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Lmoptimize get errors of the fitting parameters
http://forum.alglib.net/viewtopic.php?f=2&t=3329
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Author:  NobregaRP [ Tue Nov 10, 2015 9:07 pm ]
Post subject:  Lmoptimize get errors of the fitting parameters

Hi,

How can I estimate the errors of each parameter for my model when using lmoptimize? I don't see any obvious answer to this in the documentation? Do I have to use some Monte Carlo based approach?

Thanks

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