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comparison scripts/signal/spectral_adf.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents 89405d9a9b0b
children 858695b3ed62
comparison
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3425:8625164a0a39 3426:f8dde1807dee
1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch 1 ## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
2 ## 2 ##
3 ## This program is free software; you can redistribute it and/or modify 3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by 4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option) 5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version. 6 ## any later version.
7 ## 7 ##
8 ## This program is distributed in the hope that it will be useful, but 8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details. 11 ## General Public License for more details.
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## usage: retval = spectral_adf (c, [win, [b]]) 17 ## usage: retval = spectral_adf (c, [win, [b]])
18 ## 18 ##
19 ## Returns the spectral density estimator. 19 ## Returns the spectral density estimator.
20 ## c ....... vector of autocovariances (starting at lag 0) 20 ## c ....... vector of autocovariances (starting at lag 0)
21 ## win ..... window name, eg. "triangle" or "rectangle" 21 ## win ..... window name, eg. "triangle" or "rectangle"
22 ## spectral_adf searches for a function called win_lw () 22 ## spectral_adf searches for a function called win_lw ()
23 ## b ....... bandwidth 23 ## b ....... bandwidth
24 ## 24 ##
25 ## If win is omitted, the triangle window is used as default. 25 ## If win is omitted, the triangle window is used as default.
26 ## If b is omitted, 1 / sqrt( length (c)) is used as default. 26 ## If b is omitted, 1 / sqrt( length (c)) is used as default.
27 27
28 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> 28 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
29 ## Description: Spectral density estimation 29 ## Description: Spectral density estimation
30 30
31 function retval = spectral_adf (c, win, b) 31 function retval = spectral_adf (c, win, b)
32 32
33 cr = length (c); 33 cr = length (c);
34 34
35 if (columns (c) > 1) 35 if (columns (c) > 1)
36 c=c'; 36 c=c';
37 endif 37 endif
38 38
39 if (nargin < 3) 39 if (nargin < 3)
44 w = triangle_lw (cr, b); 44 w = triangle_lw (cr, b);
45 else 45 else
46 win = [win, "_lw"]; 46 win = [win, "_lw"];
47 w = feval (win, cr, b); 47 w = feval (win, cr, b);
48 endif 48 endif
49 49
50 c = c .* w; 50 c = c .* w;
51 51
52 retval = 2 * real (fft (c)) - c(1); 52 retval = 2 * real (fft (c)) - c(1);
53 retval = [(zeros (cr, 1)), retval]; 53 retval = [(zeros (cr, 1)), retval];
54 retval(:, 1) = (0 : cr-1)' / cr; 54 retval(:, 1) = (0 : cr-1)' / cr;
55 55
56 endfunction 56 endfunction
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