/usr/share/octave/packages/optim-1.4.1/private/__covd_wls__.m is in octave-optim 1.4.1-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 | ## Copyright (C) 2013 Olaf Till <i7tiol@t-online.de>
##
## 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 3 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 <http://www.gnu.org/licenses/>.
function hook = __covd_wls__ (hook)
m = hook.nm;
n = hook.np;
if (m <= n)
error ("guessing covariance-matrix of residuals for weighted least squares requires at least one more residual than free parameters");
endif
w = hook.weights(:);
res = hook.residuals(:);
w2 = w .^ 2;
hook.covd = diag (res.' * diag (w2) * res / (m - n) ./ w2);
endfunction
|