[SciPy-Dev] parameters of fitting data

[James Phillips]

I dug up some old code that should point you in the right direction.  Look
over the ODR example in scipy and this should make some sense to you.


            # see both scipy.odr.odrpack and
http://www.scipy.org/Cookbook/OLS
            # this is inefficient but works for every possible case
            model = scipy.odr.odrpack.Model(function)
            data = scipy.odr.odrpack.Data(indepData, depData])
            myodr = scipy.odr.odrpack.ODR(data, model,
beta0=solvedCoefficients,  maxit=0)
            myodr.set_job(fit_type=2)
            parameterStatistics = myodr.run()
            self.cov_beta = parameterStatistics.cov_beta # parameter
covariance matrix
            try:
                self.sd_beta = parameterStatistics.sd_beta *
parameterStatistics.sd_beta
            except:
                self.sd_beta = None

            self.ci = [] # 95% confidence intervals
            t_df = scipy.stats.t.ppf(0.975, self.df_e)
            for i in range(len(self.solvedCoefficients)):
                self.ci.append([self.solvedCoefficients[i] - t_df *
parameterStatistics.sd_beta[i], self.solvedCoefficients[i] + t_df *
parameterStatistics.sd_beta[i]])

            try:
                self.tstat_beta = self.solvedCoefficients /
parameterStatistics.sd_beta # coeff t-statistics
            except:
                self.tstat_beta = None

            try:
                self.pstat_beta = (1.0 -
scipy.stats.t.cdf(numpy.abs(self.tstat_beta), self.df_e)) * 2.0    # coef.
p-values
            except:
                self.pstat_beta = None


     James
     http://zunzun.com

On Tue, Nov 22, 2011 at 2:56 PM, Krzysztof Berniak <
krzysztof.berniak@gmail.com> wrote:

> Hello,
>   I'm writing script in python, which fitting exponencial curve to data (
> f(x) = a*exp(x*b).
>  To resolve this problem I use scipy.
>  It works fine. I get in v1 new parameters, but where is calculation
> errors of this parameters ?
>
> When I use gnuplot my results look like this:
> Final set of parameters            Asymptotic Standard Error
> =======================            ==========================
>
> a1              = 12.1566                                   +/- 0.2286
>   (1.88%)
> b1              = 0.000858396                           +/- 4.362e-006
> (0.5082%)
>
>     ^
>
>
>     |
>                                                                where in
> scipy i get this numbers
>
> This is my code
> def main():
>     z,f = numbers_col()
>     fitfunc = lambda v, z: v[0]*exp(z*v[1])
>     errfunc = lambda v, z,f: fitfunc(v,z) - f
>     v0 = [10., 0.005]
>     v1,success = optimize.leastsq(errfunc, v0[:], args =
> (z,f),full_output=True)
>
> regards and please help,
> Cristopher
>
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>
>
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