From c0c0582462720ed597b00e116506570577614e89 Mon Sep 17 00:00:00 2001
From: shamikam
Date: Tue, 7 Nov 2017 15:59:48 +0530
Subject: initial commit

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 macros/arburg.sci~ | 55 ++++++++++++++++++++++++++++++++++++++++++++++++++++++
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+function varargout = arburg( x, poles, criterion )
+//This function calculates coefficients of an autoregressive (AR) model of complex data.
+//Calling Sequence
+//a = arburg(x, poles)
+//a = arburg(x, poles, criterion)
+//[a, v] = arburg(...)
+//[a, v, k] = arburg(...)
+//Parameters 
+//x: vector of real or complex numbers, of length > 2
+//poles: positive integer value < length(x) - 2 
+//criterion: string value, takes in "AKICc", "KIC", "AICc", "AIC" and "FPE", default it not using a model-selection criterion 
+//a, v, k: Output variables
+//Description
+//This is an Octave function.
+//This function calculates coefficients of an autoregressive (AR) model of complex data x using the whitening lattice-filter method of Burg.
+//The first argument is the data sampled. The second argument is the number of poles in the model (or limit in case a criterion is supplied).
+//The third parameter takes in the criterion to limit the number of poles. The acceptable values are "AIC", "AKICc", "KIC", "AICc" which are based on information theory.
+//Output variable a is a list of P+1 autoregression coefficients.
+//Output variable v is the mean square of residual noise from the whitening operation of the Burg lattice filter.
+//Output variable k corresponds to the reflection coefficients defining the lattice-filter embodiment of the model. 
+//Examples
+//arburg([1,2,3,4,5],2)
+//ans =
+//   1.00000  -1.86391   0.95710
+
+funcprot(0);
+rhs = argn(2)
+lhs = argn(1)
+if(lhs>3)
+error("Wrong number of output arguments.")
+elseif(rhs<2)
+error("Wrong number of input arguments.")
+end
+
+	select(lhs)
+	case 1 then
+	if(rhs==2)
+	a = callOctave("arburg",x,poles)
+	elseif(rhs==3)
+	a = callOctave("arburg",x,poles,criterion)
+	end
+	case 2 then
+	if(rhs==2)
+	[a,v] = callOctave("arburg",x,poles)
+	elseif(rhs==3)
+	[a,v] = callOctave("arburg",x,poles,criterion)
+	end
+	case 3 then
+	if(rhs==2)
+	[a,v,k] = callOctave("arburg",x,poles)
+	elseif(rhs==3)
+	[a,v,k] = callOctave("arburg",x,poles,criterion)
+	end
+	end
+endfunction
-- 
cgit