co_matrices

pyoof.co_matrices(res, jac, n_pars)

Computes the estimated Variance-Covariance and the Correlation matrices. Assuming an estimator normally distributed (and consistent).

Parameters:

res : ndarray

Last residual evaluation from a fit procedure (least squares minimization), residual understood as data - model.

jac : ndarray

Last Jacobian matrix evaluation from a fit procedure.

n_pars : int

Total number of parameters in the model (only the ones that have been fitted). It is related to the degrees of freedom.

Returns:

cov : ndarray

Variance-Covariance matrix. Dimensions \(n \times p\).

corr : ndarray

Correlation matrix. Dimensions \(n \times p\).