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From S├ębastien Brisard <sebastien.bris...@m4x.org>
Subject Re: [Math] Question about "AbstractLeastSquaresOptimizer" code
Date Wed, 25 Apr 2012 06:15:56 GMT
Hi,
looking at various references, it seems that the definition of the error as
errors[i] = FastMath.sqrt(covar[i][i]) * c;
or
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,
http://mathworld.wolfram.com/LeastSquaresFitting.html). 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.

S├ębastien


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