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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