[Scilab-users] evaluate error on each parameter calculated with leastsq

[Yohann]

Contrary to what I understood at the first reading of Antoine's respons and
what can do Bootstrapping, it seems
that this method is well suited to do the job.

http://en.wikipedia.org/wiki/Bootstrapping_%28statistics%29#Resampling_residuals

If I have well understood this link, after applying this algorithm you
obtain a large number of occurrences (Nboot) of each one of your parameter
(C1 C2 and C3 in my case)
and then you can determine a value and a confidence interval:
C1 = mean(C1boot)+/- std(C1boot)*1.95996
C2 = mean(C2boot)+/- std(C2boot)*1.95996
C3 = mean(C3boot)+/- std(C3boot)*1.95996

I think 1.95996 is for a confidence interval of 97.5% (from Student law),
but not sure...

If it is good, it looks easy to implement and understand.





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