Mercurial > octave-nkf
view scripts/signal/autoreg_matrix.m @ 18840:4a4edf0f2077 nkf-ready
fix LLVM 3.4 build (bug #41061)
* configure.ac: Call new functions OCTAVE_LLVM_RAW_FD_OSTREAM_API and
OCTAVE_LLVM_LEGACY_PASSMANAGER_API, check for Verifier.h header file
* m4/acinclude.m4 (OCTAVE_LLVM_RAW_FD_OSTREAM_API): New function to
detect correct raw_fd_ostream API
* m4/acinclude.m4 (OCTAVE_LLVM_LEGACY_PASSMANAGER_API): New function
to detect legacy passmanager API
* libinterp/corefcn/jit-util.h: Use legacy passmanager namespace if
necessary
* libinterp/corefcn/pt-jit.h (class tree_jit): Use legacy passmanager
class if necessary
* libinterp/corefcn/pt-jit.cc: Include appropriate header files
* libinterp/corefcn/pt-jit.cc (tree_jit::initialize): Use legacy
passmanager if necessary
* libinterp/corefcn/pt-jit.cc (tree_jit::optimize): Use correct API
* libinterp/corefcn/jit-typeinfo.cc: Include appropriate header file
author | Stefan Mahr <dac922@gmx.de> |
---|---|
date | Sun, 11 May 2014 02:28:33 +0200 |
parents | d63878346099 |
children | 4197fc428c7d |
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## Copyright (C) 1995-2013 Kurt Hornik ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or (at ## your option) any later version. ## ## Octave 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 Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {Function File} {} autoreg_matrix (@var{y}, @var{k}) ## Given a time series (vector) @var{y}, return a matrix with ones in the ## first column and the first @var{k} lagged values of @var{y} in the ## other columns. I.e., for @var{t} > @var{k}, @code{[1, ## @var{y}(@var{t}-1), @dots{}, @var{y}(@var{t}-@var{k})]} is the t-th row ## of the result. The resulting matrix may be used as a regressor matrix ## in autoregressions. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Design matrix for autoregressions function X = autoreg_matrix (y, k) if (nargin != 2) print_usage (); endif if (! (isvector (y))) error ("autoreg_matrix: Y must be a vector"); endif T = length (y); y = reshape (y, T, 1); X = ones (T, k+1); for j = 1 : k; X(:, j+1) = [(zeros (j, 1)); y(1:T-j)]; endfor endfunction %!test %! K = 4; %! A = zeros (1,K+1); %! A(1) = 1; %! B = eye (K+1); %! B(:,1) = 1; %! assert (autoreg_matrix (A,K), B); %!error autoreg_matrix () %!error autoreg_matrix (1) %!error autoreg_matrix (ones (4,1), 5)