calculate_covariance_matrix_and_standard_errors

Optimizer.calculate_covariance_matrix_and_standard_errors(jacobian: ArrayLike, root_mean_square_error: float) → ArrayLike

Calculate the covariance matrix and standard errors of the optimization.

Parameters:

• jacobian (ArrayLike) – The jacobian matrix.

• root_mean_square_error (float) – The root mean square error.

Returns:

The covariance matrix.

Return type:

ArrayLike