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annotate scripts/signal/detrend.m @ 20354:227d582fa300 stable
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author | Mike Miller <mtmiller@octave.org> |
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date | Fri, 10 Jul 2015 01:10:30 -0400 |
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1 ## Copyright (C) 1995-2015 Kurt Hornik |
3426 | 2 ## |
3922 | 3 ## This file is part of Octave. |
4 ## | |
5 ## Octave is free software; you can redistribute it and/or modify it | |
6 ## under the terms of the GNU General Public License as published by | |
7016 | 7 ## the Free Software Foundation; either version 3 of the License, or (at |
8 ## your option) any later version. | |
3426 | 9 ## |
3922 | 10 ## Octave is distributed in the hope that it will be useful, but |
2539 | 11 ## WITHOUT ANY WARRANTY; without even the implied warranty of |
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
3426 | 13 ## General Public License for more details. |
14 ## | |
2539 | 15 ## You should have received a copy of the GNU General Public License |
7016 | 16 ## along with Octave; see the file COPYING. If not, see |
17 ## <http://www.gnu.org/licenses/>. | |
2539 | 18 |
3381 | 19 ## -*- texinfo -*- |
3367 | 20 ## @deftypefn {Function File} {} detrend (@var{x}, @var{p}) |
21 ## If @var{x} is a vector, @code{detrend (@var{x}, @var{p})} removes the | |
22 ## best fit of a polynomial of order @var{p} from the data @var{x}. | |
3426 | 23 ## |
3367 | 24 ## If @var{x} is a matrix, @code{detrend (@var{x}, @var{p})} does the same |
25 ## for each column in @var{x}. | |
3426 | 26 ## |
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27 ## The second argument @var{p} is optional. If it is not specified, a value of |
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28 ## 1 is assumed. This corresponds to removing a linear trend. |
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29 ## |
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30 ## The order of the polynomial can also be given as a string, in which case |
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31 ## @var{p} must be either @qcode{"constant"} (corresponds to @code{@var{p}=0}) |
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32 ## or @qcode{"linear"} (corresponds to @code{@var{p}=1}). |
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33 ## @seealso{polyfit} |
3367 | 34 ## @end deftypefn |
2539 | 35 |
5428 | 36 ## Author: KH <Kurt.Hornik@wu-wien.ac.at> |
2539 | 37 ## Created: 11 October 1994 |
38 ## Adapted-By: jwe | |
3426 | 39 |
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40 function y = detrend (x, p = 1) |
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41 ## Check input |
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42 if (nargin > 0 && isreal (x) && ndims (x) <= 2) |
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43 ## Check p |
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44 if (ischar (p) && strcmpi (p, "constant")) |
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45 p = 0; |
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46 elseif (ischar (p) && strcmpi (p, "linear")) |
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47 p = 1; |
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48 elseif (! isscalar (p) || p < 0 || p != fix (p)) |
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49 error ("detrend: second input argument must be 'constant', 'linear' or a positive integer"); |
2539 | 50 endif |
51 else | |
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52 error ("detrend: first input argument must be a real vector or matrix"); |
2539 | 53 endif |
3426 | 54 |
2539 | 55 [m, n] = size (x); |
56 if (m == 1) | |
57 x = x'; | |
58 endif | |
3426 | 59 |
2539 | 60 r = rows (x); |
61 b = ((1 : r)' * ones (1, p + 1)) .^ (ones (r, 1) * (0 : p)); | |
62 y = x - b * (b \ x); | |
3426 | 63 |
2539 | 64 if (m == 1) |
65 y = y'; | |
66 endif | |
3426 | 67 |
2539 | 68 endfunction |
7279 | 69 |
70 | |
71 %!test | |
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72 %! N = 32; |
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73 %! x = (0:1:N-1)/N + 2; |
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74 %! y = detrend (x); |
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75 %! assert (abs (y(:)) < 20*eps); |
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76 |
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77 %!test |
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78 %! N = 32; |
7279 | 79 %! t = (0:1:N-1)/N; |
80 %! x = t .* t + 2; | |
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81 %! y = detrend (x,2); |
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82 %! assert (abs (y(:)) < 30*eps); |
7279 | 83 |
84 %!test | |
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85 %! N = 32; |
7279 | 86 %! t = (0:1:N-1)/N; |
87 %! x = [t;4*t-3]'; | |
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88 %! y = detrend (x); |
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89 %! assert (abs (y(:)) < 20*eps); |
7279 | 90 |