Weighted fit using fmincon
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Chris Angeloni
am 3 Mär. 2020
Bearbeitet: Chris Angeloni
am 3 Mär. 2020
I am trying to fit a logistic function to some data, and I've been using fmincon with success. One thing that I would like to implement in my fitting procedure is to fit the data in a weighted fashion... that is, if I have fewer observations for one of the data points I'm trying to fit, the fitting procedure will be less sensitive to that data point.
nlinfit in matlab has this functionality, but in general I find that function too hard to customize and have had better results with fmincon. I'm relatively unfamiliar with adding constraints to fmincon, but maybe there is an easy way to implement this? I appreciate any ideas!
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Fabio Freschi
am 3 Mär. 2020
How about to repeat the samples of the points you want to weight more?
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Fabio Freschi
am 3 Mär. 2020
Can you share (part of) the data, and show what's wrong with the result?
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