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Jan 6, 2016 at 3:17 comment added Silvia @TomWenseleers Nice! Thanks for sharing it to me!
Jan 5, 2016 at 12:56 comment added Tom Wenseleers You could also determine n based on the Aikaike Information Criterion AIC or the Bayesian Information Criterion BIC, as in this post: mathematica.stackexchange.com/questions/94154/…, as that would penalize higher nrs of estimated parameters
Aug 23, 2013 at 6:33 vote accept Everett You
Jun 7, 2013 at 2:59 comment added Silvia @KennyColnago Yes that is what I mean to introduce the penalty function. But I think it actually depends. Sometimes people care more about the accurate number of peaks, sometimes they care more about the goodness-of-fit. Maybe there should be an adjustable leverage parameter for the end-user?
Jun 7, 2013 at 2:58 comment added J. M.'s missing motivation @Kenny, ah, that's a much better formulation. Indeed, if adding the $n+1$-th term does not change $\chi^2$ much, then one can comfortably settle for the $n$-term model.
Jun 7, 2013 at 2:43 comment added KennyColnago @J.M. In the absence of numerical problems, shouldn't $\chi^2$ keep decreasing as $n$ increases? More parameters make for fits with smaller residuals? Perhaps, like an F test, $n$ should be chosen as the max value such that $\chi^2$ does not significantly decrease (whatever significantly means).
Jun 6, 2013 at 14:55 comment added J. M.'s missing motivation One might consider designing a method built on top of Silvia's proposal: starting from an initial estimate of $n$, do the fitting and note the $\chi^2$ value. Increment $n$, fit again, and see if $\chi^2$ decreases. Keep doing this until you see an increase in $\chi^2$, and then keep the fit that had the least value of $\chi^2$.
Jun 6, 2013 at 5:33 comment added Silvia @EverettYou You're welcome. I think the penalty function design is straightforward from the phenomenon I shew. I know you're a student, I think this remaining problem would be a good exercise on scientific numerical computing.
Jun 6, 2013 at 4:38 comment added Everett You Thanks for the great answer. How to design the penalty function? Something proportional to $n$, or any other functions?
Jun 4, 2013 at 9:26 history edited Silvia CC BY-SA 3.0
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Jun 4, 2013 at 6:08 history answered Silvia CC BY-SA 3.0