leastsq
: Levenberg Marquardt with constraints¶
This module implements a LevenbergMarquardt algorithm with constraints on the fitted parameters without introducing any other dependendency than numpy.
If scipy dependency is not an issue, and no constraints are applied to the fitting parameters, there is no real gain compared to the use of scipy.optimize.curve_fit other than a more conservative calculation of uncertainties on fitted parameters.
This module is a refactored version of PyMca Gefit.py module.
For a tutorial on how to use leastsq()
, see Using leastsq().
Functions¶

leastsq
(model, xdata, ydata, p0, sigma=None, constraints=None, model_deriv=None, epsfcn=None, deltachi=None, full_output=None, check_finite=True, left_derivative=False, max_iter=100)[source]¶ Use nonlinear least squares LevenbergMarquardt algorithm to fit a function, f, to data with optional constraints on the fitted parameters.
Assumes
ydata = f(xdata, *params) + eps
Parameters:  model – callable The model function, f(x, …). It must take the independent variable as the first argument and the parameters to fit as separate remaining arguments. The returned value is a one dimensional array of floats.
 xdata – An Mlength sequence. The independent variable where the data is measured.
 ydata – An Mlength sequence The dependent data — nominally f(xdata, …)
 p0 – Nlength sequence Initial guess for the parameters.
 sigma – None or Mlength sequence, optional
If not None, the uncertainties in the ydata array. These are used as
weights in the leastsquares problem
i.e. minimising
np.sum( ((f(xdata, *popt)  ydata) / sigma)**2 )
If None, the uncertainties are assumed to be 1  constraints (optional, None or 2D sequence) –
If provided, it is a 2D sequence of dimension (n_parameters, 3) where, for each parameter denoted by the index i, the meaning is
 constraints[i][0]
 0  Free (CFREE)
 1  Positive (CPOSITIVE)
 2  Quoted (CQUOTED)
 3  Fixed (CFIXED)
 4  Factor (CFACTOR)
 5  Delta (CDELTA)
 6  Sum (CSUM)
 constraints[i][1]
 Ignored if constraints[i][0] is 0, 1, 3
 Min value of the parameter if constraints[i][0] is CQUOTED
 Index of fitted parameter to which it is related
 constraints[i][2]
 Ignored if constraints[i][0] is 0, 1, 3
 Max value of the parameter if constraints[i][0] is CQUOTED
 Factor to apply to related parameter with index constraints[i][1]
 Difference with parameter with index constraints[i][1]
 Sum obtained when adding parameter with index constraints[i][1]
 constraints[i][0]
 model_deriv (optional, None or callable) – None (default) or function providing the derivatives of the fitting function respect to the fitted parameters. It will be called as model_deriv(xdata, parameters, index) where parameters is a sequence with the current values of the fitting parameters, index is the fitting parameter index for which the the derivative has to be provided in the supplied array of xdata points.
 epsfcn (optional, float) – float A variable used in determining a suitable parameter variation when calculating the numerical derivatives (for model_deriv=None). Normally the actual step length will be sqrt(epsfcn)*x Original Gefit module was using epsfcn 1.0e5 while default value is now numpy.finfo(numpy.float64).eps as in scipy
 deltachi (optional, float) – float A variable used to control the minimum change in chisq to consider the fitting process not worth to be continued. Default is 0.1 %.
 full_output – bool, optional nonzero to return all optional outputs. The default is None what will give a warning in case of a constrained fit without having set this kweyword.
 check_finite – bool, optional If True, check that the input arrays do not contain nans of infs, and raise a ValueError if they do. Setting this parameter to False will ignore input arrays values containing nans. Default is True.
 left_derivative (optional, bool) – This parameter only has an influence if no derivative function is provided. When True the left and right derivatives of the model will be calculated for each fitted parameters thus leading to the double number of function evaluations. Default is False. Original Gefit module was always using left_derivative as True.
 max_iter – Maximum number of iterations (default is 100)
Returns: Returns a tuple of length 2 (or 3 if full_ouput is True) with the content:
popt
: arrayOptimal values for the parameters so that the sum of the squared error of
f(xdata, *popt)  ydata
is minimizedpcov
: 2d arrayIf no constraints are applied, this array contains the estimated covariance of popt. The diagonal provides the variance of the parameter estimate. To compute one standard deviation errors use
perr = np.sqrt(np.diag(pcov))
. If constraints are applied, this array does not contain the estimated covariance of the parameters actually used during the fitting process but the uncertainties after recalculating the covariance if all the parameters were free. To get the actual uncertainties following error propagation of the actually fitted parameters one should set full_output to True and access the uncertainties key.infodict
: dicta dictionary of optional outputs with the keys:
uncertainties
The actual uncertainty on the optimized parameters.
nfev
The number of function calls
fvec
The function evaluated at the output
niter
The number of iterations performed
chisq
The chi square
np.sum( ((f(xdata, *popt)  ydata) / sigma)**2 )
reduced_chisq
The chi square
np.sum( ((f(xdata, *popt)  ydata) / sigma)**2 )
divided by the number of degrees of freedom(M  number_of_free_parameters)

chisq_alpha_beta
(model, parameters, x, y, weight, constraints=None, model_deriv=None, epsfcn=None, left_derivative=False, last_evaluation=None, full_output=False)[source]¶ Get chi square, the curvature matrix alpha and the matrix beta according to the input parameters. If all the parameters are unconstrained, the covariance matrix is the inverse of the alpha matrix.
Parameters:  model – callable The model function, f(x, …). It must take the independent variable as the first argument and the parameters to fit as separate remaining arguments. The returned value is a one dimensional array of floats.
 parameters – Nlength sequence Values of parameters at which function and derivatives are to be calculated.
 x – An Mlength sequence. The independent variable where the data is measured.
 y – An Mlength sequence The dependent data — nominally f(xdata, …)
 weight – Mlength sequence
Weights to be applied in the calculation of chi square
As a reminder
chisq = np.sum(weigth * (model(x, *parameters)  y)**2)
 constraints (optional, None or 2D sequence) –
If provided, it is a 2D sequence of dimension (n_parameters, 3) where, for each parameter denoted by the index i, the meaning is
 constraints[i][0]
 0  Free (CFREE)
 1  Positive (CPOSITIVE)
 2  Quoted (CQUOTED)
 3  Fixed (CFIXED)
 4  Factor (CFACTOR)
 5  Delta (CDELTA)
 6  Sum (CSUM)
 constraints[i][1]
 Ignored if constraints[i][0] is 0, 1, 3
 Min value of the parameter if constraints[i][0] is CQUOTED
 Index of fitted parameter to which it is related
 constraints[i][2]
 Ignored if constraints[i][0] is 0, 1, 3
 Max value of the parameter if constraints[i][0] is CQUOTED
 Factor to apply to related parameter with index constraints[i][1]
 Difference with parameter with index constraints[i][1]
 Sum obtained when adding parameter with index constraints[i][1]
 constraints[i][0]
 model_deriv (optional, None or callable) – None (default) or function providing the derivatives of the fitting function respect to the fitted parameters. It will be called as model_deriv(xdata, parameters, index) where parameters is a sequence with the current values of the fitting parameters, index is the fitting parameter index for which the the derivative has to be provided in the supplied array of xdata points.
 epsfcn (optional, float) – float A variable used in determining a suitable parameter variation when calculating the numerical derivatives (for model_deriv=None). Normally the actual step length will be sqrt(epsfcn)*x Original Gefit module was using epsfcn 1.0e10 while default value is now numpy.finfo(numpy.float64).eps as in scipy
 left_derivative (optional, bool) – This parameter only has an influence if no derivative function is provided. When True the left and right derivatives of the model will be calculated for each fitted parameters thus leading to the double number of function evaluations. Default is False. Original Gefit module was always using left_derivative as True.
 last_evaluation – An Mlength array
Used for optimization purposes. If supplied, this array will be taken as the result of
evaluating the function, that is as the result of
model(x, *parameters)
thus avoiding the evaluation call.  full_output –
 bool, optional
 Additional output used for internal purposes with the keys:
function_calls
 The number of model function calls performed.
fitparam
 A sequence with the actual free parameters
free_index
 Sequence with the indices of the free parameters in input parameters sequence.
noigno
 Sequence with the indices of the original parameters considered in the calculations.