On Mon, 23 Apr 2012 16:03:07 +0200, Gilles Sadowski wrote:
On Wed, Apr 18, 2012 at 07:23:04PM +0200, Luc Maisonobe wrote:
Le 18/04/2012 14:21, Gilles Sadowski a écrit :
> 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)?
I have tracked the changes back to issue MATH-176
Thanks.
Looking at this patch, in the method in question, there is:
---CUT---
errors[i] = Math.sqrt(covar[i][i]) * c);
---CUT---
This looks like it couldn't have been compiled as is; maybe an
indication
the original patch was not tested by the contributor.
Does anyone object to the estimated error be defined as
errors[i] = FastMath.sqrt(covar[i][i]);
?
OK from me.
Luc
Best regards,
Gilles
(<https://issues.apache.org/jira/browse/MATH-176>).
I don't know the theory underlying the patch that was provided.
Luc
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