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annotate scripts/signal/spectral_adf.m @ 20815:a260a6acb70f

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fix test failures introduced by a22d8a2eb0e5 * scripts/ode/private/integrate_adaptive.m: fix stepping backwards, fix invocation of OutputFcn, fix text of some error messages * scripts/ode/private/integrate_const.m: remove use of option OutputSave * scripts/ode/private/integrate_n_steps.m: remove use of option OutputSave
author Carlo de Falco <carlo.defalco@polimi.it>
date Sun, 11 Oct 2015 23:09:01 +0200
parents 83792dd9bcc1
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
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1 ## Copyright (C) 1995-2015 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} {} spectral_adf (@var{c})
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21 ## @deftypefnx {Function File} {} spectral_adf (@var{c}, @var{win})
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22 ## @deftypefnx {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b})
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23 ## Return the spectral density estimator given a vector of autocovariances
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24 ## @var{c}, window name @var{win}, and bandwidth, @var{b}.
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25 ##
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26 ## The window name, e.g., @qcode{"triangle"} or @qcode{"rectangle"} is
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27 ## used to search for a function called @code{@var{win}_lw}.
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28 ##
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29 ## If @var{win} is omitted, the triangle window is used.
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30 ##
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31 ## If @var{b} is omitted, @code{1 / sqrt (length (@var{x}))} is used.
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32 ## @seealso{spectral_xdf}
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33 ## @end deftypefn
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34
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35 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
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36 ## Description: Spectral density estimation
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37
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38 function retval = spectral_adf (c, win, b)
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39
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40 if (nargin < 1 || nargin > 3)
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41 print_usage ();
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42 endif
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43
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44 cr = length (c);
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45
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46 if (columns (c) > 1)
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47 c = c';
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48 endif
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50 if (nargin < 3)
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51 b = 1 / ceil (sqrt (cr));
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52 endif
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53
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54 if (nargin == 1)
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55 w = triangle_lw (cr, b);
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56 elseif (! ischar (win))
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57 error ("spectral_adf: WIN must be a string");
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58 else
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59 win = str2func ([win "_lw"]);
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60 w = feval (win, cr, b);
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61 endif
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62
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63 c .*= w;
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64
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65 retval = 2 * real (fft (c)) - c(1);
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66 retval = [(zeros (cr, 1)), retval];
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67 retval(:, 1) = (0 : cr-1)' / cr;
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68
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69 endfunction
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72 ## Test input validation
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73 %!error spectral_adf ();
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74 %!error spectral_adf (1, 2, 3, 4);
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75 %!error spectral_adf (1, 2);
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76 %!error spectral_adf (1, "invalid");
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77