update packages

[CreaPhase.git] / octave_packages / m / deprecated / autocov.m

diff --git a/octave_packages/m/deprecated/autocov.m b/octave_packages/m/deprecated/autocov.m
new file mode 100644 (file)
index 0000000..dc3ac39
--- /dev/null
+++ b/octave_packages/m/deprecated/autocov.m
@@ -0,0 +1,62 @@
+## Copyright (C) 1995-2012 Friedrich Leisch
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 3 of the License, or (at
+## your option) any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, see
+## <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} autocov (@var{x}, @var{h})
+## Return the autocovariances from lag 0 to @var{h} of vector @var{x}.
+## If @var{h} is omitted, all autocovariances are computed.
+## If @var{x} is a matrix, the autocovariances of each column are
+## computed.
+## The particular algorithm used is from the field of statistics and
+## differs from the definition used in signal processing.
+## @end deftypefn
+
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Compute autocovariances
+
+## Deprecated in version 3.4
+
+function retval = autocov (X, h)
+  persistent warned = false;
+  if (! warned)
+    warned = true;
+    warning ("Octave:deprecated-function",
+             "autocov is obsolete and will be removed from a future version of Octave; See the Octave-Forge signal package and the function xcov for a replacement");
+  endif
+
+  [n, c] = size (X);
+
+  if (isvector (X))
+    n = length (X);
+    c = 1;
+    X = reshape (X, n, 1);
+  endif
+
+  X = center (X);
+
+  if (nargin == 1)
+    h = n - 1;
+  endif
+
+  retval = zeros (h + 1, c);
+
+  for i = 0 : h
+    retval(i+1, :) = diag (X(i+1:n, :).' * conj (X(1:n-i, :))).' / n;
+  endfor
+
+endfunction