[SciPy-user] Error in nonlinear least squares fit analysis

Robert Kern robert.kern@gmail....
Wed Sep 17 15:08:08 CDT 2008


On Tue, Sep 16, 2008 at 12:06, David Lonie <loniedavid@gmail.com> wrote:
> b) Error in the parameters:
> I'd like to know the precision that the fitted parameters are good to.
> Basically, I'd like to know that b = 3.456 +/- 0.003 instead of just b
> = 3.456.
> leastsq can return a Jacobian matrix -- will pulling out the diagonal
> elements of this matrix give me the results I want? Or is there a
> better way?

leastsq(full_output=True) will also return an estimate of the
covariance matrix in recent (probably > 0.6) SVN versions of scipy.

You might also want to look at scipy.odr.

-- 
Robert Kern

"I have come to believe that the whole world is an enigma, a harmless
enigma that is made terrible by our own mad attempt to interpret it as
though it had an underlying truth."
 -- Umberto Eco


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