I have performed a function minimization using Python scipy.optimize.least_squares.
The function minimized is a chi-squared function.
solution = scipy.optimize.least_squares(optimize_function, x0, method='lm', \
ftol=1.0e-8, xtol=1.0e-8, \
max_nfev=1000000, args=(bin_midpoints, hist_data))
The residuals can be obtianed via solution.fun. Calculating the chi-squared value using the residuals leads to the same result as
2.0 * solution.cost
As a next step, I am trying to calculate a P-Value from this chi-square value.
In similar libraries which I have used previously, the "p-value" is typically provided somewhere in the output.
Looking at the docs, I don't see anything obvious which might be a P-Value in the value returned by least_squares.
Do I have to calculate it manually, perhaps using some other Python library?