Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / tsa-4.2.4 / poly2rc.m

diff --git a/octave_packages/tsa-4.2.4/poly2rc.m b/octave_packages/tsa-4.2.4/poly2rc.m
new file mode 100644 (file)
index 0000000..1f38e61
--- /dev/null
+++ b/octave_packages/tsa-4.2.4/poly2rc.m
@@ -0,0 +1,50 @@
+function [RC,r0] = poly2rc(a,efinal);
+% converts AR-polynomial into reflection coefficients
+% [RC,R0] = poly2rc(A [,Efinal])
+%
+%  INPUT:
+% A     AR polynomial, each row represents one polynomial
+% Efinal    is the final prediction error variance (default value 1)
+%
+%  OUTPUT
+% RC    reflection coefficients
+% R0    is the variance (autocovariance at lag=0) based on the 
+%      prediction error
+%
+%
+% see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
+
+%       $Id: poly2rc.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(a))>1,
+        fprintf(2,'Error poly2rc: "a" must be a vector\n');
+        return;
+end;
+a=a(:).';
+
+mfilename='POLY2RC';
+if ~exist('ar2rc','file')
+        fprintf(2,'Error %s: AR2RC.M not found. \n Download TSA toolbox from http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/\n',mfilename);
+        return;
+end;
+
+if nargin<2, efinal=1; end;
+
+[AR,RC,PE] = ar2rc(poly2ar(a));
+if nargout>1,
+       r0=efinal.*PE(:,1)./PE(:,size(PE,2));
+end;