ewoksndreg.math.fit1d.lstsq_cov

ewoksndreg.math.fit1d.lstsq_cov(A, vare=None, cove=None)

Covariance matrix of the least squares solution of a linear system.

\[ \begin{align}\begin{aligned}A.x = b + e\\E(e) = 0\end{aligned}\end{align} \]

Args:

A(array): (m x n) vare(array): variance on e (m) cove(array): covariance matrix of e (m x m)

Returns:

covx(array): (n x n)