x3cflux.compute_free_parameter_covariance

class x3cflux.compute_free_parameter_covariance(simulator, mle: ndarray)

Bases:

Compute asymptotic free parameter covariance from maximum likelihood theory.

The algorithm used to invert the Fisher information is stable with regard to non-identifiable parameters.

Parameters:

  • simulator (Simulator) – Labeling simulator used to evaluate the Hessian/Fisher information matrix.

  • mle (numpy.ndarray) – Maximum likelihood estimator of the free parameters.

Returns:

  • numpy.ndarray – Covariance matrix estimate.

  • numpy.ndarray – Indices of non-identifiable parameters.