octave-nkf: scripts/signal/autoreg

annotate scripts/signal/autoreg_matrix.m @ 20614:10ec79b47808

use new string_value method to handle value extraction errors * __voronoi__.cc, chol.cc, colamd.cc, fftw.cc: Use new string_value method.

author	John W. Eaton <jwe@octave.org>
date	Thu, 08 Oct 2015 18:15:56 -0400
parents	f1d0f506ee78
children

rev	line source
19731 4197fc428c7d maint: Update copyright notices for 2015. John W. Eaton <jwe@octave.org> parents: 17744 diff changeset	1 ## Copyright (C) 1995-2015 Kurt Hornik
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	2 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	3 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	4 ##
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	5 ## Octave is free software; you can redistribute it and/or modify it
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	6 ## under the terms of the GNU General Public License as published by
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6547 diff changeset	7 ## the Free Software Foundation; either version 3 of the License, or (at
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6547 diff changeset	8 ## your option) any later version.
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	9 ##
3922 38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe] jwe parents: 3457 diff changeset	10 ## Octave is distributed in the hope that it will be useful, but
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	13 ## General Public License for more details.
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	14 ##
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	15 ## You should have received a copy of the GNU General Public License
7016 93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6547 diff changeset	16 ## along with Octave; see the file COPYING. If not, see
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe] jwe parents: 6547 diff changeset	17 ## <http://www.gnu.org/licenses/>.
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	18
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	19 ## -- texinfo --
858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	20 ## @deftypefn {Function File} {} autoreg_matrix (@var{y}, @var{k})
20200 f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	21 ## Given a time series (vector) @var{y}, return a matrix with ones in the first
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	22 ## column and the first @var{k} lagged values of @var{y} in the other columns.
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	23 ##
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	24 ## In other words, for @var{t} > @var{k},
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	25 ## @code{[1, @var{y}(@var{t}-1), @dots{}, @var{y}(@var{t}-@var{k})]} is the
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	26 ## t-th row of the result.
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	27 ##
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line. Rik <rik@octave.org> parents: 19731 diff changeset	28 ## The resulting matrix may be used as a regressor matrix in autoregressions.
3449 858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe] jwe parents: 3426 diff changeset	29 ## @end deftypefn
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	30
5428 2a16423e4aa0 [project @ 2005-08-23 18:38:27 by jwe] jwe parents: 5307 diff changeset	31 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
3457 e031284eea27 [project @ 2000-01-19 08:49:56 by jwe] jwe parents: 3449 diff changeset	32 ## Description: Design matrix for autoregressions
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	33
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	34 function X = autoreg_matrix (y, k)
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	35
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	36 if (nargin != 2)
6046 34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe] jwe parents: 5428 diff changeset	37 print_usage ();
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	38 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	39
4030 22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe] jwe parents: 3922 diff changeset	40 if (! (isvector (y)))
11472 1740012184f9 Use uppercase for variable names in error() strings to match Info documentation. Only m-files done. Rik <octave@nomad.inbox5.com> parents: 7017 diff changeset	41 error ("autoreg_matrix: Y must be a vector");
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	42 endif
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	43
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	44 T = length (y);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	45 y = reshape (y, T, 1);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	46 X = ones (T, k+1);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	47 for j = 1 : k;
3273 eb27ea9b7ff8 [project @ 1999-10-12 02:22:25 by jwe] jwe parents: 3191 diff changeset	48 X(:, j+1) = [(zeros (j, 1)); y(1:T-j)];
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	49 endfor
3426 f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe] jwe parents: 3273 diff changeset	50
3191 e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe] jwe parents: diff changeset	51 endfunction
12831 05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m Andriy Shinkarchuck <adriano32.gnu@gmail.com> parents: 11523 diff changeset	52
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m Andriy Shinkarchuck <adriano32.gnu@gmail.com> parents: 11523 diff changeset	53
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m Andriy Shinkarchuck <adriano32.gnu@gmail.com> parents: 11523 diff changeset	54 %!test
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	55 %! K = 4;
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	56 %! A = zeros (1,K+1);
12831 05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m Andriy Shinkarchuck <adriano32.gnu@gmail.com> parents: 11523 diff changeset	57 %! A(1) = 1;
14868 5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory Rik <octave@nomad.inbox5.com> parents: 14363 diff changeset	58 %! B = eye (K+1);
12831 05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m Andriy Shinkarchuck <adriano32.gnu@gmail.com> parents: 11523 diff changeset	59 %! B(:,1) = 1;
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	60 %! assert (autoreg_matrix (A,K), B);
12831 05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m Andriy Shinkarchuck <adriano32.gnu@gmail.com> parents: 11523 diff changeset	61
14363 f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	62 %!error autoreg_matrix ()
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	63 %!error autoreg_matrix (1)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	64 %!error autoreg_matrix (ones (4,1), 5)
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks Rik <octave@nomad.inbox5.com> parents: 14138 diff changeset	65

Mercurial > octave-nkf

annotate scripts/signal/autoreg_matrix.m @ 20614:10ec79b47808