www.gusucode.com > mbcmodels 工具箱 matlab 源码程序 > mbcmodels/@xregtwostage/RFcovupdate.m
function TS= RFcovupdate(TS) % RFCOVUPDATE % Copyright 2000-2004 The MathWorks, Inc. and Ford Global Technologies, Inc. D= cov(TS); for i=1:length(TS.Global) % change variance estimate in global models [ri,s2,df]= var(TS.Global{i}); if s2~=0 ri= ri*sqrt(D(i,i)/s2); TS.Global{i}= var(TS.Global{i},ri,D(i,i),df); end if (DatumType(TS.Local)==1 | DatumType(TS.Local)==2) & ~RFstart(TS.Local) TS.datum= TS.Global{1}; end end