matlab nonfit,科学网—Nonlinear regression OLS (nlinfit) with Matlab - 陆宇振的博文

%% example of nlinfit using file name = inv_soln.m

%This program can be used as a base for most nonlinear regression OLS

%using nlinfit

%% Housekeeping

%

clear %all; % Clear the workspace.

close all; % Close all figures.

format compact

%% Read in data

data =xlsread('exp_data.xls');

x=data(:,1);

yobs=data(:,2);

%% Initial parameter guesses

yo=100;

k=0.6;

beta0(1)=yo; %initial guess yo

beta0(2)=k; %initial guess kr

%% X' = scaled sensitivity coefficients using forward-difference

% This is a forward problem with known approximate parameters

%Xp=SSC(beta0,x,@forderdiff);

Xp=SSC(beta0,x,@forderexp);

title('scaled sensitivity coefficients using initial guesses')

type SSC.m

type forderdiff.m

%% nlinfit returns parameters, residuals, Jacobian (sensitivity %coefficient matrix),

%covariance matrix, and mean square error.  ode45 is solved many times iteratively

[beta,resids,J,COVB,mse] = nlinfit(x,yobs,@forderdiff,beta0);

%[beta,resids,J,COVB,mse] = nlinfit(x,yobs,@forderexp,beta0);

beta

rmse=sqrt(mse)

condX=cond(J)

detXTX=det(J'*J)

% type forderdiff.m %uncomment if you wish to print the code of the function

%% confidence intervals for parameters

ci=nlparci(beta, resids,J)

%% R is the correlation matrix for the parameters, sigma is the standard error vector

[R,sigma]=corrcov(COVB);

R

sigma

relerr=sigma./beta' %relative error (coefficient of variance) for each parameter

%% Confidence and prediction intervals for the dependent variable

%nonlinear regression confidence intervals-- 'on' means simultaneous

%bounds; 'off' is for nonsimultaneous bounds; must use 'curve' for

%regression line, 'observation' for prediction interval

% [ypred, delta] = nlpredci('forderdiff',x,beta,resids,J,0.05,'on','curve'); %confidence band for regression line

% [ypred, deltaob] =nlpredci('forderdiff',x,beta,resids,J,0.05,'on','observation');%prediction band for individual points

[ypred, delta] = nlpredci('forderexp',x,beta,resids,J,0.05,'on','curve'); %confidence band for regression line

[ypred, deltaob] =nlpredci('forderexp',x,beta,resids,J,0.05,'on','observation');%prediction band for individual points

yspan=range(ypred)% total span of ypred

relrmse=rmse/yspan % ratio of rmse vs. yspan

%simultaneous confidence bands for regression line

CBu=ypred+delta;

CBl=ypred-delta;

%simultaneous prediction bands for regression line

PBu=ypred+deltaob;

PBl=ypred-deltaob;

%% Output--ypred and yobs vs. t

figure

hold on

h1(1)=plot(x,ypred,'-','linewidth',3); %predicted y values

h1(2)=plot(x,yobs,'square', 'Markerfacecolor', 'r');

xlabel('time (min)','fontsize',16,'fontweight','bold')

ylabel('y','fontsize',16,'fontweight','bold')

grid on

%% Output --CIs and PIs

%plot Cobs, Cpred line, confidence band for regression line

h1(3) = plot(x,CBu,'--g','LineWidth',2);

plot(x,CBl,'--g','LineWidth',2);

%plot prediction band for regression line

h1(4) = plot(x,PBu,'-.','LineWidth',2);

plot(x,PBl,'-.','LineWidth',2);

legend(h1,'ypred','yobs','CB','PB')

%% residual scatter plot

figure

hold on

plot(x, resids, 'square','Markerfacecolor', 'b');

YLine = [0 0];

XLine = [0 max(x)];

plot (XLine, YLine,'R'); %plot a straight red line at zero

ylabel('Observed y - Predicted y','fontsize',16,'fontweight','bold')

xlabel('time (min)','fontsize',16,'fontweight','bold')

grid on

%% residuals histogram--same as dfittool, but no curve fit here

[n1, xout] = hist(resids,10); %10 is the number of bins

figure

hold on

set(gca, 'fontsize',14,'fontweight','bold');

bar(xout, n1) % plots the histogram

xlabel('Y_{observed} - Y_{predicted}','fontsize',16,'fontweight','bold')

ylabel('Frequency','fontsize',16,'fontweight','bold')

%% scaled sensitivity coefficients using final estimated parameters

% This is a double-check to make sure X' has not changed much

Xp=SSC(beta,x,@forderexp);

%Xp=SSC(beta,x,@forderexp);

title('scaled sensitivity coefficients using beta estimates')

nlinfit :Nonlinear least-squares regression.

BETA = nlinfit(X,Y,MODELFUN,BETA0) estimates the coefficients of a

nonlinear regression function, using least squares estimation.  Y is a

vector of response (dependent variable) values.  Typically, X is a

design matrix of predictor (independent variable) values, with one row

for each value in Y and one column for each coefficient.  However, X

may be any array that MODELFUN is prepared to accept. MODELFUN is a

function, specified using @, that accepts two arguments, a coefficient

vector and the array X, and returns a vector of fitted Y values. BETA0is a vector containing initial values for the coefficients.

[BETA,R,J,COVB,MSE] = nlinfit(X,Y,MODELFUN,BETA0) returns the fitted

coefficients BETA, the residuals R, the Jacobian J of MODELFUN, the

estimated covariance matrix COVB for the fitted coefficients, and an

estimate MSE of the variance of the error term.  You can use these

outputs with NLPREDCI to produce confidence intervals for predictions,

and with NLPARCI to produce confidence intervals for the estimated

coefficients.  If you use a robust option (see below), you must use

COVB and may need MSE as input to NLPREDCI or NLPARCI to insure that

the confidence intervals take the robust fit properly into account.

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