1 ## Copyright (C) 2011 Olaf Till <olaf.till@uni-jena.de>
3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 3 of the License, or
6 ## (at your option) any later version.
8 ## This program is distributed in the hope that it will be useful,
9 ## but WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
11 ## GNU General Public License for more details.
13 ## You should have received a copy of the GNU General Public License
14 ## along with this program; If not, see <http://www.gnu.org/licenses/>.
16 function hook = __covd_wls__ (hook)
22 error ("guessing covariance-matrix of residuals for weighted least squares requires at least one more residual than free parameters");
26 res = hook.residuals(:);
30 hook.covd = diag (res.' * diag (w2) * res / (m - n) ./ w2);