Questions on the use of Mathematica to construct models for approximating empirical data.

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5
votes
0answers
145 views

Using perpendicular offsets in FindFit

I want to use perpendicular offsets in the built-in FindFit function. Are there any possible ways or do I have to code everything by myself?
5
votes
1answer
282 views

Does LinearModelFit perform an ordinary linear regression (least squares)?

Does LinearModelFit give an ordinary linear regression? I see lots of options, but nothing like "least squares" or OLR.
1
vote
1answer
132 views

How can I nicely overlay fits for multiple arrays with ListPlot or ListLogPlot?

I'm plotting multiple lists with ListPlot[] or ListLogPlot[]: ListLogPlot[{ListA, ListB, ListC, ListD, ListE}, PlotRange -> {{0, 100}, Automatic}] I also have ...
2
votes
2answers
173 views

FindFit: Fit that is always lower - Change of Norm?

I am trying to find a fitting function for a multidimensional set of data. I will have to find a fitting function that is always lower (conservative) than the data fitted. The easiest way is to look ...
6
votes
1answer
479 views

Smoothing/Averaging 2D Vector Fields

I have a list of 2D vectors defined by {{x,y},{u,v}} and would like to smooth or average the vectors. For example here are 2 vector fields, the second has noise ...
3
votes
2answers
388 views

How can I consistently get a good logistic regression fit?

I'm executing the command NonlinearModelFit[data, c/(1 + a Exp[-b x]), {a, b, c}, x] with the data being ...
2
votes
0answers
183 views

Is it possible to marginalize one or several parameters obtained from fitting procedure?

Statistical model analysis package has a few fitting functions. Their arguments are data points, fitting model and parameters in the fit. The result is a set of best values for parameters, which ...
3
votes
1answer
228 views

How to get confidence bands of parameters from a fitting procedure?

I have done fitting of data points with a given model that has two parameters (A and B), using NonlinearModelFit. The result of the fit is the maximum of the ...
5
votes
1answer
424 views

Multinomial logistic regression

Has anyone done multinomial logistic regression in Mathematica? The binomial case is essentially done on the LogitModelFit documentation page and works fine. I am ...
1
vote
1answer
299 views

Problem using NDSolve

This might be some simple mistake, but I am running out of ideas. I am trying to fit an ODE system to some data. This error keeps appearing NDSolve::nlnum: "The function value {0.299812 - ...
5
votes
1answer
239 views

Specify a constraint on an interval under FindMinimum

I have an interpolated function that looks like this: $\hskip1.2in$ and, based on extreme and critical points, I want to use a polynomial to approximate the function. The points in question are: ...
0
votes
0answers
137 views

FindFit and NIntegrate with dependency between integration variables

I am trying to use FindFit and NIntegrate in this situation: ...
1
vote
1answer
345 views

FindFit: getting confidence intervals for the returned parameters

I'm using FindFit[] to fit a function to some experimental data. I'd like to know what error bars are on the fitted parameters. Scipy's ...
0
votes
0answers
167 views

Fitting a theoretical density function with log-return sample

I am working on a exercise to fit a theoretical density function,presented below, with log-return series of a stock. $\frac{1}{2}a e^{a(x-\mu)} \quad \text{if x } < \mu $ or $ ...
-1
votes
1answer
96 views

FindFit and Integration errors

First off, appologies for what may sound like a newbie question, as I am very new to using Mathematica. I am trying to find a way to get Mathematica to give me an expression that would describe the ...
4
votes
2answers
401 views

What can I do to eliminate the error FindFit::nrjnum:?

I am testing the "Power Law with finite-time singularity" hypothesis for world population growth for a project. The data I'm using (same behaviour should also be exhibited by the stock market, thats ...
1
vote
2answers
766 views

Finding a best fit curve and plotting it [closed]

I have a list as shown below: m01 = {{250, 0.083121}, {200, 0.0888446}, {150, 0.0992422}, {100, 0.121567}, {50, 0.186825}} I'm new to Mathematica, and would like ...
3
votes
1answer
434 views

Error message from evaluating NonlinearModelFit

I am trying to fit data to a Morse potential using NonlinearModelFit as follows: ...
3
votes
1answer
387 views

NonlinearModelFit returning nonsense for very simple data

In fitting the following data, if I first log transform the y-values and use LinearModelFit I get a set of parameters that fits the data: ...
13
votes
4answers
1k views

Mathematica Implementations of the Random Forest algorithm

Is anyone aware of Mathematica use/implementation of Random Forest algorithm?
6
votes
1answer
193 views

Obtaining standardised regression coeffiecients

Regression coefficients are the constant that indicate the rate of change in one variable as a function of change in another. Standardised regression coefficients are the same, but refer to a change ...
1
vote
1answer
402 views

Problem with NIntegrate in NonlinearModelFit

We are receiving many error messages when using NIntegrate with NonlinearModelFit. Here is a much-simplified version of the code. It arrives at the correct answer after several messages saying that it ...
15
votes
1answer
812 views

Compact Rational Function Fitting

I have some data from a study that I am trying to fit with a rational function of arbitrary form: $y(x) = \frac{\sum_{i=n}^m A_ix^{i/q}}{\sum_{j=o}^p B_jx^{j/r}}$ where $i$, $j$, $k$, $l$, $m$, $n$, ...
1
vote
1answer
254 views

Fitting parameters of user defined function returning discrete values

So, I'm fairly new to Mathematica (apologies in advance for the noobiness), and I'm having some problems regarding fitting the parameters of a user defined function to data. I'll give a representative ...
14
votes
3answers
1k views

Fitting fractional complex data with NonlinearModelfit

I've difficulites with the NonlinearModelFit function. In principle Mathematica should be able to deal with complex data. E.g. if I define the following table ...
1
vote
1answer
392 views

Optimizing the fitting of Ordinary Differential Equation(NDsolve) involving interpolation functions

I am a newbie to this forum. I am trying to use NDsolve to solve some ODEs involving the interpolation function. Then, I will compare the fitted curve and data to determine the ODE coefficients. ...
5
votes
1answer
239 views

LinearModelFit with millions of rows

I'd like to do a simple regression with millions of rows of (x,y) data. It seems to be too long for Mathematica. Is there a way to speed it up? It shouldn't be that hard to do, I am not sure what ...
0
votes
1answer
167 views

System Identification with large Input/Output Data

I have some questions about system identification. I made some measurement of current step (input) and voltage response(output) and I want to fine the parameters of my impedance. The sample rate is ...
32
votes
4answers
2k views

How to visualize 3D fit

I have a data set of x,y,z values and I fit a function of x,y to the data. This works, but I can't come up with a nice way to ...
6
votes
1answer
297 views

Fix end point in smooth kernel distribution density

I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$. For smaller values I'd like to use a smooth kernel ...
-1
votes
1answer
299 views

Multivariate Function Approximation With a Large Dataset

I have a nice amount of data from a trading strategy I am working on, where I have two different liquidity parameters as x, y variables. Before entering a trade I am taking the moving average of ...
13
votes
3answers
999 views

Finding a fit to a multi-dimensioned function

I have a model function $f:\mathbb{R}^2\rightarrow\mathbb{R}^2$, and a bunch of data points for which I'd like Mathematica to fit for me. Unfortunately FindFit ...
2
votes
1answer
198 views

Problem creating MeanPredictionBands

I have a problem creating MeanPredictionBands for my function which I fitted using NonlinearModelFit. I have a complex-valued ...
4
votes
1answer
335 views

Time approximation of decrypting RSA algorithm

I've written a function that encrypts a text using the RSA algorithm. It then decrypts it using prime factorization, and takes the time it took to decrypt it and puts it in a vector together with the ...
8
votes
3answers
727 views

Ηow to create an interpolated CDF from its samples?

I want to use a distribution I have only aggregate statistics on, namely its CDF sampled at certain points. I would like to keep it "nonparametric" (remain noncommittal on the parametric form), but I ...
3
votes
1answer
215 views

Getting slightly different results in fitting a logit model in R and Mathematica

I'm fitting some data to a Logit model in both Mathematica and R and I'm getting slightly different results. R code: ...
5
votes
2answers
973 views
4
votes
1answer
805 views

How do I find the best parameter to fit my data if the model is a interpolating function?

Hi I have a question regarding to find the best parameters for my model to fit my data. I have 3 ordinary equation, and I now just picked some parameters (...
3
votes
0answers
191 views

Mathematica Complains about Non Symmetric Covariance matrix, when it's not the case

I was doing some fitting with Mathematica7 using NonlinearModelFit. It's quite long the program to do the fit and that's why I am not displaying here ... It goes ok, and I can get the fit parameters ...
1
vote
1answer
556 views

How to find local minima of a multivariate function with singularity?

I am working on a logistic regression problem which requires minimizing a cost function J[{theta0, theta1, theta2}, X, y] to find the optimal value for fitting ...
6
votes
3answers
1k views

Finding the linear regression of data and plotting it

This is for a physics report that I have to hand in. I have a list of two-dimensional data points that approximately form a linear line. I want to: calculate the best linear fit. put both data ...
4
votes
1answer
1k views
8
votes
4answers
2k views

Can one force a linear regression fit to go through the origin?

As the question says, can one force a fit through the origin $(0,0)$ as one can when fitting a trendline to your data in MS Excel? If so, how do you do that?
11
votes
1answer
1k views

Fitting a spline to data with FindFit?

I am trying to find a function that fits my almost linear data. A high order polynomial model has too much residual. So I was hoping to use Mathematica to fit splines to the curve. This is what I ...
11
votes
3answers
2k views

How to use FindFit to fit an implicit function?

Now I am trying to fit some data with a implicit model function. Firstly, I tried a toy example. Toy example with input and output ...
11
votes
4answers
4k views

Using FindFit to fit $a\,b^t$: how to avoid introducing complex numbers?

I'd like to find a model $f(t)=a\,b^t$ which matches the following data ...
8
votes
2answers
1k views

FindFit returns worse result when putting constraints on parameters

I want to fit some data to a model of exponential decay using the FindFit function: ...
6
votes
2answers
1k views

NonlinearModelFit Problem

I have some problems with the NonlinearModelFit: NonlinearModelFit[data, A (1 + Cos[a x]) + B (1 + Cos[b x]) + c , {A, B, a, b, c}, x] The model should fit my ...
11
votes
2answers
682 views

Trying to fit an unknown extreme distribution

First up, I'm quite new to Mathematica so any hints on better code would be greatly appreciated. I have some histogram frequency data from an unknown distribution that I'm trying to fit. Here's the ...