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From "Matt Price (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-372) Curve fitting appears unreliable
Date Mon, 31 May 2010 17:38:37 GMT

    [ https://issues.apache.org/jira/browse/MATH-372?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12873728#action_12873728
] 

Matt Price commented on MATH-372:
---------------------------------

Luc,

Thanks for your help.  I changed the sign for this example it converges beautifully.  I'll
test this fix with a few more scenarios that gave me trouble. 

I really appreciate the help.  This issue was going to be a show stopper and I couldn't be
happier that the problem is on my end.  Makes me want to contribute some money to Apache :)

Thanks,
Matt

> Curve fitting appears unreliable
> --------------------------------
>
>                 Key: MATH-372
>                 URL: https://issues.apache.org/jira/browse/MATH-372
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.1
>         Environment: Win7 x64, Netbeans, JDK 1.6.0.18
>            Reporter: Matt Price
>         Attachments: CurveFitterDebug.java, CurveFitting.ods
>
>   Original Estimate: 8h
>  Remaining Estimate: 8h
>
> I've been trying to find a good curve fitting library for Java for the last couple of
weeks.  I came across Apache Commons Math and was really excited because I like all things
Apache.  The curve fitting API looks good and is fairly easy to use, however, it doesn't seem
to be as accurate as it should/could be.
> I've produced some code and data that shows that the initial parameter guesses affect
the results too much.  Guess low and the curve ends up low, guess high and the curve ends
up high.  I wish I had a stronger statistics/math background to make more sense of this. 
I've tried playing with the optimizer's options (costRelativeToTolerance, initialStepBoundFactor,
maxEvaluations, maxIterations, orthTolerance and parRelativeTolerance) but nothing seems to
improve the end result.
> I've attached the spreadsheet and Java code.  FYI, in the spreadsheet you'll see an entry
in the chart for DataFitX.  It is a COM library used in my company's current software that
needs to be replaced.
> Any help on this would be greatly appreciated.  If you need more info, let me know and
I'll supply it as quickly as I can.
> Thanks,
> Matt

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