Weighted fit using fmincon
3 views (last 30 days)
I am trying to fit a logistic function to some data, and I've been using fmincon with success. One thing that I would like to implement in my fitting procedure is to fit the data in a weighted fashion... that is, if I have fewer observations for one of the data points I'm trying to fit, the fitting procedure will be less sensitive to that data point.
nlinfit in matlab has this functionality, but in general I find that function too hard to customize and have had better results with fmincon. I'm relatively unfamiliar with adding constraints to fmincon, but maybe there is an easy way to implement this? I appreciate any ideas!