sbispec.m

MATLAB的时间序列分析相关函数,涵盖对时间序列分析所需要所有重要函数

function sbispec(BISPEC)
% SBISPEC show BISPECTRUM 

%       $Id: sbispec.m 5090 2008-06-05 08:12:04Z schloegl $
%	Copyright (C) 1997, 1998, 2008 by Alois Schloegl <[e-mail]>
%
%    This program is free software: you can redistribute it and/or modify
%    it under the terms of the GNU General Public License as published by
%    the Free Software Foundation, either version 3 of the License, or
%    (at your option) any later version.
%
%    This program 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 General Public License for more details.
%
%    You should have received a copy of the GNU General Public License
%    along with this program.  If not, see <http://www.gnu.org/licenses/>.


[s1,s2]=size(BISPEC);
t1=(0:s1-1)/max(s1);
t2=(0:s2/2-1)/max(s2);
tmp=tril(NaN*ones(s1,s2),-1);
BISPEC=BISPEC+tmp+rot90(tmp);
BISPEC=BISPEC(1:s1/2,:);

subplot(211);
mesh(t1,t2,abs(BISPEC));
title('Bispectrum - mesh plot');

subplot(212);
contour(t1,t2,abs(BISPEC));
%contour(t1,t2,log(abs(BISPEC)));
title('Bispectrum - contour plot');