[SciPy-user] Re: Eror estimation in leastsq
oliphant.travis at ieee.org
Thu Feb 21 11:50:56 CST 2002
On Thursday 21 February 2002 08:16 am, you wrote:
> 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.
I suspect that it could be obtained from the variables in infodict (use
full_output=1) (see help(optimize.minpack)). If you figure out how to get
them from the information in there let us know so we can add it.
More information about the SciPy-user