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[Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect)
From: |
Muhali |
Subject: |
[Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect) |
Date: |
Tue, 09 Apr 2013 10:10:19 +0000 |
User-agent: |
Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:20.0) Gecko/20100101 Firefox/20.0 |
Follow-up Comment #2, bug #38063 (project octave):
>> - The example in the report fits a degree-1 model to data produced with a
degree-2 mode
This doesn't matter. You get similar (bad) expfit results with degree-1 data,
e.g. y=-0.5*exp(2*x). Moreover, with deg=2 expfit produces non-real
parameters.
>> - Although general nonlinear fitting gave a good fit, the determined model
parameters (for a degree-2 model) were vastly incorrect
That is simply because the default MaxIter parameter in nonlin_curvefit is set
to 20; increasing that to 1000 gives a perfect fit (in reasonable time).
Again, if there is no noise there is not much to fit, and real-world cases
look more like the figure attached to the original post, for which expfit gets
it totally wrong.
I suggest to at least add a warning that expfit should not be used for
classical fitting problems. How about renaming it to e.g. prony_fit.m?
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- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Olaf Till, 2013/04/09
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect),
Muhali <=
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Olaf Till, 2013/04/09
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Muhali, 2013/04/09
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Olaf Till, 2013/04/09
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Muhali, 2013/04/09
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Mike Miller, 2013/04/09
- [Octave-bug-tracker] [bug #38063] optim: expfit inaccurate (incorrect), Muhali, 2013/04/10