[SciPy-User] Scipy fitting

Travis Oliphant travis@continuum...
Thu Mar 1 10:59:53 CST 2012

You could look at the curve_fit function in scipy optimize as well.   It returns the error in the fitted parameters.  The source code of that function should be useful for you.


Travis Oliphant
(on a mobile)

On Mar 1, 2012, at 7:54 AM, Pierre Barthelemy <barthpi@gmail.com> wrote:

> 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 : http://www.scipy.org/Cookbook/FittingData under the section "Simplifying the syntax". This recipe make use of the function: scipy.optimize.leastsq. 
> 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 (http://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.leastsq.html#scipy.optimize.leastsq), the second argument returned by the leastsq function gives access to these errors. 
> std_error=std(y-function(x))
> param_error=sqrt(diagonal(out[1])*std_error)
> 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 ? 
> Bests,
> Pierre
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