function [Omega] = spm_get_omega (p,d,w_cov,xtx) % Get expected error of MAR model % FORMAT [Omega] = spm_get_omega (p,d,w_cov,xtx) % % p Number of time lags % d Dimension of time series % w_cov Uncertainty in MAR coefficients % xtx X'X where X is design matrix (ie. from lagged data) % % Omega Expected error %___________________________________________________________________________ % Copyright (C) 2008 Wellcome Trust Centre for Neuroimaging % Will Penny % $Id: spm_get_omega.m 1143 2008-02-07 19:33:33Z spm $ Omega=zeros(d,d); % Submatrix size s=p*d; for di=1:d, for dj=di:d, istart=1+(di-1)*s; istop=istart+s-1; jstart=1+(dj-1)*s; jstop=jstart+s-1; w_cov_i_j=w_cov(istart:istop,jstart:jstop); Omega(di,dj)=trace(w_cov_i_j*xtx); end end Omega = Omega+Omega'-diag(diag(Omega));