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comparison scripts/signal/fractdiff.m @ 3499:3e3e14ad5149

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[project @ 2000-01-31 05:18:07 by jwe]
author jwe
date Mon, 31 Jan 2000 05:18:13 +0000
parents e031284eea27
children 38c61cbf086c
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3498:e391aeef2b3c 3499:3e3e14ad5149
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## -*- texinfo -*- 17 ## -*- texinfo -*-
18 ## @deftypefn {Function File} {} fractdiff (@var{x}, @var{d}) 18 ## @deftypefn {Function File} {} fractdiff (@var{x}, @var{d})
19 ## Compute the fractional differences @code{(1-@var{L})^@var{d} * @var{x}} 19 ## Compute the fractional differences @math{(1-L)^d x} where @math{L}
20 ## where @var{L} denotes the lag-operator and @var{d} is greater than -1. 20 ## denotes the lag-operator and @math{d} is greater than -1.
21 ## @end deftypefn 21 ## @end deftypefn
22 22
23 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> 23 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
24 ## Description: Compute fractional differences 24 ## Description: Compute fractional differences
25 25