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The structure of Covariance Matrix from Fit Results

Hi all,

Is that the layout of the covariance matrix we actually create when we use these lines in fitting? This picture is for the function with 9 paremeters.

TFitResultPtr r_total = h1->Fit(total, “LRS”);
TMatrixD c_total = r_total->GetCovarianceMatrix();

If the answer is YES, then why I can’t get the same result when I use parameter errors directly from root to create my own matrix in excel in this manner?

It seems to me that Cov(X, Y) = sigma_X * sigma_Y * rho_X_Y, so your Excel table is only valid when the correlation coefficient rho_X_Y = 1 (i.e., when “X” and “Y” are perfectly correlated). Obviously, rho_X_X = 1 (always), so your diagonal elements are always correct.

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