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Institut für Astronomie und AstrophysikAbteilung AstronomieSand 1, D-72076 Tübingen, Germany |
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TRIPP_CURVEFIT
Non-linear least squares fit to a function of an arbitrary
number of parameters. The function may be any non-linear
function. If available, partial derivatives can be calculated by
the user function, else this routine will estimate partial derivatives
with a forward difference approximation.
E2 - Curve and Surface Fitting.
Result = TRIPP_CURVEFIT(X, Y, W, A, SIGMAA, FUNCTION_NAME = name, $
ITMAX=ITMAX, ITER=ITER, TOL=TOL, /NODERIVATIVE)
X: A row vector of independent variables. This routine does
not manipulate or use values in X, it simply passes X
to the user-written function.
Y: A row vector containing the dependent variable.
W: A row vector of weights, the same length as Y.
For no weighting,
w(i) = 1.0.
For instrumental weighting,
w(i) = 1.0/y(i), etc.
comment jw: for REAL Chi^2 values, set w(i)=1./sigma(i)^2
=1./variance(i)
A: A vector, with as many elements as the number of terms, that
contains the initial estimate for each parameter. If A is double-
precision, calculations are performed in double precision,
otherwise they are performed in single precision.
FUNCTION_NAME: The name of the function (actually, a procedure) to
fit. If omitted, "FUNCT" is used. The procedure must be written as
described under RESTRICTIONS, below.
ITMAX: Maximum number of iterations. Default = 20.
ITER: The actual number of iterations which were performed
TOL: The convergence tolerance. The routine returns when the
relative decrease in chi-squared is less than TOL in an
interation. Default = 1.e-3.
CHI2: The value of chi-squared on exit
NODERIVATIVE: If this keyword is set then the user procedure will not
be requested to provide partial derivatives. The partial
derivatives will be estimated in CURVEFIT using forward
differences. If analytical derivatives are available they
should always be used.
BOUNDS: 2D-Array providing lower and upper bounds for the
parameters. The fitting algorithm will not use any
parameters outside the bounds.
Returns a vector of calculated values.
A: A vector of parameters containing fit.
Sigmaa: A vector of standard deviations for the parameters in
A. (JW: DO NOT USE AS VALUES ARE COMPLETELY OFF!!!)
dof : number of degrees of freedom of fit
NONE.
None.
The function to be fit must be defined and called FUNCT,
unless the FUNCTION_NAME keyword is supplied. This function,
(actually written as a procedure) must accept values of
X (the independent variable), and A (the fitted function's
parameter values), and return F (the function's value at
X), and PDER (a 2D array of partial derivatives).
For an example, see FUNCT in the IDL User's Libaray.
A call to FUNCT is entered as:
FUNCT, X, A, F, PDER
where:
X = Variable passed into CURVEFIT. It is the job of the user-written
function to interpret this variable.
A = Vector of NTERMS function parameters, input.
F = Vector of NPOINT values of function, y(i) = funct(x), output.
PDER = Array, (NPOINT, NTERMS), of partial derivatives of funct.
PDER(I,J) = Derivative of function at ith point with
respect to jth parameter. Optional output parameter.
PDER should not be calculated if the parameter is not
supplied in call. If the /NODERIVATIVE keyword is set in the
call to CURVEFIT then the user routine will never need to
calculate PDER.
Copied from "CURFIT", least squares fit to a non-linear
function, pages 237-239, Bevington, Data Reduction and Error
Analysis for the Physical Sciences.
"This method is the Gradient-expansion algorithm which
combines the best features of the gradient search with
the method of linearizing the fitting function."
Iterations are performed until the chi square changes by
only TOL or until ITMAX iterations have been performed.
The initial guess of the parameter values should be
as close to the actual values as possible or the solution
may not converge.
EXAMPLE: Fit a function of the form f(x) = a * exp(b*x) + c to
sample pairs contained in x and y.
In this example, a=a(0), b=a(1) and c=a(2).
The partials are easily computed symbolicaly:
df/da = exp(b*x), df/db = a * x * exp(b*x), and df/dc = 1.0
Here is the user-written procedure to return F(x) and
the partials, given x:
pro gfunct, x, a, f, pder ; Function + partials
bx = exp(a(1) * x)
f= a(0) * bx + a(2) ;Evaluate the function
if N_PARAMS() ge 4 then $ ;Return partials?
pder= [[bx], [a(0) * x * bx], [replicate(1.0, N_ELEMENTS(y))]]
end
x=findgen(10) ;Define indep & dep variables.
y=[12.0, 11.0,10.2,9.4,8.7,8.1,7.5,6.9,6.5,6.1]
w=1.0/y ;Weights
a=[10.0,-0.1,2.0] ;Initial guess
yfit=curvefit(x,y,w,a,sigmaa,function_name='gfunct')
PRINT, '% TRIPP_CURVEFIT Function parameters: ',a
PRINT, '% TRIPP_CURVEFIT : '+yfit
end
Written, DMS, RSI, September, 1982.
Does not iterate if the first guess is good. DMS, Oct, 1990.
Added CALL_PROCEDURE to make the function's name a parameter.
(Nov 1990)
12/14/92 - modified to reflect the changes in the 1991
edition of Bevington (eq. II-27) (jiy-suggested by CreaSo)
Mark Rivers, U of Chicago, Feb. 12, 1995
- Added following keywords: ITMAX, ITER, TOL, CHI2, NODERIVATIVE
These make the routine much more generally useful.
- Removed Oct. 1990 modification so the routine does one iteration
even if first guess is good. Required to get meaningful output
for errors.
- Added forward difference derivative calculations required for
NODERIVATIVE keyword.
- Fixed a bug: PDER was passed to user's procedure on first call,
but was not defined. Thus, user's procedure might not calculate
it, but the result was then used.
Joern Wilms, Univ. Tuebingen, Institute for Astronomy, 1997/1998:
- Added bounds parameter
- Added routines to enable the freezing of individual
parameters (set low and high bounds to same value)
(necessary for the computation of meaningful errors, see
subroutine fiterror)
- made more stable by checking for Nan's (presence of
which could result in infinite loops).
- return degrees of freedom to enable us to compute
meaningful chi^2 instead of reduced chi2 only.
- added _extra message passing to the fit function
- better bounds handling (could lead to infinite loops)
Stefan Dreizler, Univ. Tuebingen, Institute for Astronomy, 1999
- idl.4 compatibility for TRIPP application at Calar Alto
Sonja. L.-Schuh, Univ. Tuebingen, Institute for Astronomy, 2001
- emergency stop when hitting hard bounds
Joern Wilms, Univ. Tuebingen, Institute for Astronomy,
03/2001:
- SUPPORT DISCONTINUED, J.W. DECLINES ALL RESPONSIBILITY
FOR POSSIBLE ERRORS IN THIS ROUTINE! PLEASE USE
JWCURVEFIT OR MPFIT INSTEAD.
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