Re: NonlinearFit
- To: mathgroup at smc.vnet.net
- Subject: [mg19665] Re: NonlinearFit
- From: "William M. MacDonald" <wm2 at umail.umd.edu>
- Date: Wed, 8 Sep 1999 02:24:14 -0400
- Organization: University of Maryland
- References: <7r24q2$6qd@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
In article <7r24q2$6qd at smc.vnet.net> , Virgil Stokes <virgil.stokes at neuro.ki.se> wrote: > In reference to Statistics `NonlinearFit` (vers. 1.4, author: John M. Novak) > for Mathematica Version 3.0. > > I would like to be able to replace the minimization criterion > that is currently in this package (least-squares). I am trying to > find a different type of minimization criterion -- one that > performs better (hopefully) for my particular problem. > > Is it possible to use this package such that one can override the > current least-squares criterion with a user defined criterion? > > -- Virgil > > I thought that all statistical minimized the sum of the squared differences between data and the modelling function, although different techniques for doing this exist. So I don't understand your question. But have you tried Statistics`NonlinearRegression` which uses Levenberg-Marquard and can take error bars into consideration? It is very sophisticated. -- William M. MacDonald Professor of Physics University of Maryland Internet: wm2 at umail.umd.edu