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Re: Nonlinear fit for a non-differentiable function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg43164] Re: Nonlinear fit for a non-differentiable function
  • From: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Date: Fri, 15 Aug 2003 04:27:10 -0400 (EDT)
  • References: <bhd94f$rn9$1@smc.vnet.net>
  • Reply-to: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Sender: owner-wri-mathgroup at wolfram.com

"Ahmed Sayeed" <Ahmed.Sayeed at Tu-Ilmenau.De> wrote in message
news:bhd94f$rn9$1 at smc.vnet.net...
> Hello friends,
>    I have to carry out a nonlinear fit where the fit function is
non-differentiable w.r.t. one or
> more of the parameters, because I have to take the absolute value in the
definition of the function.
> For example, f[x_,a_,b_]:=a*Sin[Abs[b]*x], where a and b are fit
parameters.  NonlinearRegress
> fails, giving the following message:
> NonlinearRegress::"unevldr": "One or more derivatives of the model with \
> respect to parameters did not evaluate."
>    I shall be grateful if someone could suggest a way around this problem.
>                                Thanks
>                                Sayeed
>
>
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>

Ahmed,

If you have version 5 you might find looking up NMinimize in the HelpBrowser
useful,
particularly the note "Finding a Nonlinear Fit of Data" in "FurtherExamples"
and the note on NelderMead in "AdvancedDocumentation" (for
non-differentiable models).

Allan
---------------
Allan Hayes
hay at haystack.demon.co.uk
Voice: +44 (0)116 241 8747
Fax: +44 (0)870 164 0565


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