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curve_fit.jl: fix #255 #256

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curve_fit.jl: fix #255 #256

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15 changes: 4 additions & 11 deletions src/curve_fit.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -256,17 +256,10 @@ end
function StatsAPI.vcov(fit::LsqFitResult)
# computes covariance matrix of fit parameters
J = fit.jacobian

if isempty(fit.wt)
r = fit.resid

# compute the covariance matrix from the QR decomposition
Q, R = qr(J)
Rinv = inv(R)
covar = Rinv * Rinv' * mse(fit)
else
covar = inv(J' * J)
end
# compute from the QR decomposition of the Jacobian
Q, R = qr(J)
Rinv = inv(R)
covar = Rinv * Rinv' * mse(fit)

return covar
end
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