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Re: changing algorithm, finding residuals w/FindFit
*To*: mathgroup at smc.vnet.net
*Subject*: [mg56904] Re: changing algorithm, finding residuals w/FindFit
*From*: dh <dh at metrohm.ch>
*Date*: Tue, 10 May 2005 03:42:07 -0400 (EDT)
*References*: <d59l9q$6h6$1@smc.vnet.net> <42787687.5090305@metrohm.ch> <d5ctld$mcc$1@smc.vnet.net>
*Sender*: owner-wri-mathgroup at wolfram.com
Hi Ed,
see below
Sincerely, Daniel
Edward Peschko wrote:
>On Wed, May 04, 2005 at 09:15:19AM +0200, dh wrote:
>
>>Hi Ed,
>>if you want linear least square, you can use the one liner:
>>points[[All, 2]] - ( Fit[points, {1, x, x^2}, x] /. x :> points[[All,
1]])
>
>
>ok, now suppose that I wanted to make a list of points containing both
the
>residual *and* the x-coordinate associated with that residual.
>
>The best I've come up with is:
>
>residuals = Thread
> [
> {
> points[[All,1]],
> points[[All,2]] - (func /. x:> points[[All,1]] )
> }
> ]
>
Your ideas are basically o.k., but the above will not work. Thread takes
a FUNCTION, not an EXPRESSION.
Take another point of view:
Considering the list of points, you want to replace the y values by the
residuals. Towards this aim we define a pure function: (...)& and use
Map /@:
{#[[1]],#[[2]]-fun/.x->#[[1]] }& /@ points
This leaves the x value unchanged and replaces the y value by the
residual. Further, if you later want to encapsulate everything into a
function, it is not convenient to work with expressions like your "func"
because you have the arbitrary variable "x" . It is better to use a
"pure" function. E.g.
fun1=Evaluate[fun/.x -> # ]&
this can now be applied like a "real" function. e.g. fun1[2.]
With this we can define the function residuals:
residuals[points_,fun_]:={#[[1]],#[[2]]-fun[#[[1]]]}& /@ points
and you would call it like:
residuals[points,fun1]
Note that we need a "pure" function now.
>where func == 1 + x + 0. x^2. I'm not sure, but this is how I read it:
>
> 'All' gives a cross-array slice in an array of arrays
>
All simply means every value of the index. It does not matter if we have
a 1,2,.. dimensional array.
> '-', given two arrays, applies that operation to each element of that
> array
>
provided the two arrays have the same shape or we have a scalar and an
array.
>
> x:> points[[All, 1]] applies a production rule that substitutes x for
> each x value in the cross-array slice.
>
> the parens group in the second expression so that instead of doing
each
> combination of evals and getting back
>
> (
> (y1 - func(x1), y1 - func(x2), y1 - func(x3)),
> (y2 - func(x1), y2 - func(x2), y2 - func(x3)),
> etc.
> )
>
> you get back:
>
> (y1 - func(x1), y2-func(x2), y3 - func(x3))
>
> Finally, Thread applied on the whole thing interleaves values to get
>
> ((x1, y1-func(x1)), (x2, y2 - func(x2)), (x3, y3 - func(x3)))
>
>Is that basically right? Is there a way to do this in an easier way?
>
>
>
>Now... how would you make this into a generic function that took an
array of
>2D points and a function with one variable? I'd like to be able to call
>
> Residual[ points, function, ResidualType -> xsquared ]
>
>and return back a list of points, with their x values and their associated
>vertical residuals. And I'd love to be able to expand this later on to
have different
>types of residuals. And more to the point it would be a great
programming exercise.
>I would think to be truly production worthy, it would need to be able to:
>
> 1) query the function, figure out if it is of the form:
>
> f[x_] = ...
>
> or is simply a variable that could use /. to substitute for
values.
>
> 2) if it found none or more than one variable, return an exception
>
> 3) query the points, and see that they are in fact a two dimensional
> array of points (ie: validate their data structure)
>
> 4) return back a list of point pairs.
>
>Any ideas on how to do on the above? and is there perhaps a good
programming
>text on mathematica that people would recommend?
>
I myself learned it by reading the "BOOK". It is long, but for
programming you can jump over the type setting stuff. Further,for
beginners there is a book from Nancy Blachman (hope I remember the name
correctly) or there is the book from Roman Maeder and many others I do
no more remember.
>
>
>Ed
>
>
>
>(ps -
>
>>The option "Method" can have following values:
>> Possible settings for Method include "ConjugateGradient", "Gradient",
>>"LevenbergMarquardt", "Newton" and "QuasiNewton", with the default being
>>Automatic.
>
>
>Hmm.. I didn't notice any of this when going through the 'help' icon for
>findFit. It just says:
>
> 'method automatic'
>
>with no links to point to the various methods. Perhaps the documentation
>could be updated?
>)
>
Hi, in the Help for FindFit (version 5.1) you find:
"Possible settings for Method are as for FindMinimum. "
>
>(
> pps - another thing with the online help menu - I noticed that the
> items that are found by 'go' depend on which tab that is open.
> Which I guess makes sense, once you know what you are doing.
>
> But perhaps a 'search all' button would be helpful (next to the
> 'Go' button would help) - if nothing but to remind you that you
> are only searching under one tab, not everything.
>
Sort of an "Search All" is the "Master Index" tab.
>
> I missed finding all the info on the statistical packages not
> knowing this. And who knows what else..
>)
>
--
Daniel Huber
Metrohm Ltd.
Oberdorfstr. 68
CH-9100 Herisau
Tel. +41 71 353 8585, Fax +41 71 353 8907
E-Mail:<mailto:dh at metrohm.ch>
Internet:<http://www.metrohm.ch>
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