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error Source code in cafe_error.pro


           compute errors for fit using the chi^2 distribution.
           error [,parameter][,iter][,delchi][,/verbose][,/selected,/iterstop]
Input Parameters
           parameter  -  (optional) The parameter to compute the error
                         for. Default are all parameters. Allowed are
                         parameter indices, ranges, names with
                         wildcards "*".
           iter       -  (optional) Number of iterations to perform
                         before query to prolong.
           delchi     -  (optional) Delta chi^2 to be used for the determination of
                         the uncertainty. Default: 1, corresponding to 1
                         sigma errors. Use 2.71 for 90% uncertainty
                         (in general, delchi=chisqr_dvf(1-prob,1) where
                         prob is the probability that the n dimensional
                         parameter space spanned by the uncertainties
                         contains the real value).
           verbose    -  Show fit process progress more or less
                         elaborated. This may be a number according:
                           0 - quiet
                           1 - basic information (default)
                           2 - additional boundary information
                           3 - additional progress information
                           4 - fit processing information
           selected   -  Compute error for selected data points only.
           nodata     -  Take also models into account which are in
                         groups containing no data. May be usefull
                         when building complex models refering one to
           iterstop   -  Stop when key 'Q' pressed. Default true.
           All inputs/options (except parameter) may be set with the
           "set" command. The command prefix is "error".
           This command tries to estimate the error by stepping
           through the Chi^2 distribution and getting the confidence
           range for a certain delta chi (s.a. delchi). This approach
           is more error prone than using the hessian values from the
           fit command.
           Sometimes this error computation fails. In this case it is
           recomended to use the steppar command and analyse the
           resulting Chi^2 distribution manually.
           When performing the error process the given parameter is
           stepped while leaving the other free for fit. For these
           parameters apply the following rules:
           - if a parameter is frozen (fixed flag = 1) the parameter
             will not be touched during the error computation.
           - if a parameter is tied to another parameter this
             parameter will copy the latter parameter value (in case
             of expressions the value will be mapped with this
           - groups which contain a model but no valid data points
             are ignored. In case of the selected flag (s.a.) only
             selected data points are taken into account, i.e. if no
             data points are selected the group is ignored.
           - groups which contain valid data points but no model are
Side Effects
           Changes parameter error values. Because the confidence
           range may be asymetric both lower and upper limit are
           stored. For reference the larger deviation is given.
           The error determination may fail if the previous fit
           contained bad hessian error estimations. It is recomended
           to run the fit process before.
           Long lasting fit processes may be interrupted with
           "Ctrl-G". (Not possible in idlwave).
           > model, "parabel", 1
           > fit
           > error
                 -> compute errors for parameter
Revision History
           $Id: cafe_error.pro,v 1.24 2004/07/01 13:07:56 goehler Exp $

Last modified by pro2html on 2005 January 04 at 16:03 UTC

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Jörn Wilms (wilms@astro.uni-tuebingen.de)
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