Curve fitting appears unreliable
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Key: MATH-372
URL: https://issues.apache.org/jira/browse/MATH-372
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Environment: Win7 x64, Netbeans, JDK 1.6.0.18
Reporter: Matt Price
I've been trying to find a good curve fitting library for Java for the last
couple of weeks. I came across Apache Commons Math and was really excited
because I like all things Apache. The curve fitting API looks good and is
fairly easy to use. However, it doesn't seem to be as accurate as it
should/could be.
I've produced some code and data that shows that the initial parameter guesses
affect the results too much. Guess low and the curve ends up low, guess high
and the curve ends up high. I wish I had a stronger statistics/math background
to make more sense of this. I've tried playing with the optimizer's options
(costRelativeToTolerance, initialStepBoundFactor, maxEvaluations,
maxIterations, orthTolerance and parRelativeTolerance) but nothing seems to
improve the end result.
I've attached the spreadsheet and Java code. FYI, in the spreadsheet you'll
see an entry in the chart for DataFitX. It is a COM library used in my
company's current software that needs to be replaced.
Any help on this would be greatly appreciated. If you need more info, let me
know and I'll supply it as quickly as I can.
Thanks,
Matt
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