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Institut für Astronomie und AstrophysikAbteilung AstronomieSand 1, D-72076 Tübingen, Germany |
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error
compute errors for fit using the chi^2 distribution.
cafe
error [,parameter][,iter][,delchi][,/verbose][,/selected,/iterstop]
parameter - (optional) The parameter to compute the error
for. Default are all parameters. Allowed are
parameter indices, ranges, names with
wildcards "*".
iter - (optional) Number of iterations to perform
before query to prolong.
delchi - (optional) Delta chi^2 to be used for the determination of
the uncertainty. Default: 1, corresponding to 1
sigma errors. Use 2.71 for 90% uncertainty
(in general, delchi=chisqr_dvf(1-prob,1) where
prob is the probability that the n dimensional
parameter space spanned by the uncertainties
contains the real value).
verbose - Show fit process progress more or less
elaborated. This may be a number according:
0 - quiet
1 - basic information (default)
2 - additional boundary information
3 - additional progress information
4 - fit processing information
selected - Compute error for selected data points only.
nodata - Take also models into account which are in
groups containing no data. May be usefull
when building complex models refering one to
other.
iterstop - Stop when key 'Q' pressed. Default true.
All inputs/options (except parameter) may be set with the
"set" command. The command prefix is "error".
This command tries to estimate the error by stepping
through the Chi^2 distribution and getting the confidence
range for a certain delta chi (s.a. delchi). This approach
is more error prone than using the hessian values from the
fit command.
Sometimes this error computation fails. In this case it is
recomended to use the steppar command and analyse the
resulting Chi^2 distribution manually.
When performing the error process the given parameter is
stepped while leaving the other free for fit. For these
parameters apply the following rules:
- if a parameter is frozen (fixed flag = 1) the parameter
will not be touched during the error computation.
- if a parameter is tied to another parameter this
parameter will copy the latter parameter value (in case
of expressions the value will be mapped with this
expression).
- groups which contain a model but no valid data points
are ignored. In case of the selected flag (s.a.) only
selected data points are taken into account, i.e. if no
data points are selected the group is ignored.
- groups which contain valid data points but no model are
ignored.
Changes parameter error values. Because the confidence
range may be asymetric both lower and upper limit are
stored. For reference the larger deviation is given.
The error determination may fail if the previous fit
contained bad hessian error estimations. It is recomended
to run the fit process before.
Long lasting fit processes may be interrupted with
"Ctrl-G". (Not possible in idlwave).
> model, "parabel", 1
> fit
> error
-> compute errors for parameter
$Id: cafe_error.pro,v 1.24 2004/07/01 13:07:56 goehler Exp $
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