Mercurial > octave-nkf
changeset 14341:71efccec5936 stable
* ols.m: Compute rank if needed.
author | Jordi Gutiérrez Hermoso <jordigh@octave.org> |
---|---|
date | Tue, 07 Feb 2012 11:34:55 -0500 |
parents | de99dde50ee1 |
children | 2cd56a5e3a66 |
files | scripts/statistics/base/ols.m |
diffstat | 1 files changed, 8 insertions(+), 0 deletions(-) [+] |
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--- a/scripts/statistics/base/ols.m Tue Feb 07 11:20:29 2012 -0500 +++ b/scripts/statistics/base/ols.m Tue Feb 07 11:34:55 2012 -0500 @@ -121,6 +121,14 @@ r = y - x * beta; endif if (isargout (2)) + + ## z is of full rank, avoid the SVD in rnk + if (p == 0) + rnk = columns (z); + else + rnk = rank (z); + endif + sigma = r' * r / (nr - rnk); endif