[Math] Question about "AbstractLeastSquaresOptimizer" code

[Gilles Sadowski]

Hi.

In "AbstractLeastSquaresOptimizer" (package "optimization.general"), the
method "guessParametersErrors" is defined as:
---CUT---
    public double[] guessParametersErrors() {
        if (rows <= cols) {
            throw new 
NumberIsTooSmallException(LocalizedFormats.NO_DEGREES_OF_FREEDOM,
                                                rows, cols, false);
        }
        double[] errors = new double[cols];
        final double c = FastMath.sqrt(getChiSquare() / (rows - cols)); // <--- 
HERE
        double[][] covar = getCovariances();
        for (int i = 0; i < errors.length; ++i) {
            errors[i] = FastMath.sqrt(covar[i][i]) * c;
        }
        return errors;
    }
---CUT---

In the above, could someone point me to a reference that would explain the
line marked "HERE" (i.e. the usage of "c" to compute the error estimation)?


Thanks,
Gilles

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