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

learn more… | top users | synonyms (3)

18
votes
0answers
689 views

Nonlinear least squares on a GPU with Mathematica 9

Update: A Mathematica wrapper for (https://github.com/zitmen/cuLM) should allow for us to directly implement the Levenberg-Marquardt algorithm in CUDA for nonlinear least squares fitting. In a ...
10
votes
0answers
148 views

How can the Theil-Sen estimator be made to work on larger datasets?

The Theil-Sen estimator finds the slope and intercept of a line passing through a set of points by calculating the median slope and median intercept of the set of lines passing through all possible ...
10
votes
0answers
215 views

Implementation of Partial Least Squares (PLS)?

I'm looking for a PLS implementation for Wolfram Mathematica. I just can't seem to find any implementation for it - do you know one? In general, I'm a bit confused that there exist only so few ...
6
votes
0answers
175 views

PenaltyFunction Option in NMinimize

I am curious if anybody has some experience in using the built-in Option "PenaltyFunction" in any of the numerical optimization functions like NMinimize. According to the documentation the user ...
6
votes
0answers
239 views

Problems extending NelderMeadMinimize into 2D

Update The eventual route I followed was to adapt a version of the NM-simplex written in C and link to it with MathLink. Once I've tested this out fully I'll post it here. I've been playing around ...
6
votes
0answers
258 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
0answers
98 views

Custom Methods for NMinimize/NonLinearModelFit

Is there a way to write custom methods for NonLinearModelFit or NMinimize? To give background, I currently have a batch of code ...
5
votes
0answers
83 views

Third syntax version of LogitModelFit: unexpected result of “BestFit”

The third listed syntax version of LogitModelFit allows one to specify input in a simple way: Only a design matrix (with a row of values of the explanatory input ...
5
votes
0answers
607 views

What exactly is “ParameterErrors” of NonlinearModelFit?

I am trying to get what I call a "$\chi^2$ fit". This means taking a function $f(x,p)$ of the variable $x$ with a parameter $p$ and finding the value of $p$ that minimizes the "distance" from a data ...
5
votes
0answers
695 views

Analytical model fitting

I have a special type of model fitting problem that I am trying to solve in Mathematica. Any insight how to attack it using available tools of Mathematica will be great to hear. We have a variable $$ ...
4
votes
0answers
98 views

Plots to check all assumptions of linear regression

I'm running a linear regression with LinearModelFit and would like to plot graphs to check the assumptions of linear regression: linearity, independence of the ...
4
votes
0answers
216 views

Module in numerical model for NonlinearModelFit is slow and leaks memory

I am trying to make a NonlinearModelFit where the model is the result of a numerical calculation. My code works, but it is very slow and also seems to have a memory ...
3
votes
0answers
108 views

Fitting data to a complicated function

So, where to begin. I have a certain dataset that I want to fit to a function. However, the function is rather complicated (matrix inversions, linearsolve) and does in general not have a closed form ...
3
votes
0answers
77 views

Fitting data to plot using errors as weights

I have some enzyme kinetics data that I want to fit to the Michaelis-Menten curve in order to obtain the kinetic parameters of the enzyme. Is it meaningful, statistically and functionally speaking, ...
3
votes
0answers
159 views

Memory problem in Mathematica 10

I'm having a problem with memory. I'm doing nonliner fits of several data lists to a system of differential equations. When I evaluate the "Do" cycle the memory grows with the iteration step up to my ...
3
votes
0answers
307 views

To what extent can NonlinearModelFit be sped up?

Can NonlinearModelFit be parallelized or compiled to allow one to achieve a scalable speedup for a fitting procedure? Attempting to use this function to fit a ...
3
votes
0answers
365 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
0answers
218 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 ...
2
votes
0answers
95 views

Fitting local regression through data

Is there a way to fit local regression through data in Mathematica (equivalent to say "smooth" in ggplot-R)? I've literally spent the last hour searching the internet and documentation centre and I ...
2
votes
0answers
69 views

ANCOVA (ANalysis of COVAriance)

I have two time series of the form {time, value} I have linear fits of each set individually, and I am interested in the statistical differences between the ...
2
votes
0answers
56 views

Kalman filter estimation

Does anyone have any examples of the estimation of Kalman filters in Mathematica? I am new to these filters and struggling to compose the likelihood function. Some examples would be really helpful. ...
2
votes
0answers
54 views

Is there a way to produce a FittedModel object as the solution to a regularized regression?

I can get the Ridge or Tikhonov regression solution to Y = \[Beta].X easily enough as ...
2
votes
0answers
73 views

Why do EstimatedDistribution and DistributionFitTest work this way

I am fitting some time-series data to both a stable distribution and a normal distribution in order to assess the goodness of fit of each. Along the way I encountered the following confusing result. ...
2
votes
0answers
374 views

Speeding up Nonlinearmodelfit by constraining parameters?

I have a complicated parametric PDE that can be fitted to some data with NonlinearModelFit, but takes several hours to estimate the best values of the four free parameters. Currently, the code ...
2
votes
0answers
189 views

NonlinearModelFit is not giving the fit with minimum chi^2

First of all, a bit of background, I am using Mathematica to fit angular distributions of gamma rays, so I apologize for some of the serious messiness in the formulas. The data is simple I have three ...
2
votes
0answers
781 views

Linear regression with x and y errors

I have a question about finding a linear regression weighted with x and y errors. I found the answer provided by 0x4A4D in Estimate error on slope of linear regression given data with associated ...
2
votes
0answers
367 views

NonLinearModelFit with Two Dimensional List of Weights

I'm currently trying to fit Planck's law (B[λ, T]) to measurements, thereby determining Planck's constant. I have a list of triplets containing wavelength, ...
2
votes
0answers
833 views

ParametricNDSolveValue or NDSolve + fitting

I have been trying to find the value for the parameter kestim that yields the best fit of a model to some data points. datac has ...
2
votes
0answers
223 views

How to predict some constant number of values with NeuralNetworks

Example: << NeuralNetworks` data = {Sin[#]} & /@ Range[0, 4 Pi, 0.5]; learn = data[[1 ;; 15]]; Now, lets fit our neural network: ...
1
vote
0answers
57 views

NonlinearModelFit::nrnum error

I'm trying to fit data (including some small negative numbers at both extremes) to a normal distribution. ...
1
vote
0answers
85 views

Solution to heat equation with Neumann boundary conditions and lateral heat loss

I am conducting an experiment on heat conduction in a copper rod. To do so I am using a thin copper rod with several temperature probes, then I am going to compare the data with a solution to the heat ...
1
vote
0answers
35 views

Fit linear data with weights for y and x in LinearModelFit

I am quite new using Mathematica, I hope someone could give me some help. I have a set of {x, y} data and I have a list of {deltaX, deltaY} standard deviation. I would like to fit my data taking into ...
1
vote
0answers
54 views

Fitting a vector-valued model using Mathematica

I'm wondering if there is a way within Mathematica to perform some kind of parameter fitting on a vector-valued model function (in this case a model of electric field vectors). Essentially what I want ...
1
vote
0answers
33 views

How does LinearModelFit handle cases where the design matrix rank is lower than the model terms?

So, I understand what this error means: ...
1
vote
0answers
33 views

Fit a custom process to a data: inhomogeneous 2-state Markov chain

I would like to fit a custom process - a time inhomogeneous 2-state Markov chain, to data. The time inhomogeneity is a result of the transition probabilities varying sinusoidally through time with a ...
1
vote
0answers
81 views

How to control precision of parameters in NonlinearModelFit?

I am using NonlinearModelFit for fitting a dataset to some complex numerical model function that depends on a few parameters. The final required precision of these parameters is very low, like 3 ...
1
vote
0answers
104 views

Fitting curves with NonLinearModelFit not working with charge and discharge like data

I'm trying to get a reasonable fit out of mathematica, but i'm not very practical with it. I'm not that good with mathematica at all actually(like cleaniness of the code...). btw, here's my problem: ...
1
vote
0answers
94 views

Error associated with parameters in Minimize (or NMinimize) in discrete fitting

my problem goes as follows: I need to a discrete fit of a discrete function. Say I have the following made up data points, which are generated by the parabola ...
1
vote
0answers
76 views

Updating procedural fitting algorithm to more efficient style?

For some time now, I have used this procedural programming approach to fit data in my research that is too cumbersome for the built in Mathematica functions. (Although this simple example works fine ...
1
vote
0answers
129 views

Comparing two ways of fitting systems of ODEs to data

I'd like to ask you if you see any difference between the two following ways of estimating parameters. Given my system of ordinary differential equations that I want to use to find the values of all ...
1
vote
0answers
107 views

Cross-validation of a FittedModel

Although I would know how to perform cross-validation tests after fitting a model using a function like NonLinearModelFit, I wonder if there is a way to do this providing the right parameters to the ...
1
vote
0answers
220 views

Developing easy code to apply Delta Method to generate prediction bands for custom distributions

I think that this is an interesting issue for all those who when to not only adjust one prediction function, but also to obtain the prediction bands to asses the graphical or tabular error I'm trying ...
1
vote
0answers
51 views

A more efficient way of fitting a non-linear model that returns an entire list?

I have a function that takes two parameters, del and nu, and returns a list npoints long ...
1
vote
0answers
180 views

LeastSquares with some parameters missing

I want to do a partial least squares (PLS) regression using LeastSquares on my data. The input parameters are temperature, humidity and pressure for a given date. ...
1
vote
0answers
101 views

Can we ask ComponentMeasurements to use NonLinearModelFit to return a covariance matrix for underlying intensity data?

I'd like to be able to calculate a covariance matrix for some data underlying a morphological component. Provided this data, I can write something like: ...
1
vote
0answers
1k views

How to Output Chi-Squared Statistics when using NonLinearModelFit

I am using NonLinearModelFit for some curve fitting and I was wondering if NLM is able to output chi-squared/leastsquared statistics from the best-fit parameters and confidence intervals. From my ...
0
votes
0answers
49 views

Modify measured values to improve NonlinearModelFit results

Problem: Measured data points have a random distribution of DC offsets (either +/- 0.65 mV), that came from an incorrect setting on the 24-bit ADC we were using. Essentially for each measured voltage ...
0
votes
0answers
54 views

How to calculate the standard error of a parameter for a simple nonlinear fit?

I am trying to get the standard error of the estimate of a parameter in a simple nonlinear fit. I manage to get it for a linear fit. I used the formulation from a previous post. Here is my code for ...
0
votes
0answers
32 views

R^2 values for piecewise regression

So I've used NonlinearModelFit on a Piecewise function and gotten a nice little piecewise regression. This is what my code looks like: ...
0
votes
0answers
26 views

Fitting problem: InterpolatingFunction can not be localised

I got simple data looking as follows {{541.447, 311752.}, {540.359, 311723.},.. I tried to fit it in mathematica for the first time with a function that usually ...