# 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 for the largest underestimation and add this value to the fit function. But this does not lead to very good fits. I have illustrated this in the following using some random data:

test = {{0.0, 120.0}, {1, 115}, {2, 50}, {3, 50}, {4, 30}, {5, 25}};
function[x_] := a + b x + c x^2;
rep = FindFit[test, function[x], {a, b, c}, {x}]
delta = (test -
Table[{x, function[x]} /. rep, {x, 0, 5, 1}])[[All, 2]];
Show[
ListLinePlot[test, PlotMarkers -> Automatic, AxesOrigin -> {0, 0}],
Plot[function[x] /. rep, {x, 0, 5}, PlotStyle -> Red],
Plot[(function[x] /. rep) + Min[delta], {x, 0, 5},
PlotStyle -> Green]
]


Red is best fit, Green is shifted fit (no longer a good fit).

If I understood correctly I will have to change the norm. But I do not how such a norm could look like and how to implement it. To me it seems like some kind of penalty method could be implemented in the norm.

• You might choose to use NonlinearModelFit[], have it return confidence intervals for your parameters for some set confidence level, and take the low ends of those intervals. May 3, 2013 at 11:13
• Based on your description, I wonder if you are trying to find the envelope of a set of data? If so, you can have a look at this question. May 3, 2013 at 11:27
• I am not really looking for an envelope. I am looking for a simple function that represents my data but never yields lower values as the data itself. May 3, 2013 at 12:12

You can use constraints together with the definition of your model function :

rep2 = NonlinearModelFit[test,
Join[{function[x]}, function[#[[1]]] <= #[[2]] & /@ test], {a, b, c}, x];

rep2 // Normal
(* 120. - 45.6667 x + 5.33333 x^2 *)

Show[ListLinePlot[test, PlotMarkers -> Automatic, AxesOrigin -> {0, 0}],
Plot[rep2[x], {x, 0, 5}, PlotStyle -> Red]]


• Thank you. Why are you using NonlinearModelFit here instead FindFit? And how can this be applied to functions with more than one parameter (multidimensional data)? May 3, 2013 at 12:35
• @Philipp I incorrectly remembered that FindFit didn't allow for constraints. May 3, 2013 at 16:13

A simple penalty method is just to multiply the norm by some factor when the error is positive, e.g:

rep = FindFit[test, function[x], {a, b, c}, {x},
NormFunction -> (Total[(20 Sign[#] + 21) #^2] &)]


• Thank you. Why 20sgn+21? How to adjust the penalty? I cant figure it out. May 3, 2013 at 12:52
• @Philipp, n Sign[x] + n+1 gives 1 if x is negative and 2n+1 if x is positive, so the norm is multiplied by 2n+1 where the curve is above the data. It's rather crude - the method using constraints is clearly better - but I like that this ham-fisted hacking of the norm function produces a reasonable looking result. May 3, 2013 at 13:42