[SciPy-user] Re: Eror estimation in leastsq

Nadav Horesh nadavh at envision.co.il
Thu Feb 21 09:16:34 CST 2002

The problem is indeed nonlinear (iterative) least-squares fit. I looked 
at two places:

   1. Gnuplot: There estimation is given by: err[i] =
      sqrt(covariance[i][i] * chi_sqr) / (free_degrees_of_freedom).
   2. Numerical recipes book (chapter 15.6): Highly recommends against
      the above method for nonlinear fittings, and suggests more
      elaborate methods such as bootstrapping.

Trying to be not to religious, I read minpack documentation looking a 
way to implement the Gnuplot's attitude, but I could not understand how 
to get the covariance matrix.


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