FITTER Add-In for Excel™ |
FITTER is a powerful instrument of statistical analysis. Using it you may solve multivariate nonlinear regression problems. Much of the power of FITTER comes from its ability to estimate parameter values of complicated user-defined functions that may be entered in ordinary algebraic notation as a set of explicit, implicit and ordinary differential equations. FITTER uses the unique procedure for analytic calculation of derivatives and special optimization algorithm which provides the high accuracy even for significantly nonlinear models. All complicated calculations are performed in the special DLL library created using C++ compiler, which provides high speed processing.
FITTER allows to include prior knowledge about parameters and accuracy of measurement in addition to experimental data. Using Bayesian estimation, you can process both unlimited arrays of single-response data, and data referring to different responses.
With the help of FITTER you can obtain a lot of additional statistical information concerning the input data and the quality of fitting. Parameter estimates, variances, covariance matrix, correlation matrix and F-matrix; the starting and final values of the sum of squares and objective function, error variance, and spread in eigenvalues of the Hessian matrix; error variance for each observation point calculated by fit and by population.
Moreover, there are hypotheses testing for: Student's test for outliers, test of series for residual correlation, Bartlett's test for homoscedastisity, Fisher's test for goodness of fit. Also, you can calculate confidence intervals for each observation point by linearization method or with the help of modified bootstrap technique.
FitterData(sDataRange:="$B$2:$F$21", sCodeString:="PRFI",
kTitle:=xtYes)
Here sDataRange is the reference to the Data range, sCodeString is
the code string explaining the sense of columns in the Data range (P for
"predictor", R for "response" and so on). If you are
accustomed with VBA programming, open new Excel module and write there the desired
proceedings of function. Examples may be found in Fitter Applications.
The maximum number of predictors, parameters, equations in the Model and data observations that FITTER can handle is limited only by the memory space provided by your system and by capacity of your computer to process complicated (multi-step) models.
FITTER can not use models containing circular interconnections of variables.
Last revision 26 August 2002