tensor_var.m

用于模拟时变非平稳的ARMA过程

function VAR= tensor_var(T, normalize)
% function VAR= tensor_var(T, normalize)
%   This file is part of the TFPM toolbox v0.9 (c)
%   [e-mail] and underlies the GPL.
% 
% Deliveres the variances across the 3rd dimension of T. The switch
% normalize determines if normalization is by N (==1) or by (N-1)
% (==0). 

%% Get the Dimensions:
PP= size(T);
M= PP(1);
P= PP(2);
t= PP(3);

VAR= zeros(M, P);
for m= 1:M
   for p= 1:P
      if(normalize)
         VAR(m, p)= var(reshape(T(m, p, :), t, 1), 1);
      else
         VAR(m, p)= var(reshape(T(m, p, :), t, 1));
      end;
   end;
end;