[SciPy-User] [SciPy-user] Covariance matrix
Mon Feb 13 10:04:23 CST 2012
On Mon, Feb 13, 2012 at 10:56 AM, <email@example.com> wrote:
> On Sat, Feb 11, 2012 at 7:39 PM, Kevin Gullikson
> <firstname.lastname@example.org> wrote:
>> 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.
I finally fixed 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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