Documentation of th2par

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Function Synopsis

[par,P,lam]=th2par(th);

Help text

TH2PAR converts the theta-format to parameters and covariance matrix.
   [PAR,P,LAM] = TH2PAR(TH)

   TH: The model defined in the THETA-format (see also THETA).

   PAR: The parameter vector in THETA (nominal or estimated
        values of the free parameters)
   P:   The covariance matrix of the estimated parameters
   LAM: The variance (covariance matrix) of the innovations

Cross-Reference Information

This function calls	This function is called by
isthss	eta2ss fixpar idmodred idsim idsimsd idsimss iduicalc iduiinsm pe pemss predicts presenta presents th2arx th2ff th2ss th2zp thc2thd thd2thc thss2th trfss trfsssd unfixpar zp

Listing of function th2par

function [par,P,lam]=th2par(th);

%   L. Ljung 10-2-90
%   Copyright (c) 1986-98 by The MathWorks, Inc.
%   $Revision: 2.3 $  $Date: 1997/12/02 03:41:47 $

if nargin<1
  disp('Usage: [PARs,PAR_COV_MATRIX,NOISE_COV_MATRIX] = TH2PAR(TH)')
  return
end
[nr,nc]=size(th);
if isthss(th), nd=th(1,5);else nu=th(1,3);
nd=th(1,4)+sum(th(1,5:4+nu))+th(1,5+nu)+th(1,6+nu)+sum(th(1,7+nu:6+2*nu));end

par=th(3,1:nd);

if nr>=3+nd,P=th(4:3+nd,1:nd);else P=[];end
if isthss(th), rarg=th(1,6);
lam=th(4+nd+rarg:nr,1:th(1,4)); else lam=th(1,1);end