scaling of the covariance matrix in np.polyfit

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scaling of the covariance matrix in np.polyfit

Andreas Nußbaumer
Hi,

as previously discussed on the mailing list
http://numpy-discussion.10968.n7.nabble.com/Inconsistent-results-for-the-covariance-matrix-between-scipy-optimize-curve-fit-and-numpy-polyfit-td45582.html
and listed in the issude https://github.com/numpy/numpy/issues/11196
there is no-standard factor to the scaling of the covariance matrix in
np.polyfit.  A while ago, I posted the pull request
https://github.com/numpy/numpy/pull/11197 that removes the
non-standard factor and introduces an option to give out the unscaled
covariance. After an inital review by Marten van Kerkwijk, the only
problem left was the question about the api. I have not heard back in
while and was wondering whether there is still interest in this PR.

Greetings
Andreas
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