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+## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  fractdiff(x, d)
+##
+## Computes the fractional differences (1-L)^d x where L denotes the
+## lag-operator and d > -1.
+  
+## Author:  FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description:  Compute fractional differences
+    
+function retval = fractdiff (x, d)
+    
+  N = 100;
+  
+  if !is_vector (x)
+    error ("fractdiff:  x must be a vector")
+  endif
+  
+  if !is_scalar (d)
+    error ("fractdiff:  d must be a scalar")
+  endif
+  
+    
+  if (d >= 1)
+    for k = 1 : d
+      x = x(2 : length (x)) - x(1 : length (x) - 1);
+    endfor
+  endif
+  
+  if (d > -1)
+    
+    d = rem (d, 1);
+  
+    if (d != 0)
+      n = (0 : N)';
+      w = real (gamma (-d+n) ./ gamma (-d) ./ gamma (n+1));
+      retval = fftfilt (w, x);
+      retval = retval(1 : length (x));
+    else
+      retval = x;
+    endif
+    
+  else
+    error ("fractdiff:  d must be > -1");
+    
+  endif
+  
+endfunction