Mercurial > octave-nkf
diff scripts/statistics/base/lscov.m @ 19631:db92e7e28e1f
strip trailing whitespace from most source files
* NEWS, doc/interpreter/contributors.in, doc/interpreter/func.txi,
doc/interpreter/genpropdoc.m, doc/interpreter/octave_logo.eps,
doc/interpreter/plot.txi, doc/interpreter/stmt.txi,
examples/data/Makefile.am, libinterp/corefcn/data.cc,
libinterp/corefcn/debug.cc, libinterp/corefcn/error.cc,
libinterp/corefcn/file-io.cc, libinterp/corefcn/gl-render.cc,
libinterp/corefcn/graphics.cc, libinterp/corefcn/graphics.in.h,
libinterp/corefcn/load-path.cc, libinterp/corefcn/pr-output.cc,
libinterp/corefcn/pt-jit.cc, libinterp/corefcn/strfind.cc,
libinterp/corefcn/toplev.cc, libinterp/corefcn/toplev.h,
libinterp/corefcn/urlwrite.cc, libinterp/corefcn/variables.cc,
libinterp/octave-value/ov-classdef.cc,
libinterp/octave-value/ov-classdef.h, libinterp/octave.cc,
libinterp/parse-tree/lex.h, libinterp/parse-tree/oct-parse.in.yy,
libinterp/parse-tree/pt-classdef.h, liboctave/system/file-ops.cc,
liboctave/system/oct-env.cc, m4/acinclude.m4,
scripts/deprecated/finite.m, scripts/deprecated/fmod.m,
scripts/deprecated/fnmatch.m, scripts/deprecated/luinc.m,
scripts/deprecated/octave_tmp_file_name.m, scripts/deprecated/syl.m,
scripts/deprecated/usage.m, scripts/general/inputParser.m,
scripts/general/interp1.m, scripts/general/interp2.m,
scripts/general/interp3.m, scripts/general/isequal.m,
scripts/general/private/__isequal__.m, scripts/geometry/voronoi.m,
scripts/image/image.m, scripts/image/imshow.m,
scripts/image/ind2rgb.m, scripts/linear-algebra/bandwidth.m,
scripts/linear-algebra/isbanded.m, scripts/miscellaneous/bzip2.m,
scripts/miscellaneous/cast.m, scripts/miscellaneous/copyfile.m,
scripts/miscellaneous/delete.m, scripts/miscellaneous/fullfile.m,
scripts/miscellaneous/getappdata.m, scripts/miscellaneous/gunzip.m,
scripts/miscellaneous/isappdata.m, scripts/miscellaneous/ls.m,
scripts/miscellaneous/mex.m, scripts/miscellaneous/movefile.m,
scripts/miscellaneous/orderfields.m, scripts/miscellaneous/recycle.m,
scripts/miscellaneous/rmappdata.m, scripts/miscellaneous/setfield.m,
scripts/miscellaneous/symvar.m, scripts/miscellaneous/tar.m,
scripts/miscellaneous/tmpnam.m, scripts/miscellaneous/unpack.m,
scripts/miscellaneous/ver.m, scripts/miscellaneous/what.m,
scripts/miscellaneous/xor.m, scripts/miscellaneous/zip.m,
scripts/optimization/fminbnd.m, scripts/optimization/sqp.m,
scripts/path/private/getsavepath.m, scripts/path/savepath.m,
scripts/pkg/pkg.m, scripts/pkg/private/installed_packages.m,
scripts/plot/draw/plotyy.m, scripts/plot/draw/polar.m,
scripts/plot/draw/private/__quiver__.m,
scripts/plot/draw/private/__scatter__.m,
scripts/plot/draw/private/__stem__.m, scripts/plot/draw/surface.m,
scripts/plot/draw/surfnorm.m, scripts/plot/util/copyobj.m,
scripts/plot/util/hgload.m, scripts/plot/util/hgsave.m,
scripts/plot/util/isprop.m, scripts/plot/util/linkprop.m,
scripts/plot/util/private/__go_draw_axes__.m, scripts/set/setdiff.m,
scripts/set/union.m, scripts/signal/periodogram.m,
scripts/sparse/eigs.m, scripts/sparse/ilu.m, scripts/sparse/qmr.m,
scripts/sparse/sprand.m, scripts/sparse/sprandn.m,
scripts/specfun/beta.m, scripts/specfun/ellipke.m,
scripts/specfun/isprime.m, scripts/statistics/base/lscov.m,
scripts/testfun/__run_test_suite__.m, scripts/testfun/test.m:
Strip trailing whitespace.
author | John W. Eaton <jwe@octave.org> |
---|---|
date | Tue, 20 Jan 2015 10:29:54 -0500 |
parents | cc7931e8953d |
children | 4197fc428c7d |
line wrap: on
line diff
--- a/scripts/statistics/base/lscov.m Tue Jan 20 10:24:46 2015 -0500 +++ b/scripts/statistics/base/lscov.m Tue Jan 20 10:29:54 2015 -0500 @@ -20,8 +20,8 @@ ## @deftypefnx {Function File} {[@var{x}, @var{stdx}, @var{mse}, @var{S}] =} lscov (@dots{}) ## ## Compute a generalized linear least squares fit. -## Estimate @var{x} under the model @var{b} = @var{A}@var{x} + @var{w}, -## where the noise @var{w} is assumed to follow a normal distribution +## Estimate @var{x} under the model @var{b} = @var{A}@var{x} + @var{w}, +## where the noise @var{w} is assumed to follow a normal distribution ## with covariance matrix @math{{\sigma^2} V}. ## ## If the size of the coefficient matrix @var{A} is n-by-p, the @@ -55,16 +55,16 @@ if (nargin < 2 || (rows (A) != rows (b))) print_usage (); endif - + n = rows (A); p = columns (A); k = columns (b); - + if (! isempty (V)) if (rows (V) != n || ! any (columns (V) == [1 n])) error ("lscov: V should be a square matrix or a vector with the same number of rows as A"); endif - + if (isvector (V)) ## n-by-1 vector of inverse variances v = diag (sqrt (V)); @@ -81,26 +81,26 @@ [B, lambda] = eig (V); image_dims = (diag (lambda) > 0); B = B(:, image_dims) * sqrt (lambda(image_dims, image_dims)); - end_try_catch + end_try_catch A = B \ A; b = B \ b; endif endif - + pinv_A = pinv (A); #pseudoinverse x = pinv_A * b; - + if (isargout (3)) dof = n - p; #degrees of freedom remaining after fit SSE = sumsq (b - A * x); mse = SSE / dof; endif - + s = pinv_A * pinv_A'; stdx = sqrt (diag (s) * mse); - + if (isargout (4)) if (k == 1) S = mse * s; @@ -150,16 +150,16 @@ %!test %! ## Adapted from example in Matlab documentation -%! x1 = [.2 .5 .6 .8 1.0 1.1]'; -%! x2 = [.1 .3 .4 .9 1.1 1.4]'; -%! X = [ones(size(x1)) x1 x2]; +%! x1 = [.2 .5 .6 .8 1.0 1.1]'; +%! x2 = [.1 .3 .4 .9 1.1 1.4]'; +%! X = [ones(size(x1)) x1 x2]; %! y = [.17 .26 .28 .23 .27 .34]'; %! [b, se_b, mse, S] = lscov(X, y); %! assert(b, [0.1203 0.3284 -0.1312]', 1E-4); %! assert(se_b, [0.0643 0.2267 0.1488]', 1E-4); %! assert(mse, 0.0015, 1E-4); %! assert(S, [0.0041 -0.0130 0.0075; -0.0130 0.0514 -0.0328; 0.0075 -0.0328 0.0221], 1E-4); -%! w = [1 1 1 1 1 .1]'; +%! w = [1 1 1 1 1 .1]'; %! [bw, sew_b, msew] = lscov (X, y, w); %! assert(bw, [0.1046 0.4614 -0.2621]', 1E-4); %! assert(sew_b, [0.0309 0.1152 0.0814]', 1E-4);