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annotate scripts/signal/fractdiff.m @ 7016:93c65f2a5668

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[project @ 2007-10-12 06:40:56 by jwe]
author jwe
date Fri, 12 Oct 2007 06:41:26 +0000
parents 4c8a2e4e0717
children a1dbe9d80eee
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1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {} fractdiff (@var{x}, @var{d})
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21 ## Compute the fractional differences @math{(1-L)^d x} where @math{L}
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22 ## denotes the lag-operator and @math{d} is greater than -1.
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23 ## @end deftypefn
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24
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25 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
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26 ## Description: Compute fractional differences
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27
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28 function retval = fractdiff (x, d)
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29
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30 N = 100;
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31
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32 if (! isvector (x))
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33 error ("fractdiff: x must be a vector")
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34 endif
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35
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36 if (! isscalar (d))
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37 error ("fractdiff: d must be a scalar")
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38 endif
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40
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41 if (d >= 1)
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42 for k = 1 : d
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43 x = x(2 : length (x)) - x(1 : length (x) - 1);
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44 endfor
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45 endif
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46
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47 if (d > -1)
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48
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49 d = rem (d, 1);
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50
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51 if (d != 0)
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52 n = (0 : N)';
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53 w = real (gamma (-d+n) ./ gamma (-d) ./ gamma (n+1));
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54 retval = fftfilt (w, x);
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55 retval = retval(1 : length (x));
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56 else
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57 retval = x;
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58 endif
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59
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60 else
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61 error ("fractdiff: d must be > -1");
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62
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63 endif
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64
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65 endfunction