diff options
Diffstat (limited to 'macros')
| -rw-r--r-- | macros/ar_psd.sci | 17 | ||||
| -rw-r--r-- | macros/arch_test.sci | 46 | ||||
| -rw-r--r-- | macros/bilinear.sci | 27 | ||||
| -rw-r--r-- | macros/cohere.sci | 11 | ||||
| -rw-r--r-- | macros/detrend1.sci | 11 | ||||
| -rw-r--r-- | macros/lib | bin | 6552 -> 6648 bytes | |||
| -rw-r--r-- | macros/names | 4 | ||||
| -rwxr-xr-x | macros/periodogram.sci | 46 |
8 files changed, 152 insertions, 10 deletions
diff --git a/macros/ar_psd.sci b/macros/ar_psd.sci new file mode 100644 index 0000000..d60e3c4 --- /dev/null +++ b/macros/ar_psd.sci @@ -0,0 +1,17 @@ +function [P, F]= ar_psd(A, varargin) + funcprot(0); + rhs= argn(2); + if(rhs <2 | rhs>5) + error("Wrong number of input arguments"); + end + select(rhs) + case 2 then + [P,F]= callOctave("ar_psd", A, varargin(1)); + case 3 then + [P,F]= callOctave("ar_psd", A, varargin(1), varargin(2)); + case 4 then + [P,F]= callOctave("ar_psd", A, varargin(1), varargin(2), varargin(3)); + case 5 then + [P,F]= callOctave("ar_psd", A, varargin(1), varargin(2), varargin(3), varargin(4)); + end +endfunction diff --git a/macros/arch_test.sci b/macros/arch_test.sci new file mode 100644 index 0000000..3c53fc5 --- /dev/null +++ b/macros/arch_test.sci @@ -0,0 +1,46 @@ +function [PVAL, LM]= arch_test(Y,X,P) +// perform a Lagrange Multiplier (LM) test of thenull hypothesis of no conditional heteroscedascity against the alternative of CH(P) +//Calling Sequence +//arch_test(Y,X,P) +//PVAL = arch_test(Y,X,P) +//[PVAL, LM]= arch_test(Y,X,P) +//Parameters +//P: Degrees of freedom +//PVAL:PVAL is the p-value (1 minus the CDF of this distribution at LM) of the test +//Description +//perform a Lagrange Multiplier (LM) test of thenull hypothesis of no conditional heteroscedascity against the alternative of CH(P). +// +//I.e., the model is +// +// y(t) = b(1) * x(t,1) + ... + b(k) * x(t,k) + e(t), +// +//given Y up to t-1 and X up to t, e(t) is N(0, h(t)) with +// +// h(t) = v + a(1) * e(t-1)^2 + ... + a(p) *e(t-p)^2, and the null is a(1) == ... == a(p) == 0. +// +//If the second argument is a scalar integer, k,perform the sametest in a linear autoregression model of orderk, i.e., with +// +// [1, y(t-1), ..., y(t-K)] as the t-th row of X. +// +// Under the null, LM approximatel has a chisquare distribution with P degrees of freedom and PVAL is the p-value (1 minus the CDF of this distribution at LM) of the test. +// +// If no output argument is given, the p-value is displayed. + funcprot(0) + rhs= argn(2); + lhs= argn(1); + if(rhs<3 | rhs>3) + error("Wrong number of input arguments"); + end + if(lhs<1 | lhs>2) + error("Wrong number of output arguments"); + end + select(rhs) + case 3 then + select(lhs) + case 1 then + PVAL= callOctave("arch_test", Y, X, P); + case 2 then + [PVAL,LM]= callOctave("arch_test", Y, X, P); + end + end +endfunction
\ No newline at end of file diff --git a/macros/bilinear.sci b/macros/bilinear.sci new file mode 100644 index 0000000..d58dd2a --- /dev/null +++ b/macros/bilinear.sci @@ -0,0 +1,27 @@ +function [Zb, Za, Zg]= bilinear(Sb,varargin) + funcprot(0); + lhs= argn(1); + rhs= argn(2); + if(rhs < 3 | rhs > 4) + error("Wrong number of input arguments"); + end + if(lhs < 2 | lhs > 3) + error("Wrong number of output arguments"); + end + select(rhs) + case 3 then + select(lhs) + case 2 then + [Zb, Za]= callOctave("bilinear", Sb, varargin(1), varargin(2)); + case 3 then + [Zb, Za, Zg]= callOctave("bilinear", Sb, varargin(1), varargin(2)); + end + case 4 then + select(lhs) + case 2 then + [Zb, Za]= callOctave("bilinear", Sb, varargin(1), varargin(2), varargin(3)); + case 3 then + [Zb, Za, Zg]= callOctave("bilinear", Sb, varargin(1), varargin(2), varargin(3)); + end + end +endfunction
\ No newline at end of file diff --git a/macros/cohere.sci b/macros/cohere.sci new file mode 100644 index 0000000..ad964a3 --- /dev/null +++ b/macros/cohere.sci @@ -0,0 +1,11 @@ +function [Pxx,freqs] = cohere(x,y,Nfft,Fs,win,overlap,ran,plot_type,detrends) + rhs= argn(2); + lhs= argn(1); + if(rhs < 10 | rhs > 10) + error("Wrong number of input arguments"); + end + select(rhs) + case 10 then + [Pxx,freqs] = callOctave("cohere",x,y,Nfft,Fs,win,overlap,ran,plot_type,detrends); + end +endfunction
\ No newline at end of file diff --git a/macros/detrend1.sci b/macros/detrend1.sci index b9929f4..52ac26f 100644 --- a/macros/detrend1.sci +++ b/macros/detrend1.sci @@ -1,4 +1,15 @@ function y = detrend1(x, varargin) +//This function removes the best fit of a polynomial of order P from the data X +//Calling Sequence +//detrend1(X,P) +//Parameters +//X: Input vecor or matrix. +//P: The order of polnomial +//Description +//If X is a vector, 'detrend1(X, P)' removes the best fit of apolynomial of order P from the data X.If X is a matrix, 'detrend1(X, P)' does the same for each column in X. +// +//The second argument P is optional. If it is not specified, a value of 1 is assumed. This corresponds to removing a linear trend. +//The order of the polynomial can also be given as a string, in which case P must be either "constant" (corresponds to 'P=0') or "linear"(corresponds to 'P=1') rhs= argn(2); if(rhs<1 | rhs> 2) error("Wrong number of input arguments"); Binary files differdiff --git a/macros/names b/macros/names index af57307..b437c07 100644 --- a/macros/names +++ b/macros/names @@ -1,7 +1,9 @@ ac2poly ac2rc arParEst +ar_psd arburg +arch_test arcov armcov aryule @@ -10,6 +12,7 @@ barthannwin bartlett besselap besself +bilinear bitrevorder blackman blackmanharris @@ -35,6 +38,7 @@ check chirp clustersegment cmorwavf +cohere convmtx corrmtx cplxreal diff --git a/macros/periodogram.sci b/macros/periodogram.sci index 33e15af..ca8995e 100755 --- a/macros/periodogram.sci +++ b/macros/periodogram.sci @@ -1,20 +1,46 @@ function [d,n]=periodogram(a,b,c,d,e) +//Return the periodogram (Power Spectral Density) of X +//Calling Sequence +// [PXX, W] = periodogram (X) +// [PXX, W] = periodogram (X, WIN) +// [PXX, W] = periodogram (X, WIN, NFFT) +// [PXX, W] = periodogram (X, WIN, NFFT, FS) +// [PXX, W] = periodogram (..., "RANGE") +//Parameters +// X:data vector. If X is real-valued a one-sided spectrum is estimated. If X is complex-valued, or "RANGE" specifies "twosided", the full spectrum is estimated. +//WIN: window weight data. If window is empty or unspecified a default rectangular window is used. Otherwise, the window is applied to the signal ('X .* WIN') before computing th periodogram. The window data must be a vector of the same length as X. +//NFFT:number of frequency bins. The default is 256 or the next higher power of 2 greater than the length of X ('max (256,2.^nextpow2 (length (x)))'). If NFFT is greater than the length of the input then X will be zero-padded to the length of NFFT. +//FS:sampling rate. The default is 1. +//RANGE:range of spectrum. "onesided" computes spectrum from [0..nfft/2+1]."twosided" computes spectrum from [0..nfft-1]. +//Description +//The optional second output W are the normalized angular frequencies. For a one-sided calculation W is in the range [0, pi]. If NFFT is even and [0, pi) if NFFT is odd. Similarly, for a two-sided calculation W is in the range [0, 2*pi] or [0, 2*pi)depending on NFFT. +// +//If a sampling frequency is specified, FS, then the output frequencies F will be in the range [0, FS/2] or [0, FS/2) for one-sided calculations. For two-sided calculations the range will be [0, FS). +// +//When called with no outputs the periodogram is immediately plotted in the current figure window. funcprot(0); - [nargout,nargin]=argn(); - select nargin + lhs= argn(1); + rhs= argn(2); + if(rhs<1 | rhs>5) + error("Wrong number of input arguments"); + end + if(lhs>2 | lhs< 2) + error("Wrong number of output arguments"); + end + select(rhs) case 1 then - [d,n]=callOctave('periodogram',a); + [d,n]= callOctave('periodogram',a); case 2 then - [d,n]=callOctave('periodogram',a,b); + [d,n]= callOctave('periodogram',a,b); + case 3 then - [d,n]=callOctave('periodogram',a,b,c); + [d,n]= callOctave('periodogram',a,b,c); + case 4 then - [d,n]=callOctave('periodogram',a,b,c,d); + [d,n]= callOctave('periodogram',a,b,c,d); + case 5 then - [d,n]=callOctave('periodogram',a,b,c,d,e); - else - error("Incorrect no. of Input Arguments"); + [d,n]= callOctave('periodogram',a,b,c,d,e); end - endfunction |