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Diffstat (limited to 'macros/fractdiff.sci')
| -rw-r--r-- | macros/fractdiff.sci | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/macros/fractdiff.sci b/macros/fractdiff.sci new file mode 100644 index 0000000..979a079 --- /dev/null +++ b/macros/fractdiff.sci @@ -0,0 +1,17 @@ +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) + error("Wrong number of input arguments"); + end + select(rhs) + case 2 then + y= callOctave("fractdiff",x,d); + end +endfunction
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