Need error estimates for off-diag elements of cov. matrix

Dear ROOTers,

TH2 class has these member functions:


(of course, GetCovariance and GetRMSError would be sufficient to get all the rest of the info),

however, I haven’t found how to get info for (the equivalents of non-existent)


as there are no such member functions.

Is there a way to do this in ROOT (I know how to do this by hand, of course)?

If there is currently no such functionality in ROOT, in my opinion,
it would be a very useful addition (so one can estimate how
significant a seemingly non-zero correlation between two variables
in a particular set of data points might actually be).

could experts please comment on this or/and help?




GetCovarianceError and GetCorrelationFactorError are not currently present in ROOT. I agree they could be useful as we have now GetRMSError, although the error calculation is correct only in the approximation the distributions are normal.

Please let me know if you want to contribute by implementing these functions. We would add them in the next release.

Best Regards