dothefit.gp

#!/usr/bin/gnuplot

# This is file dothefit.gp
# written by Dr. Daniel C. Hatton 

# Daniel Hatton can be contacted on <dan.hatton@physics.org> 

# Copyright (C) 2022 Dr. Daniel C. Hatton

# This program 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: version 3 of the License.

# This program 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 this program (in file LICENSE).  If not, see
# <https://www.gnu.org/licenses/>.

# This is a script in the Gnuplot plotting and fitting language.

# Its purpose is to use Gnuplot's least-squares fitting capability to
# fit a user-supplied function, with some adjustable parameters (a
# list of which is also supplied by the user), to a (once more
# user-supplied) data set, and formats the fitting results in a way
# intended to be convenient for Bayesian parameter estimation and
# model comparison using the leading-order Laplace's method
# approximations to posterior expectations and standard errors in
# \citet{Lindley:1980:ABM} and the leading-order Laplace's method
# approximation to the marginal likelihood set out in
# \citet{Kass:1992:ABF} and \citet{Kass:1995:BF}.

set fit noerrorscaling # The noerrorscaling option prevents fit from
                       # doing some weird rescalings to the Hessian of
		       # chi-squared (or at least its diagonal
		       # elements) that make the results harder to
		       # interpret in a Bayesian framework.

set fit errorvariables # The errorvariables option makes fit record
                       # the (inverse square roots of the) diagonal
		       # elements of the Hessian of chi-squared in
		       # user-accessible variables.

set fit covariancevariables # The covariancevariables option makes
                            # fit record the) off-diagonal elements
			    # of the Hessian of chi-squared in
			    # user-accessible variables.

load 'loadinfunction.gp'

load 'fitcommand.gp'

load 'epilogue.gp'