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annotate scripts/signal/autoreg_matrix.m @ 11188:4cb1522e4d0f

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Use function handle as input to cellfun, rather than quoted function name or anonymous function wrapper.
author Rik <octave@nomad.inbox5.com>
date Wed, 03 Nov 2010 17:20:56 -0700
parents a1dbe9d80eee
children 1740012184f9
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1 ## Copyright (C) 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2005, 2006,
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2 ## 2007 Kurt Hornik
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3 ##
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4 ## This file is part of Octave.
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5 ##
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6 ## Octave is free software; you can redistribute it and/or modify it
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7 ## under the terms of the GNU General Public License as published by
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8 ## the Free Software Foundation; either version 3 of the License, or (at
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9 ## your option) any later version.
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10 ##
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11 ## Octave is distributed in the hope that it will be useful, but
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12 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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14 ## General Public License for more details.
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15 ##
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16 ## You should have received a copy of the GNU General Public License
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17 ## along with Octave; see the file COPYING. If not, see
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18 ## <http://www.gnu.org/licenses/>.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} autoreg_matrix (@var{y}, @var{k})
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22 ## Given a time series (vector) @var{y}, return a matrix with ones in the
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23 ## first column and the first @var{k} lagged values of @var{y} in the
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24 ## other columns. I.e., for @var{t} > @var{k}, @code{[1,
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25 ## @var{y}(@var{t}-1), @dots{}, @var{y}(@var{t}-@var{k})]} is the t-th row
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26 ## of the result. The resulting matrix may be used as a regressor matrix
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27 ## in autoregressions.
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28 ## @end deftypefn
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29
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30 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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31 ## Description: Design matrix for autoregressions
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32
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33 function X = autoreg_matrix (y, k)
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34
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35 if (nargin != 2)
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36 print_usage ();
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37 endif
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38
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39 if (! (isvector (y)))
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40 error ("autoreg_matrix: y must be a vector");
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41 endif
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42
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43 T = length (y);
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44 y = reshape (y, T, 1);
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45 X = ones (T, k+1);
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46 for j = 1 : k;
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47 X(:, j+1) = [(zeros (j, 1)); y(1:T-j)];
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48 endfor
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49
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50 endfunction