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optim: curvefit_stat and fixed parameters


From: Markus Appel
Subject: optim: curvefit_stat and fixed parameters
Date: Fri, 30 May 2014 19:58:00 +0200
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:24.0) Gecko/20100101 Thunderbird/24.5.0

Hello,

my goal is to calculate covp and corp for an optimization with nonlin_curvefit using curvefit_stat. After having some problems I tried to put together a minimal working example to reproduce the error (which may be a bug). I am not quite there yet, but encountered another problem:

The attached script uses nonlin_curvefit and curvefit_stat, one time with a parameter vector and another time with a parameter struct. I fit a polynomial with 3 parameters to some data, but added a 4th one on which the model function does not depend (for demonstration). Declare the 4th parameter fixed, and curvefit_stat (for parameter vector) gives:

error: __dfdp__: product: nonconformant arguments (op1 is 4x1, op2 is 3x1)
error: called from:
error:   /home/mappel/octave/optim-1.3.0/private/__dfdp__.m at line 88, column 7
error:    at line -1, column -1
error:    at line -1, column -1
error:   /home/mappel/octave/optim-1.3.0/private/__residmin_stat__.m at line 
548, column 14
error:   /home/mappel/octave/optim-1.3.0/curvefit_stat.m at line 61, column 7
error:   /home/mappel/test/fit_test.m at line 19, column 6

or correspondingly (for parameter structure):

error: cell2struct: number of FIELDS does not match dimension
error: evaluating argument list element number 1
error: called from:
error:    at line -1, column -1
error:    at line -1, column -1
error:   /home/mappel/octave/optim-1.3.0/private/__dfdp__.m at line 26, column 7
error:    at line -1, column -1
error:    at line -1, column -1
error:   /home/mappel/octave/optim-1.3.0/private/__residmin_stat__.m at line 
548, column 14
error:   /home/mappel/octave/optim-1.3.0/curvefit_stat.m at line 61, column 7
error:   /home/mappel/test/fit_test.m at line 31, column 7

Don't keep the 4th parameter fixed, everything works fine and covp/corp contains NA for the 4th parameter which is reasonable. Try to declare parameter 3 as fixed (on which the model function actually depends and dfdp is not zero) and it works as expected, without error and more NA's in covp/corp.

Is this a bug or am I not using these functions as intended?

Thanks,
Markus

PS: As the error logs show, I use optim 1.3.0 (just updated all packages), this is on Ubuntu 12.04 with octave 4.1.0+ (sorry, forgot changeset).

Attachment: fit_test.m
Description: Text Data


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