Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / nan-2.5.5 / nanfft.m

diff --git a/octave_packages/nan-2.5.5/nanfft.m b/octave_packages/nan-2.5.5/nanfft.m
new file mode 100644 (file)
index 0000000..220d163
--- /dev/null
+++ b/octave_packages/nan-2.5.5/nanfft.m
@@ -0,0 +1,58 @@
+function [Y,N,N2] = nanfft(X,N,DIM);
+% NANFFT calculates the Fourier-Transform of X for data with missing values. 
+%  NANFFT is the same as FFT but X can contain missing values encoded with NaN.
+%  NaN's are skipped, NaN do not result in a NaN output. 
+%
+%   Y = NANFFT(X)
+%   Y = NANFFT(X,N)
+%   Y = NANFFT(X,[],DIM)
+% 
+%   [Y,N] = NANFFT(...)
+%       returns the number of valid samples N
+%
+%
+% WARNING: missing values can introduce aliasing - causing unintended results.
+%    Moreover, the behavior of bandpass and highpass filters in case of missing values 
+%    is not fully understood, and might contain some pitfalls.  
+%
+% see also: FFT, XCORR, NANCONV, NANFILTER
+
+%      $Id$
+%      Copyright (C) 2005,2011 by Alois Schloegl <alois.schloegl@gmail.com>            
+%       This function is part of the NaN-toolbox available at 
+%       http://pub.ist.ac.at/~schloegl/matlab/NaN/ and 
+%      http://octave.svn.sourceforge.net/viewvc/octave/trunk/octave-forge/extra/NaN/inst/
+
+%    This program 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.
+%
+%    This program 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 this program; if not, write to the Free Software
+%    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301  USA
+
+warning('NANFFT is experimental. For more details see HELP NANFFT');
+
+NX = isnan(X);
+X(NX) = 0; 
+
+if nargin==1,
+        Y = fft(X);
+        N2 = sum(1-NX); % 
+        N = fft(NX);
+elseif nargin==2,
+        Y = fft(X,N);
+        N2 = sum(1-NX); 
+        N = fft(NX);
+elseif nargin==3,
+        Y = fft(X,N,DIM);
+        N2 = sum(1-NX,DIM); % 
+        N = fft(NX,N,DIM);
+end;
+