spm_ar_demo_spec.m.svn-base

try the matlab scripts to do various computations

N=200;
fs=100;
t=[1:1:N]'/fs;

% Three sinusoids
f(1)=16;
f(2)=8;
f(3)=32;
x=zeros(N,1);
for i=1:3,
    x=x+sin(2*pi*f(i)*t);
end
x=x+0.1*randn(N,1);

figure
plot(t,x);
xlabel('Seconds');
title('Three sinusoids');

for p=1:10,
    disp(sprintf('Now fitting model with p=%d coefficients',p));
    ar=spm_ar (x,p,0);
    logev(p)=ar.fm;
end
logev=logev-min(logev);
figure
bar(logev);
ylabel('Log Evidence');
xlabel('Model order');

% Get spectral estimates from model with highest evidence
[max_log, max_p]=max(logev);
disp(sprintf('AR-%d model has highest evidence',max_p));
ar=spm_ar (x,max_p,0);

freq=[1:45];
p=spm_ar_freq(ar,freq,fs);
figure
plot(freq,p);
xlabel('Frequency');
ylabel('Power');