view scripts/signal/spectral_adf.m @ 16108:3cce6b4e0f7c

Update gnuplot plotting scripts for faster or more modern synta * scripts/plot/__gnuplot_drawnow__.m: Use default values in function header. Check number of arguments to function immediately. Use single quotes to avoid lots of backslashing. Use strtok() to replace hand-coded functionality. Initialize persistent variables in declaration (10% faster). * scripts/plot/gnuplot_binary.in: Replace tabs with spaces. Simplify input validation. Add %!test block. * scripts/plot/private/__gnuplot_get_var__.m: Use default values in function header. Use "*char" in fread to automatically convert to char variable. * scripts/plot/private/__gnuplot_ginput__.m: Check immediately for required version of gnuplot. Use "*char" in fread to automatically convert to char variable. Use fputs in place of fprintf to match rest of code. * scripts/plot/private/__gnuplot_has_feature__.m: Initialize persistent varibles in declaration. Use false () rather than logical (zeros()) construction. * scripts/plot/private/__gnuplot_has_terminal__.m: Use strtok() to replace hand-coded functionality * scripts/plot/private/__gnuplot_print__.m: Replace sprintf calls with direct string char matrix concatenation (2.4x faster) where possible. Replace for loop with multiple argument form of set(). Use single quotes to avoid lots of backslashing. * scripts/plot/private/__gnuplot_version__.m: Use single quotes to avoid lots of backslashing.
author Rik <rik@octave.org>
date Mon, 25 Feb 2013 21:01:36 -0800
parents 72c96de7a403
children 333243133364
line wrap: on
line source

## Copyright (C) 1995-2012 Friedrich Leisch
##
## This file is part of Octave.
##
## Octave 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 3 of the License, or (at
## your option) any later version.
##
## Octave 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 Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

## -*- texinfo -*-
## @deftypefn {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b})
## Return the spectral density estimator given a vector of
## autocovariances @var{c}, window name @var{win}, and bandwidth,
## @var{b}.
##
## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is
## used to search for a function called @code{@var{win}_sw}.
##
## If @var{win} is omitted, the triangle window is used.  If @var{b} is
## omitted, @code{1 / sqrt (length (@var{x}))} is used.
## @end deftypefn

## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Spectral density estimation

function retval = spectral_adf (c, win, b)

  cr = length (c);

  if (columns (c) > 1)
    c = c';
  endif

  if (nargin < 3)
    b = 1 / ceil (sqrt (cr));
  endif

  if (nargin == 1)
    w = triangle_lw (cr, b);
  else
    win = str2func (cstrcat (win, "_lw"));
    w = feval (win, cr, b);
  endif

  c = c .* w;

  retval = 2 * real (fft (c)) - c(1);
  retval = [(zeros (cr, 1)), retval];
  retval(:, 1) = (0 : cr-1)' / cr;

endfunction