|Non-Linear Least-Squares Minimization and Curve-Fitting for Python||Introduction||Parameters||Models|
Lmfit provides a high-level interface to non-linear optimization and curve fitting problems for Python. Lmfit builds on and extends many of the optimizatin algorithm of scipy.optimize, especially the Levenberg-Marquardt method from scipy.optimize.leastsq().
Lmfit provides a number of useful enhancements to optimization and data fitting problems, including:
- Using Parameter objects instead of plain floats as variables. A Parameter has a value that can be varied in the fit, have a fixed value, or have upper and/or lower bounds. A Parameter can even have a value that is constrained by an algebraic expression of other Parameter values.
- Ease of changing fitting algorithms. Once a fitting model is set up, one can change the fitting algorithm used to find the optimal solution without changing the objective function.
- Improved estimation of confidence intervals. While scipy.optimize.leastsq() will automatically calculate uncertainties and correlations from the covariance matrix, the accuracy of these estimates are often questionable. To help address this, lmfit has functions to explicitly explore parameter space to determine confidence levels even for the most difficult cases.
- Improved curve-fitting with the Model class. This extends the capabilities of scipy.optimize.curve_fit(), allowing you to turn a function that models for your data into a python class that helps you parametrize and fit data with that model.
- Many pre-built models for common lineshapes are included and ready to use.
The lmfit package is Free software, using an MIT license. The software and this document are works in progress. If you are interested in participating in this effort please use the lmfit github repository.