# Copyright (C) 2003,2004 Michael Creel <michael.creel@uab.es> # # 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 <http://www.gnu.org/licenses/>. # 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 = nth(scalecoefs, 1); b = nth(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

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