diff options
Diffstat (limited to 'macros/aryule.sci')
| -rw-r--r-- | macros/aryule.sci | 35 |
1 files changed, 2 insertions, 33 deletions
diff --git a/macros/aryule.sci b/macros/aryule.sci index dd4ac7c..4bab4cd 100644 --- a/macros/aryule.sci +++ b/macros/aryule.sci @@ -1,55 +1,24 @@ -//This function fits an AR (p)-model with Yule-Walker estimates. +function [a, v, k] = aryule (x, p) +//This function fits an AR (p)-model with Yule-Walker estimates. //Calling Sequence //a = aryule (x, p) //[a, v] = aryule (x, p) //[a, v, k] = aryule (x, p) - //Parameters //x: vector of real or complex numbers, length > 2 //p: positive integer value < length(x) - 1 //a: gives the AR coefficients //v: gives the variance of the white noise, //k: gives the reflection coefficients to be used in the lattice filter - //Description //This function fits an AR (p)-model with Yule-Walker estimates. //The first argument is the data vector which is to be estimated. - //Examples //aryule([1,2,3,4,5],2) //ans = // 1. - 0.8140351 0.1192982 -//************************************************************************************* -//-------------------version1 (using callOctave / errored)----------------------------- -//************************************************************************************* -//function [a, v, k] = aryule (x, p) -//funcprot(0); -//rhs = argn(2) -//lhs = argn(1) -// -//if(rhs~=2) -//error("Wrong number of input arguments.") -//end -// -// select(lhs) -// case 1 then -// a = callOctave("aryule",x,p) -// case 2 then -// [a,v] = callOctave("aryule",x,p) -// case 3 then -// [a,v,k] = callOctave("aryule",x,p) -// end -// -//endfunction - -//************************************************************************************* -//-----------------------------version2 (pure scilab code)----------------------------- -//************************************************************************************* - -function [a, v, k] = aryule (x, p) - [nargout,nargin] = argn() ; if ( nargin~=2 ) |