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D510 Fitting Chisquare and Likelihood Functions

Routine ID: D510
Author(s): I. SilinLibrary: MATHLIB
Submitter: A. KobineSubmitted: 05.04.1971
Language: FortranRevised: 18.11.1985

OBSOLETE

Please note that this routine has been obsoleted in CNL 211. Users are advised not to use it any longer and to replace it in older programs. No maintenance for it will take place and it will eventually disappear.
Suggested replacement: LEAMAX (D501)

FUMILI minimizes the objective functions χ2/2

and ML defined by:

{12}χ2 = {12}∑j=1N[{Yj*-Y(Xj(1),...,Xj(L);A1,...,AM)ΔYj*}]2

and

with respect to the M parameters A where, for each j, 1≤j≤N, Yj* is a data-point with user estimated error, ±ΔYj , the Xj are L co-ordinates of that point and Y is a theoretical function predicting Yj* for a given set of Xj

and A.

The method makes use of a particular property concerning the dependence of the objective function (χ2/2 or ML) on the theoretical function (Y) for faster convergence.

Structure:

SUBROUTINE subprograms
User Entry Names: FUMILI, LIKELM, ERRORF
Internal Entry Names: ARITHM, D510BD, FUNCT, MCONV, MONITO, SCAL, SGZ
Files Referenced: Printer
External References: User-supplied FUNCTION and (optional) SUBROUTINE subprograms
COMMON Block Names and Lengths: /A/ 100, /AL/ 100, /AU/ 100, /DA/ 100, /DF/ 100,
/ENDFLG/ 7, /ERROR/ 500, /EXDA/ 1500, /G/ 100,
/NED/ 2, /PL/ 100, /PLU/ 100, /R/ 100,
/SIGMA/ 100, /X/ 10, /Z/ 2485, /Z0/ 2485

Usage:

See Long Write-up.

References:

  1. Preprint YINDR-810, 1961 (Dubna) (CERN Library, preprint P. 810).

D601


Janne Saarela
Mon Apr 3 15:06:23 METDST 1995