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

josef.pktd@gmai... josef.pktd@gmai...
Mon Feb 13 10:04:23 CST 2012

```On Mon, Feb 13, 2012 at 10:56 AM,  <josef.pktd@gmail.com> wrote:
> On Sat, Feb 11, 2012 at 7:39 PM, Kevin Gullikson
> <kevin.gullikson@gmail.com> 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
http://docs.scipy.org/scipy/docs/scipy.optimize.minpack.leastsq/diff/6184/7387/

Josef
>
> Josef
>
>>
>> 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?
>>>
>>> --
>>> 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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>>
>>
>>
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```