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

josef.pktd@gmai... josef.pktd@gmai...
Mon Feb 13 09:56:06 CST 2012

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.

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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