Fminsearch

This function (fit.m) is a simple interface to MATLAB's 'fminsearch' routine. It allows the user to specify which parameters to be set free, and which to be held constant.Run 'FitDemo.m' for a demonstration.

This modification of fminsearch solves an issue with this simplex implementation when the function to minimize is smooth at a high scale, but rough at a low scale, i.e. when plotted with the parameters axis being (?10,10), there is a clear global extremum, but when zoomed (-0.1,0.1), the function...

Simple example of the use of the FMINSEARCH function to fit the blackbody equation to the emission spectrum of an incandescent body for the purpose of estimating its color temperature and emissivity. fitblackbody.m is the fitting function. BlackbodyDataFit.m is a script that fits a small set of...


Platforms: Matlab

This is a (small) change to the current fminsearch routine to improve convergence.The current fminsearch selects n additional simplex points based on a small change in each variable. This implementation uses an adaptive procedure to select these n points while maintaining the correct relative...


Platforms: Matlab

It is a hill climbing optimization algorithm for finding the minimum of a fitness function in the real space. The space should be constrained and defined properly. It attempts steps on every dimension and proceeds searching to the dimension and the direction that gives the lowest value of the...


Platforms: Matlab

This upload contains a hybrid Particle Swarm Optimization algorithm for functions in the real space. An options file is also provided, which lets the user fully parameterize the process. The hybrid function used is the @fminsearch, which is available on the MATLAB core. The PSO performs very well...


Platforms: Matlab

FMINLBFGS is a Memory efficient optimizer for problems such as image registration with large amounts of unknowns, and cpu-expensive gradients.Supported:- Quasi Newton Broydend-deOCtFletcherd-deOCtGoldfarbd-deOCtShanno (BFGS).- Limited memory BFGS (L-BFGS).- Steepest Gradient Descent...


Platforms: Matlab

A minor improvement on the fminsearchbnd (bounded fminsearch) created by John D'Errico. Changes:% Changes from fminsearchbnd:Changes from fminsearchbnd:1) in options structure, user may pass an 'output function' and 'plot function' to fminsearch.Original fminsearchbnd handled the output function...


Platforms: Matlab

This GUIDE program compute the double exponential Alpha and Beta parameters. The fminsearch function make the main calculate process. the program may be comiled by:mcc -m -B sgl FRYO NUEVO RAYO


Platforms: Matlab

This code optimises the parameters for the term structure of volatility (TSOV) applied to historical forward curves - see discussion in Harris in reference 1 below. TSOVs avaible are: TermType - 1 = sigma = A exp (-CT) - 2 = sigma = A exp (-CT) + D - 3 = sigma = (A + BT) exp (-CT) + DRequired...


Platforms: Matlab

A GUI wich use the matlab core function "fminsearch" to fit data with any multivariable function (with a "live" visualisation of the moving fitted curve). This function can be run with real equations, complex equations,and all other functions like step and bode. Simple to use.


Platforms: Matlab

Nonlinear optimization problems with bound constraints can be solved using FMINSEARCHBND (as well as using many other tools.) For the user who has a problem with linear inequality constraints and/or general nonlinear inequalities as well as bound constraints, FMINSEARCHCON provides a toolbox free...


Platforms: Matlab

How to fit a 2D Gaussian function to noisy data in Matlab? Or data with another number of dimensions and arbitrary fit function?It took me a while to find out how Matlab does this by the functions lsqcurvefit, fmincon or fminsearch. This project demonstrates how to use these functions to fit ND...


Platforms: Matlab

variogramfit performs a least squares fit of various theoretical variograms to an experimental, isotropic variogram. The user can choose between various bounded (e.g. spherical) and unbounded (e.g. exponential) models. A nugget variance can be modelled as well, but higher nested models are not...


Platforms: Matlab

This toolbox was designed to simulate and fit linear state space models. The main literature I used for this particular package is Kim and Nelson (1999). A state space model (without non stochastic coefficients) is given by:y(t)=beta(t)*x(t)'+e(t)...


Platforms: Matlab

fitChiSquare is a generalized chi-square fitting routine for any model function when data measurement errors are known; it returns the model parameters and their uncertainties at the delta chi-square = 1 boundary (68% confidence interval). It also returns the chi-square and degrees of freedom...


Platforms: Matlab

In order to optimize any MATLAB function, there are two options: 1) rewrite the function to take only 1 array of inputs, reading all others from a file, perhaps, or from a global variable (undesirable), or 2) write an interface layer that handles this.This function provides an interface layer...


Platforms: Matlab

I need to thank Duane Hanselman for suggesting this great idea.Fminspleas is a simple nonlinear least squares tool that fits regression models of the formY = a1*f1(X,C) + a2*f2(X,C) + ... + an*fn(X,C)X can be any array, so it works on multidimensionalproblems, and C is the set of only...


Platforms: Matlab

Some optimization problems have very simple surfaces to optimize. The optimizer simply proceeds downhill to the unique minimizer and returns happily - all is good in the world. Sadly, more often the objective function has multiple local minimizers, you as the user provide poor starting values,...


Platforms: Matlab

easyfitGUI(varargin) fits real data Y = f(X) easyfitGUI open a figure with uimenus devoted to process the data. VARARGIN: one or several matrix [X, Y] having: first column = vector of the independant variable (X) second column = vector of the dependant variable (Y). The Y-data are plotted...


Platforms: Matlab