--- /dev/null
+function [AutoCov,AutoCorr,MX,E,NC]=invest0(Y,Pmax,Mode);
+% First Investigation of a signal (time series) - automated part
+% [AutoCov,AutoCorr,ARPMX,E,ACFsd,NC]=invest0(Y,Pmax);
+%
+% [AutoCov,AutoCorr,ARPMX,E,ACFsd,NC]=invest0(AutoCov,Pmax,Mode);
+%
+%
+% Y time series
+% Pmax maximal order (optional)
+%
+% AutoCov Autocorrelation
+% AutoCorr normalized Autocorrelation
+% PartACF Partial Autocorrelation
+% ARPMX Autoregressive Parameter for order Pmax-1
+% E Error function E(p)
+% NC Number of values (length-missing values)
+%
+% REFERENCES:
+% P.J. Brockwell and R.A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
+% M.S. Grewal and A.P. Andrews "Kalman Filtering" Prentice Hall, 1993.
+% S. Haykin "Adaptive Filter Theory" 3ed. Prentice Hall, 1996.
+% M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
+% W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
+
+% $Id: invest0.m 7687 2010-09-08 18:39:23Z schloegl $
+% Copyright (C) 1998-2003,2008,2010 by Alois Schloegl <a.schloegl@ieee.org>
+% This is part of the TSA-toolbox. See also
+% http://biosig-consulting.com/matlab/tsa/
+%
+% 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 nargin<3
+ Mode=0;
+else
+ Mode=1;
+end;
+
+[nr,nc]=size(Y);
+NC = sumskipnan(real(~isnan(Y)),2); % number of valid components (data points)
+
+if Mode==0
+ if nargin<2, Pmax = min([100 nc/3]); end;
+ M = min(Pmax,nc-1);
+ AutoCov = acovf(Y,M);
+else
+ AutoCov=Y;
+ M = min(Pmax,nc-1);
+ nc = Pmax;
+ %M=size(AutoCov,2)-1;
+end;
+
+AutoCorr = AutoCov(:,2:M+1)./AutoCov(:,ones(M,1));
+
+if 1,Pmax<100; % this needs change of sinvest1
+ K=M-1;
+ [MX,E]=lattice(Y,Pmax);
+ %[MX,E]=ulsar(Y,Pmax);
+ %[MX,E]=durlev(AutoCov);
+% ARP=MX(:,K*(K-1)/2+(1:K));
+% PartACF =MX(:,(1:K).*(2:K+1)/2);
+else %if nargout > 2
+ [ARP,RC,E]=lattice(Y,Pmax);
+ %[ARP,PartACF,E]=durlev(AutoCov);
+ %MX=[ARP,RC];
+end;
+
+
+
+
+
+
+
+
+