bugGNU Octave - Bugs: bug #52751, The gls script for generalized...


bug #52751: The gls script for generalized least squares fails when SIGMA is computed.

Submitted by:  Dan Sebald <sebald>
Submitted on:  Thu 28 Dec 2017 06:25:47 AM UTC  
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Unexpected Error
Status:  None Assigned to:  None
Originator Name:  Open/Closed:  Open
Release:  dev Operating System:  Any

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Thu 28 Dec 2017 06:25:47 AM UTC, original submission:

The following illustrates how the routine gls.m fails when the second output is desired:

resulting in

However, the routine completes if there is only the first output computed, i.e.,

The issue is that the gls.m routine is mistakenly using the variable 'r' for two things, the rank and the residuals. Here is a diff hunk to fix it, and I will post a changeset after thinking about this a bit because I'm wondering what to do in the case the observation length minus rank is zero ((rx*cy - rnk) = 0 ... probably isn't very likely).

Dan Sebald <sebald>


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