[Numpy-discussion] recommendations on goodness of fit functions?
Charles R Harris
Mon Apr 13 20:01:09 CDT 2009
On Mon, Apr 13, 2009 at 6:28 PM, Brennan Williams <
> Hi numpy/scipy users,
> I'm looking to add some basic goodness-of-fit functions/plots to my app.
> I have a set of simulated y vs time data and a set of observed y vs time
> The time values aren't always the same, i.e. there are often fewer
> observed data points.
> Some variables will be in a 0.0...1.0 range, others in a 0.0.....1.0e+12
> I'm also hoping to update the calculated goodness of fit value at each
> simulated timestep, the idea being to allow the user to set a tolerance
> level which if exceeded stops the simulation (which otherwise can keep
> running for many hours/days).
1) What kind of fit are you doing?
2) What is the measurement model?
3) What do you know apriori about the measurement errors?
4) How is the time series modeled?
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