[Scilab-users] Fwd: How to get fjac from lsqrsolve

[Pablo Caron]

Hello Stéphane,

thank you! I solved the problem with your hint. For further reference I
attach a ZIP file with a linear regression comparing statistical results
from Scilab and gnuplot.

Regards

Pablo



2015-09-17 11:43 GMT-03:00 Stéphane Mottelet <stephane.mottelet at utc.fr>:

> Hello,
>
> You can use the numderivative macro, with your residual function as first
> argument.
>
> hth
>
> S.
>
>
>
> Le 17/09/2015 16:18, Pablo Caron a écrit :
>
> Dear user group,
>
> I need to extract the Jacobian from the lsqrsolve function. The fortran
> routine lmdif ( <http://www.netlib.org/minpack/lmdif.f>
> http://www.netlib.org/minpack/lmdif.f) provide this as the output fjac,
> but lsqrsolve does not have this option.
>
> I need to evaluate the goodness of a regression I made using lsqrsolve and
> I found that this is done through the correlation matrix. I need either the
> correlation matrix or the jacobian.
>
> I would like to get an output similar to the following
>
> Final set of parameters Asymptotic Standard Error
> ======================= ==========================
> m = 0.174844            +/- 0.0002964 (0.1695%)
> b = 1506.34             +/- 5.756 (0.3821%)
>
> correlation matrix of the fit parameters:
>        m     b
> m  1.000
> b -0.448 1.000
>
> Regards
>
> Pablo
>
>
>
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> EA 4297 Transformations Intégrées de la Matière Renouvelable
> Université de Technologie de Compiègne -  CS 60319
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