Get standard deviation error from optimize function

Vote count:

0

I am used to get the error on fit parameters when I use the leastsq function from scipy. Indeed, the function return the Jacobian matrix and from there I know how to get the standard deviation of each fit parameters. However, I have a problem with the optimize function from scipy. Indeed, it return a vector instead of a matrix for the Jacobian. I use optimize when I have bounded fit parameters so, I can't avoid this question.

I tried to figure out the calculation by looking at the source code¹ of leastsq which is a wrapper of minimize but, I didn't understand.

Someone can help me on this point ?

Thanks.

¹: I don't have an enough reputation to put more than two links. The source code is available here: http://ift.tt/1zJ13IS

asked 17 secs ago

Daimyo

8

Get standard deviation error from optimize function