Mercurial > hg > octave-nkf
annotate scripts/signal/fractdiff.m @ 11472:1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
| author | Rik <octave@nomad.inbox5.com> |
|---|---|
| date | Sun, 09 Jan 2011 21:33:04 -0800 |
| parents | eb63fbe60fab |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 8920 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 2000, 2002, 2005, 2007, 2009 |
| 7017 | 2 ## Friedrich Leisch |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3191 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3191 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3191 | 19 |
| 3449 | 20 ## -*- texinfo -*- |
| 21 ## @deftypefn {Function File} {} fractdiff (@var{x}, @var{d}) | |
| 3499 | 22 ## Compute the fractional differences @math{(1-L)^d x} where @math{L} |
| 23 ## denotes the lag-operator and @math{d} is greater than -1. | |
| 3449 | 24 ## @end deftypefn |
| 3426 | 25 |
| 3457 | 26 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
| 27 ## Description: Compute fractional differences | |
| 3426 | 28 |
| 3191 | 29 function retval = fractdiff (x, d) |
| 3426 | 30 |
| 7125 | 31 if (nargin != 2) |
| 32 print_usage (); | |
| 33 endif | |
| 34 | |
| 3191 | 35 N = 100; |
| 3426 | 36 |
| 4030 | 37 if (! isvector (x)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
38 error ("fractdiff: X must be a vector"); |
| 3191 | 39 endif |
| 3426 | 40 |
| 4030 | 41 if (! isscalar (d)) |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
42 error ("fractdiff: D must be a scalar"); |
| 3191 | 43 endif |
| 3426 | 44 |
| 45 | |
| 3191 | 46 if (d >= 1) |
| 47 for k = 1 : d | |
| 48 x = x(2 : length (x)) - x(1 : length (x) - 1); | |
| 49 endfor | |
| 50 endif | |
| 3426 | 51 |
| 3191 | 52 if (d > -1) |
| 3426 | 53 |
| 3191 | 54 d = rem (d, 1); |
| 3426 | 55 |
| 3191 | 56 if (d != 0) |
| 57 n = (0 : N)'; | |
| 58 w = real (gamma (-d+n) ./ gamma (-d) ./ gamma (n+1)); | |
| 59 retval = fftfilt (w, x); | |
| 60 retval = retval(1 : length (x)); | |
| 61 else | |
| 62 retval = x; | |
| 63 endif | |
| 3426 | 64 |
| 3191 | 65 else |
|
11472
1740012184f9
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents:
8920
diff
changeset
|
66 error ("fractdiff: D must be > -1"); |
| 3426 | 67 |
| 3191 | 68 endif |
| 3426 | 69 |
| 3191 | 70 endfunction |