Mercurial > forge

changeset 270:5e1581fffaa6 octave-forge

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
deescriptive string included, documentation improved
author schloegl
date Wed, 10 Apr 2002 11:29:04 +0000
parents 9c6d0f4bb966
children 232747b196b1
files extra/tsa/ac2poly.m extra/tsa/ac2rc.m extra/tsa/ar2rc.m extra/tsa/contents.m extra/tsa/poly2ac.m extra/tsa/rc2ac.m extra/tsa/rc2ar.m extra/tsa/rc2poly.m
diffstat 8 files changed, 21 insertions(+), 38 deletions(-) [+]
line wrap: on
line diff
--- a/extra/tsa/ac2poly.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/ac2poly.m	Wed Apr 10 11:29:04 2002 +0000
@@ -1,14 +1,13 @@
 function [A,E] = ac2poly(acf);
-% AC2POLY 
+% converts the autocorrelation sequence into an AR polyimomial 
 % [A,Efinal] = ac2poly(r)
 %
 % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
 % 
 
 
-%	Version 2.76
-%	last revision 17.12.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or
--- a/extra/tsa/ac2rc.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/ac2rc.m	Wed Apr 10 11:29:04 2002 +0000
@@ -1,13 +1,12 @@
 function [RC,efinal] = ac2rc(AC);
-% AC2RC
+% converts the autocorrelation function into reflection coefficients 
 % [RC,r0] = ac2rc(r)
 %
 % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
 % 
 
-%	Version 2.76
-%	last revision 17.12.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or
--- a/extra/tsa/ar2rc.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/ar2rc.m	Wed Apr 10 11:29:04 2002 +0000
@@ -1,5 +1,5 @@
 function [MX,res,arg3] = ar2rc(ar);
-% converts reflection coefficients into autoregressive parameters
+% converts autoregressive parameters into reflection coefficients 
 % with the Durbin-Levinson recursion for multiple channels
 % function  [AR,RC,PE] = ar2rc(AR);
 % function  [MX,PE] = ar2rc(AR);
@@ -26,9 +26,8 @@
 %  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
 %  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
 
-%	Version 2.71
-%	last revision 16.02.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or
--- a/extra/tsa/contents.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/contents.m	Wed Apr 10 11:29:04 2002 +0000
@@ -13,8 +13,6 @@
 %   acorf (acf)	(*) autocorrelation function	
 %   biacovf	biautocovariance function (3rd order cumulant)
 %   bispec	Bi-spectrum 
-%   hiocum	higher order cumulant function
-%   pacf	partial autocorrelation function 
 %   durlev      (*) solves Yule-Walker equation - converts ACOVF into AR parameters
 %   lattice     (*) calcultes AR parameters with lattice method
 %   invest0	(*) a prior investigation (used by invest1)
@@ -34,8 +32,7 @@
 % Multivariate analysis (planned in future)
 %   mvar	multivariate (vector) autoregressive estimation 
 %   mvfilter	multivariate filter
-%   mvfreqz	multivariate freqz	
-%   	
+    %   	
 %  Conversions between Autocorrelation (AC), Autoregressive parameters (AR), 
 %             	prediction polynom (POLY) and Reflection coefficient (RC)  
 %   ac2poly 	(*) transforms autocorrelation into prediction polynom
@@ -54,12 +51,8 @@
 %   sinvest1	shows the parameter calculated by INVEST1
 %
 % Test suites
-%   demo        	demo of TSA-tb
 %   tsademo		demonstrates INVEST1 on EEG data
-%   bisdemo		shows BISPECTRUM on EEG data
 %   invfdemo		demonstration of matched, inverse filtering
-%   vardemo		demonstrates VAR-estimation
-%   bstest_VAR		validation of various VAR algorithms	
 %
 % (*) indicates univariate analysis of multiple data series (each in a row) can be processed.
 % (-) indicates that these functions will be removed in future 
--- a/extra/tsa/poly2ac.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/poly2ac.m	Wed Apr 10 11:29:04 2002 +0000
@@ -1,16 +1,12 @@
 function ACF=poly2ac(a,efinal)
-%
+% converts an AR polynomial into an autocorrelation sequence
 % [R] = poly2ac(a [,efinal] );
 %
-%
-% requires TSA-tb >Ver 2.70
-%
 % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
 % 
 
-%	Version 2.76
-%	last revision 17.12.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or
--- a/extra/tsa/rc2ac.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/rc2ac.m	Wed Apr 10 11:29:04 2002 +0000
@@ -1,5 +1,5 @@
 function ACF=rc2ac(RC,R0)
-%
+% 
converts reflection coefficients to autocorrelation sequence
 % [R] = rc2ac(K,R0);
 %
 %
@@ -8,9 +8,8 @@
 % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
 % 
 
-%	Version 2.76
-%	last revision 17.12.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or
--- a/extra/tsa/rc2ar.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/rc2ar.m	Wed Apr 10 11:29:04 2002 +0000
@@ -26,9 +26,8 @@
 %  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
 %  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
 
-%	Version 2.70
-%	last revision 14.02.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or
--- a/extra/tsa/rc2poly.m	Wed Apr 10 11:28:13 2002 +0000
+++ b/extra/tsa/rc2poly.m	Wed Apr 10 11:29:04 2002 +0000
@@ -1,5 +1,5 @@
 function [a,efinal] = rc2poly(RC,E);
-%
+%
 converts reflection coefficients into an AR-polynomial
 % [a,efinal] = rc2poly(K)
 %
 %
@@ -8,9 +8,8 @@
 % see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
 % 
 
-%	Version 2.76
-%	last revision 17.12.2001
-%	Copyright (c) 1996-2001 by Alois Schloegl
+%	Version 2.90	last revision 10.04.2002
+%	Copyright (c) 1996-2002 by Alois Schloegl
 %	e-mail: a.schloegl@ieee.org	
 
 % This library is free software; you can redistribute it and/or