## 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. ## ## 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: retval = spectral_adf (c, [win, [b]]) ## ## Returns the spectral density estimator. ## c ....... vector of autocovariances (starting at lag 0) ## win ..... window name, eg. "triangle" or "rectangle" ## spectral_adf searches for a function called win_lw () ## b ....... bandwidth ## ## If win is omitted, the triangle window is used as default. ## If b is omitted, 1 / sqrt( length (c)) is used as default. ## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at> ## Description: Spectral density estimation function retval = spectral_adf (c, win, b) 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); else win = [win, "_lw"]; w = feval (win, cr, b); endif c = c .* w; retval = 2 * real (fft (c)) - c(1); retval = [zeros (cr, 1) retval]; retval(:, 1) = (0 : xr-1)' / xr; endfunction

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