[SciPy-User] [SciPy-user] Covariance matrix

Kevin Gullikson kevin.gullikson@gmail....
Sat Feb 11 18:39:20 CST 2012


Use full_output=True when you call leastq, and you will get a matrix (among
other things). If you multiply that matrix by the standard deviation of the
residuals, it will be the covariance matrix.

Kevin Gullikson



On Fri, Feb 10, 2012 at 10:11 AM, suzana8447 <k-assem84@hotmail.com> wrote:

>
> Hello every body,
> I am using least square fit to fit some function to a given data. The fit
> is
> perfect with leastsq. Now, I need to calculate the covariance matrix
> whereby
> the diagonal terms represent the variances for the parameters.
>
> I need to know, if possible, how to extract the covariance matrix from
> leastsq. If there is no way to extract it, Are there any good methods that
> can be used to calculate the covariance matrix with high precision?
>
> Thanks in advance.
> --
> View this message in context:
> http://old.nabble.com/Covariance-matrix-tp33301423p33301423.html
> Sent from the Scipy-User mailing list archive at Nabble.com.
>
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