Function Reference
— Function File: [beta, v, r] = gls (y, x, o)

Generalized least squares estimation for the multivariate model where

Each row of y and x is an observation and each column a variable. The return values beta, v, and r are defined as follows.

beta
The GLS estimator for b.
v
The GLS estimator for s^2.
r
The matrix of GLS residuals, r = y - x beta.