diff options
Diffstat (limited to 'macros/spectral_adf.sci')
| -rw-r--r-- | macros/spectral_adf.sci | 33 |
1 files changed, 17 insertions, 16 deletions
diff --git a/macros/spectral_adf.sci b/macros/spectral_adf.sci index e1cc5a2..d1ca298 100644 --- a/macros/spectral_adf.sci +++ b/macros/spectral_adf.sci @@ -1,20 +1,21 @@ -/* spectral_adf - Calling Sequence - spectral_adf (c) - spectral_adf (c, win) - spectral_adf (c, win, b) - Parameters - c : Vector of autocovariances - win : The window name . Default window is "triangle" - b : Bandwidth. Default is 1/sqrt(length(c)) - Description - Return the spectral density estimator given a vector of autocovariances c, window name win, and bandwidth, b. - The window name, e.g., "triangle" or "rectangle" is used to search for a function called win_lw. - If win is omitted, the triangle window is used. - If b is omitted, 1 / sqrt (length (c)) is used. - Dependencies: fft1 */ function sde = spectral_adf (c, win, b) - //c should be a vector +// spectral_adf +// Calling Sequence +// spectral_adf (c) +// spectral_adf (c, win) +// spectral_adf (c, win, b) +// Parameters +// c : Vector of autocovariances +// win : The window name . Default window is "triangle" +// b : Bandwidth. Default is 1/sqrt(length(c)) +// Description +// Return the spectral density estimator given a vector of autocovariances c, window name win, and bandwidth, b. +// The window name, e.g., "triangle" or "rectangle" is used to search for a function called win_lw. +// If win is omitted, the triangle window is used. +// If b is omitted, 1 / sqrt (length (c)) is used. +// Dependencies: fft1 + + //c should be a vector if ~isvector(c) error("spectral_adf: input c should be a vector") end |