How to obtain the Jacobian matrix (or co-variance matrix) from a multi- or global-search
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Using lsqnonlin for non-linear fitting, you can obtain Jacobian matrix in the output:
[x,resnorm,residual,exitflag,output,lambda,jacobian] = lsqnonlin(___)
I however used multistart with lsqnonlin to avoid local minima. On contrary, the command run which is needed to do a multisearch with lsqnonlin (see here ) dos not provide Jacobian as an output. Any suggestion how can I get it? I need it to determine the confidence intervals for the estimated parameters.
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Accepted Answer
Matt J
on 5 Sep 2017
Edited: Matt J
on 5 Sep 2017
Once you have the solution xsol using multistart, just run lsqnonin without multistart and with xsol as the initial guess. If xsol was a solution, it should stop in a single iteration (or you can force it to) and the output should be the finite difference Jacobian at that point.
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