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## Re: [Help-gsl] exponential fitting

**From**: |
John D Lamb |

**Subject**: |
Re: [Help-gsl] exponential fitting |

**Date**: |
Sat, 08 Jul 2006 10:34:26 +0100 |

**User-agent**: |
Thunderbird 1.5.0.4 (X11/20060527) |

James Bergstra wrote:
>* On Sat, Jul 08, 2006 at 08:43:54AM +0200, Petr Ent wrote:*
>* *
>*> hi,*
>*> i am pretty new user of gsl, so please sory for this question...*
>*> what is the easiest\fastest way to fit few points with an exponential *
>*> function? i found example of non-linear least squares fitting, but it seems *
>*> bit slow and difficult way to me. could this fitting be done with linear *
>*> fitting?*
>*> *
>
>* Maybe naive... but... take the log of your points and do a linear fit?*
>
>* James*
>* *
This may be a better approach. Roughly if you have points (x_1,
y_1),..., (x_n,y_n) and do a least squares fit on (x_1,log(y_1)),...,
(x_n,...,log(y_n)) to get coefficients a and b giving
log( y ) = ax + b,
Then the exponential fit is given by
y = A exp( bx )
where A = exp( a ) (a constant). This does depend on the usual linear
regression assumptions. You'd usually check these with a statistical
package such as R or SPSS. In particular, you probably want to check for
homoskedasticity.
--
JDL