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minlmoptimize errors on optimized parameters?
http://forum.alglib.net/viewtopic.php?f=2&t=4370
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Author:  fatalfitter [ Tue Feb 23, 2021 3:26 am ]
Post subject:  minlmoptimize errors on optimized parameters?

Via the lsfitfit wrapper to the LM optimizer, you can get the errors on the parameters via lsfitreport

alglib::lsfitreport^ report;
alglib::lsfitresults(state, info, p, report);
report->errpar[i]

How do I get or calculate the errors on the parameters when using the minlmoptimize method?

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