Logo Search packages:      
Sourcecode: octave-ci version File versions

spectral_xdf.m

## 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_xdf (X, [win, [b]])
## 
## Returns the spectral density estimator.
## X ....... data vector
## win ..... window name, eg. "triangle" or "rectangle"
##           spectral_adf searches for a function called win_sw ()
## b ....... bandwidth
## 
## If win is omitted, the triangle window is used as default.
## If b is omitted, 1 / sqrt (length (X)) is used as default.
  
## Author:  FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description:  Spectral density estimation
  
function retval = spectral_xdf (X, win, b)
  
  xr = length (X);
  
  if (columns (X) > 1)
    X = X';
  endif
  
  if (nargin < 3)
    b = 1 / ceil (sqrt (xr));
  endif
  
  if (nargin == 1)
    w = triangle_sw (xr, b);
  else
    win = [win, "_sw"];
    w = feval (win, xr, b);
  endif
  
  X = X - sum (X) / xr;

  retval = (abs (fft (X)) / xr).^2;
  retval = real (ifft (fft(retval) .* fft(w)));
  
  retval = [zeros (xr, 1) retval];
  retval(:, 1) = (0 : xr-1)' / xr;
  
endfunction
    

  






Generated by  Doxygen 1.6.0   Back to index