[SciPy-user] scipy.optimize.leastsq and covariance matrix meaning

Bruce Southey bsouthey@gmail....
Mon Nov 10 09:05:44 CST 2008


massimo sandal wrote:
> massimo sandal wrote:
>
>> I'll try to sketch up a script reproducing the core of the problem 
>> with actual data.
>
> Here it is. Can anyone give it a look to help me understand if and how 
> to make sense of the covariance matrix?
>
> m.
>
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There is some problem with your model with respect to your data. Looking 
at the plot of x and y, the relationship is linear with a correlation of 
0.86. There is no hint of a non-linear relationship although a spline or 
similar local polynomial method could give a nicer fit. I do not know 
what you would expect to see from your function but you should also plot 
the expected model using typical values of your parameters.

I would suggest you explore fitting polynomial models first (could only 
get a linear term for x in what you provided) and splines before doing 
nonlinear models.


Bruce



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