Fitting data weights

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Christian Bierlich 2011-6-1

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https://ww2.mathworks.cn/matlabcentral/answers/8625-fitting-data-weights

Hi,

I need to make a fit on data weights, and I would very much appreciate any ideas on how to attack this problem in matlab.

My model is 1 dimensional, and defined by a set of data points (from a Monte Carlo Simulation). I have no symbolic expressions or the like for my model. The set of model points are weighted such that for the model points: m =[m1;m2;...;mn] I have n weights multiplied with a parameter p: w = p.*[w1;w2;...;wn].

I now come with a data set of k points d = [d1;d2;...;dk], and wish to fit my model to data, to get an estimate of the parameter p. When I am done, I wish to be able to extract fitting parameters as eg. chi^2 or log(Q) or the like.

I would greatly appreciate any help,

Thank you, Christian