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Create Measurements package extension #248

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chriswaudby
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This PR creates a simple extension for the Measurements package, allowing data with uncertainties to be passed directly for fitting, e.g.:

using LsqFit, Measurements
x = [1.0, 2.0, 3.0]
y = [1 ± 0.1, 2.2 ± 0.2, 2.9 ± 0.3]
model(x, p) = p[1] * x
p0 = [1.]
curve_fit(model, x, y, p0)

The extension creates a simple wrapper for LsqFit.curve_fit that dispatches on ydata::AbstractArray{Measurement{T}} where T. Values and uncertainties are extracted from the input, then weights are calculated as the inverse square of the uncertainties and passed to the main curve_fit function.

A unit test checks that the extension gives the same results as when weights are passed manually.

An __init__ function is defined in LsqFit.jl to load the extension for Julia versions <1.9 (see discussion at https://discourse.julialang.org/t/package-extensions-for-julia-1-9/93397).

@chriswaudby
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Hi @pkofod, haven't made a pull request before so don't know the etiquette, but it's been a few weeks since I submitted this - are you able to take a look? Let me know if there's anything else I should be doing!

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pkofod commented Jan 16, 2024

Thanks, not it's not bad etiquette to bump :) Sorry for not seeing this.

I think sometimes there can be corner cases with automatic differentiation where things can go wrong, so if we are to merge this PR, I think the tests have to be significantly extended to cover the various ways which the user-facing functions can be called: different combinations of inputs, different choices for AD, etc.

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2 participants