I am running a 4 parameter fit using TMinuit. One of the things I am interested in is the values of the correlation coefficients. Currently they are just getting printed to screen at the end of the fit.
I have found that I can get the global coefficients by accessing fGlobcc but this does not seem to contain any other data. I also found I can get the covariance matrix by using the mnemat method but this is not what I want either.
Does anyone know how to access the correlation coefficients? I have pasted the output of the fitting program, I want access to the 4x4 symetric coefficient matrix at the bottom.
COVARIANCE MATRIX CALCULATED SUCCESSFULLY
FCN=17131.4 FROM MIGRAD STATUS=CONVERGED 115 CALLS 116 TOTAL
EDM=0.000148353 STRATEGY= 1 ERROR MATRIX ACCURATE
EXT PARAMETER STEP FIRST
NO. NAME VALUE ERROR SIZE DERIVATIVE
1 Ap 1.98754e-01 9.47457e-02 1.96971e-03 -4.40392e-01
2 Al 5.03658e-01 9.86247e-02 4.96715e-03 1.53630e-01
3 deltaG 1.79035e-01 3.91573e-02 1.11313e-03 3.44536e-01
4 gammaS 4.26888e-01 2.33252e-02 4.32256e-04 2.24381e+00
5 deltaM 1.64500e+01 constant
6 phiS 4.00000e-02 constant
7 delta1 0.00000e+00 constant
8 delta2 3.14159e+00 constant
EXTERNAL ERROR MATRIX. NDIM= 25 NPAR= 4 ERR DEF=1
8.977e-03 4.594e-03 -3.052e-03 2.036e-03
4.594e-03 9.727e-03 -9.456e-04 7.094e-04
-3.052e-03 -9.456e-04 1.533e-03 -8.176e-04
2.036e-03 7.094e-04 -8.176e-04 5.441e-04
PARAMETER CORRELATION COEFFICIENTS
NO. GLOBAL 1 2 3 4
1 0.94699 1.000 0.492 -0.823 0.921
2 0.61991 0.492 1.000 -0.245 0.308
3 0.89587 -0.823 -0.245 1.000 -0.895
4 0.95705 0.921 0.308 -0.895 1.000