[SciPy-User] [SciPy-user] Covariance matrix
Mon Feb 13 09:56:06 CST 2012
On Sat, Feb 11, 2012 at 7:39 PM, Kevin Gullikson
> 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.
As Charles pointed out, multiply by the error variance not the
standard deviation. Docstring is wrong in this.
> Kevin Gullikson
> On Fri, Feb 10, 2012 at 10:11 AM, suzana8447 <email@example.com> wrote:
>> Hello every body,
>> I am using least square fit to fit some function to a given data. The fit
>> perfect with leastsq. Now, I need to calculate the covariance matrix
>> 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.
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