Multifit

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Horace (and the parent utilities library, Herbert) comes with a rich and powerful fitting syntax that is common to the methods used to fit functions or models of S(Q,w) to one or more datasets. The documentation here is only meant to give an introduction and overview. For the full help, please use the Matlab documentation for the various fitting functions that can be obtained by using the doc command, for example doc d1d/multifit (for fitting function like Gaussians to d1d objects) or doc sqw/multifit_sqw (fitting models for S(Q,w) to sqw objects). It is strongly recommended that you use doc, not help to explore how to use these methods, so that you can navigate between the numerous pages of documentation in the Matlab help window.


Overview

Horace provides a set of methods for fitting sqw and d1d,d2d,...d4d objects. which all share the same fitting syntax and capabilities. The various forms of multifit enable you to:

  • fit a function to single dataset
for example, fitting a Gaussian function to a single one-dimensional dataset
  • fit a function with a global set of parameters to several datasets simultaneously
for example, fitting a model for S(Q,w) from spin waves to several function sqw objects to determine the global intensity scale and magnetic exchange constants that best fit the set of data
  • fit a global foreground function with local background functions
for example, in the previous illustration, allowing an independent linear background for each sqw dataset, or even different functional forms for the background for different datasets
  • fix one or more parameters in the foreground functions and background functions
  • bind the values of pairs of parameters so that they vary in a fixed ratio in the fit

The last functionality can be very useful if you have a model for S(Q,w) where you want to have parameters that apply globally (for example, magnetic exchange constants that define spin wave dispersion) but other parameters that can vary independently for each dataset (for example, the spin wave lifetime) . In this instance, you can define the foreground function to be local, then bind the exchange constants across all datasets with ratio unity. The following multifit variants are available for sqw and d1d,d2d,...d4d objects:

  • multifit_func (or equivalently multifit)
the foreground and background functions both are functions of the plot axes x1,x2,...
  • multifit_sqw
the foreground function(s) are functions of S(Q,w), and the background functions are functions of the plot axes x1,x2,...
  • multifit_sqw_sqw
the foreground and background function(s) are all functions of S(Q,w)

Introduction to setting up and performing a fit

All the variants of multifit share a common procedure for setting up and performing a fit - they differ only in the form of the functions which are either functions of the plot coordinates or qh,qk,ql,en. In what follows we refer to multifit, but for this you can equally read multifit_func, multifit_sqw, multifit_sqw, and even the resolution convolution program Tobyfit.


Simple fitting

First you have to create a multifit object with the data you want to fit. You can give it any name you like - here we'll use the name kk

>> kk = multifit (w1) 	% w1 is an object (or array of objects) to be fitted
>> kk = multifit (w1,w2,w3,w4) 	% several (arrays of) objects to be fitted simultaneously

Next you need to set the fitting functions. In this case, let us assume that you are fitting an array of three objects and that you are going to fit Gaussian functions to all three objects simultaneously:

>> kk = multifit (my_data) ;
>> kk = kk.set_fun (@gauss);

In the Horace installation there is a folder with a selection of fitting functions, including gauss.m . A fit function requires a particular set of input and output arguments. Type help gauss for help for an example of a function, or doc sqw/multifit and click on the links in the help window that is opened up. The way to set the fit functions follows the generic syntax of multifit, which is to set properties of the object using a command of the form myobj = myobj.command(arg1,arg2,...).

Now we need to provide the starting parameters for the fit. This is a row vector of the numerical values for the parameters, which in the case of gauss is the height, position and standard deviation:

>> kk = kk.set_pin ([100,0,10]); 	% height 100, centred on 0, standard deviation 10

By default, multifit will allow all these parameters to float freely in the fit. However, suppose you want to keep the Gaussian centred on the origin. Then you can provide a list of which parameters are allowed to float (1) or are fixed (0). In this example:

>> kk = kk.set_free ([1,0,1]); 	% keep the second parameter fixed in the fit

At this point, you can perform a fit:

>> [my_fitted_data, fit_params] = kk.fit;

This returns two arguments: my_fitted_data is an array of objects which is the same as the input data except that the signal (or equivalently, the intensity) is set to the values calculated at the fitted parameter values; and fit_params, which is a structure that contains the fitted parameter values, estimated errors on those fitted values, the value of chi-squared for the fit and the covariance matrix of the fitted parameters.

If you want to see how the fit is progressing from one iteration to the next, and also get a listing in the Matlab command window of the final fit parameters, you can ask for more verbose output by changing one of the multifit options:

>> kk = kk.set_options ('list',2); 	% prints highly verbose output to the screen

Other options change the fit convergence criteria, and whether or not the final fit is calculated only are data points that remained once points with zero error bars were removed or at all data points.

Fitting can be computationally very expensive. Before you start fitting, it can be very useful to simulate at the initial parameters to see if your starting point is reasonable:

>> [my_fitted_data, fit_params] = kk.simulate;


Background functions

One of the nice features of multifit is that as well as fitting a global function (the 'foreground') function to all your datsets, you can define local 'background' functions, that is functions whose parameters vary independently for each dataset. This can be useful, for example, if you have a model for S(Q,w) which should apply to all your datasets, but you need to have a linear background that is independent for each dataset. We continue with our example of an array of three datasets which we set up above; to recap:

>> kk = multifit (my_data) ;
>> kk = kk.set_fun (@gauss);
>> kk = kk.set_pin ([100,0,10]);
>> kk = kk.set_free ([1,0,1]);

Now let us add an independent linear background for each of the three datasets:

>> kk = kk.set_bfun (@linear_bg); 		% set_bfun sets the background functions
>> kk = kk.set_bpin ([5.5, 0]);         % initial background constant and gradient
>> kk = kk.set_bfree ([1,0]);    % fix the backgroun gradient

Even though only one background function was given in the example above, the default is assume that it applies locally. That is, multifit will assume that we want an independent linear background for each dataset. The same is true of the initial parameter values and the free/fixed parameters.

If you wanted to have different initial starting parameters for each of the linear backgrounds, you should provide a cell array of row vectors, one per dataset:

>> kk = kk.set_bpin ({[5.5, 0]}, [3, 0], [1.2, 0]);

Similarly, if you wanted to fit a linear background to the first two datasets and a quadratic background to the to the third then you should provide a cell array of function handles, one per dataset. Note that three parameters are required for a quadratic background, so you need to give a cell array of starting values as well.

>> kk = kk.set_fun ({@linear_bg, @linear_bg, @quad_bg});
>> kk = kk.set_bpin ({[5.5, 0]}, [3, 0], [1.2, 0, 0]);

Binding parameters

You can bind parameters together so that they are always in a fixed ratio. For example if you wanted the height to always be ten times the standard deviation of the Gaussian, you set a binding descriptor, which is a cell array that gives in sequence the bound parameter, the free parameter, and the ratio of the bound to free parameter:

>> kk = kk.set_bind ({1,3,10});

This is a particular case of a binding descriptor. More generally, you need to give the parameter index and the function index for each of the bound and free parameters. The general syntax of a binding descriptor is:

{[ipar_bound, ifun_bound], [ipar_free, ifun_free], ratio}

You can also give more than one binding in one command, by providing a cell array of binding descriptors. For example, if you want to bind the linear background constants together in the example above:

>> kk = kk.set_bbind ({[1,2], [1,1], 1}, {[1,3], [1,1], 1});

Various defaults apply if you abbreviate the descriptor. For example, if you don't give the parameter ratio, then multifit will assume the value determined by the initial parameter values in set_pin<code> and <code>set_bpin. If you don't give the bound function index then it is assumed that you mean that the binding applies for all functions of that type (i.e. the type being foreground or background functions). The syntax enables complex bindings to be created in quite a succinct form, and you should navigate to the help for set_bind (foreground function bindings) and set_bbind (background function bindings) from doc sqw/multifit. You can also accumulate bindings to ones you've already set using add_bind and add_bbind.


Semi-global fits

So far we've seen how to have a global 'foreground' function that applies to all datasets (a Gaussian in the above, but it could be a model for S(Q,w)) together with independent 'background' functions for each dataset. A commonly encountered requirement is to have a model for the foreground where some parameters are global and other are local - for example a single exchange constant in a model for spin waves but independent intensities and inverse lifetimes. To achieve this you can set the background model to be local rather than global, just as teh default is for the background functions. Then you can use binding s to link a parameter across all datasets. For example, returning to our Gaussian foreground model, if we want the position constrained to be the same (but not necessarily zero) for all datasets, but the height and standard deviation allowed to be different:

>> kk = multifit (my_data) ;
>> kk = kk.set_local_foreground     % override the default 
>> kk = kk.set_fun (@gauss);        % sets every function to be Gaussian
>> kk = kk.set_pin ([100,0,10]); 	% same initial parameter for all functions
>> kk = kk.set_bind ({2, [2,1]}); 	% bind parameter 2 of all functions

The syntax of the last function means that parameter 2 of all foreground functions is bound to parmaeter 2 of the first function. The ratio will be unity because they were all initialised to the same value.


Summary of commands with multifit

The command set and the inputs they take is considerably richer than the taster that has been given above. The multifit help in Matlab that you invoke by typing doc sqw/multifit (and any of the variants for d1d,d2d... objects, and multifit_func, multifit_sqw, multifit_sqw_sqw) is the gateway to discovering more about the commands and links to example fitting functions. The summary of the commands is as follows:

To set data:

set_data     - Set data, clearing any existing datasets
append_data  - Append further datasets to the current set of datasets
remove_data  - Remove one or more dataset(s)
replace_data - Replace one or more dataset(s)

To mask data points:

set_mask     - Mask data points
add_mask     - Mask additional data points
clear_mask   - Clear masking for one or more dataset(s)

To set fitting functions:

set_fun      - Set foreground fit functions
clear_fun    - Clear one or more foreground fit functions

set_bfun     - Set background fit functions
clear_bfun   - Clear one or more background fit functions

To set initial function parameter values:

set_pin      - Set foreground fit function parameters
clear_pin    - Clear parameters for one or more foreground fit functions

set_bpin     - Set background fit function parameters
clear_bpin   - Clear parameters for one or more background fit functions

To set which parameters are fixed or free:

set_free     - Set free or fix foreground function parameters
clear_free   - Clear all foreground parameters to be free for one or more data sets

set_bfree    - Set free or fix background function parameters
clear_bfree  - Clear all background parameters to be free for one or more data sets

To bind parameters:

set_bind     - Bind foreground parameter values in fixed ratios
add_bind     - Add further foreground function bindings
clear_bind   - Clear parameter bindings for one or more foreground functions

set_bbind    - Bind background parameter values in fixed ratios
add_bbind    - Add further background function bindings
clear_bbind  - Clear parameter bindings for one or more background functions

To set functions as operating globally or local to a single dataset

set_global_foreground - Specify that there will be a global foreground fit function
set_local_foreground  - Specify that there will be local foreground fit function(s)

set_global_background - Specify that there will be a global background fit function
set_local_background  - Specify that there will be local background fit function(s)

To fit or simulate:

fit          - Fit data
simulate     - Simulate datasets at the initial parameter values

Fit control parameters and other options:

set_options  - Set options
get_options  - Get values of one or more specific options


Fitting functions

Several multifit variants are available for sqw and d1d,d2d,...d4d objects. The only substantive difference is the form of the fit functions they require: either they are functions of the numeric values of the plot coordinates, or they are function of wavevector in reciprocal lattice units and energy.


multifit

  • Foreground function: function of the plot axes x1,x2,...for as many x arrays as there are plot axes
  • Background functions: functions of the plot axes x1,x2,...for as many x arrays as there are plot axes

multifit is identical to multifit_func.

The form of fitting functions is:

y = my_function (x1,x2,... ,xn,pars)

or, more generally:

y = my_function (x1,x2,... ,xn,pars,c1,c2,...)

where

  • x1,x2,.xn Arrays of x coordinates along each of the n dimensions
  • pars Parameters needed by the function
  • c1,c2,... Any further constant arguments needed by the function. For example, they could be the filenames of lookup tables

multifit_sqw

The foreground function(s) are functions of S(Q,w), and the background functions are functions of the plot axes x1,x2,...

The general form of a model for S(Q,w) is:

weight = sqwfunc (qh,qk,ql,en,p)

or, more generally:

weight = sqwfunc (qh,qk,ql,en,p,c1,c2,..)

where qh,qk,ql,en Arrays containing the coordinates of a set of points p Vector of parameters needed by the model e.g. [A,js,gam] as intensity, exchange, lifetime c1,c2,... Other constant parameters e.g. file name for look-up table weight Array containing calculated spectral weight

The form for the background model(s) is the same as is required by multifit.


multifit_sqw_sqw

The foreground and background function(s) are all functions of S(Q,w). The form of these models is the same as is required by multifit_sqw.