给定函数形式进行拟合,得出参数取值95%的置信区间

import numpy as np
from scipy.optimize import curve_fit
from scipy.stats.distributions import t as t_distribution

def fun_fit(fun, xdata, ydata):
    '''
    import numpy as np
    from scipy.optimize import curve_fit
    from scipy.stats.distributions import t as t_distribution
    '''
    pars, pcov = curve_fit(fun,xdata,ydata)

    n = len(ydata)
    p = len(pars)

    alpha = 0.05
    dof = n - p

    tval = t_distribution.ppf(1.-alpha/2.,dof)

    sigma = np.sqrt(np.diag(pcov))
    for i in range(p):#fun()里的参数顺序,95%置信区间
        print('p{0}: {1:5.3f} [{2:5.3f}  {3:5.3f}]'\
             .format(i,pars[i],
                    pars[i]-sigma[i]*tval,
                    pars[i]+sigma[i]*tval))

def fun(x,A,b):
    return A*x+b

x = [1 ,2, 3 ]
y = [2 ,4, 6 ]

fun_fit(fun,x,y)

p0: 2.000 [2.000 2.000]
p1: -0.000 [-0.000 -0.000]