//using?namespace?std;

int?AutoRegression（
???double???*inputseries
???int??????length
???int??????degree
???double???*coefficients
???int??????method）
{
???double?mean;
???int?i?t;????????????
???double?*w=NULL;??????/*?Input?series?-?mean????????????????????????????*/
???double?*h=NULL;?
???double?*g=NULL;??????/*?Used?by?mempar（）??????????????????????????????*/
???double?*per=NULL;?
???double?*pef=NULL;??????/*?Used?by?mempar（）??????????????????????????????*/
???double?**ar=NULL;??????/*?AR?coefficients?all?degrees??????????????????*/

???/*?Allocate?space?for?working?variables?*/
???if?（（w?=?（double?*）malloc（length*sizeof（double）））?==?NULL）?{
		fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
		exit（-1）;
???}
???if?（（h?=?（double?*）malloc（（degree+1）*sizeof（double）））?==?NULL）?{
??????fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
??????exit（-1）;
???}
???if?（（g?=?（double?*）malloc（（degree+2）*sizeof（double）））?==?NULL）?{
??????fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
??????exit（-1）;
???}
???if?（（per?=?（double?*）malloc（（length+1）*sizeof（double）））?==?NULL）?{
??????fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
??????exit（-1）;
???}
???if?（（pef?=?（double?*）malloc（（length+1）*sizeof（double）））?==?NULL）?{
??????fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
??????exit（-1）;
???}

???if?（（ar?=?（double?**）malloc（（degree+1）*sizeof（double*）））?==?NULL）?{
??????fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
??????exit（-1）;
???}
???for?（i=0;i??????if?（（ar[i]?=?（double?*）malloc（（degree+1）*sizeof（double）））?==?NULL）?{
??????	fprintf（stderr“Unable?to?malloc?memory?-?fatal!\n“）;
??????	exit（-1）;
??????}
???}

???/*?Determine?and?subtract?the?mean?from?the?input?series?*/
???mean?=?0.0;
???for?（t=0;t??????mean?+=?inputseries[t];
???mean?/=?（double）length;
???for?（t=0;t??????w[t]?=?inputseries[t]?-?mean;

???/*?Perform?the?appropriate?AR?calculation?*/
???if?（method?==?MAXENTROPY）?{

??????if?（!ARMaxEntropy（wlengthdegreearperpefhg））?{
??????	fprintf（stderr“Max?entropy?failed?-?fatal!\n“）;
??????	exit（-1）;
		}
??????for?（i=1;i<=degree;i++）
?????????coefficients[i-1]?=?-ar[degree][i];

???}?else?if?（method?==?LEASTSQUARES）?{

??????if?（!ARLeastSquare（wlengthdegreecoefficients））?{
??????	fprintf（stderr“Least?squares?failed?-?fatal!\n“）;
??????	exit（-1）;
		}

???}?else?{

??????fprintf（stderr“Unknown?method\n“）;
		exit（-1）;

???}

???if?（w?!=?NULL）
??????free（w）;
???if?（h?!=?NULL）
??????free（h）;
???if?（g?!=?NULL）
??????free（g）;
???if?（per?!=?NULL）
??????free（per）;
???if?（pef?!=?NULL）
??????free（pef）;
???if?（ar?!=?NULL）?{
??????for?（i=0;i?????????if?（ar[i]?!=?NULL）
????????????free（ar[i]）;
??????free（ar）;
???}
??????
???return（TRUE）;
}

/*???
???Previously?called?mempar（）
???Originally?in?FORTRAN?hence?the?array?offsets?of?1?Yuk.
???Original?code?from?Kay?1988?appendix?8D.
???
???Perform?Burg‘s?Maximum?Entropy?AR?parameter?estimation
???outputting?

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件???????7100??2009-04-28?09:32??AR\ar.c

?????文件????????279??2009-04-25?16:36??AR\ar.h

?????文件???????1728??2009-04-25?16:36??AR\artest.c

?????文件???????1579??2009-04-25?16:36??AR\arview.c

?????文件???????1970??2009-04-25?16:38??AR\brug\brug.c

?????目錄??????????0??2009-04-25?16:38??AR\brug

?????目錄??????????0??2009-04-28?09:32??AR

-----------?---------??----------?-----??----

????????????????12656????????????????????7