covariance matrix and leastsq

[Antoine Monmayrant]

Hi everyone,

I am using leastsq to fit some experimental data with different kind of 
model functions.
In order to properly analyse the result of these fits, I would like to 
get an estimate of the standard error on each parameter (or an interval 
of confidence at 95%).
So far, the only way I found to retrieve the interval of confidence is 
to do bootstrapping but it requires repeating the fitting procedure ~ 
100 times.
I am looking for a less computer-intensive solution.
As far as I understood, leastsq is using minpack to implement the 
Levenberg-Marquardt algorithm.
Is there a way to get access to the covariance matrix with leastsq, 
optim or any other scilab routine?
This would be way faster and easier than bootstrapping.

Thanks in advance for your help,

Antoine