NLFitComputeCovariances Method

public static int ComputeCovariances(
	NLFitLMFunction fcn,
	double[] x,
	int n,
	int m,
	double[] covar,
	out double sumchisq,
	out double sigmasq
)

Parameters

fcn  NLFitLMFunction

The function to minimize.

x  Double

Parameter vector.

n  Int32

The number of observations (function values).

m  Int32

The number of parameters (variables).

covar  Double

Array to hold the covariance matrix. Must be of dimension m*m (column-major).

sumchisq  Double

On output, receives the sum of chi-squared values (sum of squared residuals).

sigmasq  Double

On output, receives sigma squared (estimated variance factor).

Return Value

Reference