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comparison scripts/signal/diffpara.m @ 6547:4fb053f24fd6

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[project @ 2007-04-19 21:47:40 by jwe]
author jwe
date Thu, 19 Apr 2007 21:47:41 +0000
parents 34f96dd5441b
children 93c65f2a5668
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6546:44a4f68fbd76 6547:4fb053f24fd6
16 ## along with Octave; see the file COPYING. If not, write to the Free 16 ## along with Octave; see the file COPYING. If not, write to the Free
17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
18 ## 02110-1301, USA. 18 ## 02110-1301, USA.
19 19
20 ## -*- texinfo -*- 20 ## -*- texinfo -*-
21 ## @deftypefn {Function File} {[@var{d}, @var{dd}]} = diffpara (@var{x}, @var{a}, @var{b}) 21 ## @deftypefn {Function File} {[@var{d}, @var{dd}] =} diffpara (@var{x}, @var{a}, @var{b})
22 ## Return the estimator @var{d} for the differencing parameter of an 22 ## Return the estimator @var{d} for the differencing parameter of an
23 ## integrated time series. 23 ## integrated time series.
24 ## 24 ##
25 ## The frequencies from @math{[2*pi*a/t, 2*pi*b/T]} are used for the 25 ## The frequencies from @math{[2*pi*a/t, 2*pi*b/T]} are used for the
26 ## estimation. If @var{b} is omitted, the interval 26 ## estimation. If @var{b} is omitted, the interval