Hello.
> in this thread,
> http://mail-archives.apache.org/mod_mbox/commons-dev/201204.mbox/%3C20120418122114.GB32074%40dusk.harfang.homelinux.org%3E
> I suggested that we deprecate guessParametersErrors() and replace it
> with getParametersStandardDeviation(), since the implemented formula
> seems to be the accepted estimate for the sd of the optimized
> parameters.
> There was no reaction, but I don't think that meant agreement (!).
There isn't even an agreement that this method should not be deleted... :-)
Indeed, people around here (working in astronomy) maintain that the error
they'd publish is the square-root of the diagonal element of the covariance
matrix.
I've been busy coding a trivial example aimed at comparing the two formulae.
I'll probably attach the file to issue MATH-784 tomorrow.
> Although I do think that guessParametersErrors() is a bit vague (if
> not confusing), I'm going to drop this proposal unless someone says he
> supports it. As far as I am concerned, MATH-784 would then be resolved
> (I stiil need to inquire about getSigma()).
As hinted above, what we use here is
for (int i = 0; i < covMat.length; i++) {
sigma[i] = FastMath.sqrt(covMat[i][i]);
}
Thus, a
double[] getSigma() { /* ... */ }
method would be nice to have, IMO.
However, we should make quite clear in the Javadoc what is the meaning of
the returned "error" (in particular, as most users are no more statistician
than we are, there should probably be a simple explanation of when to use
which).
Best,
Gilles
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