[EMAIL PROTECTED] wrote: > I use Python to generate a huge amount of data in a .csv file which I > then process using Excel. In particular, I use Excel's solver to solve > a number of non-linear equation, and then regress the results of > hundreds of calls to Solver against a set of known values, enabling me > to calibrate my model. This is a pain: i'd much rather perform all the > computations in Python and improve on Excels' regression as well. > > Questions: > 1. Is there a way to perform (or make a call to) a non-linear > optimization from Python?
Look at scipy. http://www.scipy.org In [1]: from scipy import optimize In [2]: optimize? ... Optimization Tools ================== A collection of general-purpose optimization routines. fmin -- Nelder-Mead Simplex algorithm (uses only function calls) fmin_powell -- Powell's (modified) level set method (uses only function calls) fmin_cg -- Non-linear (Polak-Rubiere) conjugate gradient algorithm (can use function and gradient). fmin_bfgs -- Quasi-Newton method (can use function and gradient) fmin_ncg -- Line-search Newton Conjugate Gradient (can use function, gradient and hessian). leastsq -- Minimize the sum of squares of M equations in N unknowns given a starting estimate. Constrained Optimizers (multivariate) fmin_l_bfgs_b -- Zhu, Byrd, and Nocedal's L-BFGS-B constrained optimizer (if you use this please quote their papers -- see help) fmin_tnc -- Truncated Newton Code originally written by Stephen Nash and adapted to C by Jean-Sebastien Roy. fmin_cobyla -- Contrained Optimization BY Linear Approximation > 2. Do Python packages for robust statistics (robust regression in > particular) exist. If so, which one would you recommend/ Offhand, I can't think of any, but it's easy enough to do maximum likelihood with Laplacians and the functions above. If you find suitable FORTRAN or C code that implements a particular "robust" algorithm, it can probably wrapped for scipy relatively easily. -- Robert Kern [EMAIL PROTECTED] "In the fields of hell where the grass grows high Are the graves of dreams allowed to die." -- Richard Harter -- http://mail.python.org/mailman/listinfo/python-list
