--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/scripts/signal/spectral_adf.m	Fri Oct 23 05:44:01 1998 +0000
@@ -0,0 +1,61 @@
+## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
+## 
+## This program 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 2, or (at your option)
+## any later version.
+## 
+## This program 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 this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  retval = spectral_adf (c, [win, [b]])
+## 
+## Returns the spectral density estimator.
+## c ....... vector of autocovariances (starting at lag 0)
+## win ..... window name, eg. "triangle" or "rectangle"
+##           spectral_adf searches for a function called win_lw ()
+## b ....... bandwidth
+## 
+## If win is omitted, the triangle window is used as default.
+## If b is omitted, 1 / sqrt( length (c)) is used as default.
+  
+## Author:  FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description:  Spectral density estimation
+  
+function retval = spectral_adf (c, win, b)
+  
+  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);
+  else
+    win = [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 : xr-1)' / xr;
+  
+endfunction
+    
+
+  
+
+