Mercurial > octave-nkf
view scripts/signal/diffpara.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 | 0850b5212619 |
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## Copyright (C) 1995-2013 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} {[@var{d}, @var{dd}] =} diffpara (@var{x}, @var{a}, @var{b}) ## Return the estimator @var{d} for the differencing parameter of an ## integrated time series. ## ## The frequencies from @math{[2*pi*a/t, 2*pi*b/T]} are used for the ## estimation. If @var{b} is omitted, the interval ## @math{[2*pi/T, 2*pi*a/T]} is used. If both @var{b} and @var{a} are ## omitted then @math{a = 0.5 * sqrt (T)} and @math{b = 1.5 * sqrt (T)} ## is used, where @math{T} is the sample size. If @var{x} is a matrix, ## the differencing parameter of each column is estimated. ## ## The estimators for all frequencies in the intervals ## described above is returned in @var{dd}. The value of @var{d} is ## simply the mean of @var{dd}. ## ## Reference: P.J. Brockwell & R.A. Davis. @cite{Time Series: ## Theory and Methods}. Springer 1987. ## @end deftypefn ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Estimate the fractional differencing parameter function [d, dd] = diffpara (x, a, b) if ((nargin < 1) || (nargin > 3)) print_usage (); else if (isvector (x)) n = length (x); k = 1; x = reshape (x, n, 1); else [n, k] = size (x); endif if (nargin == 1) a = 0.5 * sqrt (n); b = 1.5 * sqrt (n); elseif (nargin == 2) b = a; a = 1; endif endif if (! (isscalar (a) && isscalar (b))) error ("diffpara: A and B must be scalars"); endif dd = zeros (b - a + 1, k); for l = 1:k w = 2 * pi * (1 : n-1) / n; x = 2 * log (abs (1 - exp (-i*w))); y = log (periodogram (x(2:n,l))); x = center (x); y = center (y); for m = a:b dd(m-a+1) = - x(1:m) * y(1:m) / sumsq (x(1:m)); endfor endfor d = mean (dd); endfunction