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Re: [Help-gsl] 1st attempt at fitting a Gaussian function with GSL.
From: |
James Bergstra |
Subject: |
Re: [Help-gsl] 1st attempt at fitting a Gaussian function with GSL. |
Date: |
Wed, 21 Dec 2005 18:12:45 -0500 |
User-agent: |
Mutt/1.4.2.1i |
Hi Dave,
Maybe we could take this thread off of gsl-help? Your issues seem more related
to statistics and C programming, and less with the GSL.
I'll be happy to help you via personal correspondance.
James
On Wed, Dec 21, 2005 at 04:22:57PM -0600, David Eric Miller wrote:
> Hi James,
>
> You are quite correct. I am attempting to do a Chi Squared
> minimization
> parameter estimation. I did not put all of the necessary pieces
> into
> my previous email since I was just starting to figure out how to
> use gsl.
>
> If you could take a look at my last posting, I have a more
> complete
> test program which I am trying to get working.
>
> Thanks again.
>
> -dave miller
>
>
> On Tue, 20 Dec 2005 15:59:26 -0600, James Bergstra
> <address@hidden> wrote:
>
> >>> >I need to fit a Gaussian function to an array of data points.
> >>>
> >>>What is the nature of your data? Are they just X values or X,Y
> >>pairs?
> >
> >>The data consists of (x, y) pairs with an associated error on y.
> >
> >Ok, so you are doing what is called parametric model estimation.
> >Your model of
> >y-given-x is a gaussian with some parameters, and you want to
> >know what are
> >those parameters. The way to use the function minimizers to get
> >those
> >parameters is to define a differentiable LOSS FUNCTION. This
> >loss function will
> >say for each (x,y) of data, how bad a given parameter is. You
> >want to find the
> >parameter such that the total loss over all your points is the
> >smallest.
> >
> >The problem with your initial posting was that there was no loss
> >function to be
> >seen, and none of the functions you wrote was the one to
> >minimize!
> >
> >A textbook on statistical inference can give you a better sense
> >of what is going
> >on. (check out Wasserman's "All of Statistics", or Bishop's
> >book on neural
> >networks.)
> >
> >James
> >
>
>
>
>
> _______________________________________________
> Help-gsl mailing list
> address@hidden
> http://lists.gnu.org/mailman/listinfo/help-gsl
--
james bergstra
http://www-etud.iro.umontreal.ca/~bergstrj
Re: [Help-gsl] 1st attempt at fitting a Gaussian function with GSL., David Eric Miller, 2005/12/22