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Add covariance/correlation calculations to scipy optimizer #2268

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kratsg opened this issue Aug 8, 2023 · 0 comments · May be fixed by #2269
Open
1 task done

Add covariance/correlation calculations to scipy optimizer #2268

kratsg opened this issue Aug 8, 2023 · 0 comments · May be fixed by #2269
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feat/enhancement New feature or request

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@kratsg
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kratsg commented Aug 8, 2023

Summary

Right now, we don't return uncertainties on parameters (or covariance/correlation) when using scipy. @phinate wrote up a gist that would allow us to do this for the autodiff backends: https://gist.github.com/phinate/4425b6288eca712f6a647c6dc59e9396

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@kratsg kratsg added feat/enhancement New feature or request needs-triage Needs a maintainer to categorize and assign labels Aug 8, 2023
@matthewfeickert matthewfeickert linked a pull request Aug 9, 2023 that will close this issue
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@matthewfeickert matthewfeickert removed the needs-triage Needs a maintainer to categorize and assign label Aug 10, 2023
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