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### 3.6.7 tips

Here are some tips to keep in mind to get the most out of fit. They’re not very organized, so you’ll have to read them several times until their essence has sunk in.

The two forms of the ‘via‘ argument to fit serve two largely distinct purposes. The ‘via "file"‘ form is best used for (possibly unattended) batch operation, where you just supply the startup values in a file and can later use update to copy the results back into another (or the same) parameter file.

The ‘via var1, var2, ...‘ form is best used interactively, where the command history mechanism may be used to edit the list of parameters to be fitted or to supply new startup values for the next try. This is particularly useful for hard problems, where a direct fit to all parameters at once won’t work without good starting values. To find such, you can iterate several times, fitting only some of the parameters, until the values are close enough to the goal that the final fit to all parameters at once will work.

Make sure that there is no mutual dependency among parameters of the function you are fitting. For example, don’t try to fit a*exp(x+b), because a*exp(x+b)=a*exp(b)*exp(x). Instead, fit either a*exp(x) or exp(x+b).

A technical issue: the parameters must not be too different in magnitude. The larger the ratio of the largest and the smallest absolute parameter values, the slower the fit will converge. If the ratio is close to or above the inverse of the machine floating point precision, it may take next to forever to converge, or refuse to converge at all. You will have to adapt your function to avoid this, e.g., replace ’parameter’ by ’1e9*parameter’ in the function definition, and divide the starting value by 1e9.

If you can write your function as a linear combination of simple functions weighted by the parameters to be fitted, by all means do so. That helps a lot, because the problem is no longer nonlinear and should converge with only a small number of iterations, perhaps just one.

Some prescriptions for analysing data, given in practical experimentation courses, may have you first fit some functions to your data, perhaps in a multi-step process of accounting for several aspects of the underlying theory one by one, and then extract the information you really wanted from the fitting parameters of those functions. With fit, this may often be done in one step by writing the model function directly in terms of the desired parameters. Transforming data can also quite often be avoided, though sometimes at the cost of a more difficult fit problem. If you think this contradicts the previous paragraph about simplifying the fit function, you are correct.

A "singular matrix" message indicates that this implementation of the Marquardt-Levenberg algorithm can’t calculate parameter values for the next iteration. Try different starting values, writing the function in another form, or a simpler function.

Finally, a nice quote from the manual of another fitting package (fudgit), that kind of summarizes all these issues: "Nonlinear fitting is an art!"

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