interface to Levenberg-Marquardt

1 files changed, 24 insertions, 0 deletions

diff --git a/examples/fitting.hs b/examples/fitting.hs
new file mode 100644
index 0000000..8298c52
--- /dev/null
+++ b/examples/fitting.hs
@@ -0,0 +1,24 @@
+-- nonlinear least-squares fitting
+
+import Numeric.GSL.Fitting
+import Numeric.LinearAlgebra
+
+xs = map return [0 .. 39]
+sigma = 0.1
+ys = map return $ toList $ fromList (map (head . expModel [5,0.1,1]) xs)
+            + scalar sigma * (randomVector 0 Gaussian 40)
+
+dat :: [([Double],[Double],Double)]
+
+dat = zipWith3 (,,) xs ys (repeat sigma)
+
+expModel [a,lambda,b] [t] = [a * exp (-lambda * t) + b]
+
+expModelDer [a,lambda,b] [t] = [[exp (-lambda * t), -t * a * exp(-lambda*t) , 1]]
+
+(sol,path) = fitModel 1E-4 1E-4 20 (resM expModel, resD expModelDer) dat [1,0,0]
+
+main = do
+    print dat
+    print path
+    print sol