Loading sas_temper/sas_temper_engine.py +6 −6 Original line number Diff line number Diff line Loading @@ -400,7 +400,7 @@ def est_uncerts(d, f, modconf, best_model): lprof = sas_data.Model(d, unsmeared = False) # preparation work for calculating the Jacobian matrix from the derivative step = 0.01 step = 0.001 for i,p in enumerate(modconf.params): if p.kind not in ["fixed"]: eps.params[i].val = step*(p.max - p.min) Loading Loading @@ -489,17 +489,17 @@ def est_uncerts(d, f, modconf, best_model): #this is the matrix that we want J_T = np.vstack(JT) J = J_T.T print("Jacobian") print(J) # print("Jacobian") # print(J) # This is an approximation of the Hessian Hess = np.matmul(J_T,J) print("Hessian") print(Hess) # print("Hessian") # print(Hess) # Invert it to get the covariance matrix Cov = np.linalg.inv(Hess) print("Covariance") print("Covariance Matrix") print(Cov) # the diagonal should be only as long as the number of parameters Loading Loading
sas_temper/sas_temper_engine.py +6 −6 Original line number Diff line number Diff line Loading @@ -400,7 +400,7 @@ def est_uncerts(d, f, modconf, best_model): lprof = sas_data.Model(d, unsmeared = False) # preparation work for calculating the Jacobian matrix from the derivative step = 0.01 step = 0.001 for i,p in enumerate(modconf.params): if p.kind not in ["fixed"]: eps.params[i].val = step*(p.max - p.min) Loading Loading @@ -489,17 +489,17 @@ def est_uncerts(d, f, modconf, best_model): #this is the matrix that we want J_T = np.vstack(JT) J = J_T.T print("Jacobian") print(J) # print("Jacobian") # print(J) # This is an approximation of the Hessian Hess = np.matmul(J_T,J) print("Hessian") print(Hess) # print("Hessian") # print(Hess) # Invert it to get the covariance matrix Cov = np.linalg.inv(Hess) print("Covariance") print("Covariance Matrix") print(Cov) # the diagonal should be only as long as the number of parameters Loading