view scripts/signal/spectral_adf.m @ 18995:8ac4ab4ae5f4

periodogram.m: Overhaul function (bug #39279, bug #42859). * contributors.in: Add Drew Abbot to list of contributors. * periodogram.m: Rewrite documentation. Simplify input parsing of arguments. Accept both row and column inputs for X. Correct onesided computation when NFFT is odd. Add an error message about unrecognized range specification "centered". Add input validation tests.
author Drew Abbot <drewabbot@gmail.com> and Rik <rik@octave.org>
date Thu, 07 Aug 2014 10:13:30 -0700
parents d63878346099
children
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## Copyright (C) 1995-2013 Friedrich Leisch
##
## 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} {} spectral_adf (@var{c})
## @deftypefnx {Function File} {} spectral_adf (@var{c}, @var{win})
## @deftypefnx {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b})
## Return the spectral density estimator given a vector of
## autocovariances @var{c}, window name @var{win}, and bandwidth,
## @var{b}.
##
## The window name, e.g., @qcode{"triangle"} or @qcode{"rectangle"} is
## used to search for a function called @code{@var{win}_lw}.
##
## If @var{win} is omitted, the triangle window is used.  If @var{b} is
## omitted, @code{1 / sqrt (length (@var{x}))} is used.
## @seealso{spectral_xdf}
## @end deftypefn

## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Spectral density estimation

function retval = spectral_adf (c, win, b)

  if (nargin < 1 || nargin > 3)
    print_usage ();
  endif

  cr = length (c);

  if (columns (c) > 1)
    c = c';
  endif

  if (nargin < 3)
    b = 1 / ceil (sqrt (cr));
  endif

  if (nargin == 1)
    w = triangle_lw (cr, b);
  elseif (! ischar (win))
    error ("spectral_adf: WIN must be a string");
  else
    win = str2func ([win "_lw"]);
    w = feval (win, cr, b);
  endif

  c = c .* w;

  retval = 2 * real (fft (c)) - c(1);
  retval = [(zeros (cr, 1)), retval];
  retval(:, 1) = (0 : cr-1)' / cr;

endfunction


%% Test input validation
%!error spectral_adf ();
%!error spectral_adf (1, 2, 3, 4);
%!error spectral_adf (1, 2);
%!error spectral_adf (1, "invalid");