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From "Matt Price (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-372) Curve fitting appears unreliable
Date Tue, 25 May 2010 22:17:33 GMT
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


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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