x3cflux.compute_free_parameter_covariance

class x3cflux.compute_free_parameter_covariance(simulator, mle: ndarray)

Compute asymptotic free parameter covariance from Maximum Likelihood theory. The algorithm used for inversion of the Fisher information is stable with regard to non-identifiable parameters.

Parameters:

• simulator – Labeling simulator to evaluate the Hessian/Fisher information matrix

• mle – Maximum Likelihood estimator of the free parameters

Returns:

covariance matrix estimate, array of non-identifiable parameters