Re: [Help-gsl] 1st attempt at fitting a Gaussian function with GSL.

[David Eric Miller]

Hi James,

You are quite correct.  I am attempting to do a Chi Squared minimization
parameter estimation.  I did not put all of the necessary pieces into
my previous email since I was just starting to figure out how to
use gsl.

If you could take a look at my last posting, I have a more complete
test program which I am trying to get working.

Thanks again.

-dave miller


On Tue, 20 Dec 2005 15:59:26 -0600, James Bergstra  
<address@hidden> wrote:

> > > >I need to fit a Gaussian function to an array of data points.
> > >
> > >What is the nature of your data? Are they just X values or X,Y pairs?
>
> > The data consists of (x, y) pairs with an associated error on y.
>
> Ok, so you are doing what is called parametric model estimation.  Your  
> model of
> y-given-x is a gaussian with some parameters, and you want to know what  
> are
> those parameters.  The way to use the function minimizers to get those
> parameters is to define a differentiable LOSS FUNCTION.  This loss  
> function will
> say for each (x,y) of data, how bad a given parameter is.  You want to  
> find the
> parameter such that the total loss over all your points is the smallest.
>
> The problem with your initial posting was that there was no loss  
> function to be
> seen, and none of the functions you wrote was the one to minimize!
>
> A textbook on statistical inference can give you a better sense of what  
> is going
> on.  (check out Wasserman's "All of Statistics", or Bishop's book on  
> neural
> networks.)
>
> James