Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/tsa-4.2.4/biacovf.m b/octave_packages/tsa-4.2.4/biacovf.m
new file mode 100644 (file)
index 0000000..99eea69
--- /dev/null
+++ b/octave_packages/tsa-4.2.4/biacovf.m
@@ -0,0 +1,43 @@
+function [BIACF,ACF,M1] = biacovf(Z,N);
+% BiAutoCovariance function 
+% [BiACF] = biacovf(Z,N);
+%
+% Input:       Z    Signal
+%              N  # of coefficients
+% Output:      BIACF bi-autocorrelation function (joint cumulant 3rd order
+% Output:      ACF   covariance function (joint cumulant 2nd order)
+
+%       $Id: biacovf.m 5090 2008-06-05 08:12:04Z schloegl $
+%      Copyright (C) 1997, 1998, 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/>.
+
+ACF=zeros(1,N+1);
+BIACF=zeros(N+1,N+1);
+
+Z=Z(:);
+M=size(Z,1);
+
+M1=sum(Z)/M;
+Z=Z-M1*ones(size(Z));
+
+for K=0:N, 
+       tmp=Z(1:M-K).*Z(1+K:M);
+       ACF(K+1)=sum(tmp)/M;
+       for L = K:N,
+               BIACF(K+1,L+1) = sum(tmp(1:M-L).*Z(1+L:M))/M;
+       end;
+end;
+
+BIACF=BIACF+BIACF'-diag(diag(BIACF));