tfpm_phi.m

来自「用于模拟时变非平稳的ARMA过程」· M 代码 · 共 25 行

function phi= tfpm_phi(m, l, mp, lp, beta)
% function phi= tfpm_phi(m, l, mp, lp, beta)
%   This file is part of the TFPM toolbox v1.0 (c)
%   [e-mail] and underlies the GPL.
% 
% Computes the phase function.

phi= (1/2+beta)*(l-lp)*mp-(1/2-beta)*lp*(m-mp);

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
if(0)% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
m= randn;
l= randn;
mp= randn;
lp= randn;
beta= randn;

tfpm_phi(-m, -l, -mp, -lp, beta)-tfpm_phi(m, l, mp, lp, beta)
tfpm_phi(m, l, m-mp, l-lp, beta)+tfpm_phi(m, l, mp, lp, -beta)
tfpm_phi(m, l, mp, lp, -beta)+tfpm_phi(l, m, lp, mp, beta)
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
end;% TEST TEST TEST TEST TEST TEST TEST TEST TEST TEST
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%