0.I2q@midway.uchicago.edu> <3jjg6g$156@larry.rice.edu>*Sender*: agraps(at)netcom15.netcom.com

vek@spacsun.rice.edu (Vincent E. Kargatis) writes: >This is great (really). But has anyone done a (linear) curvefit that >includes both X and Y errors? A much harder problem, but much more >realistic (c'mon, the Real World's *fun*)! NUMERICAL RECIPES has one for >linear fitting (ch. 15.3), but not for non-linear (no surprise, since it's >probably nigh impossible). I don't suppose anyone has translated the NR >routine into IDL? I think the IDL Goddard Astronomy Library has IDL code to do linear curvefit with x and y errors. See the IDL FAQ for how to get to the library. I don't have the library information handy (but Bill Thompson might :) ). >Also, why does CURVEFIT want weights instead of errors? W = 1/(sig_y)^2. >Whose datasets give them weights? Mine all give me errors! :-) Mine too! Seriously, my understanding of why weights instead of errors is because: 1) Bevington did it that way. 2) It has a precise mathematical definition that can be implemented easily in least-squares algorithms. 2) There are several different kinds of errors (i.e. instrumental, statistical, etc. See Bevington for a good discussion of error analysis). Speaking of errors, if you have criteria for checking whether a fit is good, looking at the sigma of the output fit parameters is sometimes not enough because the parameters are correlated to each other. That's why I added a covariance output matrix to my version of CURVEFIT that quantitatively describes the correlated variances between the fit parameters. See my previous post on the Marquardt-Levenberg thread here on how to do this. Amara -- ************************************************************************* Amara Graps email: agraps@netcom.com Computational Physicist vita: finger agraps@sunshine.arc.nasa.gov Intergalactic Reality bio: finger -lm agraps@netcom.com ************************************************************************* "Awaken the mind without fixing it anywhere." --Kungo Kyo

**Follow-Ups**:**Re: curve fitting: works badly?***From:*Stephen Walton

- Prev by Date:
**Re: HELP: Levenberg-Marquardt method** - Next by Date:
**diagrami: Simple Diagrammer for IDL & PV-Wave Language Programs--bug fix** - Prev by thread:
**Re: HELP: Levenberg-Marquardt method** - Next by thread:
**Re: curve fitting: works badly?** - Index(es):