ewoksndreg.math.fit1d.lstsq_std_indep

ewoksndreg.math.fit1d.lstsq_std_indep(A, b=None, x=None, vare=None)

Estimated error of solution to linear system

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

Assume we know x are independent random variables then there variances are found by solving another linear system

\[(A*A).VAR(x) = VAR(e)\]

Args:

A(array): (m x n) b(array): (m) x(array): (n) vare(array): variance on e (m)

Returns:

stdx(array): sqrt(VARX) (n)