Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / optim-1.2.0 / nonlin_curvefit.m

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+## Copyright (C) 2010, 2011 Olaf Till <olaf.till@uni-jena.de>
+##
+## This program is free software; you can redistribute it and/or modify it under
+## the terms of the GNU General Public License as published by the Free Software
+## Foundation; either version 3 of the License, or (at your option) any later
+## version.
+##
+## This program is distributed in the hope that it will be useful, but WITHOUT
+## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
+## details.
+##
+## You should have received a copy of the GNU General Public License along with
+## this program; if not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {[@var{p}, @var{fy}, @var{cvg}, @var{outp}] =} nonlin_curvefit (@var{f}, @var{pin}, @var{x}, @var{y})
+## @deftypefnx {Function File} {[@var{p}, @var{fy}, @var{cvg}, @var{outp}] =} nonlin_curvefit (@var{f}, @var{pin}, @var{x}, @var{y}, @var{settings})
+## Frontend for nonlinear fitting of values, computed by a model
+## function, to observed values.
+##
+## Please refer to the description of @code{nonlin_residmin}. The only
+## differences to @code{nonlin_residmin} are the additional arguments
+## @var{x} (independent values, mostly, but not necessarily, an array of
+## the same dimensions or the same number of rows as @var{y}) and
+## @var{y} (array of observations), the returned value @var{fy} (final
+## guess for observed values) instead of @var{resid}, that the model
+## function has a second obligatory argument which will be set to
+## @var{x} and is supposed to return guesses for the observations (with
+## the same dimensions), and that the possibly user-supplied function for the
+## jacobian of the model function has also a second obligatory argument
+## which will be set to @var{x}.
+##
+## @seealso {nonlin_residmin}
+## @end deftypefn
+
+function [p, fy, cvg, outp] = nonlin_curvefit (f, pin, x, y, settings)
+
+  if (nargin == 1)
+    p = __nonlin_residmin__ (f);
+    return;
+  endif
+
+  if (nargin < 4 || nargin > 5)
+    print_usage ();
+  endif
+
+  if (nargin == 4)
+    settings = struct ();
+  endif
+
+  if (compare_versions (version (), "3.3.55", "<"))
+    ## optimset mechanism was fixed for option names with underscores
+    ## sometime in 3.3.54+, if I remember right
+    optimget = @ __optimget__;
+  endif
+  if (! isempty (dfdp = optimget (settings, "dfdp")))
+    if (ischar (dfdp))
+      dfdp = str2func (dfdp);
+    endif
+    ## settings = optimset \
+    ## (settings, "dfdp", @ (p, varargin) dfdp (p, x, varargin{:}));
+    settings.dfdp =  @ (p, varargin) dfdp (p, x, varargin{:});
+  endif
+
+  [p, fy, cvg, outp] = __nonlin_residmin__ \
+      (@ (p) f (p, x), pin, settings, struct ("observations", y));
+
+  fy += y;
+
+endfunction
+
+function ret = __optimget__ (s, name, default)
+
+  if (isfield (s, name))
+    ret = s.(name);
+  elseif (nargin > 2)
+    ret = default;
+  else
+    ret = [];
+  endif
+
+endfunction
+
+%!demo
+%!  ## Example for linear inequality constraints
+%!  ## (see also the same example in 'demo nonlin_residmin')
+%!
+%!  ## independents and observations
+%!  indep = 1:5;
+%!  obs = [1, 2, 4, 7, 14];
+%!  ## model function:
+%!  f = @ (p, x) p(1) * exp (p(2) * x);
+%!  ## initial values:
+%!  init = [.25; .25];
+%!  ## linear constraints, A.' * parametervector + B >= 0
+%!  A = [1; -1]; B = 0; # p(1) >= p(2);
+%!  settings = optimset ("inequc", {A, B});
+%!
+%!  ## start optimization
+%!  [p, model_values, cvg, outp] = nonlin_curvefit (f, init, indep, obs, settings)