######################################################################## ## ## Copyright (C) 1995-2021 The Octave Project Developers ## ## See the file COPYRIGHT.md in the top-level directory of this ## distribution or . ## ## This file is part of Octave. ## ## Octave 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 3 of the License, or ## (at your option) any later version. ## ## Octave 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 Octave; see the file COPYING. If not, see ## . ## ######################################################################## ## -*- texinfo -*- ## @deftypefn {} {} spectral_xdf (@var{x}) ## @deftypefnx {} {} spectral_xdf (@var{x}, @var{win}) ## @deftypefnx {} {} spectral_xdf (@var{x}, @var{win}, @var{b}) ## Return the spectral density estimator given a data vector @var{x}, window ## name @var{win}, and bandwidth, @var{b}. ## ## The window name, e.g., @qcode{"triangle"} or @qcode{"rectangle"} is used to ## search for a function called @code{@var{win}_sw}. ## ## If @var{win} is omitted, the triangle window is used. ## ## If @var{b} is omitted, @code{1 / sqrt (length (@var{x}))} is used. ## @seealso{spectral_adf} ## @end deftypefn function retval = spectral_xdf (x, win, b) if (nargin < 1 || nargin > 3) print_usage (); endif xr = length (x); if (columns (x) > 1) x = x'; endif if (nargin < 3) b = 1 / ceil (sqrt (xr)); endif if (nargin == 1) w = triangle_sw (xr, b); elseif (! ischar (win)) error ("spectral_xdf: WIN must be a string"); else win = str2func ([win "_sw"]); w = feval (win, xr, b); endif x -= sum (x) / xr; retval = (abs (fft (x)) / xr).^2; retval = real (ifft (fft (retval) .* fft (w))); retval = [(zeros (xr, 1)), retval]; retval(:, 1) = (0 : xr-1)' / xr; endfunction ## Test input validation %!error spectral_xdf () %!error spectral_xdf (1, 2, 3, 4) %!error spectral_xdf (1, 2) %!error spectral_xdf (1, "invalid")