maint: Use Octave coding conventions for cuddling parentheses in scripts directory * lin2mu.m, loadaudio.m, wavread.m, accumarray.m, bicubic.m, celldisp.m, colon.m, cplxpair.m, dblquad.m, divergence.m, genvarname.m, gradient.m, int2str.m, interp1.m, interp1q.m, interp2.m, interpn.m, loadobj.m, nthargout.m, __isequal__.m, __splinen__.m, quadgk.m, quadl.m, quadv.m, rat.m, rot90.m, rotdim.m, saveobj.m, subsindex.m, triplequad.m, delaunay3.m, griddata.m, inpolygon.m, tsearchn.m, voronoi.m, get_first_help_sentence.m, which.m, gray2ind.m, pink.m, dlmwrite.m, strread.m, textread.m, textscan.m, housh.m, ishermitian.m, issymmetric.m, krylov.m, logm.m, null.m, rref.m, compare_versions.m, copyfile.m, dump_prefs.m, edit.m, fileparts.m, getappdata.m, isappdata.m, movefile.m, orderfields.m, parseparams.m, __xzip__.m, rmappdata.m, setappdata.m, swapbytes.m, unpack.m, ver.m, fminbnd.m, fminunc.m, fsolve.m, glpk.m, lsqnonneg.m, qp.m, sqp.m, configure_make.m, copy_files.m, describe.m, get_description.m, get_forge_pkg.m, install.m, installed_packages.m, is_architecture_dependent.m, load_package_dirs.m, print_package_description.m, rebuild.m, repackage.m, save_order.m, shell.m, allchild.m, ancestor.m, area.m, axes.m, axis.m, clabel.m, close.m, colorbar.m, comet.m, comet3.m, contour.m, cylinder.m, ezmesh.m, ezsurf.m, findobj.m, fplot.m, hist.m, isocolors.m, isonormals.m, isosurface.m, isprop.m, legend.m, mesh.m, meshz.m, pareto.m, pcolor.m, peaks.m, plot3.m, plotmatrix.m, plotyy.m, polar.m, print.m, __add_datasource__.m, __add_default_menu__.m, __axes_limits__.m, __bar__.m, __clabel__.m, __contour__.m, __errcomm__.m, __errplot__.m, __ezplot__.m, __file_filter__.m, __fltk_print__.m, __ghostscript__.m, __gnuplot_print__.m, __go_draw_axes__.m, __go_draw_figure__.m, __interp_cube__.m, __marching_cube__.m, __patch__.m, __pie__.m, __plt__.m, __print_parse_opts__.m, __quiver__.m, __scatter__.m, __stem__.m, __tight_eps_bbox__.m, __uigetdir_fltk__.m, __uigetfile_fltk__.m, __uiputfile_fltk__.m, quiver.m, quiver3.m, rectangle.m, refreshdata.m, ribbon.m, scatter.m, semilogy.m, shading.m, slice.m, subplot.m, surface.m, surfl.m, surfnorm.m, text.m, uigetfile.m, uiputfile.m, whitebg.m, deconv.m, mkpp.m, pchip.m, polyaffine.m, polyder.m, polygcd.m, polyout.m, polyval.m, ppint.m, ppjumps.m, ppval.m, residue.m, roots.m, spline.m, splinefit.m, addpref.m, getpref.m, setpref.m, ismember.m, setxor.m, arch_fit.m, arch_rnd.m, arch_test.m, autoreg_matrix.m, diffpara.m, fftconv.m, filter2.m, hanning.m, hurst.m, periodogram.m, triangle_sw.m, sinc.m, spectral_xdf.m, spencer.m, stft.m, synthesis.m, unwrap.m, yulewalker.m, bicgstab.m, gmres.m, pcg.m, pcr.m, __sprand_impl__.m, speye.m, spfun.m, sprandn.m, spstats.m, svds.m, treelayout.m, treeplot.m, bessel.m, factor.m, legendre.m, perms.m, primes.m, magic.m, toeplitz.m, corr.m, cov.m, mean.m, median.m, mode.m, qqplot.m, quantile.m, ranks.m, zscore.m, logistic_regression_likelihood.m, bartlett_test.m, chisquare_test_homogeneity.m, chisquare_test_independence.m, kolmogorov_smirnov_test.m, run_test.m, u_test.m, wilcoxon_test.m, z_test.m, z_test_2.m, bin2dec.m, dec2base.m, mat2str.m, strcat.m, strchr.m, strjust.m, strtok.m, substr.m, untabify.m, assert.m, demo.m, example.m, fail.m, speed.m, test.m, now.m: Use Octave coding conventions for cuddling parentheses in scripts directory.

## 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} {[@var{d}, @var{dd}] =} diffpara (@var{x}, @var{a}, @var{b})
## Return the estimator @var{d} for the differencing parameter of an
## integrated time series.
##
## The frequencies from @math{[2*pi*a/t, 2*pi*b/T]} are used for the
## estimation.  If @var{b} is omitted, the interval
## @math{[2*pi/T, 2*pi*a/T]} is used.  If both @var{b} and @var{a} are
## omitted then @math{a = 0.5 * sqrt (T)} and @math{b = 1.5 * sqrt (T)}
## is used, where @math{T} is the sample size.  If @var{x} is a matrix,
## the differencing parameter of each column is estimated.
##
## The estimators for all frequencies in the intervals
## described above is returned in @var{dd}.  The value of @var{d} is
## simply the mean of @var{dd}.
##
## Reference: P.J. Brockwell & R.A. Davis. @cite{Time Series:
## Theory and Methods}. Springer 1987.
## @end deftypefn

## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Estimate the fractional differencing parameter

function [d, dd] = diffpara (x, a, b)

  if ((nargin < 1) || (nargin > 3))
    print_usage ();
  else
    if (isvector (x))
      n = length (x);
      k = 1;
      x = reshape (x, n, 1);
    else
      [n, k] = size (x);
    endif
    if (nargin == 1)
      a = 0.5 * sqrt (n);
      b = 1.5 * sqrt (n);
    elseif (nargin == 2)
      b = a;
      a = 1;
    endif
  endif

  if (! (isscalar (a) && isscalar (b)))
    error ("diffpara: A and B must be scalars");
  endif

  dd = zeros (b - a + 1, k);

  for l = 1:k

    w = 2 * pi * (1 : n-1) / n;

    x = 2 * log (abs (1 - exp (-i*w)));
    y = log (periodogram (x(2:n,l)));

    x = center (x);
    y = center (y);

    for m = a:b
      dd(m-a+1) = - x(1:m) * y(1:m) / sumsq (x(1:m));
    endfor

  endfor

  d = mean (dd);

endfunction