Hi list,
-- I'm looking for some curve fitting tools. In High Energy Physics, we're using the MINUIT library for pretty much everything. http://seal.web.cern.ch/seal/snapshot/work-packages/mathlibs/minuit/ One nice feature is that it calculates errors on the fitted distribution parameters per default. http://seal.cern.ch/documents/minuit/mnerror.pdf It does that by changing the parameters such that the likelihood value changes by 0.5 (or a chi2 value by 1, if you use least squares minimization). Is there something like that in Julia? I'm seeing fit_mle in Distributions.jl, but that doesn't seem to compute the error on the parameters. How do people here compute the uncertainties on those parameters? You received this message because you are subscribed to the Google Groups "julia-stats" group. To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email]. For more options, visit https://groups.google.com/d/optout. |
Hi Jan I think the short answer is no. I've tried to take a look at the links and it appears to me that the use of statistics in MINUIT is bit different from what the main contributors to Distributions.jl have had in mind. The usual uncertainty measure for maximum likelihood estimation is the inverse of the Hessian of the log-likelihood at the optimum, so I'm not sure what the reasoning for MINUIT's choice is. On Sat, Dec 26, 2015 at 1:18 AM, Jan Strube <[hidden email]> wrote:
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Thank you for the explanation.
-- How can I compute the inverse of the Hessian of the log-likelihood with Distributions.jl and friends? On Monday, December 28, 2015 at 4:52:08 AM UTC-8, Andreas Noack wrote:
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https://github.com/JuliaOpt/Optim.jl and julia's facilities with calling out to other languages has the potential for continuing to leverage MINUIT, if necessary: http://github.com/timholy/Cpp.jl ~ cdm On Monday, December 28, 2015 at 12:10:11 PM UTC-8, Jan Strube wrote:
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i was remiss in failing to include a link to the LsqFit.jl package: https://github.com/JuliaOpt/LsqFit.jl which might also be helpful. You received this message because you are subscribed to the Google Groups "julia-stats" group. To unsubscribe from this group and stop receiving emails from it, send an email to [hidden email]. For more options, visit https://groups.google.com/d/optout. |
Thank you. I'll review those packages.
-- On Tuesday, December 29, 2015 at 10:24:48 AM UTC-8, cdm wrote:
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