[AstroPy] Fit statistics in astropy.fitting

[Thøger Emil Rivera-Thorsen]

Thank you, folks!
Very useful answers.


On 07/07/2015 08:15 PM, Erik Bray wrote:
> On 07/07/2015 01:28 PM, José Vinícius wrote:
> > Hey,
> >
> > I'm not sure, but I think there exists an implementation for the covariance
> > matrix (in astropy.fitting), so that the diagonal of this matrix gives you the
> > variance of the estimator for each parameter that you are fitting.
>
> Some of the fitters do this.  For example, any fitter that uses
> scipy.optimize.leastsq (i.e. LevMarLSQFitter) has this since leastsq returns a
> cov_x [1] array that can be converted to the covariances (which LevMarLSQFitter
> does and stores of in a 'param_cov' key in the fit_info dict.
>
> As was discussed at the Python in Astronomy workshop later this year, a goal for
> the astropy.modeling fitting framework should be as a glue between different
> fitting / optimization packages.  It sort of already works this way, by
> providing wrappers around (some of) scipy.optimize, though there's no reason it
> can't wrap other code as well (we discussed what it would take to integrate
> Sherpa into the framework for example).
>
> Part of this "glue" would include improving the handling of various fit
> statistics and provide a reasonably common (and less cryptic) interface between
> fitters.  So while scipy.optimize.leastsq makes it easy to return a covariance
> matrix for the fitted parameters, other optimizers might require more work (this
> has been discussed a little bit such as in this issue: [2])  But either way the
> user interface to getting the cov matrix (just as an example) should be the same
> between "fitters"  It would be great to see more progress on issues like that.
>
> It would also be great to collect more concrete requirements on this.
>
> Also following that meeting there has been a flurry of activity adding various
> statistical tests to the astropy.stats package [3] [4].  The next logical step
> with these is to integrate them more tightly into astropy.modeling.fitting.
>
> Erik
>
>
> [1]
> http://docs.scipy.org/doc/scipy-0.15.1/reference/generated/scipy.optimize.leastsq.html
>
> [2] https://github.com/astropy/astropy/issues/1055
>
> [3] https://github.com/astropy/astropy/pulls?q=label%3Astats+is%3Apr+is%3Aopen
>
> [4] https://github.com/astropy/astropy/issues?q=label%3Astats+is%3Aopen+is%3Aissue
>
> >
> > CVLattes: http://lattes.cnpq.br/3267230342393209
> >
> > On Tue, Jul 7, 2015 at 10:25 AM, Thøger Emil Rivera-Thorsen <trive at astro.su.se
> > <mailto:trive at astro.su.se>> wrote:
> >
> >     This may be me having missed something, but is it not possible to get
> >     fit statistics - goodmes-of-fit, confidence intervals etc. - from a
> >     fitter in astropy.fitting?
> >     I have usually been using LMFit for this kind of task, but
> >     Astropy.modelling and astropy.fitting seem much quicker and simpler to
> >     use - but I cannot seem to get fit statistics from the fitter anywhere.
> >
> >     Am I missing something or is it simply not implemented?
> >
> >
> >     Emil Rivera-Thorsen
> >     Ph.D. candidate, Astronomy
> >     Stockholm University
> >     Sweden
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> >     AstroPy at scipy.org <mailto:AstroPy at scipy.org>
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> >
> >
> >
> >
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