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J West

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19 Nov 2010 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

Thanks very much, that was exceptionally helpful. These are a nice set of functions and very much appreciated.

Unsurprisingly, calling a loop to gradest for several points inside fminsearch is not the fastest thing in the world, but such are the trade-offs, and it does seem to do the job!

18 Nov 2010 Generalized Nonlinear Non-analytic Chi-Square Fitting Performs chi-square fit with uncertainty estimation when measurement errors are known. Author: Nathaniel Brahms

Any thoughts on why this sometimes returns parameter uncertainties = 0 (i.e. dParams(i).du = 0, and dParams(i).lVal = params(i))?

This seems to occur for me in cases where the uncertainties are definitely significant, but are also significantly skewed rather than normally distributed (when tested by Monte Carlo simulation).

Thanks!

17 Nov 2010 Adaptive Robust Numerical Differentiation Numerical derivative of an analytically supplied function, also gradient, Jacobian & Hessian Author: John D'Errico

I may be missing something obvious here, but is there a clever way to use derivest to calculate a set of partial derivatives?

I have a function something like
f = k1 * x * (1 - exp(-k2*(y^k3)*(z^k4)*(x^k5))
and would like to be able to calculate partial derivatives df/dx, df/dy, and df/dz for sets of specific values of x, y, and z.

I am doing this in order to calculate an error weighting for least squares fitting -- I have uncertainties in x, y, and z which I would like to map onto f in order to determine a weighting factor for the minimization (so I want the gradient at each point). I would prefer to determine the derivative numerically because that will allow me the most flexibility in being able to try different forms of the function, etc.

Many thanks.

16 Nov 2010 GUI for Generalized Nonlinear Non-analytic Chi-Square Fitting Provides a Curve Fitting Toolbox-like interface for chi-square fitting Author: Nathaniel Brahms

The help page for FitChiTool is very useful indeed. Please can you provide some similar documentation or perhaps even a tutorial for the ModelEditor? This would make the whole package dramatically more user-friendly, and broadly useful.

Many thanks.

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