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From Sébastien Brisard (JIRA) <>
Subject [jira] [Commented] (MATH-784) Javadoc of AbstractLeastSquaresOptimizer.guessParametersErrors() is too vague
Date Fri, 04 May 2012 01:18:49 GMT


Sébastien Brisard commented on MATH-784:

I did confirm that {{guessParametersErrors()}} in fact returns an estimate of the standard
deviation of the parameters.

As for the meaning (if any) of the unweighted diagonal elements of the covariance matrix,
I still don't know.
> Javadoc of AbstractLeastSquaresOptimizer.guessParametersErrors() is too vague
> -----------------------------------------------------------------------------
>                 Key: MATH-784
>                 URL:
>             Project: Commons Math
>          Issue Type: Improvement
>    Affects Versions: 3.0
>            Reporter: Sébastien Brisard
>            Assignee: Sébastien Brisard
>              Labels: javadoc, optimization
>             Fix For: 3.1
> This bug report follows a recent discussion available [here|].
It is now recognized that the values returned by {{guessParametersErrors()}} are in fact known
as (asymptotic) standard errors. The javadoc should be made more explicit. Besides, the values
returned by this method should be tested. The reference datasets from [NIST|]
are to be used.

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