x3cflux.compute_full_parameter_covariance

class x3cflux.compute_full_parameter_covariance(simulator, mle: ndarray)

Computes asymptotic parameter covariance matrix from Maximum Likelihood theory for all parameters. The matrix is based on the asymptotic free parameter covariance matrix. The algorithm 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