Mercurial > octave

annotate scripts/signal/autoreg_matrix.m @ 33658:b1d6e40ac737 stable tip

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
NEWS.9.md: Fix typo and minor formatting changes. * etc/NEWS.9.md: Fix typo. Adjust whitespace. Use markdown syntax for code snippets.
author Markus Mützel <markus.muetzel@gmx.de>
date Wed, 05 Jun 2024 11:27:35 +0200
parents 2e484f9f1f18
children
Ignore whitespace changes - Everywhere: Within whitespace: At end of lines:
rev   line source
27923
bd51beb6205e update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents: 27919
diff changeset
1 ########################################################################
bd51beb6205e update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents: 27919
diff changeset
2 ##
32632
2e484f9f1f18 maint: update Octave Project Developers copyright for the new year
John W. Eaton <jwe@octave.org>
parents: 31706
diff changeset
3 ## Copyright (C) 1995-2024 The Octave Project Developers
27918
b442ec6dda5c use centralized file for copyright info for individual contributors
John W. Eaton <jwe@octave.org>
parents: 26376
diff changeset
4 ##
27923
bd51beb6205e update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents: 27919
diff changeset
5 ## See the file COPYRIGHT.md in the top-level directory of this
bd51beb6205e update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents: 27919
diff changeset
6 ## distribution or <https://octave.org/copyright/>.
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
7 ##
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3457
diff changeset
8 ## This file is part of Octave.
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3457
diff changeset
9 ##
24534
194eb4bd202b maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents: 23220
diff changeset
10 ## Octave is free software: you can redistribute it and/or modify it
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3457
diff changeset
11 ## under the terms of the GNU General Public License as published by
24534
194eb4bd202b maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents: 23220
diff changeset
12 ## the Free Software Foundation, either version 3 of the License, or
22755
3a2b891d0b33 maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents: 22323
diff changeset
13 ## (at your option) any later version.
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
14 ##
3922
38c61cbf086c [project @ 2002-05-01 06:48:35 by jwe]
jwe
parents: 3457
diff changeset
15 ## Octave is distributed in the hope that it will be useful, but
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
16 ## WITHOUT ANY WARRANTY; without even the implied warranty of
22755
3a2b891d0b33 maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents: 22323
diff changeset
17 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
3a2b891d0b33 maint: Standardize Copyright formatting.
Rik <rik@octave.org>
parents: 22323
diff changeset
18 ## GNU General Public License for more details.
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
19 ##
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
20 ## You should have received a copy of the GNU General Public License
7016
93c65f2a5668 [project @ 2007-10-12 06:40:56 by jwe]
jwe
parents: 6547
diff changeset
21 ## along with Octave; see the file COPYING. If not, see
24534
194eb4bd202b maint: Update punctuation for GPL v3 license text.
Rik <rik@octave.org>
parents: 23220
diff changeset
22 ## <https://www.gnu.org/licenses/>.
27923
bd51beb6205e update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents: 27919
diff changeset
23 ##
bd51beb6205e update formatting of copyright notices
John W. Eaton <jwe@octave.org>
parents: 27919
diff changeset
24 ########################################################################
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
25
3449
858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe]
jwe
parents: 3426
diff changeset
26 ## -*- texinfo -*-
30875
5d3faba0342e doc: Ensure documentation lists output argument when it exists for all m-files.
Rik <rik@octave.org>
parents: 30564
diff changeset
27 ## @deftypefn {} {@var{x} =} autoreg_matrix (@var{y}, @var{k})
20165
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
28 ## Given a time series (vector) @var{y}, return a matrix with ones in the first
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
29 ## column and the first @var{k} lagged values of @var{y} in the other columns.
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
30 ##
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
31 ## In other words, for @var{t} > @var{k},
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
32 ## @code{[1, @var{y}(@var{t}-1), @dots{}, @var{y}(@var{t}-@var{k})]} is the
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
33 ## t-th row of the result.
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
34 ##
f1d0f506ee78 doc: Update more docstrings to have one sentence summary as first line.
Rik <rik@octave.org>
parents: 19697
diff changeset
35 ## The resulting matrix may be used as a regressor matrix in autoregressions.
3449
858695b3ed62 [project @ 2000-01-18 04:08:59 by jwe]
jwe
parents: 3426
diff changeset
36 ## @end deftypefn
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
37
30875
5d3faba0342e doc: Ensure documentation lists output argument when it exists for all m-files.
Rik <rik@octave.org>
parents: 30564
diff changeset
38 function x = autoreg_matrix (y, k)
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
39
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
40 if (nargin != 2)
6046
34f96dd5441b [project @ 2006-10-10 16:10:25 by jwe]
jwe
parents: 5428
diff changeset
41 print_usage ();
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
42 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
43
4030
22bd65326ec1 [project @ 2002-08-09 18:58:13 by jwe]
jwe
parents: 3922
diff changeset
44 if (! (isvector (y)))
11472
1740012184f9 Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
Rik <octave@nomad.inbox5.com>
parents: 7017
diff changeset
45 error ("autoreg_matrix: Y must be a vector");
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
46 endif
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
47
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
48 T = length (y);
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
49 y = reshape (y, T, 1);
30875
5d3faba0342e doc: Ensure documentation lists output argument when it exists for all m-files.
Rik <rik@octave.org>
parents: 30564
diff changeset
50 x = ones (T, k+1);
26268
6dd232798997 maint: Remove useless ';' from end of for, if, while, etc. statements.
Rik <rik@octave.org>
parents: 25054
diff changeset
51 for j = 1 : k
30875
5d3faba0342e doc: Ensure documentation lists output argument when it exists for all m-files.
Rik <rik@octave.org>
parents: 30564
diff changeset
52 x(:, j+1) = [(zeros (j, 1)); y(1:T-j)];
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
53 endfor
3426
f8dde1807dee [project @ 2000-01-13 08:40:00 by jwe]
jwe
parents: 3273
diff changeset
54
3191
e4f4b2d26ee9 [project @ 1998-10-23 05:43:59 by jwe]
jwe
parents:
diff changeset
55 endfunction
12831
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m
Andriy Shinkarchuck <adriano32.gnu@gmail.com>
parents: 11523
diff changeset
56
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m
Andriy Shinkarchuck <adriano32.gnu@gmail.com>
parents: 11523
diff changeset
57
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m
Andriy Shinkarchuck <adriano32.gnu@gmail.com>
parents: 11523
diff changeset
58 %!test
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
59 %! K = 4;
14868
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14363
diff changeset
60 %! A = zeros (1,K+1);
12831
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m
Andriy Shinkarchuck <adriano32.gnu@gmail.com>
parents: 11523
diff changeset
61 %! A(1) = 1;
14868
5d3a684236b0 maint: Use Octave coding conventions for cuddling parentheses in scripts directory
Rik <octave@nomad.inbox5.com>
parents: 14363
diff changeset
62 %! B = eye (K+1);
12831
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m
Andriy Shinkarchuck <adriano32.gnu@gmail.com>
parents: 11523
diff changeset
63 %! B(:,1) = 1;
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
64 %! assert (autoreg_matrix (A,K), B);
12831
05a6e27d7908 codesprint: Wrote 4 tests for autoreg_matrix.m
Andriy Shinkarchuck <adriano32.gnu@gmail.com>
parents: 11523
diff changeset
65
28886
d8318c12d903 test: remove unnecessary BIST tests in m-files checking for excessive number of inputs.
Rik <rik@octave.org>
parents: 27984
diff changeset
66 %!error <Invalid call> autoreg_matrix ()
d8318c12d903 test: remove unnecessary BIST tests in m-files checking for excessive number of inputs.
Rik <rik@octave.org>
parents: 27984
diff changeset
67 %!error <Invalid call> autoreg_matrix (1)
14363
f3d52523cde1 Use Octave coding conventions in all m-file %!test blocks
Rik <octave@nomad.inbox5.com>
parents: 14138
diff changeset
68 %!error autoreg_matrix (ones (4,1), 5)