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| author | prashantsinalkar | 2018-02-03 11:01:52 +0530 |
|---|---|---|
| committer | prashantsinalkar | 2018-02-03 11:01:52 +0530 |
| commit | 7bc77cb1ed33745c720952c92b3b2747c5cbf2df (patch) | |
| tree | 449d555969bfd7befe906877abab098c6e63a0e8 /2048/DEPENDENCIES/pacf_mat.sci | |
| parent | d1e070fe2d77c8e7f6ba4b0c57b1b42e26349059 (diff) | |
| download | Scilab-TBC-Uploads-7bc77cb1ed33745c720952c92b3b2747c5cbf2df.tar.gz Scilab-TBC-Uploads-7bc77cb1ed33745c720952c92b3b2747c5cbf2df.tar.bz2 Scilab-TBC-Uploads-7bc77cb1ed33745c720952c92b3b2747c5cbf2df.zip | |
Diffstat (limited to '2048/DEPENDENCIES/pacf_mat.sci')
| -rw-r--r-- | 2048/DEPENDENCIES/pacf_mat.sci | 44 |
1 files changed, 44 insertions, 0 deletions
diff --git a/2048/DEPENDENCIES/pacf_mat.sci b/2048/DEPENDENCIES/pacf_mat.sci new file mode 100644 index 000000000..ba250b63f --- /dev/null +++ b/2048/DEPENDENCIES/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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