Institut für Astronomie und AstrophysikAbteilung AstronomieSand 1, D-72076 Tübingen, Germany |
mpfiterror
compute two-sided, asymmetric error bars for a chi^2 fit
function fitting
result=mpfiterror(fnctn,x, y,err,start_params, weights=weights, $ parinfo=pari,bestnorm=chi2, $ delchi=delchi,toldel=toldel, $ debug=debug,intpar=intpar,...)
similar to mpfitfun, see the documentation of mpfitfun for an exhaustive explanation. The input-parameter bestpar is the best-fit vector as returned from mpfitfun, perror is the "uncertainty" (i.e. the diagonal elements of the Hessian matrix) as returned from jwcurvefit. fnctn: name of the fit function x,y,err: x- and y-value, and error start_params: if given, best fit parameter values for which the error is to be computed. I recommend use of the parinfo structure instead (see below)
parinfo: structure containing parameter information, required. If start_params are not given, the value tag should contain the best fit value of each parameter bestnorm= the chi^2 value of the best fit as returned from mpfitfun (bestnorm keyword) debug= return tons of debugging information. 1: basic information 2: current try value 3: detailed information intpar= array containing the indexes of all interesting parameters, i.e., those for which the uncertainty is to be computed (note: although the word interesting is used here, this is not to be confused with the notion of "interesting parameters" in chi^2 minimization) delchi= delta chi^2 to be used for the determination of the uncertainty. default: 1, corresponding to 1 sigma errors. Use 2.71 for 90% uncertainty (in general, delchi=chisqr_dvf(1-prob,1) where prob is the probability that the n dimensional parameter space spanned by the uncertainties contains the real value) maxtry= maximum number of invocations of mpfitfun in the determination of ONE error (used to determine non-convergence). toldel= max. allowed relative deviation between chi2min+delchi and the current chi^2 value. used to define precision of the bounds. chierr= 2d array, contains for each parameter the real chi^2 value at the bounds, to enable checking of the precision of the bounds.
a 2 dimensional array containing the error ranges for all fit parameters (lower boundary = upper boundary for the fixed parameters).
a not very stable combination of a secant method and bisection
based on fiterror.pro, written by Joern Wilms on 1999.10.21, based on previous work by JW and Mike Nowak, and subsequent corrections. CVS Version 1.0, 2001.12.06, Joern Wilms (mainly written while at SSO in October 2001)
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