Created
July 23, 2020 05:17
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https://qiita.com/niikura/items/79dc6837f017c05afaa7 を参考に lmfit + emcee でフィットした場合にどうなるか検証してみました
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#!/usr/bin/env python | |
import numpy as np | |
import lmfit | |
import matplotlib.pyplot as plt | |
# reference: https://qiita.com/niikura/items/79dc6837f017c05afaa7 | |
data = np.loadtxt("data.txt") | |
xx = data.T[0] | |
yy = data.T[1] | |
ey = data.T[2] | |
p = lmfit.Parameters() | |
p.add_many(("m", 0.5), ("b", -0.5)) | |
def log_likelihood(p): | |
v = p.valuesdict() | |
model = v["m"] * xx + v["b"] | |
s2 = ey * ey | |
return -0.5 * np.sum((yy - model) ** 2 / s2 + np.log(2 * np.pi * s2)) | |
res = lmfit.minimize( | |
log_likelihood, | |
method="emcee", | |
burn=300, | |
steps=2500, | |
thin=20, | |
params=p, | |
is_weighted=True, | |
) | |
lmfit.printfuncs.report_fit(res.params) | |
# plot | |
fig = plt.figure() | |
ax = fig.add_subplot(111) | |
ax.errorbar(xx, yy, ey, fmt="o", label="data") | |
ax.plot(xx, xx * res.params["m"] + res.params["b"], label="best fit") | |
ax.legend(loc="upper left") | |
plt.show() |
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