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From S├ębastien Brisard <>
Subject Re: [Math] Question about "AbstractLeastSquaresOptimizer" code
Date Wed, 25 Apr 2012 06:15:56 GMT
looking at various references, it seems that the definition of the error as
errors[i] = FastMath.sqrt(covar[i][i]) * c;
errors[i] = FastMath.sqrt(covar[i][i]);
is a matter of convention.

I'm no statistician, but I gathered that the first expression is what
is called Asymptotic Standard Error (see equations 34 and 35, Meanwhile, NR
seems to favor the second expression. It would be nice to check what R
(which is truly statistician's stuff) returns as parameters errors.


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