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Diffstat (limited to 'macros/fractdiff.sci')
| -rw-r--r-- | macros/fractdiff.sci | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/macros/fractdiff.sci b/macros/fractdiff.sci index 1731dc1..979a079 100644 --- a/macros/fractdiff.sci +++ b/macros/fractdiff.sci @@ -1,4 +1,10 @@ function y= fractdiff(x,d) +//Compute the fractional differences (1-L)^d x where L denotes the lag-operator and d is greater than -1. +//Calling Sequence +// fractdiff (X, D) +//Description +//This is an Octave function. +//Compute the fractional differences (1-L)^d x where L denotes the lag-operator and d is greater than -1. funcprot(0); rhs= argn(2); if(rhs < 2 | rhs >2) |