# COVARIANCE¶

An optional section that requests PoPy to compute Standard Errors of the `f[X]`

variables, after running a Fit Script.

The COVARIANCE option is only available in a Fit Script or Tut Script. The Tut Script simply passes the COVARIANCE section to the Fit Script. The MFit Script and MTut Script do not currently include this option.

## COVARIANCE Example¶

If you miss out the ‘COVARIANCE’ field, that is equivalent to putting:-

```
COVARIANCE: {NO_COVARIANCE: {}}
```

In the Fit Script and no standard errors are computed.

If you use this setting:-

```
COVARIANCE: {FINITE_DIFF: {}}
```

After the Fit Script outputs the final `f[X]`

estimates, PoPy will compute the standard errors using a similar method to that employed by Nonmem when using the ‘$COVARIANCE’ flag. See Standard Errors for more details.

By default PoPy computes standard errors using only the main `f[X]`

estimates and excludes the variance `f[X]`

.

You can include the variance `f[X]`

using the following setting:-

```
COVARIANCE: {FINITE_DIFF: {var_covariance_flag: True}}
```

This will compute standard error estimates for all `f[X]`

however it will take a long time if you have large variance `f[X]`

matrices in your model. Also note that the standard error estimates will be different if the variances are included in the computation.