[SciPy-user] optimize.leastsq fit errors?

Robert Kern rkern at ucsd.edu
Sun Apr 18 05:35:07 CDT 2004


Scott Ransom wrote:
> Hi all,
> 
> Is it possible (or does anyone have any add-on functions available) to get 
> error estimates on the fit parameters using optimize.leastq?  (or 
> alternatively, the resulting covariance matrix from the fit?)

If your problem is nonlinear, you can try my bindings to ODRPACK. It's 
main purpose for existence is to do orthogonal distance regression 
(errors in both input and output variables), but it can do ordinary 
least squares just fine. Just a quick note: the standard errors that are 
reported are scaled by the reduced chi-square value as is sometimes 
recommended. The full covariance matrix, however, is unscaled.

http://starship.python.net/crew/kernr/source/odr-0.6.tar.gz

> Thanks,
> 
> Scott

-- 
Robert Kern
rkern at ucsd.edu

"In the fields of hell where the grass grows high
  Are the graves of dreams allowed to die."
   -- Richard Harter



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