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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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