www.gusucode.com > mbcmodels 工具箱 matlab 源码程序 > mbcmodels/@xreglinear/vif.m

    function v=vif(m)
%xreglinear/VIF   Partial VIFs
%   v=VIF(m) calculates Partial VIF for model
%
%
%   Calls COV and COV2CORR

%  Copyright 2000-2004 The MathWorks, Inc. and Ford Global Technologies, Inc.




v=cov(m);
[s v]=xregcov2corr(v);
if all(m.Store.X(:,1)==1)
   v=v(2:end,2:end);
end
ind=~eye(size(v));
v(ind)=1./(1-v(ind).^2);
v(~ind)=inf;