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/* 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
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