Frontend for computation of statistics for a residual-based minimization.
settings is a structure whose fields can be set by
optimset. With settings the computation of certain
statistics is requested by setting the fields
ret_<name_of_statistic> to true. The respective
statistics will be returned in a structure as fields with name
<name_of_statistic>. Depending on the requested statistic and
on the additional information provided in settings, f and
p may be empty. Otherwise, f is the model function of an
optimization (the interface of f is described e.g. in
nonlin_residmin, please see there), and p is a real
column vector with parameters resulting from the same optimization.
Currently, the following statistics (or general information) can be
requested (the ret_ is prepended so that the option name is
complete):
ret_dfdp: Jacobian of model function with respect to
parameters.
ret_covd: Covariance matrix of data (typically guessed by
applying a factor to the covariance matrix of the residuals).
ret_covp: Covariance matrix of final parameters.
ret_corp: Correlation matrix of final parameters.
For further settings, type optim_doc ("residmin_stat").
For desription of structure-based parameter handling, type
optim_doc ("parameter structures").
For backend information, type optim_doc ("residual
optimization") and choose the backends type in the menu.
See also: curvefit_stat.
Package: optim