annotate scripts/signal/detrend.m @ 5307:4c8a2e4e0717

[project @ 2005-04-26 19:24:27 by jwe]
author jwe
date Tue, 26 Apr 2005 19:24:47 +0000
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children 2a16423e4aa0
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1 ## Copyright (C) 1995, 1996 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 2, or (at your option)
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8 ## any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, write to the Free
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17 ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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18 ## 02110-1301, USA.
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19
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20 ## -*- texinfo -*-
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21 ## @deftypefn {Function File} {} detrend (@var{x}, @var{p})
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22 ## If @var{x} is a vector, @code{detrend (@var{x}, @var{p})} removes the
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23 ## best fit of a polynomial of order @var{p} from the data @var{x}.
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24 ##
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25 ## If @var{x} is a matrix, @code{detrend (@var{x}, @var{p})} does the same
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26 ## for each column in @var{x}.
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27 ##
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28 ## The second argument is optional. If it is not specified, a value of 1
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29 ## is assumed. This corresponds to removing a linear trend.
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30 ## @end deftypefn
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31
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32 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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33 ## Created: 11 October 1994
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34 ## Adapted-By: jwe
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35
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36 function y = detrend (x, p)
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37
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38 if (nargin == 1)
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39 p = 1;
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40 elseif (nargin == 2)
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41 if (! (isscalar (p) && p == round (p) && p >= 0))
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42 error ("detrend: p must be a nonnegative integer");
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43 endif
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44 else
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45 usage ("detrend (x, p)");
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46 endif
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47
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48 [m, n] = size (x);
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49 if (m == 1)
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50 x = x';
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51 endif
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52
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53 r = rows (x);
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54 b = ((1 : r)' * ones (1, p + 1)) .^ (ones (r, 1) * (0 : p));
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55 y = x - b * (b \ x);
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56
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57 if (m == 1)
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58 y = y';
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59 endif
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60
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61 endfunction