view scripts/signal/spectral_adf.m @ 20266:83792dd9bcc1

Use in-place operators in m-files where possible. * scripts/audio/@audioplayer/set.m, scripts/audio/@audiorecorder/set.m, scripts/audio/mu2lin.m, scripts/elfun/cosd.m, scripts/general/del2.m, scripts/general/profexplore.m, scripts/general/quadl.m, scripts/general/rat.m, scripts/general/rotdim.m, scripts/help/get_first_help_sentence.m, scripts/help/private/__strip_html_tags__.m, scripts/image/cubehelix.m, scripts/io/textread.m, scripts/linear-algebra/duplication_matrix.m, scripts/linear-algebra/housh.m, scripts/linear-algebra/krylov.m, scripts/linear-algebra/logm.m, scripts/linear-algebra/normest.m, scripts/linear-algebra/onenormest.m, scripts/optimization/fminsearch.m, scripts/optimization/lsqnonneg.m, scripts/optimization/qp.m, scripts/plot/appearance/annotation.m, scripts/plot/appearance/axis.m, scripts/plot/appearance/legend.m, scripts/plot/appearance/specular.m, scripts/plot/draw/colorbar.m, scripts/plot/draw/hist.m, scripts/plot/draw/plotmatrix.m, scripts/plot/draw/private/__stem__.m, scripts/plot/util/__actual_axis_position__.m, scripts/plot/util/__gnuplot_drawnow__.m, scripts/plot/util/findobj.m, scripts/plot/util/print.m, scripts/plot/util/private/__go_draw_axes__.m, scripts/plot/util/private/__print_parse_opts__.m, scripts/plot/util/rotate.m, scripts/polynomial/pchip.m, scripts/polynomial/polyaffine.m, scripts/polynomial/polyder.m, scripts/polynomial/private/__splinefit__.m, scripts/polynomial/residue.m, scripts/signal/arch_fit.m, scripts/signal/arch_rnd.m, scripts/signal/bartlett.m, scripts/signal/blackman.m, scripts/signal/freqz.m, scripts/signal/hamming.m, scripts/signal/hanning.m, scripts/signal/spectral_adf.m, scripts/signal/spectral_xdf.m, scripts/signal/stft.m, scripts/sparse/bicgstab.m, scripts/sparse/cgs.m, scripts/sparse/private/__sprand_impl__.m, scripts/sparse/qmr.m, scripts/sparse/sprandsym.m, scripts/sparse/svds.m, scripts/specfun/legendre.m, scripts/special-matrix/gallery.m, scripts/statistics/base/gls.m, scripts/statistics/models/logistic_regression.m, scripts/statistics/tests/kruskal_wallis_test.m, scripts/statistics/tests/manova.m, scripts/statistics/tests/wilcoxon_test.m, scripts/time/datevec.m: Use in-place operators in m-files where possible.
author Rik <rik@octave.org>
date Tue, 26 May 2015 21:07:42 -0700
parents f1d0f506ee78
children
line wrap: on
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## Copyright (C) 1995-2015 Friedrich Leisch
##
## 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} {} spectral_adf (@var{c})
## @deftypefnx {Function File} {} spectral_adf (@var{c}, @var{win})
## @deftypefnx {Function File} {} spectral_adf (@var{c}, @var{win}, @var{b})
## Return the spectral density estimator given a vector of autocovariances
## @var{c}, window name @var{win}, and bandwidth, @var{b}.
##
## The window name, e.g., @qcode{"triangle"} or @qcode{"rectangle"} is
## used to search for a function called @code{@var{win}_lw}.
##
## If @var{win} is omitted, the triangle window is used.
##
## If @var{b} is omitted, @code{1 / sqrt (length (@var{x}))} is used.
## @seealso{spectral_xdf}
## @end deftypefn

## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Spectral density estimation

function retval = spectral_adf (c, win, b)

  if (nargin < 1 || nargin > 3)
    print_usage ();
  endif

  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);
  elseif (! ischar (win))
    error ("spectral_adf: WIN must be a string");
  else
    win = str2func ([win "_lw"]);
    w = feval (win, cr, b);
  endif

  c .*= w;

  retval = 2 * real (fft (c)) - c(1);
  retval = [(zeros (cr, 1)), retval];
  retval(:, 1) = (0 : cr-1)' / cr;

endfunction


## Test input validation
%!error spectral_adf ();
%!error spectral_adf (1, 2, 3, 4);
%!error spectral_adf (1, 2);
%!error spectral_adf (1, "invalid");