# HG changeset patch
# User schloegl
# Date 1018439713 0
# Node ID a75c7e1ab9c57eed23cf0bdf73c0cd73bd34c7f9
# Parent  213787bf0903fbe06e2feccbc13865602547c6a1
no need for this; redundant to invest0 and invest1s

diff -r 213787bf0903 -r a75c7e1ab9c5 extra/tsa/invest0s.m
--- a/extra/tsa/invest0s.m	Wed Apr 10 11:49:47 2002 +0000
+++ /dev/null	Thu Jan 01 00:00:00 1970 +0000
@@ -1,77 +0,0 @@
-function [ACF,rc,ar,PE,ACFsd]=invest0(Z,Pmax);
-% First Investigation of a signal (time series)
-% [ACOVF,PACF,AR,E,ACFsd]=invest0(Y,Pmax);
-%
-% Y	time series
-% Pmax	maximal order (optional)
-%
-% ACOVF	Autocovariance 
-% ACF	Autocorrelation
-% PACF	Partial Autocorrelation
-% AR    Autoregressive Parameter for order Pmax-1
-% E	Error function E(p)
-
-%	Version 2.50
-%	last revision 03.07.1998
-%	Copyright (c) 1996-1998 by Alois Schloegl
-%	e-mail: a.schloegl@ieee.org	
-
-% This library is free software; you can redistribute it and/or
-% modify it under the terms of the GNU Library General Public
-% License as published by the Free Software Foundation; either
-% Version 2 of the License, or (at your option) any later version.
-%
-% This library 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
-% Library General Public License for more details.
-%
-% You should have received a copy of the GNU Library General Public
-% License along with this library; if not, write to the
-% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
-% Boston, MA  02111-1307, USA.
-
-[lr,nc]=size(Z);
-if nargin<2 Pmax=min([100 nc/3]); end;
-M=min(Pmax+1,nc-1);
-lc=M+1;
-% Inititialization
-ACF=zeros(lr,M+1);
-for L=1:lr,
-	ACF(L,1) = Z(L,1:lc) * Z(L,1:lc)';
-end;
-[lr,lc]=size(ACF);
-ar=zeros(lr,M);
-rc=zeros(lr,M);
-PE=ACF;	
-d=zeros(lr,1);
-
-% Durbin-Levinson Algorithm
-for K=1:lc-1,
-          % Matlab 4.x, Octave
-        for L=1:lr, 
-                d(L)=ar(L,1:K-1)*ACF(L,K:-1:2)';
-		ACF(L,K+1) = Z(L,1:lc-K) * Z(L,1+K:lc)';
-        end;
-              % Matlab 5.x
-        % ACF(:,K+1) = sum(Z(:,1:lc-K).*Z(:,1+K:lc),2);
-        % d=sum(ar(:,1:K-1).*ACF(:,K:-1:2),2);        
-        
-        ar(:,K)=(ACF(:,K+1)-d)./PE(:,K);
-        rc(:,K)=ar(:,K);
-        PE(:,K+1) = PE(:,K).*(1-ar(:,K).*ar(:,K));
-        ar(:,1:K-1)=ar(:,1:K-1)-ar(:,K*ones(K-1,1)).*ar(:,K-1:-1:1);
-end;
-
-if nargout > 4
-        ACFsd=ones(1,M)*sqrt(1/nc);
-end;
-
-
-
-                    
-                    
-                    
-                    
-                    
-                    
\ No newline at end of file