rc2poly.m

时间序列分析的matlab程序

function [a,efinal] = rc2poly(RC,E);
% converts reflection coefficients into an AR-polynomial
% [a,efinal] = rc2poly(K)
%
% see also ACOVF ACORF AR2RC RC2AR DURLEV AC2POLY, POLY2RC, RC2POLY, RC2AC, AC2RC, POLY2AC
% 

%	Version 2.90	last revision 10.04.2002
%	Copyright (C) 1996-2002 by Alois Schloegl <[e-mail]>

% This library is free software; you can redistribute it and/or
% modify it under the terms of the GNU Library General Public
% License as published by the Free Software Foundation; either
% Version 2 of the License, or (at your option) any later version.
%
% This library 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
% Library General Public License for more details.
%
% You should have received a copy of the GNU Library General Public
% License along with this library; if not, write to the
% Free Software Foundation, Inc., 59 Temple Place - Suite 330,
% Boston, MA  02111-1307, USA.

if nargout>1 & nargin<2
   fprintf('Zero-lag autocorrelation, R0 not specified\n')
   return; 
end;
   
mfilename='RC2POLY';
if all(size(RC))>1,
        fprintf(2,'Error %s: "K" must be a vector\n',mfilename);
        return;
end;

if ~exist('rc2ar','file')
        fprintf(2,'Error %s: RC2AR.M not found. \n Download TSA toolbox from http://www.dpmi.tu-graz.ac.at/~schloegl/matlab/tsa/\n',mfilename);
        return;
end;

[AR,RC,PE] = rc2ar(RC(:).');

a=[1,-AR];
efinal=PE(length(PE))/PE(1);