""" doc_confidence_advanced.py ========================== """ ## import warnings warnings.filterwarnings("ignore") ## # import matplotlib.pyplot as plt import numpy as np import lmfit x = np.linspace(1, 10, 250) np.random.seed(0) y = 3.0*np.exp(-x/2) - 5.0*np.exp(-(x-0.1)/10.) + 0.1*np.random.randn(x.size) p = lmfit.Parameters() p.add_many(('a1', 4.), ('a2', 4.), ('t1', 3.), ('t2', 3.)) def residual(p): return p['a1']*np.exp(-x/p['t1']) + p['a2']*np.exp(-(x-0.1)/p['t2']) - y # create Minimizer mini = lmfit.Minimizer(residual, p, nan_policy='propagate') # first solve with Nelder-Mead algorithm out1 = mini.minimize(method='Nelder') # then solve with Levenberg-Marquardt using the # Nelder-Mead solution as a starting point out2 = mini.minimize(method='leastsq', params=out1.params) lmfit.report_fit(out2.params, min_correl=0.5) ci, trace = lmfit.conf_interval(mini, out2, sigmas=[1, 2], trace=True) lmfit.printfuncs.report_ci(ci) # plot data and best fit plt.figure() plt.plot(x, y, 'b') plt.plot(x, residual(out2.params) + y, 'r-') # plot confidence intervals (a1 vs t2 and a2 vs t2) fig, axes = plt.subplots(1, 2, figsize=(12.8, 4.8)) cx, cy, grid = lmfit.conf_interval2d(mini, out2, 'a1', 't2', 30, 30) ctp = axes[0].contourf(cx, cy, grid, np.linspace(0, 1, 11)) fig.colorbar(ctp, ax=axes[0]) axes[0].set_xlabel('a1') axes[0].set_ylabel('t2') cx, cy, grid = lmfit.conf_interval2d(mini, out2, 'a2', 't2', 30, 30) ctp = axes[1].contourf(cx, cy, grid, np.linspace(0, 1, 11)) fig.colorbar(ctp, ax=axes[1]) axes[1].set_xlabel('a2') axes[1].set_ylabel('t2') # plot dependence between two parameters fig, axes = plt.subplots(1, 2, figsize=(12.8, 4.8)) cx1, cy1, prob = trace['a1']['a1'], trace['a1']['t2'], trace['a1']['prob'] cx2, cy2, prob2 = trace['t2']['t2'], trace['t2']['a1'], trace['t2']['prob'] axes[0].scatter(cx1, cy1, c=prob, s=30) axes[0].set_xlabel('a1') axes[0].set_ylabel('t2') axes[1].scatter(cx2, cy2, c=prob2, s=30) axes[1].set_xlabel('t2') axes[1].set_ylabel('a1') plt.show() #