Method

NumCosmoMathFitobs_fisher

Declaration [src]

void
ncm_fit_obs_fisher (
  NcmFit* fit
)

Description [src]

Computes the covariance matrix using the inverse of the Hessian matrix $\partial_i\partial_j -\ln(L)$, where the derivatives are taken with respect to the free parameters. This function does not use the gradient defined in the fit object, it always uses the accurate numerical differentiation methods implemented in the NcmDiff object.

It sets both the covariance matrix and the Hessian matrix in the NcmFitState object associated to the fit object.