Re: excluding NaN from fit

[Ethan A M. <sf...@us...>]

On Wednesday, October 17, 2012 01:29:46 pm pl...@pi... wrote:
> Hi,
> 
> I was just trying to do a fit command on some data but excluding  a 
> certain range where the data is perturbed by something else.
> 
> I ttied an analogous method to using NaN in plot where points evaluating 
> to NaN get ignored.  However it seems that with fit they are counted 
> which basically screws things up entirely.

The plot commands and the fit command use exactly the same data input
routine df_readline(), and I can see in the source that fit.c skips any
points that return DF_UNDEFINED from df_readline(). 
So there must be more to it than that.

On the other hand, there were indeed a few changes in the development
version related to how NaN values are handled on input.  
Is it possible for you to check whether you get the same result in 
4.6.0 and current CVS?

	Ethan

> 
> 
>   fit [:2001] ts_model(x) datafile using 1:2 via x1,a1,p1, x2,a2,p2,a3,p3,x3
> 
> 
> After 1 iterations the fit converged.
> final sum of squares of residuals : nan
> abs. change during last iteration : nan
> 
> degrees of freedom    (FIT_NDF)                        : 169
> rms of residuals      (FIT_STDFIT) = sqrt(WSSR/ndf)    : nan
> variance of residuals (reduced chisquare) = WSSR/ndf   : nan
> 
> Final set of parameters            Asymptotic Standard Error
> =======================            ==========================
> 
> x1              = nan              +/- nan          (nan%)
> a1              = 0.01             +/- nan          (nan%)
> p1              = 3                +/- nan          (nan%)
> x2              = nan              +/- nan          (nan%)
> a2              = 0.01             +/- nan          (nan%)
> p2              = 20               +/- nan          (nan%)
> a3              = 0.01             +/- nan          (nan%)
> p3              = 60               +/- nan          (nan%)
> x3              = 2006.12          +/- nan          (nan%)
> 
> 
> correlation matrix of the fit parameters:
> 
>                 x1     a1     p1     x2     a2     p2     a3     p3 
> x3
> x1                nan
> a1                nan    nan
> p1                nan    nan    nan
> x2                nan    nan    nan    nan
> a2                nan    nan    nan    nan    nan
> p2                nan    nan    nan    nan    nan    nan
> a3                nan    nan    nan    nan    nan    nan    nan
> p3                nan    nan    nan    nan    nan    nan    nan    nan
> x3                nan    nan    nan    nan    nan    nan    nan    nan 
>    nan
> gnuplot> fit [:2001] ts_model(x) datafile using 
> 1:((($1<1980)&&($1>1984))?$2:NaN) via x1,a1,p1, x2,a2,p2,a3,p3,x3
> 
> 
> 
> 
> Now I can see how this would be happening but I wonder if it has any use 
> at all as a result.
> 
> In practice this means that any dataset that contains even one NaN 
> coordinate or one point where 'using' evaluates to NaN, cannot be used 
> with the fit command.
> 
> Now since plot and fit generally try to work in a parallel fashion, I 
> was expecting fit to _exclude_ from its calculations the points that I 
> had made evaluate to NaN.
> 
> If this worked , it would be fundamentally useful. Is there any reason 
> why the current behaviour is useful or essential.
> 
> Would it be preferable to simply skip data points with a NaN in a 
> similar way to what plot does?
> 
> best regards, Peter.
> 
> 
> 
> 
> 
> 
> 
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