[Scilab-users] leastsq question : what is 'gopt' useful for?

antoine.monmayrant at laas.fr antoine.monmayrant at laas.fr
Tue Mar 22 10:41:02 CET 2016


Hi everyone,

I have a very general and naive question concerning leastsq: what am I 
to do with "gopt", the "gradient of f at xopt"?

Is there a way to link it to the confidence interval for each parameter 
of my fit?
For the moment, I know how to estimate these confidence intervals when I 
have access to the Jacobian matrix of my fit function.
Could "gopt" be of some use to estimate the confidence intervals when 
the Jacobian matrix is not known?
If not, what can we use it for?

Cheers,


Antoine




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