[scilab-Users] Weighting data in datafit

[Samuel Gougeon]

Hi,

The W parameter of datafit() is not for weighting data but for weighting 
fitting
criteria. Indeed, datafit can be used with several distances to be 
minimized,
and the final criterium used is a weighted average of them. For instance,
you can define the minimal vertical average distance between points and 
the model,
or the horizontal distance, etc, and then state that the vertical 
average distance
must count for 2/3, and the horizontal one for 1/3, etc.

datafit() is unable to weight data. I have modified it ~one year ago to 
do so.
I am attaching a modified release.
After compiling datafit.sci with Scinotes, just type
head_comments datafit
to get help about the syntax with weighted data : The weighting matrix
can be inserted just after the matrix of points.
Several examples with weighted data are provided in the help.

Using weighted data is much more standard than supporting weighted fitting
multi-criteria. It is somewhat puzzling that implemented priorities have 
been
inverted.

HTH
Samuel


Le 05/01/2012 05:49, zugvogel a écrit :
> Hello,
> I'm having a lot of trouble figuring out how to weight data-points for
> fitting using "datafit".
>
> I have:
> [p,err]=datafit(G,ndata,W,p0)
>
> The function G is:
> function e=G(p, z), // output is "e", input "p" and "z"
>      y=z(1),x=z(2); // y is the top row, x bottom
>      e=y-FF(x,p), // optimise to zero, FF is my function
> endfunction
>
> ndata is 2 rows and 12 columns, the top row being y-axis values and the
> bottom row being x-axis values
>
> p0 is 4 rows and 1 column.
>
> W is my weighting matrix. I set this initially as just a 12x12 identity
> matrix.
>
> I just can't get this to work however. I keep getting:
>
> -------------------
> -->[p,err]=datafit(G,ndata,W,p0)
>   !--error 15
> Submatrix incorrectly defined.
>
> at line      26 of function costf called by :
> at line     174 of function datafit called by :
> [p,err]=datafit(G,ndata,W,p0)
> -------------------
>
> Can anyone help me? I have tried changing W in many ways but I can't get it
> to work.
> The help section on datafit says W should be of size ne x ne, where G is
> size ne x 1. I assume ne is the same as nz (ie, 12, the number of data
> points) but maybe this is wrong? In any case I tried make ne=1,2,3...12
> (always a square matrix) but without success. If I do it without weighting,
> it works.
>
> I would really appreciate any help. I'm completely out of ideas.
>
> Thank you!
>
> Tom
>
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