# HG changeset patch # User Michael Creel # Date 1301405791 21600 # Node ID 17997376291bcf74af3ca1159ded8023ddd0d332 # Parent 39ca02387a320fade9682082c841eb2cdb6a3eb7 Fix variable name clash in ols.m diff -r 39ca02387a32 -r 17997376291b scripts/ChangeLog --- a/scripts/ChangeLog Mon Mar 28 16:38:13 2011 -0700 +++ b/scripts/ChangeLog Tue Mar 29 07:36:31 2011 -0600 @@ -1,3 +1,8 @@ +2011-03-29 Michael Creel + + * statistics/base/ols.m: Fix erroneous degrees of freedom when + computing the covariance estimator. + 2011-03-28 Rik * linear-algebra/cross.m, plot/ishold.m, signal/fftfilt.m: Improve diff -r 39ca02387a32 -r 17997376291b scripts/statistics/base/ols.m --- a/scripts/statistics/base/ols.m Mon Mar 28 16:38:13 2011 -0700 +++ b/scripts/statistics/base/ols.m Tue Mar 29 07:36:31 2011 -0600 @@ -101,9 +101,9 @@ endif z = x' * x; - r = rank (z); + rnk = rank (z); - if (r == nc) + if (rnk == nc) beta = inv (z) * x' * y; else beta = pinv (x) * y; @@ -113,7 +113,7 @@ r = y - x * beta; endif if (isargout (2)) - sigma = r' * r / (nr - r); + sigma = r' * r / (nr - rnk); endif endfunction