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## Re: [Help-gsl] subscribe

 From: Max Belushkin Subject: Re: [Help-gsl] subscribe Date: Tue, 06 Dec 2005 20:40:14 +0100 User-agent: Thunderbird 1.5 (X11/20051025)

```Actually, on second thought, this might work, perhaps?

```
You can numerically compute your f(x,p1,p2,...). You have a bin of values you're fitting to - f_x1, f_x2, ..., f_xN (i.e. samples of another function at some points).
```
```
If you take a function to minimize as sum_{1}^{N} (f(x_i,p1,p2,...)-f_xi)^2, you have a function C(p1,p2,...).
```
```
Now, if THAT is smooth as a function of p1, p2, ..., pm, you can easily compute derivatives of it in p1, p2, ..., pm numerically using GSL, so you don't need any explicit knowledge about your histogram functions' derivatives.
```
Or did I mis-understand something else?

Max Belushkin wrote:
```
Ah, I see. Well, unless there's some clever way of numerically computing the gradient of that, I'd go with James' suggestion and use a simplex method...
```
address@hidden wrote:
```
My model function is attached in a dvi file to this email. I am completely
```not sure what do you mean by (.... the actual function you're "fitting"
doesn't matter, since chi squared is a sum over the whole range(s) of the
squares of the function values minus the data bin (i.e. experimental
data)....). Can you clarify,please?  Any library that I try to use
invloves derivatives, abut I don't know the derivatives of my histogram
par of the functiont?!
Thank you for your response.
Hassan

```
```     I'm not sure I understand what you're trying to do 100%, but,
generally, for any regression, you choose a function to minimize - i.e.
chi squared. That takes some parameters over which you're minimizing,
and, if one is lucky, is continuous in those parameters - then you need
to take the derivatives in parameters, the actual function you're
"fitting" doesn't matter, since chi squared is a sum over the whole
range(s) of the squares of the function values minus the data bin (i.e.
experimental data). Well, I lost the experimental errors in there.

So, how are you composing your function to be minimized? Is it
somehow  discretized in terms of the parameters?

I think a bit more information on how you're trying to get to the end
result would be helpful.

address@hidden wrote:
```
```Hello,
I was looking for a non-linear fitting algorithm, and the manual only
```
covers Algorithms with Derivatives, but unfortunatly this does not apply
```for code as I have a histogram convolved with a Gaussian as my fitting
function. Is there any Algorithm without Derivatives that I may use in
```
GSL, and if not what other software that maight be helpful, knowing that
```I
only program in C. Thank you in advance for your response.
Sincerely,
Hassan
----------------------------------------------
Hassan Saadaoui,
PhD candidate,
TRIUMF
4004 Wesbrook Mall
Vancouver, B.C.
Canada V6T 2A3
1-604-222-1047, ext. 6194
----------------------------------------------

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```
```

Sincerely,
Hassan

----------------------------------------------
Hassan Saadaoui
TRIUMF
4004 Wesbrook Mall
Vancouver, B.C.
Canada V6T 2A3
1-604-222-1047, ext. 6194
----------------------------------------------
```
```

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