I would have thought that one could easily modify any of these fairly
easier by just changing
the way it computes the goodness of fit metric.
i.e. something like chi^2 = D^T I D where I is the inverse of the
covariance matrix and D = Data - Model matrix
Andreas Jordan has written a PDL interface to MINUIT. Andreas please
speak up!
Karl
On 14/06/2007, at 2:14 PM, Rahman Amanullah wrote:
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
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