Line fits and the use of V_rab
Tue, 05/10/2022 - 05:58 am
I realized that Line fits do not output a covariance matrix even with /M=2, and a correlation coefficient V_rab is given instead. I have a bit trouble wrapping my head around using this correlation coefficient in error propagation. Is the following correct when calculating the error from a multiplication or division of slope and intercept (e.g., a/b):
Wave cw = W_coef
Wave sw = W_sigma
Variable err = sqrt( (sw/cw)^2 + (sw/cw)^2 + 2*(coefCorr*sw*sw)/(cw*cw) )
Here I 'convert' the correlation coefficient into a covariance-like factor by multiplying with sigma. I am not sure if I make a mistake on the order of sqrt() or x^2.
Why I need this? To generate derived values such as the x-intercept of a line in my Super Quick Fit package, of course. ;)