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Next: <a rel="next" accesskey="n" href="curvefit_005fstat.html#curvefit_005fstat">curvefit_stat</a>,
Previous: <a rel="previous" accesskey="p" href="lm_005fsvd_005ffeasible.html#lm_005fsvd_005ffeasible">lm_svd_feasible</a>,
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<h3 class="section">2.4 Statistics for residual minimization</h3>
<p><a name="index-residmin_005fstat-37"></a>
<!-- include function help here -->
<!-- residmin_stat ../inst/residmin_stat.m -->
<a name="XREFresidmin_005fstat"></a>
<div class="defun">
— Function File: <var>info</var> = <b>residmin_stat</b> (<var>f, p, settings</var>)<var><a name="index-residmin_005fstat-38"></a></var><br>
<blockquote><p>Frontend for computation of statistics for a residual-based
minimization.
<p><var>settings</var> is a structure whose fields can be set by
<code>optimset</code>. With <var>settings</var> the computation of certain
statistics is requested by setting the fields
<code>ret_<name_of_statistic></code> to <code>true</code>. The respective
statistics will be returned in a structure as fields with name
<code><name_of_statistic></code>. Depending on the requested statistic and
on the additional information provided in <var>settings</var>, <var>f</var> and
<var>p</var> may be empty. Otherwise, <var>f</var> is the model function of an
optimization (the interface of <var>f</var> is described e.g. in
<code>nonlin_residmin</code>, please see there), and <var>p</var> is a real
column vector with parameters resulting from the same optimization.
<p>Currently, the following statistics (or general information) can be
requested:
<p><code>dfdp</code>: Jacobian of model function with respect to parameters.
<p><code>covd</code>: Covariance matrix of data (typically guessed by applying
a factor to the covariance matrix of the residuals).
<p><code>covp</code>: Covariance matrix of final parameters.
<p><code>corp</code>: Correlation matrix of final parameters.
<!-- The following block will be cut out in the package info file. -->
<p class="noindent"><strong>See also:</strong> <a href="XREFcurvefit_005fstat.html#XREFcurvefit_005fstat">curvefit_stat</a>.
</blockquote></div>
<h4 class="subheading">Further settings</h4>
<p>The fields of the <var>settings</var> structure can be set with
<a href="../octave/XREFoptimset.html#XREFoptimset">optimset</a>.
<p>For settings common to all frontends see
<a href="Common-frontend-options.html#Common-frontend-options">Common frontend options</a>.
<h5 class="subsubheading">Additional settings:</h5>
<dl>
<dt><code>objf_type</code><dd>Type of objective function of the optimization; must be specified in
many cases. This determines which backends to use. Currently, there are
only backends for the type "wls" (weighted least squares).
<br><dt><code>residuals</code><br><dt><code>covd</code><dd>Optional information on the result of optimization, residuals and
covariance matrix of data, respectively.
<br><dt><code>weights</code><dd>Array of weights applied to the residuals in the previous
optimization. Dimensions must match those of the residuals.
<br><dt><code>dfdp</code><dd>Can be set in the same way and has the same default as in
<code>nonlin_residmin</code> (see
<a href="nonlin_005fresidmin.html#nonlin_005fresidmin">nonlin_residmin</a>), but alternatively may
already contain the computed Jacobian of the model function at the final
parameters in matrix- or structure-form.
<br><dt><code>complex_step_derivative_f</code><dd>Estimate Jacobian of model function with complex step derivative
approximation. Use only if you know that your model function is suitable
for this. No user function for the Jacobian (<code>dfdp</code>) must be
specified.
</dl>
<h4 class="subheading">Structure based parameter handling</h4>
<p>Please see
<a href="Parameter-structures.html#Parameter-structures">Parameter structures</a>.
<h4 class="subheading">Backend information</h4>
<p>Please see
<a href="Residual-optimization.html#Residual-optimization">Residual optimization</a> and choose backend from menu under
`Statistics backends'.
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