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*Subject*: Help: Weighted quadratic fitting under IDL?*From*: bgibson(at)spitzer.colorado.edu (Brad K. Gibson)*Date*: 14 Mar 2000 21:32:55 GMT*Newsgroups*: comp.lang.idl-pvwave*Organization*: University of Colorado, Boulder*Xref*: news.doit.wisc.edu comp.lang.idl-pvwave:18920

This may be a highly trivial question, but it's one I'm having problems dealing with under IDL. Perhaps I"m simply missing something obvious .. regardless, I'd be indebted if someone could help me out. Heck, I'll even throw in a nice acknowledgement in my next paper, if someone could point me to a simple solution, or provide the requisite few lines of code! Anyways ... here it is ... the equation of interest is of the form: Vmax - 5*log(v) = a[m15-1.1] + b[m15-1.1]^2 + c I have a data file with Vmax, v, and m15 for a set of objects (about 40 of them), with uncertainties on each value. Having read those entries in, what I want to do is fit the above functional form, deriving a, b, and c, as well as their associated uncertainties (i.e. a +/- sig(a), b +/- sig(b), and c+/-sig(c)), and the final dispersion (and maybe reduced chi-squared) of the best fit quadratic. Now .. I can see various routines which get me part-way there, but they either only provide a,b, and c without uncertainties, or only provide the uncertainties for a linear fit (e.g. fitexy). Basically what I'd like is a quadratic version of fitexy (i.e., sigmas on all returned coefficients+ dispersion of fit+reduced chi-square). Obviously there is a nice way to do this without doing Monte Carlo simulations, but anyone who could save me a few hours of hacking code would become my instant hero(ine). Anyone? Cheers, Brad -- Brad K. Gibson INTERNET: bgibson@casa.colorado.edu CASA, University of Colorado PHONE: +1-303-492-6058 Campus Box 389 FAX: +1-303-492-7178 Boulder, CO, USA 80309-0389 http://casa.colorado.edu/~bgibson/

**Follow-Ups**:**Re: Help: Weighted quadratic fitting under IDL?***From:*Mark Fardal

**Re: Help: Weighted quadratic fitting under IDL?***From:*landsman

**Re: Help: Weighted quadratic fitting under IDL?***From:*Martin Schultz

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