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Sébastien Brisard edited comment on MATH-784 at 5/4/12 1:20 AM:
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I did confirm that {{guessParametersErrors()}} in fact returns the same estimate of the standard deviation of the parameters as the one listed in the NIST data.
was (Author: celestin):
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
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>
> Key: MATH-784
> URL: https://issues.apache.org/jira/browse/MATH-784
> 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|http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E]. 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|http://www.itl.nist.gov/div898/strd/] are to be used.
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