Home > hit > auxiliary > hit_lscov.m

hit_lscov

PURPOSE ^

HIT_LSCOV Call to MatLab lscov.m in two different ways if Matlab <14 or >=14

SYNOPSIS ^

function [x,stdx,mse,S] =hit_lscov(A,b,V)

DESCRIPTION ^

HIT_LSCOV Call to MatLab lscov.m in two different ways if Matlab <14 or >=14

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 DESCRIPTION
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 [x,stdx,mse,S] =hit_lscov(A,b,V)

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 INPUT
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 The same as lscov: type 'help lscov'. The only difference is that V is
 a vetor of weights (corresponding to the covariance matrix diag(V)).

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 OUTPUT                                                                                                   
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 The same as lscov in Matlab >=14, i.e.

 estimate: X = inv(A'*inv(V)*A)*A'*inv(V)*b
 Mean Squared Error: MSE = b'*(inv(V) - inv(V)*A*inv(A'*inv(V)*A)*A'*inv(V))*b./(M-N)
 estimate covariance: S = inv(A'*inv(V)*A)*MSE
 estimate standard deviation: STDX = sqrt(diag(S))

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:
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