Mercurial > hg > octave-nkf
annotate scripts/signal/detrend.m @ 14138:72c96de7a403 stable
maint: update copyright notices for 2012
author | John W. Eaton <jwe@octave.org> |
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date | Mon, 02 Jan 2012 14:25:41 -0500 |
parents | 984359717d71 |
children | f3d52523cde1 |
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14138
72c96de7a403
maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
parents:
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1 ## Copyright (C) 1995-2012 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
2539 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 13 ## General Public License for more details. |
14 ## | |
2539 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
2539 | 18 |
3381 | 19 ## -*- texinfo -*- |
3367 | 20 ## @deftypefn {Function File} {} detrend (@var{x}, @var{p}) |
21 ## If @var{x} is a vector, @code{detrend (@var{x}, @var{p})} removes the | |
22 ## best fit of a polynomial of order @var{p} from the data @var{x}. | |
3426 | 23 ## |
3367 | 24 ## If @var{x} is a matrix, @code{detrend (@var{x}, @var{p})} does the same |
25 ## for each column in @var{x}. | |
3426 | 26 ## |
3367 | 27 ## The second argument is optional. If it is not specified, a value of 1 |
28 ## is assumed. This corresponds to removing a linear trend. | |
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29 ## |
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30 ## The order of the polynomial can also be given as a string, in which case |
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31 ## @var{p} must be either @t{"constant"} (corresponds to @code{@var{p}=0}) or |
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32 ## @t{"linear"} (corresponds to @code{@var{p}=1}). |
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33 ## @seealso{polyfit} |
3367 | 34 ## @end deftypefn |
2539 | 35 |
5428 | 36 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
2539 | 37 ## Created: 11 October 1994 |
38 ## Adapted-By: jwe | |
3426 | 39 |
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40 function y = detrend (x, p = 1) |
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41 ## Check input |
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42 if (nargin > 0 && isreal (x) && ndims (x) <= 2) |
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43 ## Check p |
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44 if (ischar (p) && strcmpi (p, "constant")) |
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45 p = 0; |
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46 elseif (ischar (p) && strcmpi (p, "linear")) |
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47 p = 1; |
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48 elseif (!isscalar (p) || p < 0 || p != fix (p)) |
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49 error ("detrend: second input argument must be 'constant', 'linear' or a positive integer"); |
2539 | 50 endif |
51 else | |
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52 error ("detrend: first input argument must be a real vector or matrix"); |
2539 | 53 endif |
3426 | 54 |
2539 | 55 [m, n] = size (x); |
56 if (m == 1) | |
57 x = x'; | |
58 endif | |
3426 | 59 |
2539 | 60 r = rows (x); |
61 b = ((1 : r)' * ones (1, p + 1)) .^ (ones (r, 1) * (0 : p)); | |
62 y = x - b * (b \ x); | |
3426 | 63 |
2539 | 64 if (m == 1) |
65 y = y'; | |
66 endif | |
3426 | 67 |
2539 | 68 endfunction |
7279 | 69 |
70 %!test | |
71 %! N=32; | |
72 %! x = (0:1:N-1)/N + 2; | |
73 %! y = detrend(x); | |
74 %! assert(all (all (abs (y) < 20*eps))); | |
75 | |
76 %!test | |
77 %! N=32; | |
78 %! t = (0:1:N-1)/N; | |
79 %! x = t .* t + 2; | |
80 %! y = detrend(x,2); | |
81 %! assert(all (all (abs (y) < 30*eps))); | |
82 | |
83 %!test | |
84 %! N=32; | |
85 %! t = (0:1:N-1)/N; | |
86 %! x = [t;4*t-3]'; | |
87 %! y = detrend(x); | |
88 %! assert(all (all (abs (y) < 20*eps))); | |
89 |