diff scripts/signal/autocov.m @ 3426:f8dde1807dee

[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents ca92c9d3f882
children 858695b3ed62
line wrap: on
line diff
--- a/scripts/signal/autocov.m	Thu Jan 13 08:32:16 2000 +0000
+++ b/scripts/signal/autocov.m	Thu Jan 13 08:40:53 2000 +0000
@@ -1,49 +1,49 @@
 ## Copyright (C) 1995, 1996, 1997  Friedrich Leisch
-## 
+##
 ## This program 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 2, or (at your option)
 ## any later version.
-## 
+##
 ## This program 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. 
-## 
+## General Public License for more details.
+##
 ## You should have received a copy of the GNU General Public License
 ## along with this file.  If not, write to the Free Software Foundation,
 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
 
 ## usage:  autocov (X [, h])
-## 
+##
 ## returns the autocovariances from lag 0 to h of vector X.
 ## If h is omitted, all autocovariances are computed.
 ## If X is a matrix, the autocovariances of every single column are
-## computed. 
+## computed.
 
 ## Author:  FL <Friedrich.Leisch@ci.tuwien.ac.at>
 ## Description:  Compute autocovariances
-  
+
 function retval = autocov (X, h)
-  
+
   [n, c] = size (X);
-  
+
   if (is_vector (X))
     n = length (X);
     c = 1;
     X = reshape (X, n, 1);
   endif
-  
+
   X = center (X);
-  
+
   if (nargin == 1)
     h = n - 1;
   endif
-  
+
   retval = zeros (h + 1, c);
-  
+
   for i = 0 : h
     retval(i+1, :) = diag (X(i+1:n, :).' * conj (X(1:n-i, :))) / n;
   endfor
-  
+
 endfunction