Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / signal-1.1.3 / xcov.m

diff --git a/octave_packages/signal-1.1.3/xcov.m b/octave_packages/signal-1.1.3/xcov.m
new file mode 100644 (file)
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+## Copyright (C) 1999, 2001 Paul Kienzle <pkienzle@users.sf.net>
+##
+## 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, see <http://www.gnu.org/licenses/>.
+
+## usage: [c, lag] = xcov (X [, Y] [, maxlag] [, scale])
+##
+## Compute covariance at various lags [=correlation(x-mean(x),y-mean(y))].
+##
+## X: input vector
+## Y: if specified, compute cross-covariance between X and Y,
+## otherwise compute autocovariance of X.
+## maxlag: is specified, use lag range [-maxlag:maxlag], 
+## otherwise use range [-n+1:n-1].
+## Scale:
+##    'biased'   for covariance=raw/N, 
+##    'unbiased' for covariance=raw/(N-|lag|), 
+##    'coeff'    for covariance=raw/(covariance at lag 0),
+##    'none'     for covariance=raw
+## 'none' is the default.
+##
+## Returns the covariance for each lag in the range, plus an 
+## optional vector of lags.
+
+function [retval, lags] = xcov (X, Y, maxlag, scale)
+
+  if (nargin < 1 || nargin > 4)
+    print_usage;
+  endif
+
+  if nargin==1
+    Y=[]; maxlag=[]; scale=[];
+  elseif nargin==2
+    maxlag=[]; scale=[];
+    if ischar(Y), scale=Y; Y=[];
+    elseif isscalar(Y), maxlag=Y; Y=[];
+    endif
+  elseif nargin==3
+    scale=[];
+    if ischar(maxlag), scale=maxlag; maxlag=[]; endif
+    if isscalar(Y), maxlag=Y; Y=[]; endif
+  endif
+
+  ## XXX FIXME XXX --- should let center(Y) deal with []
+  ## [retval, lags] = xcorr(center(X), center(Y), maxlag, scale);
+  if (!isempty(Y))
+    [retval, lags] = xcorr(center(X), center(Y), maxlag, scale);
+  else
+    [retval, lags] = xcorr(center(X), maxlag, scale);
+  endif
+  
+endfunction