Mercurial > octave-antonio
view scripts/signal/autoreg_matrix.m @ 20165:f1d0f506ee78 stable
doc: Update more docstrings to have one sentence summary as first line.
Reviewed optimization, polynomial, signal script directories.
* scripts/optimization/fminbnd.m, scripts/optimization/fminsearch.m,
scripts/optimization/fminunc.m, scripts/optimization/fsolve.m,
scripts/optimization/fzero.m, scripts/optimization/glpk.m,
scripts/optimization/lsqnonneg.m, scripts/optimization/pqpnonneg.m,
scripts/optimization/qp.m, scripts/optimization/sqp.m,
scripts/polynomial/compan.m, scripts/polynomial/mkpp.m,
scripts/polynomial/mpoles.m, scripts/polynomial/pchip.m,
scripts/polynomial/poly.m, scripts/polynomial/polyaffine.m,
scripts/polynomial/polyder.m, scripts/polynomial/polyeig.m,
scripts/polynomial/polyfit.m, scripts/polynomial/polygcd.m,
scripts/polynomial/polyint.m, scripts/polynomial/polyout.m,
scripts/polynomial/polyval.m, scripts/polynomial/ppder.m,
scripts/polynomial/ppint.m, scripts/polynomial/ppjumps.m,
scripts/polynomial/ppval.m, scripts/polynomial/residue.m,
scripts/polynomial/roots.m, scripts/polynomial/spline.m,
scripts/polynomial/splinefit.m, scripts/polynomial/unmkpp.m,
scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m,
scripts/signal/arma_rnd.m, scripts/signal/autoreg_matrix.m,
scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/detrend.m,
scripts/signal/diffpara.m, scripts/signal/durbinlevinson.m,
scripts/signal/fftconv.m, scripts/signal/fftfilt.m, scripts/signal/fftshift.m,
scripts/signal/filter2.m, scripts/signal/freqz.m, scripts/signal/hamming.m,
scripts/signal/hanning.m, scripts/signal/hurst.m, scripts/signal/ifftshift.m,
scripts/signal/periodogram.m, scripts/signal/sinc.m, scripts/signal/sinetone.m,
scripts/signal/sinewave.m, scripts/signal/spectral_adf.m,
scripts/signal/spectral_xdf.m, scripts/signal/spencer.m, scripts/signal/stft.m,
scripts/signal/synthesis.m, scripts/signal/unwrap.m,
scripts/signal/yulewalker.m:
Update more docstrings to have one sentence summary as first line.
author | Rik <rik@octave.org> |
---|---|
date | Mon, 04 May 2015 21:50:57 -0700 |
parents | 4197fc428c7d |
children |
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## Copyright (C) 1995-2015 Kurt Hornik ## ## 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} {} autoreg_matrix (@var{y}, @var{k}) ## Given a time series (vector) @var{y}, return a matrix with ones in the first ## column and the first @var{k} lagged values of @var{y} in the other columns. ## ## In other words, for @var{t} > @var{k}, ## @code{[1, @var{y}(@var{t}-1), @dots{}, @var{y}(@var{t}-@var{k})]} is the ## t-th row of the result. ## ## The resulting matrix may be used as a regressor matrix in autoregressions. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Design matrix for autoregressions function X = autoreg_matrix (y, k) if (nargin != 2) print_usage (); endif if (! (isvector (y))) error ("autoreg_matrix: Y must be a vector"); endif T = length (y); y = reshape (y, T, 1); X = ones (T, k+1); for j = 1 : k; X(:, j+1) = [(zeros (j, 1)); y(1:T-j)]; endfor endfunction %!test %! K = 4; %! A = zeros (1,K+1); %! A(1) = 1; %! B = eye (K+1); %! B(:,1) = 1; %! assert (autoreg_matrix (A,K), B); %!error autoreg_matrix () %!error autoreg_matrix (1) %!error autoreg_matrix (ones (4,1), 5)