""" Fit using the Model interface ============================= This notebook shows a simple example of using the ``lmfit.Model`` class. For more information please refer to: https://lmfit.github.io/lmfit-py/model.html#the-model-class. """ import numpy as np from pandas import Series from lmfit import Model, Parameter, report_fit ############################################################################### # The ``Model`` class is a flexible, concise curve fitter. I will illustrate # fitting example data to an exponential decay. def decay(t, N, tau): return N*np.exp(-t/tau) ############################################################################### # The parameters are in no particular order. We'll need some example data. I # will use ``N=7`` and ``tau=3``, and add a little noise. t = np.linspace(0, 5, num=1000) data = decay(t, 7, 3) + np.random.randn(*t.shape) ############################################################################### # **Simplest Usage** model = Model(decay, independent_vars=['t']) result = model.fit(data, t=t, N=10, tau=1) ############################################################################### # The Model infers the parameter names by inspecting the arguments of the # function, ``decay``. Then I passed the independent variable, ``t``, and # initial guesses for each parameter. A residual function is automatically # defined, and a least-squared regression is performed. # # We can immediately see the best-fit values: print(result.values) ############################################################################### # and use these best-fit parameters for plotting with the ``plot`` function: result.plot() ############################################################################### # We can review the best-fit `Parameters` by accessing `result.params`: result.params.pretty_print() ############################################################################### # More information about the fit is stored in the result, which is an # ``lmfit.MimimizerResult`` object (see: # https://lmfit.github.io/lmfit-py/fitting.html#lmfit.minimizer.MinimizerResult) ############################################################################### # **Specifying Bounds and Holding Parameters Constant** # # Above, the ``Model`` class implicitly builds ``Parameter`` objects from # keyword arguments of ``fit`` that match the argments of ``decay``. You can # build the ``Parameter`` objects explicity; the following is equivalent. result = model.fit(data, t=t, N=Parameter('N', value=10), tau=Parameter('tau', value=1)) report_fit(result.params) ############################################################################### # By building ``Parameter`` objects explicitly, you can specify bounds # (``min``, ``max``) and set parameters constant (``vary=False``). result = model.fit(data, t=t, N=Parameter('N', value=7, vary=False), tau=Parameter('tau', value=1, min=0)) report_fit(result.params) ############################################################################### # **Defining Parameters in Advance** # # Passing parameters to ``fit`` can become unwieldly. As an alternative, you # can extract the parameters from ``model`` like so, set them individually, # and pass them to ``fit``. params = model.make_params() params['N'].value = 10 params['tau'].value = 1 params['tau'].min = 0 result = model.fit(data, params, t=t) report_fit(result.params) ############################################################################## # Keyword arguments override ``params``, resetting ``value`` and all other # properties (``min``, ``max``, ``vary``). result = model.fit(data, params, t=t, tau=1) report_fit(result.params) ############################################################################### # The input parameters are not modified by ``fit``. They can be reused, # retaining the same initial value. If you want to use the result of one fit # as the initial guess for the next, simply pass ``params=result.params``. ############################################################################### # #TODO/FIXME: not sure if there ever way a "helpful exception", but currently # #it raises a ``ValueError: The input contains nan values``. # # #*A Helpful Exception* # # #All this implicit magic makes it very easy for the user to neglect to set a # #parameter. The ``fit`` function checks for this and raises a helpful exception. # #result = model.fit(data, t=t, tau=1) # N unspecified ############################################################################### # #An *extra* parameter that cannot be matched to the model function will # #throw a ``UserWarning``, but it will not raise, leaving open the possibility # #of unforeseen extensions calling for some parameters. ############################################################################### # *Weighted Fits* # # Use the ``sigma`` argument to perform a weighted fit. If you prefer to think # of the fit in term of ``weights``, ``sigma=1/weights``. weights = np.arange(len(data)) result = model.fit(data, params, t=t, weights=weights) report_fit(result.params) ############################################################################### # *Handling Missing Data* # # By default, attemping to fit data that includes a ``NaN``, which # conventionally indicates a "missing" observation, raises a lengthy exception. # You can choose to ``omit`` (i.e., skip over) missing values instead. data_with_holes = data.copy() data_with_holes[[5, 500, 700]] = np.nan # Replace arbitrary values with NaN. model = Model(decay, independent_vars=['t'], nan_policy='omit') result = model.fit(data_with_holes, params, t=t) report_fit(result.params) ############################################################################### # If you don't want to ignore missing values, you can set the model to raise # proactively, checking for missing values before attempting the fit. # # Uncomment to see the error # #model = Model(decay, independent_vars=['t'], nan_policy='raise') # #result = model.fit(data_with_holes, params, t=t) # # The default setting is ``nan_policy='raise'``, which does check for NaNs and # raises an exception when present. # # Null-chekcing relies on ``pandas.isnull`` if it is available. If pandas # cannot be imported, it silently falls back on ``numpy.isnan``. ############################################################################### # *Data Alignment* # # Imagine a collection of time series data with different lengths. It would be # convenient to define one sufficiently long array ``t`` and use it for each # time series, regardless of length. ``pandas`` # (https://pandas.pydata.org/pandas-docs/stable/) provides tools for aligning # indexed data. And, unlike most wrappers to ``scipy.leastsq``, ``Model`` can # handle pandas objects out of the box, using its data alignment features. # # Here I take just a slice of the ``data`` and fit it to the full ``t``. It is # automatically aligned to the correct section of ``t`` using Series' index. model = Model(decay, independent_vars=['t']) truncated_data = Series(data)[200:800] # data points 200-800 t = Series(t) # all 1000 points result = model.fit(truncated_data, params, t=t) report_fit(result.params) ############################################################################### # Data with missing entries and an unequal length still aligns properly. model = Model(decay, independent_vars=['t'], nan_policy='omit') truncated_data_with_holes = Series(data_with_holes)[200:800] result = model.fit(truncated_data_with_holes, params, t=t) report_fit(result.params)