Correlation between parameters for non-linear models

The correlation matrix, C, can also be calculated for non-linear models by using the Jacobian / instead of the X-matrix. This results in the following equation  

In the same way as for the linear case, each component in the C-matrix is always in the -1 to 1 range. There is no correlation between the parameters if = 0. However, if the correlation is close to 1 or -1, the parameters are highly correlated. 

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