# Questions tagged [fitting]

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

220 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
1k 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 ...
327 views

### New issue or new setting(s) of Goodness-of-Fit Tests in 11.3@student edition

Bug introduced in 11.3 or earlier and persisting through 11.3.0 or later Just before upgrading to 11.3.0 on last Friday, i was having p-value results from 11.2.0. Not worrying about upgrade may ...
829 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 third-...
733 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 ...
286 views

### Multivariate Adaptive Regression Splines (MARS) - Mathematica implementation?

Does anybody have or know of a Mathematica implementation of the Multivariate Adaptive Regression Splines (MARS) algorithm?
167 views

### What does “Solved to an acceptable level” mean in the context of NonlinearModelFit in M12

I made a simple cosine fit to some data: ...
474 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 ...
182 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 ...
387 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 ...
75 views

### Improving speed performance of 'Fit' with BSplines?

Context In the context of this (vaguely controversial) question, I am stumbling into a performance issue with Fit. Let me illustrate on fitting a set of ...
59 views

### What does the PerformanceGoal option of FindMinimum do?

FindFit and FindMinimum both have a PerformanceGoal option. It is not documented. What does ...
150 views

### What are the most reliable test of goodness of fit in Mathematica

I realise this is possibly a VERY open ended question, and potentially has answers dotted around e.g. here . What are the most robust methods of testing the result of ...
408 views

### How to fit B-splines to unstructured grids (triangulated surfaces)?

As a continuation of trying to calculate curvature tensors on triangulated surfaces (here), I am interested in trying other methods. One approach is to use NURBS. To be more precise I would like to be ...
656 views

### Estimate process parameters of geometric Brownian motion with a two-state Markov chain

I have the following sequence. Consider a model that follows a geometric Brownian motion whose drift switches between two different regimes representing the up trend and down trend. The regime ...
353 views

### Softmax Regression Classification Algorithm

I'm following the Stanford Machine Learning course while simultaneously developing my Mathematica abilities. I'm having issues with my Softmax Classifier implementation (for ref, have a look at these ...
154 views

### Fitting data with unique variable per measurement

Imagine we are in the following situation, we have a nonlinear system of functions $f$ with coördinates $x_i$, and unknown parameters $\delta_i$'s and $t$. Let this system be defined as, \begin{...
151 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 ...
523 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 ...
911 views

220 views

### Least squares approximation

I have data points which is mydata = {{0, 0}, {1, 1}, {2, 0}}; From this data, I need to do the least squares approximation by using Bernstein polynomials to produce a set of Bezier points. Before ...
141 views

### PearsonChiSquareTest for count/frequency data?

I read with interest a previous question on the PearsonChiSquareTest from a few years ago, and one answer was very helpful: Performing a chi-square goodness of fit ...
156 views

### Writing a function to set up and solve the least squares problem

I have setup the explicit line equation for a given set of points using least-squares approximation and the knots computed below. I have tried extending the same code for use with an arbitrary degree, ...
267 views

### The CorrelationMatrix is equal to corrcoef of Matlab?

How can I generate a matrix which is equivalent to the results of the "correlation coefficients" command (corrcoef) in Matlab? When I make a LinearModelFit, I can get a CorrelationMatrix, but is this ...
840 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, ...
1k 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 ...
257 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 ...
81 views

### Finding percentage of points within tilted ellipse?

I am trying to find the number of data points that I have that are within a tilted ellipse that I have generated to represent the 68% confidence region. I generated some data using: ...
202 views

### How to fit my data with following equation?

I have set of data of electronic specific heat ($C_{el}/\gamma_n T$) vs temperature ($T/T_c$). My fit equation is this \frac{C_{el}}{\gamma_n T}=-\frac{6}{\pi ^2}\alpha \frac{\mathrm{d} }{\mathrm{...
52 views

### Strange result in LinearModelFit ANOVATable

For one of the models I'm building, the p-value in the ANOVA table obtained from the "ANOVATable" properties of a LinearModelFit ...
90 views

### How can you set the fit tolerance in NonlinearModelFit?

In NonlinearModelFit how can you set the tolerances of where the fitting terminates. I know you can set MaxIterations but how ...
78 views

### What is optimized for each available FitRegularization setting?

Fit and FindFit now have a FitRegularization option, but the documentation is brief. What is optimized/minimized when each available setting is used?
113 views

### How to speed up multiple calls of NonlinearModelFit?

I'm trying to do an insane amount of non-linear fits to large amounts of data sets. However, I found that the NonlinearModelFit is horribly slow. Here's the setup: ...
29 views

### Defining postive parameters for an indexed array in NonlinearModelFit

I'm fitting the model with this code: ...
195 views

### Fitting to an implicit function

I am trying to fit a data ...
312 views

### Data fitting with differential equation and non analytical integral

I would like to fit a set of data (measured value vs time) with a model that contains a differential equation and an integral that has to be evaluated numericaly. The integral also contains Bessel ...