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Author:  pj_1 [ Tue May 17, 2011 2:15 pm ]
Post subject:  Levenberg-Marquardt

In classical Levenberg-Marquardt implementations the final step is to get covariance matrix of the standard errors in the fitted parameters.

In "Numerical Recipes" the covariance matrix called "covar" and is part of the iteration procedure (see Chapter 15.5 for code and comments).
But I can't figure out where the "covar" is, I am using minlmcreatefgh. Basically, I need it to get the standard errors of fitting parameters. Does anybody have ideas on this?

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