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[Octave-bug-tracker] [bug #38063] [octave forge] (optim) expfit inaccura


From: Nicholas Jankowski
Subject: [Octave-bug-tracker] [bug #38063] [octave forge] (optim) expfit inaccurate (incorrect)
Date: Wed, 4 Aug 2021 16:02:59 -0400 (EDT)
User-agent: Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/92.0.4515.107 Safari/537.36

Follow-up Comment #9, bug #38063 (project octave):

this bug is still sitting open and the conditions haven't changed judging by
the lack of anything significant in the changelog for expfit.  some
compatibility namespace issues with Matlab were identified in comment #7 and
8.  

octave has no prony implementation, which would fit into octave-signal as it
is a filter design function based on Prony fitting. (and is listed as a
missing function: https://wiki.octave.org/Signal_package)
matlab doc: https://www.mathworks.com/help/signal/ref/prony.html

matlab's expfit function is part of the Statistics and Machine Learning
toolbox, and is currently missing from Octave's statistics package, that is
supposed to calculate the mean value of a set of data assumed to be taken from
an exponential distribution and optionally provide the confidence intervals.
(https://wiki.octave.org/Statistics_package)
matlab doc: https://www.mathworks.com/help/stats/expfit.html

expfit in matlab seems to be a fairly simple function to implement, (albeit
sitting in a long line of unimplemented statistics functions.) but if
implemented would produce a namespace collision. 

the function expfit seems to best match the matlab function fit, which has 1st
and 2nd order exponentials as available models exp1 and exp2, expfit being
something that could be an 'expn' model for it.  however, octave currently
doesn't have fit implemented either. 

I'd recommend closing this bug, which seems to mainly be about the performance
of expfit but hasn't been changed in 8 years, and/or retitling or making a new
bug about the incompatible namespace issue.

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