[Numpy-discussion] Numpy fitting

Pierre Barthelemy barthpi@gmail....
Thu Mar 1 09:20:14 CST 2012

Dear all,

i am writing a program for data analysis. One of the functions of this
program gives the possibility to fit the functions. I therefore use the
recipe described in :
the section "Simplifying the syntax". The code looks like this:

class Parameter:
    def __init__(self, value):
            self.value = value
    def set(self, value):
            if not self.fixed:
                self.value = value
    def __call__(self):
            return self.value

def fit(function, parameters, y, x = None):
    def f(params):
        i = 0
        for p in parameters:
            i += 1
        return y - function(x)

    if x is None: x = arange(y.shape[0])
    p = [param() for param in parameters]
    out=optimize.leastsq(f, p, full_output=1)

One thing that i would like to know is how can i get the error on the
parameters ? From what i understood from the "Cookbook" page, and from the
scipy manual (
the second argument returned by the leastsq function gives access to these

The param_errors that i get in this case are extremely small. Much smaller
than what i expected, and much smaller than what i can get fitting the
function with matlab. So i guess i made an error here.

Can someone tell me how i should do to retrieve the parameter errors ?


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