update packages

[CreaPhase.git] / octave_packages / m / signal / fractdiff.m

diff --git a/octave_packages/m/signal/fractdiff.m b/octave_packages/m/signal/fractdiff.m
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+## 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} {} fractdiff (@var{x}, @var{d})
+## Compute the fractional differences @math{(1-L)^d x} where @math{L}
+## denotes the lag-operator and @math{d} is greater than -1.
+## @end deftypefn
+
+## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
+## Description: Compute fractional differences
+
+function retval = fractdiff (x, d)
+
+  if (nargin != 2)
+    print_usage ();
+  endif
+
+  N = 100;
+
+  if (! isvector (x))
+    error ("fractdiff: X must be a vector");
+  endif
+
+  if (! isscalar (d))
+    error ("fractdiff: D must be a scalar");
+  endif
+
+
+  if (d >= 1)
+    for k = 1 : d
+      x = x(2 : length (x)) - x(1 : length (x) - 1);
+    endfor
+  endif
+
+  if (d > -1)
+
+    d = rem (d, 1);
+
+    if (d != 0)
+      n = (0 : N)';
+      w = real (gamma (-d+n) ./ gamma (-d) ./ gamma (n+1));
+      retval = fftfilt (w, x);
+      retval = retval(1 : length (x));
+    else
+      retval = x;
+    endif
+
+  else
+    error ("fractdiff: D must be > -1");
+
+  endif
+
+endfunction