Mercurial > octave-libgccjit
annotate scripts/signal/spectral_adf.m @ 8920:eb63fbe60fab
update copyright notices
| author | John W. Eaton <jwe@octave.org> |
|---|---|
| date | Sat, 07 Mar 2009 10:41:27 -0500 |
| parents | cadc73247d65 |
| children | fd0a3ac60b0e |
| rev | line source |
|---|---|
| 7017 | 1 ## Copyright (C) 1995, 1996, 1997, 1998, 1999, 2000, 2002, 2003, 2005, |
| 8920 | 2 ## 2007, 2008, 2009 Friedrich Leisch |
| 3426 | 3 ## |
| 3922 | 4 ## This file is part of Octave. |
| 5 ## | |
| 6 ## Octave is free software; you can redistribute it and/or modify it | |
| 7 ## under the terms of the GNU General Public License as published by | |
| 7016 | 8 ## the Free Software Foundation; either version 3 of the License, or (at |
| 9 ## your option) any later version. | |
| 3426 | 10 ## |
| 3922 | 11 ## Octave is distributed in the hope that it will be useful, but |
| 3191 | 12 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
| 13 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
| 3426 | 14 ## General Public License for more details. |
| 15 ## | |
| 3191 | 16 ## You should have received a copy of the GNU General Public License |
| 7016 | 17 ## along with Octave; see the file COPYING. If not, see |
| 18 ## <http://www.gnu.org/licenses/>. | |
| 3191 | 19 |
| 3449 | 20 ## -*- texinfo -*- |
| 21 ## @deftypefn {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b}) | |
| 22 ## Return the spectral density estimator given a vector of | |
| 23 ## autocovariances @var{c}, window name @var{win}, and bandwidth, | |
| 24 ## @var{b}. | |
| 3426 | 25 ## |
| 3449 | 26 ## The window name, e.g., @code{"triangle"} or @code{"rectangle"} is |
| 27 ## used to search for a function called @code{@var{win}_sw}. | |
| 3426 | 28 ## |
| 3449 | 29 ## If @var{win} is omitted, the triangle window is used. If @var{b} is |
| 30 ## omitted, @code{1 / sqrt (length (@var{x}))} is used. | |
| 31 ## @end deftypefn | |
| 3426 | 32 |
| 3457 | 33 ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> |
| 34 ## Description: Spectral density estimation | |
| 3426 | 35 |
| 3191 | 36 function retval = spectral_adf (c, win, b) |
| 3426 | 37 |
| 3191 | 38 cr = length (c); |
| 3426 | 39 |
| 3191 | 40 if (columns (c) > 1) |
| 8507 | 41 c = c'; |
| 3191 | 42 endif |
| 43 | |
| 44 if (nargin < 3) | |
| 45 b = 1 / ceil (sqrt (cr)); | |
| 46 endif | |
| 47 | |
| 48 if (nargin == 1) | |
| 49 w = triangle_lw (cr, b); | |
| 50 else | |
|
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3422f39573b1
strcat.m: Matlab compatibility, with cstrcat.m replacing conventional strcat.m.
Ben Abbott <bpabbott@mac.com>
parents:
7017
diff
changeset
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51 win = str2func (cstrcat (win, "_lw")); |
| 3191 | 52 w = feval (win, cr, b); |
| 53 endif | |
| 3426 | 54 |
| 3191 | 55 c = c .* w; |
| 3426 | 56 |
| 3191 | 57 retval = 2 * real (fft (c)) - c(1); |
| 3238 | 58 retval = [(zeros (cr, 1)), retval]; |
| 3374 | 59 retval(:, 1) = (0 : cr-1)' / cr; |
| 3426 | 60 |
| 3191 | 61 endfunction |
| 62 | |
| 63 | |
| 3426 | 64 |
| 65 | |
| 66 |