Hi Andres, I want to do exactly what Karl explicitly wrote in his email, solve a non-linear Chi2 problem with an arbitrary weight matrix. Minuit is perfect for this, and if you think you will have a PDL interface ready within a few days, that would just be fabulous!
Cheers, Rahman On Thu, 2007-06-14 at 22:33 +0200, Andres Jordan wrote: > 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 > >> > >> > >> > >> _______________________________________________ > >> Perldl mailing list > >> [email protected] > >> http://mailman.jach.hawaii.edu/mailman/listinfo/perldl > > > > > > _______________________________________________ > > Perldl mailing list > > [email protected] > > http://mailman.jach.hawaii.edu/mailman/listinfo/perldl _______________________________________________ Perldl mailing list [email protected] http://mailman.jach.hawaii.edu/mailman/listinfo/perldl
