Add a useful package (from Source forge) for octave

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

diff --git a/octave_packages/tsa-4.2.4/bispec.m b/octave_packages/tsa-4.2.4/bispec.m
new file mode 100644 (file)
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+++ b/octave_packages/tsa-4.2.4/bispec.m
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+function [BISPEC,BIACF,ACF] = bispec(Z,N);
+% Calculates Bispectrum 
+% [BISPEC] = bispec(Z,N);
+%
+% Input:       Z    Signal
+%              N  # of coefficients
+% Output:      BiACF  bi-autocorrelation function = 3rd order cumulant
+%              BISPEC Bi-spectrum 
+%
+% Reference(s):
+% C.L. Nikias and A.P. Petropulu "Higher-Order Spectra Analysis" Prentice Hall, 1993.
+% M.B. Priestley, "Non-linear and Non-stationary Time series Analysis", Academic Press, London, 1988.
+
+%      $Id: bispec.m 5090 2008-06-05 08:12:04Z schloegl $
+%      Copyright (C) 1997-2003,2008 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/>.
+
+
+P=N+1;
+ACF=zeros(1,N+1);
+BIACF=zeros(2*N+1,2*N+1);
+
+Z=Z(:);
+M=size(Z,1);
+M1=sum(Z)/M;
+Z=Z-M1*ones(size(Z));
+
+for K=0:N, 
+       jc2=Z(1:M-K).*Z(1+K:M);
+       ACF(K+1)=sum(jc2)/M;
+       for L = K:N,
+               jc3 = sum(jc2(1:M-L).*Z(1+L:M))/M;
+               BIACF(K+P,  L+P)  =jc3;
+               BIACF(L+P,  K+P)  =jc3;
+               BIACF(L-K+P, -K+P)=jc3;
+               BIACF(-K+P, L-K+P)=jc3;
+               BIACF(K-L+P, -L+P)=jc3;
+               BIACF(-L+P, K-L+P)=jc3;
+       end;
+end;
+
+BISPEC=fft2(BIACF,128,128);