Hi list,
I'm looking for some curve fitting tools. In High Energy Physics, we're using the MINUIT library for pretty much everything.
One nice feature is that it calculates errors on the fitted distribution parameters per default.
It does that by changing the parameters such that the likelihood value changes by 0.5 (or a chi2 value by 1, if you use least squares minimization).
Is there something like that in Julia?
I'm seeing fit_mle in Distributions.jl, but that doesn't seem to compute the error on the parameters.
How do people here compute the uncertainties on those parameters?