[SciPy-user] Eror estimation in leastsq

[Travis Oliphant]

> I don't think that solves the original problem, though. Nadav requested
> the estimated standard deviations of the estimated parameters, not the
> residuals of the data to the fit curve. I don't think you can go from
> one to the other (IIRC).
>
> > We still need to add a "total least squares" algorithm with its
> > accompanying error estimates.
>
> http://www.netlib.org/odrpack is probably the way to go. My wrappers
> work, for the most part, but I still need to track down a segfault when
> running multiple fits.
>
> It's hand-written C loosely modelled after the minpack wrappers. At the
> time, I didn't think that f2py had the capabilities I needed. I should
> rethink that now.
>
> Should some free time magically appear, I will hunt down the remaining
> bugs and submit the module to you all for inclusion in SciPy. If anyone
> else is interested, mostly up-to-date source is at
> http://starship.python.net/crew/kernr/source/odr-0.5.1.tar.gz

Thanks for the pointers.

-Travis