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Was Location of probability PDF's and CDF's in gnuplot?.Now fitting curv


From: Henry F. Mollet
Subject: Was Location of probability PDF's and CDF's in gnuplot?.Now fitting curves to data in gnuplot?
Date: Mon, 29 Aug 2005 19:11:40 -0700
User-agent: Microsoft-Entourage/11.1.0.040913

Thanks Paul and Dimitri for pointing out that all these PDF's and CDF's are
located in stat.inc in /sw/share/doc/gnuplot/demo.

The reason I'm using gnuplot rather than Octave is because I want to take
advantage of fit in gnuplot. I believe the equivalent is not available in
Octave. Fit in gnuplot allows the use of any user-defined function and it
then uses a non-linear least-squares (NLLS) Marquarde-Levenbert algorithm.
It produces parameter values with asymptotic standard errors (A.S.E) for all
the parameters.

I saw that octave-forge has expfit.m, leasqr.m, wpolyfit.m and the
corresponding demos but this does not appear to be as general as fit in
gnuplot?

My question here is how can I get the results from gnuplot (e.g. the fitting
parameters into Octave for further processing. I am in Octave already rather
than gnuplot and am using graw commands to do the fitting. I want to
calculate the loss function, aka WSSR, aka SSR, in parameter space. I would
know how to do this in Octave and then plot the results but have no clue how
to calculate what I need in gnuplot.
Henry

on 8/26/05 9:44 PM, Paul Kienzle at address@hidden wrote:

> 
> Avocado:~ paulkienzle$ locate prob.dem
> /sw/share/doc/gnuplot/demo/prob.dem
> /Users/paulkienzle/darwinports/dports/math/gnuplot/work/gnuplot-3.8h.0/
> demo/prob.dem
> 
> 
> The functions are defined in stat.inc in the same directory.  For
> logistic it is:
> 
> # Logistic PDF
> logistic(x)=lambda*exp(-lambda*(x-a))/(1.0+exp(-lambda*(x-a)))**2
> 
> Note that many statistical functions are defined in Octave, though in
> the case of logistic_pdf, it does not include the lambda and a
> parameters so you instead need to use:
> 
> y = lambda*logistic_pdf(lambda*(x-a))
> 
> to get the same function as gnuplot.
> 
> - Paul
> 
> 
> On Aug 26, 2005, at 11:15 PM, Henry F. Mollet wrote:
> 
>> Where are the probability PDF's and CDF's located in gnuplot so I can
>> set
>> the path that they can be found. When in my home directory and trying
>> for
>> example 'logistic(x)' the function cannot be found. After I load the
>> demo
>> 'prob.dem' and do a few functions and then quit, plot logistic(x) will
>> work
>> using my own parameters for a and lambda.
>> Henry
>> 
>> gnuplot> show loadpath
>>         loadpath is "/usr/local/share/gnuplot/demo/"
>> "/usr/local/bin/gnuplot"
>>         system loadpath is
>> gnuplot> pwd
>> /Users/hfm
>> gnuplot> plot logistic(x)
>>          undefined function: logistic
>> 
>> gnuplot> load 'prob.dem'
>>                    Statistical Library Demo, version 2.3
>>           Copyright (c) 1991, 1992, Jos van de Woude, address@hidden
>> NOTE: contains 54 plots and consequently takes a lot of time to run
>>                       Press Ctrl-C to exit right now
>>                       Press Return to start demo ...
>> Hit return to continue^C
>> gnuplot> plot logistic(x)  # Now I get a graph
>> gnuplot>
>> 
>> I assume that default value would be used for the parameters if I
>> don't give
>> them but this is not the problem:
>> gnuplot> plot logistic (x)
>>          undefined function: logistic
>> gnuplot> a = 0.0
>> gnuplot> lambda = 2.0
>> gnuplot> mu = a
>> gnuplot> sigma = pi/(sqrt(3.0) + lambda)
>> gnuplot> plot logistic (x)
>>          undefined function: logistic
>> 
>> 
>> 
>> 
>> 
>> 
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> 
> 
> -------------------------------------------------------------
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> 
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