octave: scripts/signal/diffpara.m annotate

annotate scripts/signal/diffpara.m @ 29358:0a5b15007766 stable

update Octave Project Developers copyright for the new year In files that have the "Octave Project Developers" copyright notice, update for 2021.

author	John W. Eaton <jwe@octave.org>
date	Wed, 10 Feb 2021 09:52:15 -0500
parents	b09432b20a84
children	7854d5752dd2

rev	line source
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	1 ########################################################################
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	2 ##
29358 0a5b15007766 update Octave Project Developers copyright for the new year John W. Eaton <jwe@octave.org> parents: 27984 diff changeset	3 ## Copyright (C) 1995-2021 The Octave Project Developers
27918 b442ec6dda5c use centralized file for copyright info for individual contributors John W. Eaton <jwe@octave.org> parents: 26376 diff changeset	4 ##
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	5 ## See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	6 ## distribution or <https://octave.org/copyright/>.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	7 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3499 diff changeset	8 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3499 diff changeset	9 ##
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	10 ## Octave is free software: you can redistribute it and/or modify it
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3499 diff changeset	11 ## under the terms of the GNU General Public License as published by
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	12 ## the Free Software Foundation, either version 3 of the License, or
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	13 ## (at your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	14 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3499 diff changeset	15 ## Octave is distributed in the hope that it will be useful, but
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755 3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting. Rik <rik@octave.org> parents: 22323 diff changeset	18 ## GNU General Public License for more details.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	19 ##
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	20 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6547 diff changeset	21 ## along with Octave; see the file COPYING. If not, see
24534 194eb4bd202b maint: Update punctuation for GPL v3 license text. Rik <rik@octave.org> parents: 23220 diff changeset	22 ## <https://www.gnu.org/licenses/>.
27923 bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	23 ##
bd51beb6205e update formatting of copyright notices John W. Eaton <jwe@octave.org> parents: 27919 diff changeset	24 ########################################################################
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	25
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	26 ## -- texinfo --
20852 516bb87ea72e 2015 Code Sprint: remove class of function from docstring for all m-files. Rik <rik@octave.org> parents: 20165 diff changeset	27 ## @deftypefn {} {[@var{d}, @var{dd}] =} diffpara (@var{x}, @var{a}, @var{b})
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	28 ## Return the estimator @var{d} for the differencing parameter of an
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	29 ## integrated time series.
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	30 ##
3499 3e3e14ad5149 [project @ 2000-01-31 05:18:07 by jwe] jwe parents: 3457 diff changeset	31 ## The frequencies from @math{[2pia/t, 2pib/T]} are used for the
3e3e14ad5149 [project @ 2000-01-31 05:18:07 by jwe] jwe parents: 3457 diff changeset	32 ## estimation. If @var{b} is omitted, the interval
20165 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	33 ## @math{[2pi/T, 2pi*a/T]} is used. If both @var{b} and @var{a} are omitted
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	34 ## then @math{a = 0.5 * sqrt (T)} and @math{b = 1.5 * sqrt (T)} is used, where
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	35 ## @math{T} is the sample size. If @var{x} is a matrix, the differencing
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	36 ## parameter of each column is estimated.
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	37 ##
20165 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	38 ## The estimators for all frequencies in the intervals described above is
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	39 ## returned in @var{dd}.
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	40 ##
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19833 diff changeset	41 ## The value of @var{d} is simply the mean of @var{dd}.
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	42 ##
19040 0850b5212619 doc: Add @nospell macro around proper names in documentation. Rik <rik@octave.org> parents: 17744 diff changeset	43 ## Reference: @nospell{P.J. Brockwell & R.A. Davis}. @cite{Time Series:
21315 ea2c2e08ceda doc: Periodic spellcheck of documentation. Rik <rik@octave.org> parents: 20852 diff changeset	44 ## Theory and Methods}. @nospell{Springer} 1987.
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	45 ## @end deftypefn
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	46
11469 c776f063fefe Overhaul m-script files to use common variable name between code and documentation. Rik <octave@nomad.inbox5.com> parents: 10791 diff changeset	47 function [d, dd] = diffpara (x, a, b)
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	48
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	49 if (nargin < 1 \|\| nargin > 3)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5307 diff changeset	50 print_usage ();
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	51 endif
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	52
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	53 if (isvector (x))
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	54 n = length (x);
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	55 k = 1;
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	56 x = reshape (x, n, 1);
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	57 else
19833 9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	58 [n, k] = size (x);
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	59 endif
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	60 if (nargin == 1)
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	61 a = 0.5 * sqrt (n);
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	62 b = 1.5 * sqrt (n);
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	63 elseif (nargin == 2)
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	64 b = a;
9fc020886ae9 maint: Clean up m-files to follow Octave coding conventions. Rik <rik@octave.org> parents: 19697 diff changeset	65 a = 1;
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	66 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	67
4030 22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe] jwe parents: 3922 diff changeset	68 if (! (isscalar (a) && isscalar (b)))
11472 1740012184f9 Use uppercase for variable names in error() strings to match Info documentation. Only m-files done. Rik <octave@nomad.inbox5.com> parents: 11469 diff changeset	69 error ("diffpara: A and B must be scalars");
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	70 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	71
11469 c776f063fefe Overhaul m-script files to use common variable name between code and documentation. Rik <octave@nomad.inbox5.com> parents: 10791 diff changeset	72 dd = zeros (b - a + 1, k);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	73
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	74 for l = 1:k
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	75
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	76 w = 2 * pi * (1 : n-1) / n;
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	77
3457 e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3449 diff changeset	78 x = 2 * log (abs (1 - exp (-i*w)));
11469 c776f063fefe Overhaul m-script files to use common variable name between code and documentation. Rik <octave@nomad.inbox5.com> parents: 10791 diff changeset	79 y = log (periodogram (x(2:n,l)));
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	80
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	81 x = center (x);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	82 y = center (y);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	83
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	84 for m = a:b
11469 c776f063fefe Overhaul m-script files to use common variable name between code and documentation. Rik <octave@nomad.inbox5.com> parents: 10791 diff changeset	85 dd(m-a+1) = - x(1:m) * y(1:m) / sumsq (x(1:m));
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	86 endfor
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	87
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	88 endfor
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	89
11469 c776f063fefe Overhaul m-script files to use common variable name between code and documentation. Rik <octave@nomad.inbox5.com> parents: 10791 diff changeset	90 d = mean (dd);
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3238 diff changeset	91
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	92 endfunction

Mercurial > octave

annotate scripts/signal/diffpara.m @ 29358:0a5b15007766 stable