[Numpy-discussion] Numpy fitting

Pierre Barthelemy barthpi@gmail....
Thu Mar 1 09:24:47 CST 2012


Dear all,

i am writing a program for data analysis. One of the functions of this
program gives the possibility to fit the functions. I followed the recipe
described in : http://www.scipy.org/Cookbook/FittingData<http://www.scipy.org/Cookbook/FittingData>
under
the section "Simplifying the syntax".

To fit, i use the function:

out=optimize.leastsq(f, p, full_output=1)

where f is my function and p a list of parameters.

One thing that i would like to know is how can i get the error on the
parameters ? From what i understood from the "Cookbook" page, and from the
scipy manual (
http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.leastsq.html#scipy.optimize.leastsq),
the second argument returned by the leastsq function gives access to these
errors.
std_error=std(y-function(x))
param_error=sqrt(diagonal(out[1])*std_error)

The param_errors that i get in this case are extremely small. Much smaller
than what i expected, and much smaller than what i can get fitting the
function with matlab. So i guess i made an error here.

Can someone tell me how i should do to retrieve the parameter errors ?

Bests,

Pierre

PS: i got the impression something went wrong with my previous message,
sorry for that.
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