Mercurial > hg > octave-lyh
diff scripts/signal/diffpara.m @ 3449:858695b3ed62
[project @ 2000-01-18 04:08:59 by jwe]
author | jwe |
---|---|
date | Tue, 18 Jan 2000 04:09:14 +0000 |
parents | f8dde1807dee |
children | e031284eea27 |
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--- a/scripts/signal/diffpara.m +++ b/scripts/signal/diffpara.m @@ -14,22 +14,26 @@ ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. -## usage: [d, D] = diffpara (X [, a [, b]]) -## -## Returns the estimator d for the differencing parameter of an +## -*- texinfo -*- +## @deftypefn {Function File} {[@var{d}, @var{D}]} = diffpara (@var{x}, @var{a}, @var{b}) +## Return the estimator @var{d} for the differencing parameter of an ## integrated time series. ## -## The frequencies from [2*pi*a/T, 2*pi*b/T] are used for the -## estimation. If b is omitted, the interval [2*pi/T, 2*pi*a/T] is used, -## if both b and a are omitted then a = 0.5 * sqrt(T) and b = 1.5 * -## sqrt(T) is used, where T is the sample size. If X is a matrix, the -## differencing parameter of every single column is estimated. +## The frequencies from @code{[2*pi*@var{a}/@var{T}, +## 2*pi*@var{b}/@var{T}]} are used for the estimation. If @var{b} is +## omitted, the interval @code{[2*pi/@var{T}, 2*pi*@var{a}/@var{T}]} is +## used. If both @var{b} and @var{a} are omitted then @code{@var{a} = +## 0.5 * sqrt(@var{T})} and @code{@var{b} = 1.5 * sqrt(@var{T})} is +## used, where @var{T} is the sample size. If @var{x} is a matrix, the +## differencing parameter of each column is estimated. ## -## D contains the estimators for all frequencies in the intervals -## described above, d is simply mean(D). +## The estimators for all frequencies in the intervals +## described above is returned in @var{D}. The value of @var{d} is +## simply the mean of @var{D}. ## ## Reference: Brockwell, Peter J. & Davis, Richard A. Time Series: -## Theory and Methods Springer 1987 +## Theory and Methods Springer 1987. +## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Estimate the fractional differencing parameter @@ -37,7 +41,7 @@ function [d, D] = diffpara (X, a, b) if ((nargin < 1) || (nargin > 3)) - usage ("[d [, D]] = diffpara (X [, a [, b]])"); + usage ("[d, D] = diffpara (X, a, b)"); else if is_vector (X) n = length (X);