* fit_func: Added support for lmfit-based minimization.

Tested minimally in the Cr2_analysis_cbs.py workbench (routine:
  Test_MC_FPTZ_20140206).

math/fitting/__init__.py

@@ -15,6 +15,12 @@ import numpy
 import scipy.optimize
 from wpylib.db.result_base import result_base
 
+try:
+  import lmfit
+  HAS_LMFIT = True
+except ImportError:
+  HAS_LMFIT = False
+
 last_fit_rslt = None
 last_chi_sqr = None
 
@@ -129,7 +135,7 @@ class fit_result(result_base):
   """
   pass
 
-def fit_func(Funct, Data=None, Guess=None,
+def fit_func(Funct, Data=None, Guess=None, Params=None,
              x=None, y=None,
              w=None, dy=None,
              debug=0,
@@ -152,6 +158,12 @@ def fit_func(Funct, Data=None, Guess=None,
     size of y data below.
     For a 2-D fitting, for example, x should be a column array.
 
+  An input guess for the parameters can be specified via Guess argument.
+  It is an ordered list of scalar values for these parameters.
+
+  The Params argument is reserved for lmfit-style fitting.
+  It is ignored in other cases.
+
   The "y" array is a 1-D array of length M, which contain the "measured"
   value of the function at every domain point given in "x".
 
@@ -172,6 +184,14 @@ def fit_func(Funct, Data=None, Guess=None,
   * via Data argument (which is a multi-column dataset, where the first row
     is the "y" argument).
 
+  OUTPUT
+
+  By default, only the fitted parameters are returned.
+  To return as complete information as possible, use outfmt=0.
+  The return value will be a struct-like object (class: fit_result).
+
+  DEBUGGING
+
   Debugging and other investigations can be done with "Funct_hook", which,
   if defined, will be called every time right after "Funct" is called.
   It is called with the following signature:
@@ -181,6 +201,23 @@ def fit_func(Funct, Data=None, Guess=None,
     r := f(C,x) - y
   Note that the reference to the hook object is passed as the first argument
   to facilitate object oriented programming.
+
+
+  SUPPORT FOR LMFIT MODULE
+
+  This routine also supports the lmfit module.
+  In this case, the Funct object must supply additional attributes:
+  * param_names: an ordered list of parameter names.
+    This is used in the case that Params argument is not defined.
+
+  Input parameters can be specified ahead of time in the following ways:
+  * If Params is None (default), then unconstrained minimization is done
+    and the necessary Parameter objects are created on-the fly.
+  * If Params is a Parameters object, then they are used.
+    Note that these parameters *will* be clobbered!
+
+  The input Guess parameter can be set to False, in which case Params *must*
+  be defined and the initial values will be used as Guess.
   """
   global last_fit_rslt, last_chi_sqr
   from scipy.optimize import fmin, fmin_bfgs, leastsq, anneal
@@ -194,9 +231,27 @@ def fit_func(Funct, Data=None, Guess=None,
     x = numpy.asarray(x)
     y = numpy.asarray(y)
 
+  if debug >= 1:
+    print "fit_func: using function=%s, minimizer=%s" \
+        % (repr(Funct), method)
+
   if debug >= 10:
+    print "fit routine opts = ", opts
     print "Dimensionality of the domain is: ", len(x)
 
+  if method.startswith("lmfit:"):
+    if not HAS_LMFIT:
+      raise ValueError, \
+        "Module lmfit is not found, cannot use `%s' minimization method." \
+        % (method,)
+    use_lmfit = True
+    from lmfit import minimize, Parameters, Parameter
+    param_names = Funct.param_names
+    if debug >= 10:
+      print "param names: ", param_names
+  else:
+    use_lmfit = False
+
   if Guess != None:
     pass
   elif hasattr(Funct, "Guess_xy"):
@@ -209,9 +264,30 @@ def fit_func(Funct, Data=None, Guess=None,
   elif Guess == None: # VERY OLD, DO NOT USE ANYMORE!
     Guess = [ y.mean() ] + [0.0, 0.0] * len(x)
 
+  if use_lmfit:
+    if Params == None:
+      # Creates a default list of Parameters for use later
+      assert Guess != False
+      Params = Parameters()
+      for (g,pn) in zip(Guess, param_names):
+        Params.add(pn, value=g)
+    else:
+      if Guess == None or Guess == False:
+        # copy the Params' values to Guess
+        Guess = [ Params[pn].value for pn in param_names ]
+      else:
+        # copy the Guess values onto the Params' values
+        for (g,pn) in zip(Guess, param_names):
+          Params[pn].value = g
+
+    if debug >= 10:
+      print "lmfit guess parameters:"
+      for k1 in Params:
+        print " - ", Params[k1]
+
   if debug >= 5:
     print "Guess params:"
-    print Guess
+    print "  ", Guess
 
   if Funct_hook != None:
     if not hasattr(Funct_hook, "__call__"):
@@ -221,9 +297,9 @@ def fit_func(Funct, Data=None, Guess=None,
       reference data points:
 
       * CC = current function parameters
-      * xx = domain points of the ("experimental") data
+      * xx = domain points of the ("measured") data
-      * yy = target points of the ("experimental") data
+      * yy = target points of the ("measured") data
-      * ww = weights of the ("experimental") data
+      * ww = weights of the ("measured") data (usually, 1/error**2 of the data)
       """
       ff = Funct(CC,xx)
       r = (ff - yy) * ww
@@ -255,6 +331,7 @@ def fit_func(Funct, Data=None, Guess=None,
   # Full result is stored in rec
   rec = fit_result()
   extra_keys = {}
+  chi_sqr = None
   if method == 'leastsq':
     # modified Levenberg-Marquardt algorithm
     rslt = leastsq(fun_err,
@@ -305,8 +382,71 @@ def fit_func(Funct, Data=None, Guess=None,
                   **opts
                  )
     keys = ('xopt', 'fopt', 'T', 'funcalls', 'iter', 'accept', 'retval')
+  elif use_lmfit:
+    submethod = method.split(":",1)[1]
+    minrec = minimize(fun_err, Params,
+                      args=(x,y,sqrtw),
+                      method=submethod,
+                      # backend ("real" minimizer) options:
+                      full_output=1,
+                      **opts
+                     )
+   
+    xopt = [ Params[k1].value for k1 in param_names ]
+    keys = ('xopt', 'minobj', 'params')
+    rslt = [ xopt, minrec, Params ]
+    # map the output values (in the Minimizer instance, minrec), to
+    # the same keyword as other methods for backward compatiblity.
+    rec['funcalls'] = minrec.nfev
+    try:
+      chi_sqr = minrec.chi_sqr
+    except:
+      pass
+    # These seem to be particular to leastsq:
+    try:
+      rec['ier'] = minrec.ier
+    except:
+      pass
+    try:
+      rec['mesg'] = minrec.lmdif_message
+    except:
+      pass
+    try:
+      rec['message'] = minrec.message
+    except:
+      pass
+
+    # Added estimate of fit parameter uncertainty (matching GNUPLOT parameter
+    # uncertainty.
+    # The error is estimated to be the diagonal of cov_x, multiplied by the WSSR
+    # (chi_square below) and divided by the number of fit degrees of freedom.
+    # I used newer scipy.optimize.curve_fit() routine as my cheat sheet here.
+    if outfmt == 0:
+      try:
+        has_errorbars = minrec.errorbars
+      except:
+        has_errorbars = False
+
+      if has_errorbars:
+        try:
+          rec['xerr'] = [ Params[k1].stderr for k1 in param_names ]
+        except:
+          # it shouldn't fail like this!
+          import warnings
+          warnings.warn("wpylib.math.fitting.fit_func: Fail to get standard error of the fit parameters")
+
+      if debug >= 10:
+        if 'xerr' in rec:
+          print "param errorbars are found:"
+          print "  ", tuple(rec['xerr'])
+        else:
+          print "param errorbars are NOT found!"
+
   else:
     raise ValueError, "Unsupported minimization method: %s" % method
+
+  # Final common post-processing:
+  if chi_sqr == None:
     chi_sqr = fun_err2(rslt[0], x, y, sqrtw)
   last_chi_sqr = chi_sqr
   last_fit_rslt = rslt