Re: [Math] Levenberg Marquardt Help

2011-01-31 Thread Ole Ersoy
Luc, That sounds great - Thanks! I'll give that a try as well. Cheers, - Ole On 01/31/2011 02:41 AM, luc.maison...@free.fr wrote: - Ole Ersoyole.er...@gmail.com a écrit : Hi, Hi Ole, I'm trying to fit a normal distribution to a curve (I'm assuming the LM Optimizer is a good tool

[Math] Levenberg Marquardt Help

2011-01-30 Thread Ole Ersoy
Hi, I'm trying to fit a normal distribution to a curve (I'm assuming the LM Optimizer is a good tool for this). Is there a generic approach that lets me construct a Jacobian or do I need specialized knowledge of the function in order to do this? TIA, - Ole

[Math] Levenberg Marquardt Help

2011-01-30 Thread Ole Ersoy
Hi, I'm trying to fit a normal distribution to a curve (I'm assuming the LM Optimizer is a good tool for this). Is there a generic approach that lets me construct a Jacobian or do I need specialized knowledge of the function in order to do this? TIA, - Ole

Re: [Math] Levenberg Marquardt Help

2011-01-30 Thread Ted Dunning
Do you actually need an optimizer for this? What happened to computing the mean and standard deviation and using those? On Sun, Jan 30, 2011 at 5:08 PM, Ole Ersoy ole.er...@gmail.com wrote: Hi, I'm trying to fit a normal distribution to a curve (I'm assuming the LM Optimizer is a good tool

Re: [Math] Levenberg Marquardt Help

2011-01-30 Thread Ole Ersoy
It's a pretty unique case I agree. Long story, but I basically have the start of what is a normal distribution (Sometimes I get to the top of the bell and sometimes I get a 1/3 of the way). So I'd like to find the best fit mean and variance for the set of points. I'm reading up on numerical

Re: [Math] Levenberg Marquardt Help

2011-01-30 Thread Ted Dunning
OK. Are the data you have samples from this normal distribution? I.e. are the samples you have from a truncated normal distribution where you don't know the truncation point exactly? Or do you actually have a truncated curve? In the former case, I would define three parameters, mean, standard

Re: [Math] Levenberg Marquardt Help

2011-01-30 Thread Ole Ersoy
On 01/30/2011 09:23 PM, Ted Dunning wrote: I.e. are the samples you have from a truncated normal distribution where you don't know the truncation point exactly? Yes - and the points are always on the left side of the curve starting at zero (So the mean is always greater than zer0).. In