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Re: [Help-gsl] LM non-lin fit
From: |
Brian Gough |
Subject: |
Re: [Help-gsl] LM non-lin fit |
Date: |
Mon, 11 Jul 2005 20:24:13 +0100 |
Jim Cadien writes:
> I have been using the gsl_multifit_fdfsolver_lmsder. My data are
> such that the errors in the independent variable are as large as
> in the dependent variable. I see no way in the gsl routines to
> use those independent errors in the fitting. Has anyone done
> this, and is it make a significant difference to the fit?
LMSDER can do this if you provide the appropriate chisq function.
Taking the example in the manual as a starting point, it just needs
the orthogonal distance from (Xi, Yi) to the fitted function, summed
over i (i.e. for all points). You'd need to modify the derivatives
accordingly.
--
Brian Gough