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changeset 10440:33cbf3d3a61e octave-forge

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Added lombnormcoeff, haven't finished testing yet.
author benjf5
date Tue, 12 Jun 2012 14:56:43 +0000
parents 6c19a05abd36
children f75f33cb1c70
files extra/lssa/lombnormcoeff.m
diffstat 1 files changed, 9 insertions(+), 0 deletions(-) [+]
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/extra/lssa/lombnormcoeff.m	Tue Jun 12 14:56:43 2012 +0000
@@ -0,0 +1,9 @@
+## Copyright (c) 2012 Benjamin Lewis <benjf5@gmail.com>
+## GNU GPLv2
+
+function coeff = lombnormcoeff(X,Y,omega)
+tau = atan2( sum( sin( 2.*omega.*X)), sum(cos(2.*omega.*X))) / 2;
+coeff = ( ( sum ( Y .* cos( omega .* X - tau ) ) .^ 2 ./ sum ( cos ( omega .* X - tau ) .^ 2 )
+	   + sum ( Y .* sin ( omega .* X - tau ) ) .^ 2 / sum ( sin ( omega .* X - tau ) .^ 2 ) )
+	 / ( 2 * var(Y) ) );
+end
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