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Fit complex y-data #239

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Fit complex y-data #239

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10 changes: 10 additions & 0 deletions src/curve_fit.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -141,6 +141,16 @@ function curve_fit(
end
end

curve_fit(
model::Function,
xdata::AbstractArray{T},
ydata::AbstractArray{Complex{T}},
p0::AbstractArray{T};
inplace=false,
kwargs...) where {T<:Real} =
curve_fit((x,p) -> reinterpret(T, model(x,p)),
xdata, reinterpret(T, ydata), p0; inplace=inplace, kwargs...)

function curve_fit(
model,
jacobian_model,
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20 changes: 20 additions & 0 deletions test/curve_fit.jl
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Expand Up @@ -113,3 +113,23 @@ end
@test coef(fit)[1] ≈ 1
@test coef(fit_bounded)[1] ≈ 1.22727271
end


@testset "complex" begin
x = collect(1.0:10)
@. model(x, p) = p[1] * x + 1im*p[2]
p = [-2.0, 3]
y = model(x, p)
fit = curve_fit(model, x, y, [0.0, -5.0])
@test fit.converged
@test fit.param ≈ p atol=1e-9

x = range(-10, 10, length=101)
@. model(x, p) = p[1] / (1.0 + 1im * p[3] * (x - p[2]))
p = [2.0, 3, 0.5]
y = model(x, p)
fit = curve_fit(model, x, y, [1.0, -5.0, 0.05];
lower=[0.0, -Inf, 0.0])
@test fit.converged
@test fit.param ≈ p atol=1e-9
end