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unscale_parameters.m    40 lines (32 with data), 1.2 kB

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# 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 = 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