[SciPy-dev] least squares error

[Nils Wagner]

On Mon, 9 Mar 2009 06:16:03 -0700
  Ondrej Certik <ondrej at certik.cz> wrote:
> Hi,
> 
> I think each time I used leastsq, I also needed to 
>calculate the
> errors in the fitted parameters. I use this method, that 
>takes the
> output of leastsq and returns the parameters+errors.
> 
> def calc_error(args):
>    p, cov, info, mesg, success = args
>    chisq=sum(info["fvec"]*info["fvec"])
>    dof=len(info["fvec"])-len(p)
>    sigma = array([sqrt(cov[i,i])*sqrt(chisq/dof) for i 
>in range(len(p))])
>    return p, sigma
> 
> let's integrate this with leastsq? E.g. add a new key in 
>the info dict?
> 
> Ondrej
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Hi,

there is another issue concerning least squares

http://projects.scipy.org/numpy/ticket/937
  
Nils