Ziqian Wu
Ziqian Wu

Reputation: 21

Can Scipy.optimize.differential_evolution compute SD or SE of estimated parameters?

I used Scipy.optimize.differential_evolution to estimate parameters for my models; however, unlike Curve_fit, it cannot retire covariance. How can I calculate the uncertainties of my parameters?

Upvotes: 2

Views: 465

Answers (1)

Andrew Nelson
Andrew Nelson

Reputation: 595

You could start off with differential_evolution to find the minimum, then follow-up with a leastsq or curve_fit to estimate the uncertainties. Other ways of estimating the uncertainties are to calculate the Hessian matrix by using e.g. finite differences

Upvotes: 2

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