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Re: [Bug-gsl] GSL nonlinear least-squares fitting: error calculation

From: Brian Gough
Subject: Re: [Bug-gsl] GSL nonlinear least-squares fitting: error calculation
Date: Tue, 18 Mar 2003 22:32:29 +0000

Andreas Wolf writes:
 > The calculated error is not changing when the data is multiplied by
 > a factor. I have made the following changes (main program, line
 > 50(?)):
 > y[i] = 10*(1.0 + 5 * exp (-0.1 * t) + gsl_ran_gaussian(r, 0.1));
 > //factor = 10
 > the output errors of A and b do not change, only the lambda error
 > is reduced by the factor.  If the calculated errors are absolute
 > errors, shouldn't the A and b errors increase by the same factor
 > the data is multiplied with?  I hope that you can help me with this
 > problem.

Thanks for the bug report.

I believe the code is correct, however the documentation probably
needs to make clear that the chisq/degree of freedom should also be

The error is only reliable when chisq/dof ~=~ 1.  In this case the
factor of 10 will increase the chisq/dof to O(100).

best regards,
Brian Gough

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