Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/tsa-4.2.4/arcext.m b/octave_packages/tsa-4.2.4/arcext.m
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+++ b/octave_packages/tsa-4.2.4/arcext.m
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+function  [AR,RC] = arcext(MX,P);
+% ARCEXT extracts AR and RC of order P from Matrix MX
+% function  [AR,RC] = arcext(MX,P);
+%
+%  INPUT:
+% MX   AR and RC matrix calculated by durlev 
+% P    model order (default maximum possible)
+%
+%  OUTPUT
+% AR    autoregressive model parameter 
+% RC    reflection coefficients (= -PARCOR coefficients)
+%
+% All input and output parameters are organized in rows, one row 
+% corresponds to the parameters of one channel
+%
+% see also ACOVF ACORF DURLEV 
+% 
+% REFERENCES:
+%  P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
+%  S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
+%  M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981. 
+%  W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
+
+%  $Id: arcext.m 9609 2012-02-10 10:18:00Z schloegl $
+%  Copyright (C) 1998-2003,2008,2012 by Alois Schloegl <alois.schloegl@ist.ac.at>      
+%       This is part of the TSA-toolbox. See also 
+%       http://pub.ist.ac.at/~schloegl/matlab/tsa/
+%       http://octave.sourceforge.net/
+%       http://biosig.sourceforge.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/>.
+
+
+[lr,lc]=size(MX);
+
+if ~mod(sqrt(8*lc+1)-1,2)      % full number of elements
+       K = (sqrt(8*lc+1)-1)/2;
+elseif ~mod(lc,2),   % compressed form of MX
+       K = lc/2;
+else           % invalid number of elements
+       fprintf(2,'Warning ARCEXT: Number of elements is different than a triangular matrix\n');
+end;
+
+if (K~=P) && (lc~=K*(K+1)/2),
+       [AR,RC,PE]=rc2ar(MX(:,(1:P).*(2:P+1)/2));
+else
+       AR = MX(:,P*(P-1)/2+(1:P));
+       RC = MX(:,(1:P).*(2:P+1)/2);
+end;