python线性回归实例 x轴坐标相同_python中的线性拟合在x和y坐标中均具有不确定性...

Hi I would like to ask my fellow python users how they perform their linear fitting.

I have been searching for the last two weeks on methods/libraries to perform this task and I would like to share my experience:

If you want to perform a linear fitting based on the least-squares method you have many options. For example you can find classes in both numpy and scipy. Myself I have opted by the one presented by linfit (which follows the design of the linfit function in IDL):

This method assumes you are introducing the sigmas in your y-axis coordinates to fit your data.

However, if you have quantified the uncertainty in both the x and y axes there aren't so many options. (There is not IDL "Fitexy" equivalent in the main python scientific libraries). So far I have found only the "kmpfit" library to perform this task. Fortunately, it has a very complete website describing all its functionality:

If anyone knows additional approaches I would love to know them as well.

In any case I hope this helps.

解决方案

Orthogonal distance regression in Scipy allows you to do non-linear fitting using errors in both x and y.

Shown below is a simple example based on the example given on the scipy page. It attempts to fit a quadratic function to some randomised data.

import numpy as np

import matplotlib.pyplot as plt

from scipy.odr import *

import random

# Initiate some data, giving some randomness using random.random().

x = np.array([0, 1, 2, 3, 4, 5])

y = np.array([i**2 + random.random() for i in x])

x_err = np.array([random.random() for i in x])

y_err = np.array([random.random() for i in x])

# Define a function (quadratic in our case) to fit the data with.

def quad_func(p, x):

m, c = p

return m*x**2 + c

# Create a model for fitting.

quad_model = Model(quad_func)

# Create a RealData object using our initiated data from above.

data = RealData(x, y, sx=x_err, sy=y_err)

# Set up ODR with the model and data.

odr = ODR(data, quad_model, beta0=[0., 1.])

# Run the regression.

out = odr.run()

# Use the in-built pprint method to give us results.

out.pprint()

'''Beta: [ 1.01781493 0.48498006]

Beta Std Error: [ 0.00390799 0.03660941]

Beta Covariance: [[ 0.00241322 -0.01420883]

[-0.01420883 0.21177597]]

Residual Variance: 0.00632861634898189

Inverse Condition #: 0.4195196193536024

Reason(s) for Halting:

Sum of squares convergence'''

x_fit = np.linspace(x[0], x[-1], 1000)

y_fit = quad_func(out.beta, x_fit)

plt.errorbar(x, y, xerr=x_err, yerr=y_err, linestyle='None', marker='x')

plt.plot(x_fit, y_fit)

plt.show()