lsqnonlin and true parameters value

3 views (last 30 days)
Hi,
I'm trying to calculate true values of parameters and get an information about how good the found parameters are. For this I want to use lsqnonlin, while finding the parameters in my ODE. I wonder how to get:
a) least-squares optimal estimate of the parameter values;
b) Chi squared error;
c) asymptotic standard error of the parameters;
d) asymptotic standard error of the result of the simulation;
e) correlation matrix of the parameters;
f) convergence history;
g) R-squared coeeficient of multiple determination;
while using lsqnonlin. Any suggestions will be appreciated. Thanks in advance, Malgosia

Accepted Answer

Alan Weiss
Alan Weiss on 4 Mar 2021
I can help you with a) and f), but for the rest you will have to look elsewhere.
The examples Fit ODE, Problem-Based and Fit an Ordinary Differential Equation (ODE) show two ways of finding a fit to an ODE" problem-based or solver-based. To look at the convergence history, set the Display option to 'iter' before you call solve in the first example or lsqcurvefit in the second:
opts = optimoptions('lsqnonlin','Display','iter');
[rsol,sumsq] = solve(prob,r0,'Options',opts) % first case
% or
opts = optimoptions('lsqcurvefit','Display','iter');
[xbest,resnorm,residual] = lsqcurvefit(@fitlorenzfn,x0,tspan,a,lb,ub,opts);
The values in rsol or xbest are tthe least-squares parameter values. sumsq or resnorm are the resulting sum of squared residuals.
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
  1 Comment
Malgorzata Wieteska
Malgorzata Wieteska on 4 Mar 2021
Thank you Alan, this will help me to make progress. I will try to find what I can calculate also from nlparci result to crack the other points.
Thanks once again, Malgosia

Sign in to comment.

More Answers (0)

Products


Release

R2020b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!