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1 ## Copyright (C) 1995, 1996 Kurt Hornik |
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2 ## |
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3 ## This program is free software; you can redistribute it and/or modify |
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4 ## it under the terms of the GNU General Public License as published by |
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5 ## the Free Software Foundation; either version 2, or (at your option) |
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6 ## any later version. |
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7 ## |
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8 ## This program is distributed in the hope that it will be useful, but |
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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11 ## General Public License for more details. |
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12 ## |
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13 ## You should have received a copy of the GNU General Public License |
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14 ## along with this file. If not, write to the Free Software Foundation, |
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. |
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16 |
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17 ## usage: detrend (x [, p]) |
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18 ## |
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19 ## If x is a vector, detrend (x, p) removes the best fit of a |
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20 ## polynomial of order p from the data x. |
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21 ## |
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22 ## If x is a matrix, detrend (x, p) does the same for each column. |
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23 ## |
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24 ## If p is not specified, p = 1 is used, i.e., a linear trend is |
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25 ## removed. |
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26 |
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27 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> |
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28 ## Created: 11 October 1994 |
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29 ## Adapted-By: jwe |
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30 |
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31 function y = detrend (x, p) |
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32 |
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33 if (nargin == 1) |
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34 p = 1; |
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35 elseif (nargin == 2) |
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36 if (! (is_scalar (p) && p == round (p) && p >= 0)) |
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37 error ("detrend: p must be a nonnegative integer"); |
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38 endif |
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39 else |
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40 usage ("detrend (x [, p])"); |
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41 endif |
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42 |
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43 [m, n] = size (x); |
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44 if (m == 1) |
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45 x = x'; |
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46 endif |
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47 |
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48 r = rows (x); |
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49 b = ((1 : r)' * ones (1, p + 1)) .^ (ones (r, 1) * (0 : p)); |
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50 y = x - b * (b \ x); |
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51 |
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52 if (m == 1) |
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53 y = y'; |
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54 endif |
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55 |
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56 endfunction |
