X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Foptim-1.2.0%2Fnonlin_curvefit.m;fp=octave_packages%2Foptim-1.2.0%2Fnonlin_curvefit.m;h=2d5378246ec158d8b6389f1a7bae6f1e7ffb4591;hp=0000000000000000000000000000000000000000;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hpb=1705066eceaaea976f010f669ce8e972f3734b05 diff --git a/octave_packages/optim-1.2.0/nonlin_curvefit.m b/octave_packages/optim-1.2.0/nonlin_curvefit.m new file mode 100644 index 0000000..2d53782 --- /dev/null +++ b/octave_packages/optim-1.2.0/nonlin_curvefit.m @@ -0,0 +1,101 @@ +## Copyright (C) 2010, 2011 Olaf Till +## +## 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 . + +## -*- 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)