[Octave-cvsupdate] SF.net SVN: octave:[10626] trunk/octave-forge/extra/lssa/lombnormcoeff.m

[<be...@us...>]

Revision: 10626
          http://octave.svn.sourceforge.net/octave/?rev=10626&view=rev
Author:   benjf5
Date:     2012-06-12 14:56:43 +0000 (Tue, 12 Jun 2012)
Log Message:
-----------
Added lombnormcoeff, haven't finished testing yet.

Added Paths:
-----------
    trunk/octave-forge/extra/lssa/lombnormcoeff.m

Added: trunk/octave-forge/extra/lssa/lombnormcoeff.m
===================================================================
--- trunk/octave-forge/extra/lssa/lombnormcoeff.m	                        (rev 0)
+++ trunk/octave-forge/extra/lssa/lombnormcoeff.m	2012-06-12 14:56:43 UTC (rev 10626)
@@ -0,0 +1,9 @@
+## Copyright (c) 2012 Benjamin Lewis <be...@gm...>
+## GNU GPLv2
+
+function coeff = lombnormcoeff(X,Y,omega)
+tau = atan2( sum( sin( 2.*omega.*X)), sum(cos(2.*omega.*X))) / 2;
+coeff = ( ( sum ( Y .* cos( omega .* X - tau ) ) .^ 2 ./ sum ( cos ( omega .* X - tau ) .^ 2 )
+	   + sum ( Y .* sin ( omega .* X - tau ) ) .^ 2 / sum ( sin ( omega .* X - tau ) .^ 2 ) )
+	 / ( 2 * var(Y) ) );
+end
\ No newline at end of file

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