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[Octave-cvsupdate] SF.net SVN: octave:[10523] trunk/octave-forge/extra/lssa
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From: <be...@us...> - 2012-05-26 01:07:14
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Revision: 10523
http://octave.svn.sourceforge.net/octave/?rev=10523&view=rev
Author: benjf5
Date: 2012-05-26 01:07:07 +0000 (Sat, 26 May 2012)
Log Message:
-----------
Written complex function, updated others for lssa.
Modified Paths:
--------------
trunk/octave-forge/extra/lssa/lscorrcoeff.m
trunk/octave-forge/extra/lssa/lsreal.m
trunk/octave-forge/extra/lssa/lswaveletcoeff.m
Added Paths:
-----------
trunk/octave-forge/extra/lssa/lscomplex.m
Added: trunk/octave-forge/extra/lssa/lscomplex.m
===================================================================
--- trunk/octave-forge/extra/lssa/lscomplex.m (rev 0)
+++ trunk/octave-forge/extra/lssa/lscomplex.m 2012-05-26 01:07:07 UTC (rev 10523)
@@ -0,0 +1,39 @@
+## Copyright (C) 2012 Benjamin Lewis <be...@gm...>
+##
+## 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 2 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/>.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {t =} lscomplex ( time, mag, maxfreq, numcoeff, numoctaves)
+##
+## Return the complex least-squares transform of the (@var{time},@var{mag})
+## series, considering frequencies up to @var{maxfreq}, over @var{numoctaves}
+## octaves and @var{numcoeff} coefficients.
+##
+## @end deftypefn
+
+
+function transform = lscomplex( t , x , omegamax , ncoeff , noctave )
+ n = length(t); ## VECTOR ONLY, and since t and x have the same number of entries, there's no problem.
+ n1 = 1 / n;
+ transform = zeros(1,ncoeff*noctave);
+ o = omegamax;
+ omul = 2 ^ ( - 1 / ncoeff );
+ for iter = 1:ncoeff*noctave
+ ot = o .* t;
+ transform(iter) = sum( ( cos(ot) .- ( sin(ot) .* i ) ) .* x ); ## See the paper for the expression
+ o *= omul; ## To advance the transform to the next coefficient in the octave
+ endfor
+ transform .* n1;
+
+endfunction
\ No newline at end of file
Modified: trunk/octave-forge/extra/lssa/lscorrcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/lscorrcoeff.m 2012-05-25 23:14:13 UTC (rev 10522)
+++ trunk/octave-forge/extra/lssa/lscorrcoeff.m 2012-05-26 01:07:07 UTC (rev 10523)
@@ -14,9 +14,9 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {c =} nucorrcoeff (abc1, ord1, abc2, ord2, time, freq)
-## @deftypefnx {Function File} {c =} nucorrcoeff (abc1, ord1, abc2, ord2, time, freq, window)
-## @deftypefnx {Function File} {c =} nucorrcoeff (abc1, ord1, abc2, ord2, time, freq, window, winradius)
+## @deftypefn {Function File} {c =} lscorrcoeff (abc1, ord1, abc2, ord2, time, freq)
+## @deftypefnx {Function File} {c =} lscorrcoeff (abc1, ord1, abc2, ord2, time, freq, window)
+## @deftypefnx {Function File} {c =} lscorrcoeff (abc1, ord1, abc2, ord2, time, freq, window, winradius)
##
## Return the coefficient of the wavelet correlation of time
## series (@var{abc1}, @var{ord1}) and (@var{abc2}, @var{ord2}).
@@ -31,13 +31,13 @@
%! x = 1:10;
%! y = sin(x);
%! z = cos(x);
-%! a = nucorrcoeff(x,y,x,z,0.5,0.9)
+%! a = lscorrcoeff(x,y,x,z,0.5,0.9)
%! ## This generates the correlation coefficient at time 0.5 and circular freq. 0.9
## nucorrcoeff, computes a coefficient of the wavelet correlation of two time series
-function coeff = nucorrcoeff(x1, y1, x2, y2, t, o, wgt = @cubicwgt, wgtrad = 1)
+function coeff = lscorrcoeff(x1, y1, x2, y2, t, o, wgt = @cubicwgt, wgtrad = 1)
so = 0.05 * o;
## This code can only, as of currently, work on vectors; I haven't figured out a way to make it work on a matrix.
if( ( ndims(x1) == 2 ) && ! ( rows(x1) == 1 ) )
Modified: trunk/octave-forge/extra/lssa/lsreal.m
===================================================================
--- trunk/octave-forge/extra/lssa/lsreal.m 2012-05-25 23:14:13 UTC (rev 10522)
+++ trunk/octave-forge/extra/lssa/lsreal.m 2012-05-26 01:07:07 UTC (rev 10523)
@@ -23,7 +23,7 @@
##
## @end deftypefn
-function transform = nureal( t, x, omegamax, ncoeff, noctave)
+function transform = lsreal( t, x, omegamax, ncoeff, noctave)
## the R function runs the following command:
## nureal( double X, double Y, int min(X,Y), int ncoeff, int noctave, double omegamax, complex rp)
## this means that in the C, *tptr is X and *xptr is Y. Yes, I know. I think I'll rename them.
Modified: trunk/octave-forge/extra/lssa/lswaveletcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/lswaveletcoeff.m 2012-05-25 23:14:13 UTC (rev 10522)
+++ trunk/octave-forge/extra/lssa/lswaveletcoeff.m 2012-05-26 01:07:07 UTC (rev 10523)
@@ -14,9 +14,9 @@
## this program; if not, see <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
-## @deftypefn {Function File} {c =} nuwaveletcoeff (abc, ord, time, freq)
-## @deftypefnx {Function File} {c =} nuwaveletcoeff (abc, ord, time, freq, window)
-## @deftypefnx {Function File} {c =} nuwaveletcoeff (abc, ord, time, freq, window, winradius)
+## @deftypefn {Function File} {c =} lswaveletcoeff (abc, ord, time, freq)
+## @deftypefnx {Function File} {c =} lswaveletcoeff (abc, ord, time, freq, window)
+## @deftypefnx {Function File} {c =} lswaveletcoeff (abc, ord, time, freq, window, winradius)
##
## Return the coefficient of the wavelet transform of the
## time series (@var{abc}, @var{ord}) at time @var{time}
@@ -32,12 +32,12 @@
%! y = sin(x);
%! xt = x';
%! yt = y';
-%! a = nuwaveletcoeff(x,y,0.5,0.9)
-%! b = nuwaveletcoeff(xt,yt,0.5,0.9)
+%! a = lswaveletcoeff(x,y,0.5,0.9)
+%! b = lswaveletcoeff(xt,yt,0.5,0.9)
%! ## Generates the wavelet transform coefficient for time 0.5 and circ. freq. 0.9, for row & column vectors.
-function coeff = nuwaveletcoeff( x , y , t , o , wgt = @cubicwgt , wgtrad = 1 )
+function coeff = lswaveletcoeff( x , y , t , o , wgt = @cubicwgt , wgtrad = 1 )
so = 0.05 .* o;
if ( ( ndims(x) == 2 ) && ! ( rows(x) == 1 ) )
x = reshape(x,1,length(x));
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