Mercurial > hg > octave-lyh
diff scripts/signal/spectral_adf.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
---|---|
date | Thu, 13 Jan 2000 08:40:53 +0000 |
parents | 89405d9a9b0b |
children | 858695b3ed62 |
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--- a/scripts/signal/spectral_adf.m +++ b/scripts/signal/spectral_adf.m @@ -1,37 +1,37 @@ ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch -## +## ## This program is free software; you can redistribute it and/or modify ## it under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 2, or (at your option) ## any later version. -## +## ## This program is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU -## General Public License for more details. -## +## General Public License for more details. +## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: retval = spectral_adf (c, [win, [b]]) -## +## ## Returns the spectral density estimator. ## c ....... vector of autocovariances (starting at lag 0) ## win ..... window name, eg. "triangle" or "rectangle" ## spectral_adf searches for a function called win_lw () ## b ....... bandwidth -## +## ## If win is omitted, the triangle window is used as default. ## If b is omitted, 1 / sqrt( length (c)) is used as default. - + ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Spectral density estimation - + function retval = spectral_adf (c, win, b) - + cr = length (c); - + if (columns (c) > 1) c=c'; endif @@ -46,16 +46,16 @@ win = [win, "_lw"]; w = feval (win, cr, b); endif - + c = c .* w; - + retval = 2 * real (fft (c)) - c(1); retval = [(zeros (cr, 1)), retval]; retval(:, 1) = (0 : cr-1)' / cr; - + endfunction - - - + + +