Exercise "Least-squares fit"
- Make a function that fits a given data-set [xi,
yi, σi], i=1..n, with a linear combination
of given functions [fk(x)], k=1..m. The function
must return the vector of coefficients and the covariance matrix.
- Make a linear fit to e.g. the following data (or any other data)
xi = i+1/2, yi = i + cos(2i),
σi = 1+sin2(2i), i=0..10
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- Make some other interesting fits, e.g. investigate how reasonable
the errors on the fitting coefficients are.