


HIT_LSCOV Call to MatLab lscov.m in two different ways if Matlab <14 or >=14 ------------------------------------------------------------------------- DESCRIPTION ------------------------------------------------------------------------- [x,stdx,mse,S] =hit_lscov(A,b,V) ------------------------------------------------------------------------- INPUT ------------------------------------------------------------------------- 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)). ------------------------------------------------------------------------- OUTPUT ------------------------------------------------------------------------- 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))
