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    發布日期: 2023-09-10
  • 語言: Matlab
  • 標簽: matlab代碼??

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完整版高階統計量matlab代碼,最常用的雙譜等,實用好用

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代碼片段和文件信息

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?????error(‘insufficient?number?of?parameters‘)
?end

?[nsamp?nrecs]?=?size(y);
?if?(nsamp?==?1)?nsamp?=?nrecs;?nrecs?=?1;?y?=?y.‘;??end

?if?(p?????error(‘AR?order?cannot?be?negative‘)
?end
?if?(p?==?0)
????error(‘please?use?MAEST?for?the?pure?MA?(p=0)?case‘)
?end
?if?(q?????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?????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

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2018-11-27?10:18??hosa\
?????文件??????342528??2001-01-18?14:53??hosa\EULA.doc
?????目錄???????????0??2018-11-27?10:18??hosa\hosa\
?????文件?????2306065??2001-01-18?13:05??hosa\HOSA.PDF
?????目錄???????????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
............此處省略97個文件信息

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