How to obtain the Jacobian matrix (or co-variance matrix) from a multi- or global-search
3 visualizzazioni (ultimi 30 giorni)
Mostra commenti meno recenti
Using lsqnonlin for non-linear fitting, you can obtain Jacobian matrix in the output:
[x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(___)
I however used multistart with lsqnonlin to avoid local minima. On contrary, the command run which is needed to do a multisearch with lsqnonlin (see here ) dos not provide Jacobian as an output. Any suggestion how can I get it? I need it to determine the confidence intervals for the estimated parameters.
0 Commenti
Risposta accettata
Matt J
il 5 Set 2017
Modificato: Matt J
il 5 Set 2017
Once you have the solution xsol using multistart, just run lsqnonin without multistart and with xsol as the initial guess. If xsol was a solution, it should stop in a single iteration (or you can force it to) and the output should be the finite difference Jacobian at that point.
2 Commenti
Più risposte (0)
Vedere anche
Categorie
Scopri di più su Global or Multiple Starting Point Search in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!