资源简介
完整版高阶统计量matlab代码,最常用的双谱等,实用好用
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代码片段和文件信息
function [avec bvec] = armaqs(ypq nordermaxlagsamp_segoverlapflag)
%ARMAQS Estimates ARMA parameters via the q-slice algorithm.
% [avec bvec] = armaqs(ypq nordermaxlagsamp_segoverlapflag)
% y : time-series (vector or matrix)
% p : AR order
% q : MA order
% norder: cumulant order: 3 or 4 [default = 3 ]
% maxlag: maximum cumulant lag to be used [default = p + q]
% samp_seg: samples per segment for estimating cumulants
% [default = length of y]
% overlap : percentage overlap of segments [default = 0]
% flag : ‘biased‘ or ‘unbiased‘ [default = ‘biased‘]
% avec : estimated AR parameter vector
% bvec : estimated MA parameter vector
% Copyright (c) 1991-2001 by United Signals & Systems Inc.
% $Revision: 1.4 $
% A. Swami January 20 1993
% RESTRICTED RIGHTS LEGEND
% Use duplication or disclosure by the Government is subject to
% restrictions as set forth in subparagraph (c) (1) (ii) of the
% Rights in Technical Data and Computer Software clause of DFARS
% 252.227-7013.
% Manufacturer: United Signals & Systems Inc. P.O. Box 2374
% Culver City California 90231.
%
% This material may be reproduced by or for the U.S. Government pursuant
% to the copyright license under the clause at DFARS 252.227-7013.
% ------------------- parameter checks ----------------
if (nargin < 3)
error(‘insufficient number of parameters‘)
end
[nsamp nrecs] = size(y);
if (nsamp == 1) nsamp = nrecs; nrecs = 1; y = y.‘; end
if (p < 0)
error(‘AR order cannot be negative‘)
end
if (p == 0)
error(‘please use MAEST for the pure MA (p=0) case‘)
end
if (q < 0)
error(‘MA order cannot be negative‘)
end
if ~exist(‘norder‘) norder = 3; end
if (norder ~= 3 & norder ~= 4)
error(‘norder must be 3 or 4‘)
end
maxlag0 = q + p;
if (exist(‘maxlag‘) ~= 1) maxlag = maxlag0; end
if (maxlag < maxlag0)
disp([‘ARMAQS: maxlag changed from ‘int2str(maxlag) ...
‘ to ‘int2str(maxlag0)])
maxlag = maxlag0;
end
if (exist(‘samp_seg‘) ~= 1) samp_seg = nsamp; end
if (exist(‘overlap‘) ~=1) overlap = 0; end
overlap = max(0 min(99 overlap) );
if (exist(‘flag‘) ~= 1) flag = ‘biased‘; end
if (nrecs > 1) overlap = 0; samp_seg = nsamp; end
%-----------------------------------------------------------
% simultaneous AR and IR:
% first the IR part:
% the q-slice IR equations are of the form
% [I Ac][eh(0) ... eh(q) a(p) ... a(1)]‘ = -[bc; b];
% hence concatenating
% |I Ac| |eh| = -|bc|
% |0 A | |a | = |b |
ma_order = q;
ar_order = p;
zlag = max([p p-q]);
zlag1 = 1 + zlag + ma_order - ar_order;
kloc = 0; k2 = 0; cum_y = zeros(ar_order+1ma_order+1);
for k1 = 0:ma_order
kloc = kloc + 1;
alpha = cumest(ynorderzlagsamp_segoverlapflagk1k2);
cum_y(:kloc) = al
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
目录 0 2018-11-27 10:18 hosa\
文件 342528 2001-01-18 14:53 hosa\EULA.doc
目录 0 2018-11-27 10:18 hosa\hosa\
文件 2306065 2001-01-18 13:05 hosa\HOSA.PDF
目录 0 2018-11-27 10:18 hosa\hosademo\
文件 8214 1997-11-01 01:56 hosa\hosademo\AR1.MAT
文件 8214 1997-11-01 01:56 hosa\hosademo\ARMA1.MAT
文件 1655 2000-12-28 16:06 hosa\hosademo\contents.m
文件 2355 2000-12-28 16:15 hosa\hosademo\demadapt.m
文件 3865 2000-12-28 16:15 hosa\hosademo\demarma.m
文件 2606 2000-12-28 16:15 hosa\hosademo\dembisp.m
文件 7586 2000-12-28 16:15 hosa\hosademo\demdoa.m
文件 2278 2000-12-28 16:16 hosa\hosademo\demdoat.m
文件 6693 2000-12-28 16:16 hosa\hosademo\demgltst.m
文件 5125 2000-12-28 16:16 hosa\hosademo\demharm.m
文件 4868 2000-12-28 16:16 hosa\hosademo\demnpsi.m
文件 2361 2000-12-28 16:17 hosa\hosademo\demos.m
文件 4740 2000-12-28 16:17 hosa\hosademo\demqpc.m
文件 3722 2000-12-28 16:18 hosa\hosademo\demtde.m
文件 2749 2000-12-28 16:18 hosa\hosademo\demtfd.m
文件 13239 2000-12-28 16:18 hosa\hosademo\demtut.m
文件 3116 2000-12-28 16:18 hosa\hosademo\demvolt.m
文件 524313 1997-11-01 01:58 hosa\hosademo\DOA1.MAT
文件 2099 2000-12-28 16:07 hosa\hosademo\d_ar.m
文件 2118 2000-12-28 16:07 hosa\hosademo\d_arma.m
文件 1486 2000-12-28 16:08 hosa\hosademo\d_arord.m
文件 2405 2000-12-28 16:08 hosa\hosademo\d_bic.m
文件 2192 2000-12-28 16:08 hosa\hosademo\d_bicx.m
文件 2814 2000-12-28 16:09 hosa\hosademo\d_bispd.m
文件 2022 2000-12-28 16:09 hosa\hosademo\d_bispdx.m
文件 2518 2000-12-28 16:09 hosa\hosademo\d_bispi.m
............此处省略97个文件信息
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