lsqfit
This package facilitates least-squares fitting of noisy data by
multi-dimensional, nonlinear functions of arbitrarily many parameters.
lsqfit
supports Bayesian priors for the fit parameters, with arbitrarily
complicated multidimensional Gaussian distributions. A tutorial on fitting is
included in the documentation; documentation is in the doc/
subdirectory: see doc/html/index.html
or https://lsqfit.readthedocs.io.
The fitter uses automatic differentiation to compute gradients of the fit
function. This greatly simplifies coding of the fit function since only the
function itself need be coded. Coding is also simplified by using dictionaries
(instead of arrays) for representing fit data and fit priors.
lsqfit
makes heavy use of Python package gvar
, which
simplifies the analysis of error propagation and the creation of
multi-dimensional Gaussian distributions (for fit priors).
This code has been used on a laptop to fit functions of tens-to-thousands of
parameters to tens-to-thousands of pieces of data. lsqfit
uses the GNU
Scientific Library (GSL) and/or scipy
to do the fitting, numpy
for
efficient array arithmetic, and cython
to compile efficient code that
interfaces between Python and the C-based GSL.
Information on how to install the components is in the INSTALLATION
file.
To test the libraries try make tests
. Some examples are give in the
examples/
subdirectory.
Version numbers: Incompatible changes are signaled by incrementing
the major
version number, where version numbers have the form
major.minor.patch
. The minor
number signals new features, and the
patch
number bug fixes.
| Created by G. Peter Lepage (Cornell University) 2008
| Copyright (c) 2008-2021 G. Peter Lepage
.. image:: https://zenodo.org/badge/4593457.svg
:target: https://zenodo.org/badge/latestdoi/4593457