Discussion:
[Numpy-discussion] Adding covariance matrix of fitted parameters to fit methods of numpy.polynomial
Tom Bird
2016-07-21 19:43:30 UTC
Permalink
See issue #7780: https://github.com/numpy/numpy/issues/7780

Would be good if the numpy.polynomial fit methods (e.g. numpy.polynomial.legendre.Legendre.fit) could return the covariance matrix of the fitted parameters, in the same way as numpy.polyfit.

Let me know if there are any suggestions/concerns. Otherwise I’m happy to add the code and update the docs.

Tom

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