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Diffstat (limited to 'macros/spectral_adf.sci')
| -rw-r--r-- | macros/spectral_adf.sci | 15 |
1 files changed, 15 insertions, 0 deletions
diff --git a/macros/spectral_adf.sci b/macros/spectral_adf.sci index ea81f42..38b3990 100644 --- a/macros/spectral_adf.sci +++ b/macros/spectral_adf.sci @@ -1,5 +1,20 @@ function y= spectral_adf(x, varargin) +// Return the spectral density estimator given a vector of autocovariances C, window name WIN, and bandwidth, B. +//Calling Sequence +//spectral_adf(C) +//spectral_adf(C, WIN) +//spectral_adf(C, WIN, B) +//Parameters +//C: Autocovariances +//WIN: Window names +//B: Bandwidth +//Description +//Return the spectral density estimator given a vector ofautocovariances 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. + funcprot(0); rhs= argn(2); if(rhs<1 | rhs>3) |