Hello! I have to calculate the covariance between 2 parameters from a fit function. I found this package in Python called iminuit that did a good fit and also calculate the covariance matrix of the parameters. I tested the package on a simple function and I am not sure I understand the result. When the function I put is x^2+y^2, which has the minimum for x=y=0, I obtain ((1.0, 0.0), (0.0, 1.0)), as a covariance matrix. When I use (x-y)^2 I obtain ((250.24975024975475, 249.75024975025426), (249.75024975025426, 250.24975024975475)), as a covariance matrix. I don't understand why do I get value of covariance greater than 1 and why in the first case I get 0 on the sides and 1 on the main diagonal? It is the first time I encounter covariance so I am not sure I got it right. Thank you!(adsbygoogle = window.adsbygoogle || []).push({});

**Physics Forums - The Fusion of Science and Community**

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# I Covariance in fitting function

Tags:

Have something to add?

Draft saved
Draft deleted

Loading...

Similar Threads - Covariance fitting function | Date |
---|---|

I How do I determine if improving a fit is significant? | Feb 10, 2018 |

A Covariance matrix for transformed variables | Sep 30, 2016 |

A Conditional expectation and covariance of function of RVs | Jun 26, 2016 |

I Estimating the covariance | Jun 2, 2016 |

Covariance and correlation coefficient | Nov 4, 2015 |

**Physics Forums - The Fusion of Science and Community**