[SciPy-dev] confidence intervals on multi-parameter minimisation

[David M. Cooke]

On Wed, Mar 21, 2007 at 04:16:36PM +1100, Graeme O'Keefe wrote:
> 
> I have been using fmin_l_bfgs_b to perform bounded non-linear multi- 
> parameter estimation.
> 
> Is there a way to determine the confidence intervals on the resultant  
> parameter estimates.

Not that I know of.

> I've seen reference to scipy.odr as a better alternative to  
> scipy.optimize and have checked out the latest svn and currently  
> trying to build (OS X 10.4.9) which is always fun.
> 
> However, I can't find any documentation on what scipy.odr is.

scipy.odr is a wrapper of ODRPACK: http://www.netlib.org/odrpack/
Check out the docstring for scipy.odr.odrpack for how to use it.

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|David M. Cooke                      http://arbutus.physics.mcmaster.ca/dmc/
|cookedm@physics.mcmaster.ca