Hi, I'm looking for a fitter in PDL that takes an *input* covariance matrix. My data is heavily correlated and I need to take this into account in my fit.
So far I've been looking at PDL::Fit::LM and PDL::Fit::Levmar but none of these appear to have this feature. It's possible to pass weights to PDL::Fit::LM, but not a full covariance matrix so the input data is still treated as uncorrelated in the fit. If there is no existing fitter that supports this, I would very much appreciate any thoughts on how I could either modify any of the existing packages to support this, or any external library for which it would be fairly straight forward to write a PDL:PP interface. Perhaps CERNLIB MINUIT is a good option? Has anyone ever written a PDL interface to this? Cheers, Rahman -- __________________________________________________________ Rahman Amanullah, +46 8 553 786 61 Stockholm University ICQ: 62860758 Stockholm Centre for Physics, 17d 50m E Astronomy & Biotechnology 59d 26m N PGP/GPG key ID: 0x3C229C80 _______________________________________________ Perldl mailing list [email protected] http://mailman.jach.hawaii.edu/mailman/listinfo/perldl
