Nonlinear Least Squares Fitting

The function LMFsolve.m serves for finding optimal solution of an overdetermined system of nonlinear equations in the least-squares sense. The standard Levenberg- Marquardt algorithm was modified by Fletcher and coded in FORTRAN many years ago. LMFsolve is its essentially shortened version...

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...

This is a fast and non-iterative ellipse fit. Usage: A = EllipseDirectFit(XY)Input: XY(n,2) is the array of coordinates of n points x(i)=XY(i,1), y(i)=XY(i,2) Output: A = [a b c d e f]' is the vector of coefficients of the equation of the best fitting ellipse: ax^2 + bxy + cy^2 + dx + ey + f =...


Platforms: Matlab

It is known that there is no sufficient Matlab program about neuro-fuzzy classifiers. Generally, ANFIS is used as classifier. ANFIS is a function approximator program. But, the usage of ANFIS for classifications is unfavorable. For example, there are three classes, and labeled as 1, 2 and 3. The...


Platforms: Matlab

A command-line peak fitting program for time-series signals, written as a self-contained Matlab function in a single m-file. Uses an non-linear optimization algorithm to decompose a complex, overlapping-peak signal into its component parts. The objective is to determine whether your signal can be...


Platforms: Matlab

New users and old of optimization in MATLAB will find useful tips and tricks in this document, as well as examples one can use as templates for their own problems.Use this tool by editing the file optimtips.m, then execute blocks of code in cell mode from the editor, or best, publish the file to...


Platforms: Matlab

Title: Secrets of the Tide: Tide & Tidal Current Analysis and Predictions, Storm Surges, and Sea Level Trends. Horwood Publishing Limited, 2004.MATLAB programs for the analysis and prediction of ocean tides and tidal currents with graphic display of data and evaluation statistics.Two MATLAB...


Platforms: Matlab

Group and Block Sparse Signal reconstruction viaMatching Pursuit - BMP, GMPGradient Pursuit - block_gp, group_gpNearly Orthogonal Matching Pursuit - block_nomp, group_nompPartial Conjugate Gradient Pursuit - block_pcgp, group_pcgpOrthogonal Least Squares - BOLS, GOLS


Platforms: Matlab

Returns the Haussdorf fractal dimension D of an object represented by the binary image I. Nonzero pixels belong to an object and 0 pixels constitute the background.Algorithm:1 - Pad the image with background pixels so that its dimensions are a power of 2.2 - Set the box size 'e' to the size of...


Platforms: Matlab

This program estimates the background (or baseline) of optical spectra by the polynomial minimizing a cost function. If the cost function was quadratic, the solution is the least squares estimation, which is not appropriate in this problem. Instead, we need to use of non-quadratic cost function...


Platforms: Matlab

This function implements a method of using genetic algorithms to optimise the form of a polynomial, i.e. reducing the number of terms required in comparison to a least-squares fit using all possible terms, as described in the following paper:Clegg, J. et al, "The use of a genetic algorithm to...


Platforms: Matlab

Leave-one-out cross-validation for PLS regression or discriminant analysispls_cv = plscv(x,y,vl,'da')input:x (samples x descriptors) for cross-validationy (samples x variables) for regression or (samples x classes) for discriminant analysis. Classes numbers must be >0.vl (1 x 1) number of latent...


Platforms: Matlab

[Vx2,Vy2] = PPPIV(Vx1,Vy1) carries out robust post-processing of 2-D PIV velocity data. Vx1 and Vy1 must be two matrices of same size that contain the x- and y-components of the velocities at equally spaced points in the Cartesian plane. PPPIV uses a robust penalized least squares method that...


Platforms: Matlab

ASA solves bound constrained problems; the user provides routines to calculate the function and gradASA (Active-Set Algorithm) is a bound constrained optimization program developed W. W. Hager and H. Zhang. In recent academic tests (e.g. "Evaluating bound-constrained minimization software" by E....


Platforms: Matlab

Demonstration of least squares data fitting using both inverse and backslash operators.This example was developed for use in teaching modeling, simulation, and optimization in graduate engineering courses. A corresponding video is available at:


Platforms: Matlab

Very limited application of least squares. It gives you the plotted curves of original and plotted data with the equation in polynomial form. you can also evaluate that polynomial at different points for prediction.note:1.it would be best viewed on 1024x768.2. if you copy and paste data in data...


Platforms: Matlab

This package contains a set of tools that allows to deform in real-time points and images using the Moving Least Squares algorithms. This is a fast technique to get good image deformations without using the computational expansive techniques provided by the thin-plates splines algorithms. The...


Platforms: Matlab

The code implemented a special case of the ellipsoid fitting technique proposed in the paper Least Squares Ellipsoid Specific Fitting, corresponding to case k= 4. Just put the two files in the same directory and run "testFit4". You can change the noise level to observe the fitting accuracy and...


Platforms: Matlab

Inputs: 1. a 1 dimensional array of drug concentrations 2. the corresponding m x n array of responses Algorithm: generate a set of initial coefficients including the Hill coefficient fit the data to the 4 parameter dose-response curve using nonlinear least squares Output: a matrix of the 4...


Platforms: Matlab

Sake is a PHP implementation of Polynomial Least Squares Regression. The algorithm takes data points as input and returns the resulting polynomial. Graphs can be made using any plotting package. Sake provides the polynomial and will compute as many point


Platforms: Windows, Mac, Linux