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| author | priyanka | 2015-06-24 15:03:17 +0530 |
|---|---|---|
| committer | priyanka | 2015-06-24 15:03:17 +0530 |
| commit | b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b (patch) | |
| tree | ab291cffc65280e58ac82470ba63fbcca7805165 /2048/CH6/EX6.11/pacf_mat.sci | |
| download | Scilab-TBC-Uploads-b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b.tar.gz Scilab-TBC-Uploads-b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b.tar.bz2 Scilab-TBC-Uploads-b1f5c3f8d6671b4331cef1dcebdf63b7a43a3a2b.zip | |
initial commit / add all books
Diffstat (limited to '2048/CH6/EX6.11/pacf_mat.sci')
| -rwxr-xr-x | 2048/CH6/EX6.11/pacf_mat.sci | 44 |
1 files changed, 44 insertions, 0 deletions
diff --git a/2048/CH6/EX6.11/pacf_mat.sci b/2048/CH6/EX6.11/pacf_mat.sci new file mode 100755 index 000000000..ba250b63f --- /dev/null +++ b/2048/CH6/EX6.11/pacf_mat.sci @@ -0,0 +1,44 @@ +// Construction of square matrix required to compute PACF ajj, useful for the calculations in Sec. 6.4.5.
+// 6.11
+
+function ajj = pacf_mat(rvv0,rvv_rest,p,k)
+if argn(2) == 3,
+ k = 1;
+end
+for i = 1:p
+ for j = 1:p
+ index = (k+i-1)-j;
+ if index == 0,
+ A(i,j) = rvv0;
+ elseif index < 0,
+ A(i,j) = rvv_rest(-index);
+ else
+ A(i,j) = rvv_rest(index);
+ end
+ end
+ b(i) = -rvv_rest(k+i-1);
+end
+a = A\b;
+ajj = a(p);
+endfunction;
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