/usr/share/octave/packages/3.2/optim-1.0.17/residmin_stat.m is in octave-optim 1.0.17-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 | ## Copyright (C) 2011 Olaf Till <olaf.till@uni-jena.de>
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or
## (at your option) any later version.
##
## This program is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this program; If not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
##
## @deftypefn {Function File} {@var{info} =} residmin_stat (@var{f}, @var{p}, @var{settings})
##
## Frontend for computation of statistics for a residual-based
## minimization.
##
## @var{settings} is a structure whose fields can be set by
## @code{optimset} with Octave versions 3.3.55 or greater; with older
## Octave versions, the fields must be set directly and in the correct
## case. With @var{settings} the computation of certain statistics is
## requested by setting the fields @code{ret_<name_of_statistic>} to
## @code{true}. The respective statistics will be returned in a
## structure as fields with name @code{<name_of_statistic>}. Depending
## on the requested statistic and on the additional information provided
## in @var{settings}, @var{f} and @var{p} may be empty. Otherwise,
## @var{f} is the model function of an optimization (the interface of
## @var{f} is described e.g. in @code{nonlin_residmin}, please see
## there), and @var{p} is a real column vector with parameters resulting
## from the same optimization.
##
## Currently, the following statistics (or general information) can be
## requested:
##
## @code{dfdp}: Jacobian of model function with respect to parameters.
##
## @code{covd}: Covariance matrix of data (typically guessed by applying
## a factor to the covariance matrix of the residuals).
##
## @code{covp}: Covariance matrix of final parameters.
##
## @code{corp}: Correlation matrix of final parameters.
##
## Further @var{settings}
##
## The functionality of the interface is similar to
## @code{nonlin_residmin}. In particular, structure-based, possibly
## non-scalar, parameters and flagging parameters as fixed are possible.
## The following settings have the same meaning as in
## @code{nonlin_residmin} (please refer to there): @code{param_order},
## @code{param_dims}, @code{f_pstruct}, @code{dfdp_pstruct},
## @code{diffp}, @code{diff_onesided}, @code{complex_step_derivative},
## @code{cstep}, @code{fixed}, and @code{weights}. Similarly,
## @code{param_config} can be used, but only with fields corresponding
## to the settings @code{fixed}, @code{diffp}, and @code{diff_onesided}.
##
## @code{dfdp} can be set in the same way as in @code{nonlin_residmin},
## but alternatively may already contain the computed Jacobian of the
## model function at the final parameters in matrix- or structure-form.
## Users may pass information on the result of the optimization in
## @code{residuals} (self-explaining) and @code{covd} (covariance matrix
## of data). In many cases the type of objective function of the
## optimization must be specified in @code{objf}; currently, there is
## only a backend for the type "wls" (weighted least squares).
##
## Backend-specific information
##
## The backend for @code{objf == "wls"} (currently the only backend)
## computes @code{cord} (due to user request or as a prerequisite for
## @code{covp} and @code{corp}) as a diagonal matrix by assuming that
## the variances of data points are proportional to the reciprocal of
## the squared @code{weights} and guessing the factor of proportionality
## from the residuals. If @code{covp} is not defined (e.g. because the
## Jacobian has no full rank), it makes an attempt to still compute its
## uniquely defined elements, if any, and to find the additional defined
## elements (being @code{1} or @code{-1}), if any, in @code{corp}.
##
## @seealso {curvefit_stat}
##
## @end deftypefn
function ret = residmin_stat (varargin)
if (nargin == 1)
ret = __residmin_stat__ (varargin{1});
return;
endif
if (nargin != 3)
print_usage ();
endif
varargin{4} = struct ();
ret = __residmin_stat__ (varargin{:});
endfunction
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