I have indeed written a PDL interface to Minuit which I've been
intending to post here for a while (for a long time I was chasing a
small mem leak in the interface but finally solved that some months
ago). Minuit is very flexible and robust minimization package. I will
clean up the code a bit, finish the documentation and finally post this
in the next few days.
Rahman: I am bit confused as to what you mean by inputting the
covariance matrix. There is a Minuit manual at:
http://wwwasdoc.web.cern.ch/wwwasdoc/minuit/minmain.html which might
help you in determining if Minuit will help you with what you want.
-Andres
Karl Glazebrook wrote:
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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