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minlmoptimize function wrap http://forum.alglib.net/viewtopic.php?f=2&t=3781 |
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Author: | arima [ Wed Dec 07, 2016 5:10 am ] |
Post subject: | minlmoptimize function wrap |
Hi there, I have a problem related with using minlmoptimize method for curve fitting. I tried to create a vector of fi[i] of each data point, as shown below, then pass them into the minlmoptimize function. Code: public static void function_fvec(double[] vars, double[] fi, object obj) { double[] tempfuncs = new double[10]; for (int i = 0; i < 10; i++) { tempfuncs[i] = Math.Abs(data_y[i] - simu(vars, data_x[i])); //compare input data and calculated results. } fi= tempfuncs; } However, it seems does not work. Can someone help me out? Thank you! |
Author: | Sergey.Bochkanov [ Wed Dec 07, 2016 10:04 am ] |
Post subject: | Re: minlmoptimize function wrap |
Hi! You should rewrite elements of fi, not create new array. As you may see, fi[] is passed by value, so when you create tempfuncs[] there is no way to tell optimizer that it should work with newly allocated array. |
Author: | arima [ Wed Dec 07, 2016 1:53 pm ] |
Post subject: | Re: minlmoptimize function wrap |
Hello Mr.Bochkanov, Thank you for replying in person! Now the problem is fixed, your solver works wonderfully! Maybe another quick question, is there a way to get the correlation matrix of the fitting varables? Many thanks! |
Author: | Sergey.Bochkanov [ Thu Dec 08, 2016 1:24 pm ] |
Post subject: | Re: minlmoptimize function wrap |
No, LM optimizer does not support covariance matrix estimation. Only linear LS solver provides such option. |
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