I have some fits where the parameters are often correlated, but it’s not always obvious in advance which parameters are going to have high correlations. When this happens, I wanted to pick which of them to fix (to improve fit stability/convergence) by checking which had the higher global correlation.
If I understand your explanation, you cannot correct the global correlations from MINUIT because they do not comprise a correctable matrix, but couldn’t you just calculate corrected global correlations from the corrected matrix? From page 356 of the original paper, the global correlation coefficients are defined as
\rho_k^2 = 1 - [V_{kk} * (V^{-1})_{kk}]^{-1},
so couldn’t you just define the corrected correlation coefficients as
(\rho_{corr})_k^2 = 1 - [(V_{corr})_{kk} * (V_{corr}^{-1})_{kk}]^{-1}
? Or does the formula break down in that case?
(In any case, yes, a sensible error would be nice. By the way, it would be nice if the SumW2Error-corrected errors and correlations were printed, not just the uncorrected ones–it’s disorienting that the stored errors differ from the printed ones.)