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function y= fractdiff(x,d)
//Compute the fractional differences (1-L)^d x where L denotes the lag-operator and d is greater than -1.
//Calling Sequence
// fractdiff (X, D)
//Description
//Compute the fractional differences (1-L)^d x where L denotes the lag-operator and d is greater than -1.
if(argn(2)~=2)
error("Wrong number of input arguments");
end
N = 100;
if (~ isvector (x) | ~isscalar(d))
error ("X must be a vector and D must be a scalar");
end
if (d<= -1) then
error ("D must be > -1");
end
if (d >= 1)
for k = 1 : d
x = x(2 : length (x)) - x(1 : length (x) - 1);
end
end
//disp(x)
if (d >-1)
d=d-fix(d./1).*1;
//disp(d)
if (d ~= 0)
n = (0 : N)';
w = real (gamma (-d+n) ./ gamma (-d) ./ gamma (n+1));
// disp(w); disp(x)
y = fftfilt (w, x);
y = y(1 : length (x));
else
// disp(x)
y = x;
end
end
endfunction
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