Mercurial > hg > octave-lyh

comparison scripts/signal/arch_test.m @ 11472:1740012184f9

Find changesets by keywords (author, files, the commit message), revision number or hash, or revset expression.
Use uppercase for variable names in error() strings to match Info documentation. Only m-files done.
author Rik <octave@nomad.inbox5.com>
date Sun, 09 Jan 2011 21:33:04 -0800
parents c776f063fefe
children fd0a3ac60b0e
comparison
equal deleted inserted replaced
11471:994e2a93a8e2 11472:1740012184f9
71 if (nargin != 3) 71 if (nargin != 3)
72 error ("arch_test: 3 input arguments required"); 72 error ("arch_test: 3 input arguments required");
73 endif 73 endif
74 74
75 if (! (isvector (y))) 75 if (! (isvector (y)))
76 error ("arch_test: y must be a vector"); 76 error ("arch_test: Y must be a vector");
77 endif 77 endif
78 T = length (y); 78 T = length (y);
79 y = reshape (y, T, 1); 79 y = reshape (y, T, 1);
80 [rx, cx] = size (x); 80 [rx, cx] = size (x);
81 if ((rx == 1) && (cx == 1)) 81 if ((rx == 1) && (cx == 1))
82 x = autoreg_matrix (y, x); 82 x = autoreg_matrix (y, x);
83 elseif (! (rx == T)) 83 elseif (! (rx == T))
84 error ("arch_test: either rows(X) == length(y), or X is a scalar"); 84 error ("arch_test: either rows(X) == length(Y), or X is a scalar");
85 endif 85 endif
86 if (! (isscalar(p) && (rem(p, 1) == 0) && (p > 0))) 86 if (! (isscalar(p) && (rem(p, 1) == 0) && (p > 0)))
87 error ("arch_test: p must be a positive integer"); 87 error ("arch_test: P must be a positive integer");
88 endif 88 endif
89 89
90 [b, v_b, e] = ols (y, x); 90 [b, v_b, e] = ols (y, x);
91 Z = autoreg_matrix (e.^2, p); 91 Z = autoreg_matrix (e.^2, p);
92 f = e.^2 / v_b - ones (T, 1); 92 f = e.^2 / v_b - ones (T, 1);