[SciPy-user] Re: Eror estimation in leastsq
nadavh at envision.co.il
Thu Feb 21 09:16:34 CST 2002
The problem is indeed nonlinear (iterative) least-squares fit. I looked
at two places:
1. Gnuplot: There estimation is given by: err[i] =
sqrt(covariance[i][i] * chi_sqr) / (free_degrees_of_freedom).
2. Numerical recipes book (chapter 15.6): Highly recommends against
the above method for nonlinear fittings, and suggests more
elaborate methods such as bootstrapping.
Trying to be not to religious, I read minpack documentation looking a
way to implement the Gnuplot's attitude, but I could not understand how
to get the covariance matrix.
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