view lisp/calc/calc-nlfit.el @ 99613:785924da433d

(Splitting Windows, Deleting Windows) (Selecting Windows, Cyclic Window Ordering) (Buffers and Windows, Displaying Buffers, Choosing Window) (Dedicated Windows, Window Point, Window Start and End) (Textual Scrolling, Vertical Scrolling, Horizontal Scrolling) (Size of Window, Resizing Windows, Window Configurations) (Window Parameters): Avoid @var at beginning of sentences and reword accordingly.

;;; calc-nlfit.el --- nonlinear curve fitting for Calc

;; Copyright (C) 2007, 2008  Free Software Foundation, Inc.

;; Maintainer: Jay Belanger <[e-mail]>

;; This file is part of GNU Emacs.

;; GNU Emacs is free software: you can redistribute it and/or modify
;; it under the terms of the GNU General Public License as published by
;; the Free Software Foundation, either version 3 of the License, or
;; (at your option) any later version.

;; GNU Emacs is distributed in the hope that it will be useful,
;; but WITHOUT ANY WARRANTY; without even the implied warranty of
;; MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
;; GNU General Public License for more details.

;; You should have received a copy of the GNU General Public License
;; along with GNU Emacs.  If not, see <http://www.gnu.org/licenses/>.

;;; Commentary:

;; This code uses the Levenberg-Marquardt method, as described in
;; _Numerical Analysis_ by H. R. Schwarz, to fit data to 
;; nonlinear curves.  Currently, the only the following curves are
;; supported:
;; The logistic S curve, y=a/(1+exp(b*(t-c)))
;;   Here, y is usually interpreted as the population of some
;;   quantity at time t.  So we will think of the data as consisting
;;   of quantities q0, q1, ..., qn and their respective times
;;   t0, t1, ..., tn.

;; The logistic bell curve, y=A*exp(B*(t-C))/(1+exp(B*(t-C)))^2
;;   Note that this is the derivative of the formula for the S curve.
;;   We get A=-a*b, B=b and C=c.  Here, y is interpreted as the rate 
;;   of growth of a population at time t.  So we will think of the 
;;   data as consisting of rates p0, p1, ..., pn and their 
;;   respective times t0, t1, ..., tn.

;; The Hubbert Linearization, y/x=A*(1-x/B)
;;   Here, y is thought of as the rate of growth of a population
;;   and x represents the actual population.  This is essentially 
;;   the differential equation describing the actual population.

;; The Levenberg-Marquardt method is an iterative process: it takes
;; an initial guess for the parameters and refines them.  To get an
;; initial guess for the parameters, we'll use a method described by
;; Luis de Sousa in "Hubbert's Peak Mathematics".  The idea is that
;; given quantities Q and the corresponding rates P, they should
;; satisfy P/Q= mQ+a.  We can use the parameter a for an
;; approximation for the parameter a in the S curve, and
;; approximations for b and c are found using least squares on the
;; linearization log((a/y)-1) = log(bb) + cc*t of
;; y=a/(1+bb*exp(cc*t)), which is equivalent to the above s curve
;; formula, and then tranlating it to b and c.  From this, we can
;; also get approximations for the bell curve parameters.

;;; Code:

(require 'calc-arith)
(require 'calcalg3)

;; Declare functions which are defined elsewhere.
(declare-function calc-get-fit-variables "calcalg3" (nv nc &optional defv defc with-y homog))
(declare-function math-map-binop "calcalg3" (binop args1 args2))

(defun math-nlfit-least-squares (xdata ydata &optional sdata sigmas)
  "Return the parameters A and B for the best least squares fit y=a+bx."
  (let* ((n (length xdata))
         (s2data (if sdata 
                     (mapcar 'calcFunc-sqr sdata)
                  (make-list n 1)))
         (S (if sdata 0 n))
         (Sx 0)
         (Sy 0)
         (Sxx 0)
         (Sxy 0)
         D)
    (while xdata
      (let ((x (car xdata))
            (y (car ydata))
            (s (car s2data)))
        (setq Sx  (math-add Sx (if s (math-div x s) x)))
        (setq Sy  (math-add Sy (if s (math-div y s) y)))
        (setq Sxx (math-add Sxx (if s (math-div (math-mul x x) s)
                                  (math-mul x x))))
        (setq Sxy (math-add Sxy (if s (math-div (math-mul x y) s)
                                  (math-mul x y))))
        (if sdata
            (setq S (math-add S (math-div 1 s)))))
      (setq xdata (cdr xdata))
      (setq ydata (cdr ydata))
      (setq s2data (cdr s2data)))
    (setq D (math-sub (math-mul S Sxx) (math-mul Sx Sx)))
    (let ((A (math-div (math-sub (math-mul Sxx Sy) (math-mul Sx Sxy)) D))
          (B (math-div (math-sub (math-mul S Sxy) (math-mul Sx Sy)) D)))
      (if sigmas
          (let ((C11 (math-div Sxx D))
                (C12 (math-neg (math-div Sx D)))
                (C22 (math-div S D)))
            (list (list 'sdev A (calcFunc-sqrt C11))
                  (list 'sdev B (calcFunc-sqrt C22))
                  (list 'vec
                        (list 'vec C11 C12)
                        (list 'vec C12 C22))))
        (list A B)))))

;;; The methods described by de Sousa require the cumulative data qdata
;;; and the rates pdata.  We will assume that we are given either
;;; qdata and the corresponding times tdata, or pdata and the corresponding
;;; tdata.  The following two functions will find pdata or qdata, 
;;; given the other..

;;; First, given two lists; one of values q0, q1, ..., qn and one of 
;;; corresponding times t0, t1, ..., tn; return a list 
;;; p0, p1, ..., pn of the rates of  change of the qi with respect to t.
;;; p0 is the right hand derivative (q1 - q0)/(t1 - t0).
;;; pn is the left hand derivative (qn - q(n-1))/(tn - t(n-1)).
;;; The other pis are the averages of the two:
;;;      (1/2)((qi - q(i-1))/(ti - t(i-1)) + (q(i+1) - qi)/(t(i+1) - ti)).

(defun math-nlfit-get-rates-from-cumul (tdata qdata)
  (let ((pdata (list
                (math-div 
                 (math-sub (nth 1 qdata)
                           (nth 0 qdata))
                 (math-sub (nth 1 tdata)
                           (nth 0 tdata))))))
    (while (> (length qdata) 2)
      (setq pdata
            (cons
             (math-mul
              '(float 5 -1)
              (math-add
               (math-div
                (math-sub (nth 2 qdata)
                          (nth 1 qdata))
                (math-sub (nth 2 tdata)
                          (nth 1 tdata)))
               (math-div
                (math-sub (nth 1 qdata)
                          (nth 0 qdata))
                (math-sub (nth 1 tdata)
                          (nth 0 tdata)))))
             pdata))
      (setq qdata (cdr qdata)))
    (setq pdata
          (cons
           (math-div
            (math-sub (nth 1 qdata)
                      (nth 0 qdata))
            (math-sub (nth 1 tdata)
                      (nth 0 tdata)))
           pdata))
    (reverse pdata)))

;;; Next, given two lists -- one of rates p0, p1, ..., pn and one of 
;;; corresponding times t0, t1, ..., tn -- and an initial values q0,
;;;  return a list q0, q1, ..., qn of the cumulative values.
;;; q0 is the initial value given.
;;; For i>0, qi is computed using the trapezoid rule:
;;;     qi = q(i-1) + (1/2)(pi + p(i-1))(ti - t(i-1))

(defun math-nlfit-get-cumul-from-rates (tdata pdata q0)
  (let* ((qdata (list q0)))
    (while (cdr pdata)
      (setq qdata
            (cons
             (math-add (car qdata)
                       (math-mul
                        (math-mul 
                         '(float 5 -1)
                         (math-add (nth 1 pdata) (nth 0 pdata)))
                        (math-sub (nth 1 tdata)
                                  (nth 0 tdata))))
             qdata))
      (setq pdata (cdr pdata))
      (setq tdata (cdr tdata)))
    (reverse qdata)))

;;; Given the qdata, pdata and tdata, find the parameters
;;; a, b and c that fit q = a/(1+b*exp(c*t)).
;;; a is found using the method described by de Sousa.  
;;; b and c are found using least squares on the linearization
;;; log((a/q)-1) = log(b) + c*t
;;; In some cases (where the logistic curve may well be the wrong
;;; model), the computed a will be less than or equal to the maximum
;;; value of q in qdata; in which case the above linearization won't work.
;;; In this case, a will be replaced by a number slightly above 
;;; the maximum value of q.

(defun math-nlfit-find-qmax (qdata pdata tdata)
  (let* ((ratios (math-map-binop 'math-div pdata qdata))
         (lsdata (math-nlfit-least-squares ratios tdata))
         (qmax (math-max-list (car qdata) (cdr qdata)))
         (a (math-neg (math-div (nth 1 lsdata) (nth 0 lsdata)))))
    (if (math-lessp a qmax)
        (math-add '(float 5 -1) qmax)
      a)))

(defun math-nlfit-find-logistic-parameters (qdata pdata tdata)
  (let* ((a (math-nlfit-find-qmax qdata pdata tdata))
         (newqdata
          (mapcar (lambda (q) (calcFunc-ln (math-sub (math-div a q) 1)))
                  qdata))
         (bandc (math-nlfit-least-squares tdata newqdata)))
    (list
     a
     (calcFunc-exp (nth 0 bandc))
     (nth 1 bandc))))

;;; Next, given the pdata and tdata, we can find the qdata if we know q0.
;;; We first try to find q0, using the fact that when p takes on its largest
;;; value, q is half of its maximum value.  So we'll find the maximum value
;;; of q given various q0, and use bisection to approximate the correct q0.

;;; First, given pdata and tdata, find what half of qmax would be if q0=0.

(defun math-nlfit-find-qmaxhalf (pdata tdata)
  (let ((pmax (math-max-list (car pdata) (cdr pdata)))
        (qmh 0))
    (while (math-lessp (car pdata) pmax)
      (setq qmh
            (math-add qmh
                      (math-mul
                       (math-mul 
                        '(float 5 -1)
                        (math-add (nth 1 pdata) (nth 0 pdata)))
                       (math-sub (nth 1 tdata)
                                 (nth 0 tdata)))))
      (setq pdata (cdr pdata))
      (setq tdata (cdr tdata)))
    qmh))

;;; Next, given pdata and tdata, approximate q0.

(defun math-nlfit-find-q0 (pdata tdata)
  (let* ((qhalf (math-nlfit-find-qmaxhalf pdata tdata))
         (q0 (math-mul 2 qhalf))
         (qdata (math-nlfit-get-cumul-from-rates tdata pdata q0)))
    (while (math-lessp (math-nlfit-find-qmax 
                        (mapcar
                         (lambda (q) (math-add q0 q))
                         qdata)
                        pdata tdata)
                       (math-mul
                        '(float 5 -1)
                        (math-add
                         q0
                         qhalf)))
      (setq q0 (math-add q0 qhalf)))
    (let* ((qmin (math-sub q0 qhalf))
           (qmax q0)
           (qt (math-nlfit-find-qmax
                (mapcar
                 (lambda (q) (math-add q0 q))
                 qdata)
                pdata tdata))
           (i 0))
      (while (< i 10)
        (setq q0 (math-mul '(float 5 -1) (math-add qmin qmax)))
        (if (math-lessp 
             (math-nlfit-find-qmax
              (mapcar
               (lambda (q) (math-add q0 q))
               qdata)
              pdata tdata)
             (math-mul '(float 5 -1) (math-add qhalf q0)))
            (setq qmin q0)
          (setq qmax q0))
        (setq i (1+ i)))
      (math-mul '(float 5 -1) (math-add qmin qmax)))))

;;; To improve the approximations to the parameters, we can use 
;;; Marquardt method as described in Schwarz's book.

;;; Small numbers used in the Givens algorithm
(defvar math-nlfit-delta '(float 1 -8))

(defvar math-nlfit-epsilon '(float 1 -5))

;;; Maximum number of iterations
(defvar math-nlfit-max-its 100)

;;; Next, we need some functions for dealing with vectors and
;;; matrices.  For convenience, we'll work with Emacs lists
;;; as vectors, rather than Calc's vectors.

(defun math-nlfit-set-elt (vec i x)
  (setcar (nthcdr (1- i) vec) x))

(defun math-nlfit-get-elt (vec i)
  (nth (1- i) vec))

(defun math-nlfit-make-matrix (i j)
  (let ((row (make-list j 0))
        (mat nil)
        (k 0))
    (while (< k i)
      (setq mat (cons (copy-sequence row) mat))
      (setq k (1+ k)))
    mat))

(defun math-nlfit-set-matx-elt (mat i j x)
  (setcar (nthcdr (1- j) (nth (1- i) mat)) x))

(defun math-nlfit-get-matx-elt (mat i j)
  (nth (1- j) (nth (1- i) mat)))

;;; For solving the linearized system.
;;; (The Givens method, from Schwarz.)

(defun math-nlfit-givens (C d)
  (let* ((C (copy-tree C))
         (d (copy-tree d))
         (n (length (car C)))
         (N (length C))
         (j 1)
         (r (make-list N 0))
         (x (make-list N 0))
         w
         gamma
         sigma
         rho)
    (while (<= j n)
      (let ((i (1+ j)))
        (while (<= i N)
          (let ((cij (math-nlfit-get-matx-elt C i j))
                (cjj (math-nlfit-get-matx-elt C j j)))
            (when (not (math-equal 0 cij))
                (if (math-lessp (calcFunc-abs cjj) 
                                (math-mul math-nlfit-delta (calcFunc-abs cij)))
                    (setq w (math-neg cij)
                          gamma 0
                          sigma 1
                          rho 1)
                  (setq w (math-mul
                           (calcFunc-sign cjj)
                           (calcFunc-sqrt 
                            (math-add
                             (math-mul cjj cjj)
                             (math-mul cij cij))))
                        gamma (math-div cjj w)
                        sigma (math-neg (math-div cij w)))
                  (if (math-lessp (calcFunc-abs sigma) gamma)
                      (setq rho sigma)
                    (setq rho (math-div (calcFunc-sign sigma) gamma))))
              (setq cjj w
                    cij rho)
              (math-nlfit-set-matx-elt C j j w)
              (math-nlfit-set-matx-elt C i j rho)
              (let ((k (1+ j)))
                (while (<= k n)       
                  (let* ((cjk (math-nlfit-get-matx-elt C j k))
                         (cik (math-nlfit-get-matx-elt C i k))
                         (h (math-sub 
                             (math-mul gamma cjk) (math-mul sigma cik))))
                    (setq cik (math-add
                               (math-mul sigma cjk)
                               (math-mul gamma cik)))
                    (setq cjk h)
                    (math-nlfit-set-matx-elt C i k cik)
                    (math-nlfit-set-matx-elt C j k cjk)
                    (setq k (1+ k)))))
              (let* ((di (math-nlfit-get-elt d i))
                     (dj (math-nlfit-get-elt d j))
                     (h (math-sub
                         (math-mul gamma dj)
                         (math-mul sigma di))))
                (setq di (math-add
                          (math-mul sigma dj)
                          (math-mul gamma di)))
                (setq dj h)
                (math-nlfit-set-elt d i di)
                (math-nlfit-set-elt d j dj))))
          (setq i (1+ i))))
      (setq j (1+ j)))
    (let ((i n)
          s)
      (while (>= i 1)
        (math-nlfit-set-elt r i 0)
        (setq s (math-nlfit-get-elt d i))
        (let ((k (1+ i)))
          (while (<= k n)
            (setq s (math-add s (math-mul (math-nlfit-get-matx-elt C i k)
                            (math-nlfit-get-elt x k))))
            (setq k (1+ k))))
        (math-nlfit-set-elt x i 
                            (math-neg 
                             (math-div s 
                                       (math-nlfit-get-matx-elt C i i))))
        (setq i (1- i))))
    (let ((i (1+ n)))
      (while (<= i N)
        (math-nlfit-set-elt r i (math-nlfit-get-elt d i))
        (setq i (1+ i))))
    (let ((j n))
      (while (>= j 1)
        (let ((i N))
          (while (>= i (1+ j))
            (setq rho (math-nlfit-get-matx-elt C i j))
            (if (math-equal rho 1)
                (setq gamma 0
                      sigma 1)
              (if (math-lessp (calcFunc-abs rho) 1)
                  (setq sigma rho
                        gamma (calcFunc-sqrt 
                               (math-sub 1 (math-mul sigma sigma))))
                (setq gamma (math-div 1 (calcFunc-abs rho))
                      sigma (math-mul (calcFunc-sign rho)
                                       (calcFunc-sqrt
                                        (math-sub 1 (math-mul gamma gamma)))))))
            (let ((ri (math-nlfit-get-elt r i))
                  (rj (math-nlfit-get-elt r j))
                  h)
              (setq h (math-add (math-mul gamma rj)
                         (math-mul sigma ri)))
              (setq ri (math-sub
                        (math-mul gamma ri)
                        (math-mul sigma rj)))
              (setq rj h)
              (math-nlfit-set-elt r i ri)
              (math-nlfit-set-elt r j rj))
            (setq i (1- i))))
        (setq j (1- j))))

    x))

(defun math-nlfit-jacobian (grad xlist parms &optional slist)
  (let ((j nil))
    (while xlist 
      (let ((row (apply grad (car xlist) parms)))
        (setq j
              (cons
               (if slist
                   (mapcar (lambda (x) (math-div x (car slist))) row)
                 row)
               j)))
      (setq slist (cdr slist))
      (setq xlist (cdr xlist)))
    (reverse j)))

(defun math-nlfit-make-ident (l n)
  (let ((m (math-nlfit-make-matrix n n))
        (i 1))
    (while (<= i n)
      (math-nlfit-set-matx-elt m i i l)
      (setq i (1+ i)))
    m))

(defun math-nlfit-chi-sq (xlist ylist parms fn &optional slist)
  (let ((cs 0))
    (while xlist
      (let ((c
             (math-sub
              (apply fn (car xlist) parms)
              (car ylist))))
        (if slist
            (setq c (math-div c (car slist))))
        (setq cs
              (math-add cs
                 (math-mul c c))))
      (setq xlist (cdr xlist))
      (setq ylist (cdr ylist))
      (setq slist (cdr slist)))
    cs))

(defun math-nlfit-init-lambda (C)
  (let ((l 0)
        (n (length (car C)))
        (N (length C)))
    (while C
      (let ((row (car C)))
        (while row
          (setq l (math-add l (math-mul (car row) (car row))))
          (setq row (cdr row))))
      (setq C (cdr C)))
    (calcFunc-sqrt (math-div l (math-mul n N)))))

(defun math-nlfit-make-Ctilda (C l)
  (let* ((n (length (car C)))
         (bot (math-nlfit-make-ident l n)))
    (append C bot)))

(defun math-nlfit-make-d (fn xdata ydata parms &optional sdata)
  (let ((d nil))
    (while xdata
      (setq d (cons
               (let ((dd (math-sub (apply fn (car xdata) parms)
                                   (car ydata))))
                 (if sdata (math-div dd (car sdata)) dd))
               d))
      (setq xdata (cdr xdata))
      (setq ydata (cdr ydata))
      (setq sdata (cdr sdata)))
    (reverse d)))
    
(defun math-nlfit-make-dtilda (d n)
  (append d (make-list n 0)))

(defun math-nlfit-fit (xlist ylist parms fn grad &optional slist)
  (let*
      ((C (math-nlfit-jacobian grad xlist parms slist))
       (d (math-nlfit-make-d fn xlist ylist parms slist))
       (chisq (math-nlfit-chi-sq xlist ylist parms fn slist))
       (lambda (math-nlfit-init-lambda C))
       (really-done nil)
       (iters 0))
    (while (and
            (not really-done)
            (< iters math-nlfit-max-its))
      (setq iters (1+ iters))
      (let ((done nil))
        (while (not done)
          (let* ((Ctilda (math-nlfit-make-Ctilda C lambda))
                 (dtilda (math-nlfit-make-dtilda d (length (car C))))
                 (zeta (math-nlfit-givens Ctilda dtilda))
                 (newparms (math-map-binop 'math-add (copy-tree parms) zeta))
                 (newchisq (math-nlfit-chi-sq xlist ylist newparms fn slist)))
            (if (math-lessp newchisq chisq)
                (progn
                  (if (math-lessp 
                       (math-div 
                        (math-sub chisq newchisq) newchisq) math-nlfit-epsilon)
                      (setq really-done t))
                  (setq lambda (math-div lambda 10))
                  (setq chisq newchisq)
                  (setq parms newparms)
                  (setq done t))
              (setq lambda (math-mul lambda 10)))))
        (setq C (math-nlfit-jacobian grad xlist parms slist))
        (setq d (math-nlfit-make-d fn xlist ylist parms slist))))
    (list chisq parms)))

;;; The functions that describe our models, and their gradients.

(defun math-nlfit-s-logistic-fn (x a b c)
  (math-div a (math-add 1 (math-mul b (calcFunc-exp (math-mul c x))))))

(defun math-nlfit-s-logistic-grad (x a b c)
  (let* ((ep (calcFunc-exp (math-mul c x)))
         (d (math-add 1 (math-mul b ep)))
         (d2 (math-mul d d)))
    (list
     (math-div 1 d)
     (math-neg (math-div (math-mul a ep) d2))
     (math-neg (math-div (math-mul a (math-mul b (math-mul x ep))) d2)))))

(defun math-nlfit-b-logistic-fn (x a c d)
  (let ((ex (calcFunc-exp (math-mul c (math-sub x d)))))
    (math-div
     (math-mul a ex)
     (math-sqr 
      (math-add
       1 ex)))))

(defun math-nlfit-b-logistic-grad (x a c d)
  (let* ((ex (calcFunc-exp (math-mul c (math-sub x d))))
        (ex1 (math-add 1 ex))
        (xd (math-sub x d)))
    (list
     (math-div
      ex
      (math-sqr ex1))
     (math-sub
      (math-div
       (math-mul a (math-mul xd ex))
       (math-sqr ex1))
      (math-div
       (math-mul 2 (math-mul a (math-mul xd (math-sqr ex))))
       (math-pow ex1 3)))
     (math-sub
      (math-div
       (math-mul 2 (math-mul a (math-mul c (math-sqr ex))))
       (math-pow ex1 3))
      (math-div
       (math-mul a (math-mul c ex))
       (math-sqr ex1))))))

;;; Functions to get the final covariance matrix and the sdevs

(defun math-nlfit-find-covar (grad xlist pparms)
  (let ((j nil))
    (while xlist 
      (setq j (cons (cons 'vec (apply grad (car xlist) pparms)) j))
      (setq xlist (cdr xlist)))
    (setq j (cons 'vec (reverse j)))
    (setq j
          (math-mul
           (calcFunc-trn j) j))
    (calcFunc-inv j)))

(defun math-nlfit-get-sigmas (grad xlist pparms chisq)
  (let* ((sgs nil)
         (covar (math-nlfit-find-covar grad xlist pparms))
         (n (1- (length covar)))
         (N (length xlist))
         (i 1))
    (when (> N n)
      (while (<= i n)
        (setq sgs (cons (calcFunc-sqrt (nth i (nth i covar))) sgs))
        (setq i (1+ i)))
      (setq sgs (reverse sgs)))
    (list sgs covar)))
   
;;; Now the Calc functions

(defun math-nlfit-s-logistic-params (xdata ydata)
  (let ((pdata (math-nlfit-get-rates-from-cumul xdata ydata)))
    (math-nlfit-find-logistic-parameters ydata pdata xdata)))

(defun math-nlfit-b-logistic-params (xdata ydata)
  (let* ((q0 (math-nlfit-find-q0 ydata xdata))
         (qdata (math-nlfit-get-cumul-from-rates xdata ydata q0))
         (abc (math-nlfit-find-logistic-parameters qdata ydata xdata))
         (B (nth 1 abc))
         (C (nth 2 abc))
         (A (math-neg
             (math-mul
              (nth 0 abc)
              (math-mul B C))))
         (D (math-neg (math-div (calcFunc-ln B) C)))
         (A (math-div A B)))
    (list A C D)))

;;; Some functions to turn the parameter lists and variables
;;; into the appropriate functions.

(defun math-nlfit-s-logistic-solnexpr (pms var)
  (let ((a (nth 0 pms))
        (b (nth 1 pms))
        (c (nth 2 pms)))
    (list '/ a
            (list '+
                  1
             (list '*
                   b
                   (calcFunc-exp
                    (list '*
                          c
                          var)))))))

(defun math-nlfit-b-logistic-solnexpr (pms var)
  (let ((a (nth 0 pms))
        (c (nth 1 pms))
        (d (nth 2 pms)))
    (list '/
          (list '*
                a
                (calcFunc-exp
                 (list '*
                       c
                       (list '- var d))))
          (list '^
                (list '+
                      1
                      (calcFunc-exp
                       (list '*
                             c
                             (list '- var d))))
                2))))

(defun math-nlfit-enter-result (n prefix vals)
  (setq calc-aborted-prefix prefix)
  (calc-pop-push-record-list n prefix vals)
  (calc-handle-whys))

(defun math-nlfit-fit-curve (fn grad solnexpr initparms &optional sdv)
  (calc-slow-wrapper
   (let* ((sdevv (or (eq sdv 'calcFunc-efit) (eq sdv 'calcFunc-xfit)))
          (calc-display-working-message nil)
          (data (calc-top 1))
          (xdata (cdr (car (cdr data))))
          (ydata (cdr (car (cdr (cdr data)))))
          (sdata (if (math-contains-sdev-p ydata)
                     (mapcar (lambda (x) (math-get-sdev x t)) ydata)
                   nil))
          (ydata (mapcar (lambda (x) (math-get-value x)) ydata))
          (calc-curve-varnames nil)
          (calc-curve-coefnames nil)
          (calc-curve-nvars 1)
          (fitvars (calc-get-fit-variables 1 3))
          (var (nth 1 calc-curve-varnames))
          (parms (cdr calc-curve-coefnames))
          (parmguess
           (funcall initparms xdata ydata))
          (fit (math-nlfit-fit xdata ydata parmguess fn grad sdata))
          (finalparms (nth 1 fit))
          (sigmacovar 
           (if sdevv
               (math-nlfit-get-sigmas grad xdata finalparms (nth 0 fit))))
          (sigmas 
           (if sdevv
               (nth 0 sigmacovar)))
          (finalparms 
           (if sigmas
               (math-map-binop 
                (lambda (x y) (list 'sdev x y)) finalparms sigmas)
             finalparms))
          (soln (funcall solnexpr finalparms var)))
     (let ((calc-fit-to-trail t)
           (traillist nil))
       (while parms
         (setq traillist (cons (list 'calcFunc-eq (car parms) (car finalparms))
                               traillist))
         (setq finalparms (cdr finalparms))
         (setq parms (cdr parms)))
       (setq traillist (calc-normalize (cons 'vec (nreverse traillist))))
       (cond ((eq sdv 'calcFunc-efit)
              (math-nlfit-enter-result 1 "efit" soln))
             ((eq sdv 'calcFunc-xfit)
              (let (sln)
                (setq sln
                      (list 'vec 
                            soln 
                            traillist
                            (nth 1 sigmacovar)
                            '(vec)
                            (nth 0 fit)
                            (let ((n (length xdata))
                                  (m (length finalparms)))
                              (if (and sdata (> n m))
                                  (calcFunc-utpc (nth 0 fit) 
                                                 (- n m))
                                '(var nan var-nan)))))
                (math-nlfit-enter-result 1 "xfit" sln)))
             (t
              (math-nlfit-enter-result 1 "fit" soln)))
       (calc-record traillist "parm")))))

(defun calc-fit-s-shaped-logistic-curve (arg)
  (interactive "P")
  (math-nlfit-fit-curve 'math-nlfit-s-logistic-fn
                        'math-nlfit-s-logistic-grad
                        'math-nlfit-s-logistic-solnexpr
                        'math-nlfit-s-logistic-params
                        arg))

(defun calc-fit-bell-shaped-logistic-curve (arg)
  (interactive "P")
  (math-nlfit-fit-curve 'math-nlfit-b-logistic-fn
                        'math-nlfit-b-logistic-grad
                        'math-nlfit-b-logistic-solnexpr
                        'math-nlfit-b-logistic-params
                        arg))

(defun calc-fit-hubbert-linear-curve (&optional sdv)
  (calc-slow-wrapper
   (let* ((sdevv (or (eq sdv 'calcFunc-efit) (eq sdv 'calcFunc-xfit)))
          (calc-display-working-message nil)
          (data (calc-top 1))
          (qdata (cdr (car (cdr data))))
          (pdata (cdr (car (cdr (cdr data)))))
          (sdata (if (math-contains-sdev-p pdata)
                     (mapcar (lambda (x) (math-get-sdev x t)) pdata)
                   nil))
          (pdata (mapcar (lambda (x) (math-get-value x)) pdata))
          (poverqdata (math-map-binop 'math-div pdata qdata))
          (parmvals (math-nlfit-least-squares qdata poverqdata sdata sdevv))
          (finalparms (list (nth 0 parmvals)
                            (math-neg
                             (math-div (nth 0 parmvals)
                                       (nth 1 parmvals)))))
          (calc-curve-varnames nil)
          (calc-curve-coefnames nil)
          (calc-curve-nvars 1)
          (fitvars (calc-get-fit-variables 1 2))
          (var (nth 1 calc-curve-varnames))
          (parms (cdr calc-curve-coefnames))
          (soln (list '* (nth 0 finalparms)
                      (list '- 1
                            (list '/ var (nth 1 finalparms))))))
     (let ((calc-fit-to-trail t)
           (traillist nil))
       (setq traillist
             (list 'vec
                   (list 'calcFunc-eq (nth 0 parms) (nth 0 finalparms))
                   (list 'calcFunc-eq (nth 1 parms) (nth 1 finalparms))))
       (cond ((eq sdv 'calcFunc-efit)
              (math-nlfit-enter-result 1 "efit" soln))
             ((eq sdv 'calcFunc-xfit)
              (let (sln
                    (chisq
                     (math-nlfit-chi-sq
                      qdata poverqdata
                      (list (nth 1 (nth 0 finalparms))
                            (nth 1 (nth 1 finalparms)))
                      (lambda (x a b)
                        (math-mul a 
                                  (math-sub
                                   1
                                   (math-div x b))))
                      sdata)))
                (setq sln
                      (list 'vec 
                            soln 
                            traillist
                            (nth 2 parmvals)
                            (list
                             'vec
                             '(calcFunc-fitdummy 1)
                             (list 'calcFunc-neg
                                   (list '/
                                         '(calcFunc-fitdummy 1)
                                         '(calcFunc-fitdummy 2))))
                            chisq
                            (let ((n (length qdata)))
                              (if (and sdata (> n 2))
                                  (calcFunc-utpc 
                                   chisq
                                   (- n 2))
                                '(var nan var-nan)))))
                (math-nlfit-enter-result 1 "xfit" sln)))
             (t
              (math-nlfit-enter-result 1 "fit" soln)))
       (calc-record traillist "parm")))))

(provide 'calc-nlfit)

;; arch-tag: 6eba3cd6-f48b-4a84-8174-10c15a024928