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

Graeme O'Keefe graeme.okeefe@petnm.unimelb.edu...
Wed Mar 21 17:26:55 CDT 2007


thanks,

I've gone through the docstrings and test_odr.py, quite  
straightforward, well packaged.

I still run fmin_l_bfgs_b to bound the solution and then I use that  
as a starting point.

Of course, now I know my model is really bad from the parameter sd_beta.

regards,

Graeme

On 21/03/2007, at 6:06 PM, David M. Cooke wrote:

> 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:// 
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