[SciPy-User] confidence interval for leastsq fit

[Till Stensitzki]

> gets better as this linearized form approximates the true model and 
> correct if the model is linear.

True, but in some cases the approximation is quite bad, 
e.g. the mentioned sum of exponentials. 

> By exhaustive search I presume you mean 
> boostrapping which is going to better provided that there are enough 
> points, samples, method used and how appropriate the model actually is.

Bootstrapping is to take random samples and compare the results of 
fitting the samples? Nope, by exhaustive search i am the procedure 
described by the linked paper. You change the optimal parameter
by a small margin, repeat the fit with the one parameter hold and 
than compare the chi^2 of this fit with the chi^2 of the optimal fit. 

Till