1 files changed, 67 insertions, 33 deletions
diff --git a/macros/spectral_adf.sci b/macros/spectral_adf.sci
index 38b3990..e1cc5a2 100644
--- a/macros/spectral_adf.sci
+++ b/macros/spectral_adf.sci
@@ -1,33 +1,67 @@
-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)
-error("Wrong number of input arguments")
-end
-
-select(rhs)
-	case 1 then
-		y= callOctave("spectral_adf", x);
-	case 2 then
-		y= callOctave("spectral_adf", x , varargin(1));
-	case 3 then
-		y= callOctave("spectral_adf", x , varargin(1), varargin(2));
-
-end
-endfunction
+/* 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
+    if ~isvector(c)
+      error("spectral_adf: input c should be a vector")
+    end
+    // maximum along the columns
+    function max_value = col_max (A)
+      max_value = zeros ( 1, size(A,2))
+      for i = 1:length(max_value)
+          max_value(i) = max(A(:,i))
+      end
+    endfunction
+    //window functions
+    function c = triangle_lw (n, b)
+      c = 1 - (0 : n-1)' * b;
+      c = [c' ; zeros(1, n)]
+      c = col_max (c)'
+    endfunction
+    function c = rectangle_lw (n, b)
+      c = zeros (n, 1);
+      t = floor (1 / b);
+      c(1:t) = 1;
+    endfunction
+    // main part
+    nargin = argn(2)
+    if (nargin < 1)
+      error("wrong number of inputs.");
+    end
+    cr = max(size (c) );
+    if (size (c , 2) > 1)
+      c = c';
+    end
+    if (nargin < 3)
+      b = 1 / ceil (sqrt (cr));
+    end
+    if (nargin == 1)
+      w = triangle_lw (cr, b);
+    elseif (~ (type (win) == 10) )
+      error ("spectral_adf: WIN must be a string");
+    elseif (~strcmp (win , "rectangle" ) )
+      w = rectangle_lw(cr , b) ;
+    elseif (~strcmp (win , "triangle" ) ) 
+        w = triangle_lw(cr , b) ;
+    else 
+        error("Invalid window or this window is not supported yet")
+    end 
+    c=c .* w;
+    sde = 2 * real (fft1 (c)) - c(1);
+    zer= zeros(cr, 1);
+    sde = [zer sde];
+    sde(:, 1) = (0 : cr-1)' / cr;
+  endfunction