% calib -- calibrate x' from y' given regression of y on x function [xprime, xprimecdf] = calib(yprime, beta, Sigmabeta, s2, df, xord) % [xprime, xprimecdf] = calib(yprime, beta, Sigmabeta, s2, df, xord, m) % yprime ~ n x 1 = proxy values for reconstruction % beta ~ 2 x 1 = regression coefficients of y on x from calibration: % y = beta(1) + beta(2) * x + epsilon % Sigmabeta ~ 2 x 2 = point estimate of Cov(beta), adjusted appropriately % for serial correlation etc. % s2 = estimated variance of regression errors epsilon % df = DOF from calibration regression % xord ~ 1 x h = x ordinates at which cdf of x' will be evaluated % xprime ~ n x 1 = recon point estimates = (y - beta(1)) / beta(2) % xprimecdf ~ n x h = posterior cdf of xprime. h = size(xord, 2); n = size(yprime, 1); xprime = (yprime - beta(1)) / beta(2); xprimecdf = NaN(n, h); Sigma = Sigmabeta; Sigma(1, 1) = Sigma(1, 1) + s2; Sigma(1, 2) = -Sigma(1, 2); Sigma(2, 1) = Sigma(1, 2); for i = 1:n mu = [yprime(i) - beta(1); beta(2)]; xprimecdf(i, :) = r2tcdf(xord', mu, Sigma, df)'; end % end of calib