Mercurial > hg > octave-lyh
diff scripts/signal/autoreg_matrix.m @ 3426:f8dde1807dee
[project @ 2000-01-13 08:40:00 by jwe]
author | jwe |
---|---|
date | Thu, 13 Jan 2000 08:40:53 +0000 (2000-01-13) |
parents | eb27ea9b7ff8 |
children | 858695b3ed62 |
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--- a/scripts/signal/autoreg_matrix.m +++ b/scripts/signal/autoreg_matrix.m @@ -1,15 +1,15 @@ ## Copyright (C) 1995, 1996, 1997 Kurt Hornik -## +## ## 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, 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. -## +## General Public License for more details. +## ## You should have received a copy of the GNU General Public License ## along with this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. @@ -20,7 +20,7 @@ ## first column and the first k lagged values of y in the other columns. ## I.e., for t > k, [1, y(t-1), ..., y(t-k)] is the t-th row of X. X can ## be used as regressor matrix in autoregressions. - + ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Design matrix for autoregressions @@ -29,16 +29,16 @@ if (nargin != 2) usage ("autoreg_matrix (y, k)"); endif - + if !(is_vector (y)) error ("autoreg_matrix: y must be a vector"); endif - + T = length (y); y = reshape (y, T, 1); X = ones (T, k+1); for j = 1 : k; X(:, j+1) = [(zeros (j, 1)); y(1:T-j)]; endfor - + endfunction