Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-29 Thread Sébastien Brisard
Hi, > > Can we then agree that the current naming is not really clear? > Since we are not allowed to readily remove this method, the best solution > would be to update the Javadoc to make it clear what is done there, i.e. > cite the full definition of ASE (together with a reference). > I would eve

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-26 Thread Sébastien Brisard
Hi Gilles, > > In revision 1330801, I've added a new "CircleProblem" class (in the "test" > code tree). > It is largely inspired from the existing "CircleVectorial" class but I think > that it might be more representative of the kind of problem people are used > to when dealing with optimizers such

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-26 Thread Gilles Sadowski
On Wed, Apr 25, 2012 at 05:56:32PM +0200, Sébastien Brisard wrote: > 2012/4/25 Gilles Sadowski : > > On Wed, Apr 25, 2012 at 03:46:58PM +0200, Sébastien Brisard wrote: > >> Hi Gillles, > >> > > >> > Can we then agree that the current naming is not really clear? > >> > Since we are not allowed to re

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-25 Thread Sébastien Brisard
2012/4/25 Gilles Sadowski : > On Wed, Apr 25, 2012 at 03:46:58PM +0200, Sébastien Brisard wrote: >> Hi Gillles, >> > >> > Can we then agree that the current naming is not really clear? >> > Since we are not allowed to readily remove this method, the best solution >> > would be to update the Javadoc

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-25 Thread Gilles Sadowski
On Wed, Apr 25, 2012 at 03:46:58PM +0200, Sébastien Brisard wrote: > Hi Gillles, > > > > Can we then agree that the current naming is not really clear? > > Since we are not allowed to readily remove this method, the best solution > > would be to update the Javadoc to make it clear what is done ther

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-25 Thread Sébastien Brisard
Hi Gillles, > > Can we then agree that the current naming is not really clear? > Since we are not allowed to readily remove this method, the best solution > would be to update the Javadoc to make it clear what is done there, i.e. > cite the full definition of ASE (together with a reference). > this

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-25 Thread Gilles Sadowski
Hi. > looking at various references, it seems that the definition of the error as > errors[i] = FastMath.sqrt(covar[i][i]) * c; > or > errors[i] = FastMath.sqrt(covar[i][i]); > is a matter of convention. > > I'm no statistician, but I gathered that the first expression is what > is called Asympto

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-24 Thread Sébastien Brisard
Hi, looking at various references, it seems that the definition of the error as errors[i] = FastMath.sqrt(covar[i][i]) * c; or errors[i] = FastMath.sqrt(covar[i][i]); is a matter of convention. I'm no statistician, but I gathered that the first expression is what is called Asymptotic Standard Erro

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-24 Thread Sébastien Brisard
I also found this link mljohnson.pharm.virginia.edu/pdfs/314.pdf see equations 20 and 3, which suggest c should stay. I must read this more carefully, though... Sébastien Le 24 avril 2012 21:42, Sébastien Brisard a écrit : > Ooops, I hit the wrong key... So here is the rest of my previous message

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-24 Thread Sébastien Brisard
Ooops, I hit the wrong key... So here is the rest of my previous message... Hi Gilles, > > Does anyone object to the estimated error be defined as > >  errors[i] = FastMath.sqrt(covar[i][i]); > > ? > > > Best regards, > Gilles > I'm not an expert on parameter estimation, but I'm not sure about the

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-24 Thread Sébastien Brisard
Hi Gilles, > > Does anyone object to the estimated error be defined as > >  errors[i] = FastMath.sqrt(covar[i][i]); > > ? > > > Best regards, > Gilles > I'm not an expert on parameter estimation, but I'm not sure about the removal of the c prefactor in the above expression. See for example NR, chap

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-23 Thread luc
On Mon, 23 Apr 2012 16:03:07 +0200, Gilles Sadowski wrote: On Wed, Apr 18, 2012 at 07:23:04PM +0200, Luc Maisonobe wrote: Le 18/04/2012 14:21, Gilles Sadowski a écrit : > Hi. > > In "AbstractLeastSquaresOptimizer" (package "optimization.general"), the > method "guessParametersErrors" is define

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-23 Thread Gilles Sadowski
On Wed, Apr 18, 2012 at 07:23:04PM +0200, Luc Maisonobe wrote: > Le 18/04/2012 14:21, Gilles Sadowski a écrit : > > Hi. > > > > In "AbstractLeastSquaresOptimizer" (package "optimization.general"), the > > method "guessParametersErrors" is defined as: > > ---CUT--- > > public double[] guessParam

Re: [Math] Question about "AbstractLeastSquaresOptimizer" code

2012-04-18 Thread Luc Maisonobe
Le 18/04/2012 14:21, Gilles Sadowski a écrit : > Hi. > > In "AbstractLeastSquaresOptimizer" (package "optimization.general"), the > method "guessParametersErrors" is defined as: > ---CUT--- > public double[] guessParametersErrors() { > if (rows <= cols) { > throw new > Numbe