X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Funscale_parameters.m;fp=octave_packages%2Feconometrics-1.0.8%2Funscale_parameters.m;h=0fcc16fc38e927057f9fd0b4cd8394ea985cf4cd;hb=f5f7a74bd8a4900f0b797da6783be80e11a68d86;hp=0000000000000000000000000000000000000000;hpb=1705066eceaaea976f010f669ce8e972f3734b05;p=CreaPhase.git diff --git a/octave_packages/econometrics-1.0.8/unscale_parameters.m b/octave_packages/econometrics-1.0.8/unscale_parameters.m new file mode 100644 index 0000000..0fcc16f --- /dev/null +++ b/octave_packages/econometrics-1.0.8/unscale_parameters.m @@ -0,0 +1,39 @@ +# Copyright (C) 2003,2004 Michael Creel +# +# This program is free software; you can redistribute it and/or modify +# it under the terms of the GNU General Public License as published by +# the Free Software Foundation; either version 2 of the License, or +# (at your option) any later version. +# +# This program is distributed in the hope that it will be useful, +# but WITHOUT ANY WARRANTY; without even the implied warranty of +# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the +# GNU General Public License for more details. +# +# You should have received a copy of the GNU General Public License +# along with this program; If not, see . + +# Unscales parameters that were estimated using scaled data +# primarily for use by BFGS +function [theta_us, vartheta_us] = unscale_parameters(theta, vartheta, scalecoefs); + k = rows(theta); + A = scalecoefs {1}; + b = scalecoefs {2}; + + kk = rows(b); + B = zeros(kk-1,kk); + B = [b'; B]; + + C = A + B; + + # allow for parameters that aren't associated with x + if (k > kk) + D = zeros(kk, k - kk); + C = [C, D; D', eye(k - kk)]; + endif; + + + + theta_us = C*theta; + vartheta_us = C * vartheta * C'; +endfunction