Gernot Hassenpflug <gernot@[EMAIL PROTECTED]
> writes:
> I find that in IDL the routines POLY_FIT, LMFIT and CURVEFIT can all
> calculate the parameter covariance matrix and it is do***ented that
> LMFIT uses the method of Burrell and Numerical Recipes. I cannot tell
> what method the other two routines use.
Anthony mentioned MPFIT, which is a non-linear fitting engine
translated from MINPACK. As far as I understand, the covariance
matrix is equivalent to that from Numerical recipes.
> I am hoping that contributors to this list could give their comments
> and opinions on what method of parameter variance and covariance is
> most sound, and which routines are therefore preferred for a
> polynomial fitting case (possibly over-determined).
For linear least squares, I think the covariance matrix is reasonably
useful. In my field, it's common to use the delta-chi-square method
described in Numerical Recipes, which usually involves making a
confidence grid for pairs of parameters that are of interest.
Craig
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