error estimation in a non-linear least squares fitting
robert.kern at gmail.com
Wed Oct 15 21:09:43 CEST 2008
> Dear python-users,
> I am trying to do a non-linear least squares fitting. Maybe trying is
> not the best word, as I already succeeded in that. At the moment I am
> using leastSquaresFit from Scientific Python. I know of other least
> squares routines, such as the one in scipy.optimize and I believe
> there is also one in numpy. Now here is my question: in my search for
> a good algorithm, I was not able to find any non-linear least squares
> fitting routine which in the end doesn't only give me the parameters
> which I asked for, but also the estimated errors on these parameters.
> Is there anyone who can help me getting these errors?
In scipy SVN, scipy.optimize.leastsq() will also return a covariance matrix of
the estimate if using full_output=True.
"I have come to believe that the whole world is an enigma, a harmless enigma
that is made terrible by our own mad attempt to interpret it as though it had
an underlying truth."
-- Umberto Eco
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