Possible inconsistency in gsl_multifit_covar

[Brian Gough]

Giulio Bottazzi writes:
 > I've noticed that the matrix returned by the
 > function "gsl_multifit_covar" is defined as
 > 
 > (J^T J)^{-1}
 > 
 > 
 > Now the problem is that this matrix IS NOT the
 > (approximated) estimated variance-covariance matrix of the asymptotic
 > normal distribution of the estimates. This should indeed be defined as
 > 
 > \sigma^2 (J^T J)^{-1}
 > 

Hello,

The multifit functions are a translation of the corresponding MINPACK
routines, which defined 'covar' as in GSL.  In MINPACK the definition
of J includes a factor of sigma 

  J_ij = dF_i/dx_j
  F_i = (y_i-y(x))/sigma_i

Does this account for the difference above?

-- 
Brian Gough