[SciPy-user] Error estimates with leastsq?

Joseph Smidt josephsmidt@gmail....
Wed Jun 3 21:12:08 CDT 2009


Hello,

    I am trying to best fit data with theory using leastsq.  It works,
in that the best fit curve fits the data fairly well.  I was wondering
how I could find the error bars on the parameters.

    Is this what cov_x is for that leastsq returns?  (See
http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.leastsq.html#scipy.optimize.leastsq)
 What is meant by "estimate of the jacobian around the solution"?  Is
this related to the error bars?  It says "see curve_fit", but I
couldn't find that page.

For example, for output I get the best fit parameters are: [
10.8138327 ,  25.18203823] with cov_x = [[  773.42733539,
-1791.83769517],
       [-1791.83769517,  5203.77670479]]

  Is this saying the best fit for parameter 1 is 10.81 +/- sqrt(773)
and for parameter 2 = 25.18 +/- sqrt(5203)?   Thanks.

 Thanks.

                              Joseph Smidt

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Physics and Astronomy
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