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## Python: fit with error on both axis

In an earlier post, I have discussed a least-square fit with error on y-axis (for statistical fits, check the PyMC and EMCEE posts).  Almost in any fit, having an estimate of the fit uncertainty is a must. The better we know the noise characteristics of the experiment, the better we should estimate the uncertainty of the fit parameters. In this post, I show a more serious example in which we have error on both axis. Unlike the previous example, we do not use the curve_fit module of Scipy, Instead, there is  another  dedicated module to estimate the orthogonal distance regression (odr). The program with some comments is shown below:

import numpy as np
from pylab import *
from scipy.optimize import curve_fit
from scipy import odr

def func(p, x):

a, b, c = p
return a * x *x + b*x + c

# Model object

# test data and error
x0 = np.linspace(-10, 10, 100)
y0 = – 0.07 * x0 * x0 + 0.5 * x0 + 2.
noise_x = np.random.normal(0.0, 1.0, len(x0))
noise_y = np.random.normal(0.0, 1.0, len(x0))
y = y0 + noise_y
x = x0 + noise_x

# Create a RealData object
data = odr.RealData(x, y, sx=noise_x, sy=noise_y)

# Set up ODR with the model and data.
odr = odr.ODR(data, quad_model, beta0=[0., 1., 1.])

# Run the regression.
out = odr.run()

#print fit parameters and 1-sigma estimates
popt = out.beta
perr = out.sd_beta
print(‘fit parameter 1-sigma error’)
print(‘———————————–‘)
for i in range(len(popt)):
print(str(popt[i])+’ +- ‘+str(perr[i]))

# prepare confidence level curves
nstd = 5. # to draw 5-sigma intervals
popt_up = popt + nstd * perr
popt_dw = popt – nstd * perr

x_fit = np.linspace(min(x), max(x), 100)
fit = func(popt, x_fit)
fit_up = func(popt_up, x_fit)
fit_dw= func(popt_dw, x_fit)

#plot
fig, ax = plt.subplots(1)
rcParams[‘font.size’]= 20
errorbar(x, y, yerr=noise_y, xerr=noise_x, hold=True, ecolor=’k’, fmt=’none’, label=’data’)
xlabel(‘x’, fontsize=18)
ylabel(‘y’, fontsize=18)
title(‘fit with error on both axis’, fontsize=18)
plot(x_fit, fit, ‘r’, lw=2, label=’best fit curve’)
plot(x0, y0, ‘k–‘, lw=2, label=’True curve’)
ax.fill_between(x_fit, fit_up, fit_dw, alpha=.25, label=’5-sigma interval’)
legend(loc=’lower right’,fontsize=18)
show()

Please note that as you know, python is case sensitive so do not try to use change the upper/lower case in the above commands. A general comment is that you can easily change the second order  function of this example to any desired function. The method we used to estimate the uncertainties of fit parameters are the standard method using diagonal elements of the co-variance matrix.