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"Sebastian" == Sebastian Haase writes: Sebastian> The LeastSquare-fit is exactly what I'm interested in, Sebastian> since I couldn't find something similar anywhere else Sebastian> (like: It's not in SciPy, right?)

from scipy import exp, arange, zeros, Float, ones, transpose from RandomArray import normal from scipy.optimize import leastsq parsTrue = 2.0, -.76, 0.1 distance = arange(0, 4, 0.001) def func(pars): a, alpha, k = pars return a*exp(alpha*distance) + k def errfunc(pars): return data - func(pars) #return the error # some pseudo data; add some noise data = func(parsTrue) + normal(0.0, 0.1, distance.shape) guess = 1.0, -.4, 0.0 # the intial guess of the params best, info, ier, mesg = leastsq(errfunc, guess, full_output=1) print 'true', parsTrue print 'best', best

On 15.01.2005, at 02:23, Sebastian Haase wrote:

I thought it should be there. Is the code / algorithm about similar to what Konrad has in Scientific ?

I don't know exactly what's in SciPy, but it's probably a variant of Levenberg-Marquart, just like in Scientific Python. However, there is one peculiarity of my implementation which is probably not shared by the SciPy one, and which is the cause of the incompatibility with numarray: the use of automatic derivatives in the linearization of the model. Most implementations use numerical differentiation. Automatic derivatives have the advantage of removing one numerical issue and one critical parameter (the differentiation step size), at the cost of somewhat limiting the applicability (the model must be expressed as an analytical function of the parameters) and of requiring a NumPy feature that numarray doesn't have (yet?). BTW, that feature was recenly discussed here: it is the possibility to apply the maths functions to objects of arbitrary type. This makes it possible to apply the same numerical code to numbers and arrays but also to the number-like objects that are used for automatic derivatives. Konrad. -- ------------------------------------------------------------------------ ------- Konrad Hinsen Laboratoire Leon Brillouin, CEA Saclay, 91191 Gif-sur-Yvette Cedex, France Tel.: +33-1 69 08 79 25 Fax: +33-1 69 08 82 61 E-Mail: hinsen@llb.saclay.cea.fr ------------------------------------------------------------------------ -------