- intcpt_coef -= gsl_matrix_get (q, i, j)
- * linreg_get_indep_variable_mean (l, j);
+ double tmp = linreg_get_indep_variable_mean (l, i);
+ l->intercept -= l->coeff[i] * tmp;
+ intercept_variance += tmp * tmp * gsl_matrix_get (q, i, i);
+ }
+
+ /* Covariances related to the intercept. */
+ intercept_variance += linreg_mse (l) / linreg_n_obs (l);
+ gsl_matrix_set (l->cov, 0, 0, intercept_variance);
+ for (i = 0; i < q->size1; i++)
+ {
+ for (j = 0; j < q->size2; j++)
+ {
+ intcpt_coef -= gsl_matrix_get (q, i, j)
+ * linreg_get_indep_variable_mean (l, j);
+ }
+ gsl_matrix_set (l->cov, 0, i + 1, intcpt_coef);
+ gsl_matrix_set (l->cov, i + 1, 0, intcpt_coef);
+ intcpt_coef = 0.0;