Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / tsa-4.2.4 / ac2poly.m

diff --git a/octave_packages/tsa-4.2.4/ac2poly.m b/octave_packages/tsa-4.2.4/ac2poly.m
new file mode 100644 (file)
index 0000000..41ac9af
--- /dev/null
+++ b/octave_packages/tsa-4.2.4/ac2poly.m
@@ -0,0 +1,40 @@
+function [A,E] = ac2poly(acf);
+% converts the autocorrelation sequence into an AR polynomial
+% [A,Efinal] = ac2poly(r)
+%
+% see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
+% 
+
+%       $Id: ac2poly.m 5090 2008-06-05 08:12:04Z schloegl $
+%       Copyright (C) 1998-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
+%
+%    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/>.
+
+
+if all(size(acf))>1,
+        fprintf(2,'Error AC2POLY: "r" must be a vector\n');
+        return;
+end;
+
+
+mfilename='AC2POLY';
+if ~exist('durlev','file')
+        fprintf(2,'Error %s: DURLEV.M not found. \n Download TSA toolbox from http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/\n',mfilename);
+        return;
+end;
+
+[AR,RC,PE] = durlev(acf);
+
+A = [ones(size(AR,1),1),-AR];
+E = PE(:,size(PE,2));