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MathGroup Archive 2005

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Re: FindFit & restricting fitting parameter

  • To: mathgroup at smc.vnet.net
  • Subject: [mg55474] Re: [mg55450] FindFit & restricting fitting parameter
  • From: "Janos D. Pinter" <jdpinter at hfx.eastlink.ca>
  • Date: Fri, 25 Mar 2005 05:48:15 -0500 (EST)
  • References: <200503240841.DAA28052@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Laurent,

FindFit and all other similar built-in model-fitting routines apply 
unconstrained local optimization methods, and hence these may miss the best 
fit even w/o constraints in nonlinear models.

You could try instead an optimization based approach: then you can flexibly 
specifiy your goodness-of-fit criterion, and also have the option to add 
arbitrary constraints regarding the parameters. The function NMinimize or 
our third party packages MathOptimizer and MathOptimizer Professional can 
be put to use in this regard.

Regards,
Janos
___________________________

Janos D. Pinter, PhD, DSc
PCS Inc.
E-mail: jdpinter at hfx.eastlink.ca
Web: www.pinterconsulting.com






At 04:41 AM 3/24/2005, Laurent Feuz wrote:

>Hi
>
>If I want to fit some data using:
>
>output = FindFit[data,
>       Izero*(1 + 1/(xiPEG^2*q^2)), {{Izero, 0.12}, {xiPEG, 10}}, q]
>
>I can assign a starting value to my parameters (like 0.12 for Izero in
>the above case), but can I also restrict its value to a certain range
>(like 0.10<Izero<0.14)?
>
>Thanks for any hints!
>regards
>Laurent
>
>
>
>
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