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#!/bin/sh# This is a shell archive (produced by GNU shar 4.0).# To extract the files from this archive, save it to some FILE, remove# everything before the `!/bin/sh' line above, then type `sh FILE'.## Made on 1999-05-25 17:16 MDT by <whitcher@euridice>.# Source directory was `/home/whitcher/Research/Gencay'.## Existing files will *not* be overwritten unless `-c' is specified.## This shar contains:# length mode name# ------ ---------- ------------------------------------------# 8078 -rwxr-xr-x mexopts.sh# 1453 -rw-r--r-- dwt.c# 1542 -rw-r--r-- idwt.c# 1591 -rw-r--r-- modwt.c# 1477 -rw-r--r-- imodwt.c# 1256 -rw-r--r-- dwt_dbp.m# 947 -rw-r--r-- modwt_brick_wall.m# 1352 -rw-r--r-- modwt_dbp.m# 221 -rw-r--r-- myACF.m# 177 -rw-r--r-- myCCF.m# 1969 -rw-r--r-- myfilter.m# 1068 -rw-r--r-- wave_cor.m# 1234 -rw-r--r-- wave_cov.m# 1249 -rw-r--r-- wave_cross_cor.m# 1143 -rw-r--r-- wave_cross_cov.m# 1110 -rw-r--r-- wave_var.m# 22410 -rw-r--r-- ir.dat# 23175 -rw-r--r-- wire.dat# 4501 -rw-r--r-- wavecov.mlab#touch -am 1231235999 $$.touch >/dev/null 2>&1if test ! -f 1231235999 && test -f $$.touch; then shar_touch=touchelse shar_touch=: echo 'WARNING: not restoring timestamps'firm -f 1231235999 $$.touch## ============= mexopts.sh ==============if test -f 'mexopts.sh' && test X"$1" != X"-c"; then echo 'x - skipping mexopts.sh (File already exists)'else echo 'x - extracting mexopts.sh (text)' sed 's/^X//' << 'SHAR_EOF' > 'mexopts.sh' &&## mexopts.sh Shell script for configuring MEX-file creation script,# mex.## usage: Do not call this file directly; it is sourced by the# mex shell script. Modify only if you don't like the# defaults after running mex. No spaces are allowed# around the '=' in the variable assignment.## SELECTION_TAGs occur in template option files and are used by MATLAB# tools, such as mex and mbuild, to determine the purpose of the contents# of an option file. These tags are only interpreted when preceded by '#'# and followed by ':'.##SELECTION_TAG_MEX_OPT: Template Options file for building MEXfiles using the native compiler## Copyright (c) 1984-1998 by The MathWorks, Inc.# All Rights Reserved.# $Revision: 1.40 $ $Date: 1997/12/05 20:18:39 $#----------------------------------------------------------------------------#X case "$Arch" inX Undetermined)#----------------------------------------------------------------------------# Change this line if you need to specify the location of the MATLAB# root directory. The cmex script needs to know where to find utility# routines so that it can determine the architecture; therefore, this# assignment needs to be done while the architecture is still# undetermined.#----------------------------------------------------------------------------X MATLAB="$MATLAB"X ;;X alpha)#----------------------------------------------------------------------------X CC='cc'X CFLAGS='-ieee -std1'X CLIBS=''X COPTIMFLAGS='-O2 -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS='-shared'X FLIBS='-lUfor -lfor -lFutil'X FOPTIMFLAGS='-O2'X FDEBUGFLAGS='-g'#X LD='ld'X LDFLAGS="-expect_unresolved '*' -shared -hidden -exported_symbol $ENTRYPOINT -exported_symbol mexVersion"X LDOPTIMFLAGS=''X LDDEBUGFLAGS=''#----------------------------------------------------------------------------X ;;X hp700)#----------------------------------------------------------------------------X CC='cc'X CFLAGS='+z -D_HPUX_SOURCE -Aa +DA1.1'X CLIBS=''X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS='+z +DA1.1'X FLIBS=''X FOPTIMFLAGS='-O'X FDEBUGFLAGS='-g'#X LD='ld'X LDFLAGS="-b +e $ENTRYPOINT +e mexVersion"X LDOPTIMFLAGS=''X LDDEBUGFLAGS=''#----------------------------------------------------------------------------X ;;X ibm_rs)#----------------------------------------------------------------------------X CC='cc'X CFLAGS='-qlanglvl=ansi'X CLIBS='-lm'X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS=''X FLIBS="$MATLAB/extern/lib/ibm_rs/fmex1.o -lm"X FOPTIMFLAGS='-O'X FDEBUGFLAGS='-g'#X LD='cc'X LDFLAGS="-bI:$MATLAB/extern/lib/ibm_rs/exp.ibm_rs -bE:$MATLAB/extern/lib/ibm_rs/$MAPFILE -bM:SRE -e $ENTRYPOINT"X LDOPTIMFLAGS='-s'X LDDEBUGFLAGS=''#----------------------------------------------------------------------------X ;;X lnx86)#----------------------------------------------------------------------------X CC='gcc'X CFLAGS=''X CLIBS=''X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'## Use these flags for using f2c and gcc for Fortan MEX-Files#X FC='f2c'X FOPTIMFLAGS=''X FFLAGS=''X FDEBUGFLAGS='-g'X FLIBS='-lf2c -Wl,--defsym,MAIN__=mexfunction_'## Use these flags for using the Absoft F77 Fortran Compiler#X # FC='f77'X # FOPTIMFLAGS=''X # FFLAGS='-f -N1 -N9 -N70'X # FDEBUGFLAGS='-gg'X # FLIBS='-lf77'#X LD='gcc'X LDFLAGS='-shared -rdynamic'X LDOPTIMFLAGS=''X LDDEBUGFLAGS=''#----------------------------------------------------------------------------X ;;X sgi)#----------------------------------------------------------------------------X CC='cc'X CFLAGS='-ansi -mips2'X CLIBS=''X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS=''X FLIBS=''X FOPTIMFLAGS='-O'X FDEBUGFLAGS='-g'#X LD='ld'X LDFLAGS="-shared -U -Bsymbolic -exported_symbol $ENTRYPOINT -exported_symbol mexVersion"X LDOPTIMFLAGS=''X LDDEBUGFLAGS=''X ;;#----------------------------------------------------------------------------X sgi64)# R8000 only: The default action of mex is to generate full MIPS IV# (R8000) instruction set.#----------------------------------------------------------------------------X CC='cc'X CFLAGS='-ansi -mips4 -64'X CLIBS='-lm'X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS='-mips4 -64'X FLIBS=''X FOPTIMFLAGS='-O'X FDEBUGFLAGS='-g'#X LD='ld'X LDFLAGS="-mips4 -64 -shared -U -Bsymbolic -exported_symbol $ENTRYPOINT -exported_symbol mexVersion"X LDOPTIMFLAGS=''X LDDEBUGFLAGS=''X ;;#----------------------------------------------------------------------------X sol2)#----------------------------------------------------------------------------X CC='cc'X CFLAGS='-dalign'X CLIBS=''X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS='-dalign'X FLIBS=''X FOPTIMFLAGS='-O'X FDEBUGFLAGS='-g'#X LD='/usr/ccs/bin/ld'X LDFLAGS="-G -M $MATLAB/extern/lib/sol2/$MAPFILE"X LDOPTIMFLAGS=''X LDDEBUGFLAGS=''#----------------------------------------------------------------------------X ;;X sun4)#----------------------------------------------------------------------------# A dry run of the appropriate compiler is done in the mex script to# generate the correct library list. Use -v option to see what# libraries are actually being linked in.#----------------------------------------------------------------------------X CC='acc'X CFLAGS='-DMEXSUN4'X CLIBS="$MATLAB/extern/lib/sun4/libmex.a -lm"X COPTIMFLAGS='-O -DNDEBUG'X CDEBUGFLAGS='-g'#X FC='f77'X FFLAGS=''X FLIBS="$MATLAB/extern/lib/sun4/libmex.a -lm"X FOPTIMFLAGS='-O'X FDEBUGFLAGS='-g'#X LD='ld'X LDFLAGS='-d -r -u _mex_entry_pt -u _mexFunction'X LDOPTIMFLAGS='-x'X LDDEBUGFLAGS=''#----------------------------------------------------------------------------X ;;X esac############################################################################### Architecture independent lines:## Set and uncomment any lines which will apply to all architectures.##----------------------------------------------------------------------------# CC="$CC"# CFLAGS="$CFLAGS"# COPTIMFLAGS="$COPTIMFLAGS"# CDEBUGFLAGS="$CDEBUGFLAGS"# CLIBS="$CLIBS"## FC="$FC"# FFLAGS="$FFLAGS"# FOPTIMFLAGS="$FOPTIMFLAGS"# FDEBUGFLAGS="$FDEBUGFLAGS"# FLIBS="$FLIBS"## LD="$LD"# LDFLAGS="$LDFLAGS"# LDOPTIMFLAGS="$LDOPTIMFLAGS"# LDDEBUGFLAGS="$LDDEBUGFLAGS"#----------------------------------------------------------------------------#############################################################################SHAR_EOF $shar_touch -am 0519173699 'mexopts.sh' && chmod 0755 'mexopts.sh' || echo 'restore of mexopts.sh failed' shar_count="`wc -c < 'mexopts.sh'`" test 8078 -eq "$shar_count" || echo "mexopts.sh: original size 8078, current size $shar_count"fi# ============= dwt.c ==============if test -f 'dwt.c' && test X"$1" != X"-c"; then echo 'x - skipping dwt.c (File already exists)'else echo 'x - extracting dwt.c (text)' sed 's/^X//' << 'SHAR_EOF' > 'dwt.c' &&#include "mex.h"X/* mex -v -f /usr/tuelocal/matlab-5.2/bin/mexopts.sh dwt.c */Xvoid dwt(double *Vin, int *M, int *L, double *h, double *g, X double *Wout, double *Vout){XX long n, t, u;XX for(t = 0; t < *M/2; t++) {X u = 2 * t + 1;X Wout[t] = h[0] * Vin[u];X Vout[t] = g[0] * Vin[u];X for(n = 1; n < *L; n++) {X u -= 1;X if(u < 0) u = *M - 1;X Wout[t] += h[n] * Vin[u];X Vout[t] += g[n] * Vin[u];X } X }}Xvoid mexFunction(int nlhs, mxArray *plhs[], X int nrhs, const mxArray *prhs[]){X int M, L;X int m, n;X double *Wout, *Vout;X double *Vin, *h, *g;X X /* Check for proper number of arguments */X X if (nrhs != 3) {X mexErrMsgTxt("DWT requires three input arguments.");X } else if (nlhs > 2) {X mexErrMsgTxt("DWT requires two output arguments.");X }X X Vin = mxGetPr(prhs[0]);X h = mxGetPr(prhs[1]);X g = mxGetPr(prhs[2]);XX m = mxGetM(prhs[0]);X mexPrintf("m = %d\n", m);X n = mxGetN(prhs[0]);X mexPrintf("n = %d\n", n);X X /* Create matrices for the return arguments */X X plhs[0] = mxCreateDoubleMatrix(m, n/2, mxREAL);X plhs[1] = mxCreateDoubleMatrix(m, n/2, mxREAL);X X /* Assign pointers to the various parameters */X X Wout = mxGetPr(plhs[0]);X Vout = mxGetPr(plhs[1]);X X M = mxGetNumberOfElements(prhs[0]);X L = mxGetNumberOfElements(prhs[1]);X X /* Do the actual computations in a subroutine */X X dwt(Vin, &M, &L, h, g, Wout, Vout);X return;}XSHAR_EOF $shar_touch -am 0519161899 'dwt.c' && chmod 0644 'dwt.c' || echo 'restore of dwt.c failed' shar_count="`wc -c < 'dwt.c'`" test 1453 -eq "$shar_count" || echo "dwt.c: original size 1453, current size $shar_count"fi# ============= idwt.c ==============if test -f 'idwt.c' && test X"$1" != X"-c"; then echo 'x - skipping idwt.c (File already exists)'else echo 'x - extracting idwt.c (text)' sed 's/^X//' << 'SHAR_EOF' > 'idwt.c' &&#include "mex.h"X/* mex -v -f /usr/tuelocal/matlab-5.2/bin/mexopts.sh dwt.c */Xvoid idwt(double *Win, double *Vin, int *M, int *L, double *h, double *g, X double *Xout){XX int i, j, l, t, u;X int m = -2, n = -1;XX for(t = 0; t < *M; t++) {X m += 2;X n += 2;X u = t;X i = 1;X j = 0;X Xout[m] = h[i] * Win[u] + g[i] * Vin[u];X Xout[n] = h[j] * Win[u] + g[j] * Vin[u];X if(*L > 2) {X for(l = 1; l < *L/2; l++) {X u += 1;X if(u > *M) u = 0;X i += 2;X j += 2;X Xout[m] += h[i] * Win[u] + g[i] * Vin[u];X Xout[n] += h[j] * Win[u] + g[j] * Vin[u];X }X }X }}Xvoid mexFunction(int nlhs, mxArray *plhs[], X int nrhs, const mxArray *prhs[]){X int M, L;X int m, n;X double *Xout;X double *Win, *Vin, *h, *g;X X /* Check for proper number of arguments */X X if (nrhs != 4) {X mexErrMsgTxt("DWT requires four input arguments.");X } else if (nlhs > 1) {X mexErrMsgTxt("DWT requires one output argument.");X }X X Win = mxGetPr(prhs[0]);X Vin = mxGetPr(prhs[1]);X h = mxGetPr(prhs[2]);X g = mxGetPr(prhs[3]);XX m = mxGetM(prhs[0]);X mexPrintf("m = %d\n", m);X n = mxGetN(prhs[0]);X mexPrintf("n = %d\n", n);X X /* Create matrices for the return arguments */X X plhs[0] = mxCreateDoubleMatrix(m, 2*n, mxREAL);X X /* Assign pointers to the various parameters */X X Xout = mxGetPr(plhs[0]);X X M = mxGetNumberOfElements(prhs[0]);X L = mxGetNumberOfElements(prhs[2]);X X /* Do the actual computations in a subroutine */X X idwt(Win, Vin, &M, &L, h, g, Xout);X return;}XSHAR_EOF $shar_touch -am 0519180699 'idwt.c' && chmod 0644 'idwt.c' || echo 'restore of idwt.c failed' shar_count="`wc -c < 'idwt.c'`" test 1542 -eq "$shar_count" || echo "idwt.c: original size 1542, current size $shar_count"fi# ============= modwt.c ==============if test -f 'modwt.c' && test X"$1" != X"-c"; then echo 'x - skipping modwt.c (File already exists)'else echo 'x - extracting modwt.c (text)' sed 's/^X//' << 'SHAR_EOF' > 'modwt.c' &&#include "mex.h"#include "math.h"X/* mex -v -f /usr/tuelocal/matlab-5.2/bin/mexopts.sh modwt.c */Xvoid modwt(double *Vin, int *N, int *j, int *L, double *ht, double *gt, X double *Wout, double *Vout){XX int k, n, t;XX for(t = 0; t < *N; t++) {X k = t;X Wout[t] = ht[0] * Vin[k];X Vout[t] = gt[0] * Vin[k];X for(n = 1; n < *L; n++) {X k -= (int) pow(2.0, (double) *j - 1.0);X if(k < 0) k += *N;X Wout[t] += ht[n] * Vin[k];X Vout[t] += gt[n] * Vin[k];X }X }X}Xvoid mexFunction(int nlhs, mxArray *plhs[], X int nrhs, const mxArray *prhs[]){X int M, J, L;X int m, n;X double *Wout, *Vout;X double *Vin, *ht, *gt;X X /* Check for proper number of arguments */X X if (nrhs != 4) {X mexErrMsgTxt("DWT requires four input arguments.");X } else if (nlhs > 2) {X mexErrMsgTxt("DWT requires two output arguments.");X }X X Vin = mxGetPr(prhs[0]);X ht = mxGetPr(prhs[1]);X gt = mxGetPr(prhs[2]);X J = (int) mxGetScalar(prhs[3]);X /* mexPrintf("J = %d\n", J); */XX m = mxGetM(prhs[0]);X /* mexPrintf("m = %d\n", m); */X n = mxGetN(prhs[0]);X /* mexPrintf("n = %d\n", n); */X X /* Create matrices for the return arguments */X X plhs[0] = mxCreateDoubleMatrix(m, n, mxREAL);X plhs[1] = mxCreateDoubleMatrix(m, n, mxREAL);X X /* Assign pointers to the various parameters */X X Wout = mxGetPr(plhs[0]);X Vout = mxGetPr(plhs[1]);X X M = mxGetNumberOfElements(prhs[0]);X L = mxGetNumberOfElements(prhs[1]);X X /* Do the actual computations in a subroutine */X X modwt(Vin, &M, &J, &L, ht, gt, Wout, Vout);X return;}SHAR_EOF $shar_touch -am 0520161999 'modwt.c' && chmod 0644 'modwt.c' || echo 'restore of modwt.c failed' shar_count="`wc -c < 'modwt.c'`" test 1591 -eq "$shar_count" || echo "modwt.c: original size 1591, current size $shar_count"fi# ============= imodwt.c ==============if test -f 'imodwt.c' && test X"$1" != X"-c"; then echo 'x - skipping imodwt.c (File already exists)'else echo 'x - extracting imodwt.c (text)' sed 's/^X//' << 'SHAR_EOF' > 'imodwt.c' &&#include "mex.h"#include "math.h"X/* mex -v -f ./mexopts.sh imodwt.c */Xvoid imodwt(double *Win, double *Vin, int *N, int *j, int *L, X double *ht, double *gt, double *Vout){XX int k, n, t;XX for(t = 0; t < *N; t++) {X k = t;X Vout[t] = (ht[0] * Win[k]) + (gt[0] * Vin[k]);X for(n = 1; n < *L; n++) {X k += (int) pow(2.0, (double) *j - 1.0);X if(k >= *N) k -= *N;X Vout[t] += (ht[n] * Win[k]) + (gt[n] * Vin[k]);X }X }}Xvoid mexFunction(int nlhs, mxArray *plhs[], X int nrhs, const mxArray *prhs[]){X int N, J, L;X int m, n;X double *Vout;X double *Win, *Vin, *ht, *gt;X X /* Check for proper number of arguments */X X if (nrhs != 5) {X mexErrMsgTxt("DWT requires five input arguments.");X } else if (nlhs > 1) {X mexErrMsgTxt("DWT requires one output argument.");X }X X Win = mxGetPr(prhs[0]);X Vin = mxGetPr(prhs[1]);X ht = mxGetPr(prhs[2]);X gt = mxGetPr(prhs[3]);X J = (int) mxGetScalar(prhs[4]);X mexPrintf("J = %d\n", J);XX m = mxGetM(prhs[0]);X mexPrintf("m = %d\n", m);X n = mxGetN(prhs[0]);X mexPrintf("n = %d\n", n);X X /* Create matrices for the return arguments */X X plhs[0] = mxCreateDoubleMatrix(m, n, mxREAL);X X /* Assign pointers to the various parameters */X X Vout = mxGetPr(plhs[0]);X X N = mxGetNumberOfElements(prhs[0]);X L = mxGetNumberOfElements(prhs[2]);X X /* Do the actual computations in a subroutine */X X imodwt(Win, Vin, &N, &J, &L, ht, gt, Vout);X return;}SHAR_EOF $shar_touch -am 0519220299 'imodwt.c' && chmod 0644 'imodwt.c' || echo 'restore of imodwt.c failed' shar_count="`wc -c < 'imodwt.c'`" test 1477 -eq "$shar_count" || echo "imodwt.c: original size 1477, current size $shar_count"fi# ============= dwt_dbp.m ==============if test -f 'dwt_dbp.m' && test X"$1" != X"-c"; then echo 'x - skipping dwt_dbp.m (File already exists)'else echo 'x - extracting dwt_dbp.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'dwt_dbp.m' &&function [C, L] = dwt_dbp(X, wavelet, nlevels, boundary)%%%% Purpose: Compute the (partial) discrete wavelet transform%% -------------------------------------------------------------------------%% Reference: Percival and Walden (1999). Wavelet Methods for Time Series%% Analysis. Cambridge University Press, Cambridge.%%%% Input: X Vector of observations%% wavelet Character string; 'haar', 'd4', 'la8', 'la16'%% nlevels Level of partial DWT%% boundary Character string; 'periodic' or 'reflection'%%%% Output : C Matrix of DWT wavelet coefficients (padded with NaNs to%% retain proper dimension)%% L Vector containing number of wavelet coefficients for each %% level%%N = length(X);J = nlevels;Xswitch boundaryX case 'reflection'X X = [X fliplr(X)];X N = length(X);X case 'periodic'X ;X otherwiseX error('Invalid boundary rule in dwt_dbp');endXif log2(N) ~= floor(log2(N))X error('Sample size is not a power of 2');endXif 2.^J > NX error('Wavelet transform exceeds sample size in DWT');endX[h, g, l] = myfilter(wavelet);XC = []; L = [];for j = 1:JX [W, V] = dwt(X, h, g);X C = [W C];X L = [N/2.^j L];X X = V; endC = [V C];SHAR_EOF $shar_touch -am 0525170799 'dwt_dbp.m' && chmod 0644 'dwt_dbp.m' || echo 'restore of dwt_dbp.m failed' shar_count="`wc -c < 'dwt_dbp.m'`" test 1256 -eq "$shar_count" || echo "dwt_dbp.m: original size 1256, current size $shar_count"fi# ============= modwt_brick_wall.m ==============if test -f 'modwt_brick_wall.m' && test X"$1" != X"-c"; then echo 'x - skipping modwt_brick_wall.m (File already exists)'else echo 'x - extracting modwt_brick_wall.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'modwt_brick_wall.m' &&function C = modwt_brick_wall(X, wavelet, N)%%%% Purpose: Sets the first N_j coefficients to NaN, for j = 1,...,J.%% -------------------------------------------------------------------------%% Reference: Lindsay et al. (1996). The Discrete Wavelet Transform%% and the Scale Anlaysis of the Surface Properties of Sea%% Ice. IEEE Trans. on Geo. and Rem. Sen., 34(3), pp. %% 771-787.%%%% Input: X Matrix containing wavelet coefficients with appropriate %% boundary condition%% wavelet Character string; 'haar', 'd4', 'la8', 'la16'%% N Length of original vector of observations%%%% Output: C Matrix containing wavelet coefficients where ones affected%% by boundary conditions are replaced with NaNs%%[h, g, l] = myfilter(wavelet);[I, J] = size(X);XC = X;for j = 1:(J-1)X n = (2.^j - 1) * (l - 1);X C(1:n,j) = NaN;endC(1:n,j+1) = NaN;SHAR_EOF $shar_touch -am 0525171099 'modwt_brick_wall.m' && chmod 0644 'modwt_brick_wall.m' || echo 'restore of modwt_brick_wall.m failed' shar_count="`wc -c < 'modwt_brick_wall.m'`" test 947 -eq "$shar_count" || echo "modwt_brick_wall.m: original size 947, current size $shar_count"fi# ============= modwt_dbp.m ==============if test -f 'modwt_dbp.m' && test X"$1" != X"-c"; then echo 'x - skipping modwt_dbp.m (File already exists)'else echo 'x - extracting modwt_dbp.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'modwt_dbp.m' &&function C = modwt_dbp(X, wavelet, nlevels, boundary)%%%% Purpose: Compute the (partial) maximal overlap discrete wavelet %% transform%% -------------------------------------------------------------------------%% Reference: Percival and Guttorp (1994). Long-memory processes, the %% Allan variance and wavelets. In "Wavelets and Geophysics,"%% pages 325-344. Academic Press, Inc, San Diego.%% Percival and Mofjeld (1997). Analysis of Subtidal Coastal %% Sea Level Fluctuations Using Wavelets. Journal of the %% American Statistical Association 92, pp. 868-880.%%%% Input: X Vector of observations%% wavelet Character string; 'haar', 'd4', 'la8', 'la16'%% nlevels Level of partial MODWT%% boundary Character string; 'periodic' or 'reflection'%%%% Output : C Matrix of MODWT wavelet coefficients%%N = length(X);J = nlevels;Xswitch boundaryX case 'reflection'X X = [X fliplr(X)];X N = length(X);X case 'periodic'X ;X otherwiseX error('Invalid boundary rule in dwt_dbp');endXif 2.^J > NX error('Wavelet transform exceeds sample size in DWT');endX[h, g, l] = myfilter(wavelet);Xht = h ./ sqrt(2);gt = g ./ sqrt(2);XC = [];for j = 1:JX [W, V] = modwt(X, ht, gt, j);X C = [C W'];X X = V; endC = [C V'];SHAR_EOF $shar_touch -am 0525170899 'modwt_dbp.m' && chmod 0644 'modwt_dbp.m' || echo 'restore of modwt_dbp.m failed' shar_count="`wc -c < 'modwt_dbp.m'`" test 1352 -eq "$shar_count" || echo "modwt_dbp.m: original size 1352, current size $shar_count"fi# ============= myACF.m ==============if test -f 'myACF.m' && test X"$1" != X"-c"; then echo 'x - skipping myACF.m (File already exists)'else echo 'x - extracting myACF.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'myACF.m' &&function A = myACF(V)%%%% Provides all N-1 autocovariance estimates from a vector of observations%%N = length(V);A = xcov(V(~isnan(V)), 'biased')';NV = sum(~isnan(V));A = [repmat(NaN, 1, N-NV+1) A(NV:(2*(NV-1)))];SHAR_EOF $shar_touch -am 0525171199 'myACF.m' && chmod 0644 'myACF.m' || echo 'restore of myACF.m failed' shar_count="`wc -c < 'myACF.m'`" test 221 -eq "$shar_count" || echo "myACF.m: original size 221, current size $shar_count"fi# ============= myCCF.m ==============if test -f 'myCCF.m' && test X"$1" != X"-c"; then echo 'x - skipping myCCF.m (File already exists)'else echo 'x - extracting myCCF.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'myCCF.m' &&function A = myCCF(U, V)%%%% Provides all N-1 autocovariance estimates from a vector of observations%%N = length(U);A = sum(xcov(U(~isnan(U)), V(~isnan(V)), 'biased').^2);SHAR_EOF $shar_touch -am 0525171199 'myCCF.m' && chmod 0644 'myCCF.m' || echo 'restore of myCCF.m failed' shar_count="`wc -c < 'myCCF.m'`" test 177 -eq "$shar_count" || echo "myCCF.m: original size 177, current size $shar_count"fi# ============= myfilter.m ==============if test -f 'myfilter.m' && test X"$1" != X"-c"; then echo 'x - skipping myfilter.m (File already exists)'else echo 'x - extracting myfilter.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'myfilter.m' &&function [h, g, L] = myfilter(name)%%%% Define high-pass and low-pass filter coefficients of length (L)%% ------------------------------------------------------------------------%% Input: name Character string; 'haar', 'd4', 'la8', 'la16'%%%% Output: h Vector of high-pass filter coefficients%% g Vector of low-pass filter coefficients%% L Length of filter coefficients%%switch nameX case 'haar' X L = 2;X h = [0.7071067811865475 -0.7071067811865475];X g = [0.7071067811865475 0.7071067811865475];X case 'd4' X L = 4;X h = [-0.1294095225512603 -0.2241438680420134 0.8365163037378077 ...X -0.4829629131445341];X g = [0.4829629131445341 0.8365163037378077 0.2241438680420134 ...X -0.1294095225512603];X case 'la8' X L = 8;X h = [0.03222310060407815 0.01260396726226383 -0.09921954357695636 ...X -0.29785779560560505 0.80373875180538600 -0.49761866763256290 ...X -0.02963552764596039 0.07576571478935668];X g = [-0.07576571478935668 -0.02963552764596039 0.49761866763256290 ...X 0.80373875180538600 0.29785779560560505 -0.09921954357695636 ...X -0.01260396726226383 0.03222310060407815];X case 'la16' X L = 16;X h = [0.0018899503329007 0.0003029205145516 -0.0149522583367926 ...X -0.0038087520140601 0.0491371796734768 0.0272190299168137 ...X -0.0519458381078751 -0.3644418948359564 0.7771857516997478 ...X -0.4813596512592012 -0.0612733590679088 0.1432942383510542 ...X 0.0076074873252848 -0.0316950878103452 -0.0005421323316355 ...X 0.0033824159513594];X g = [-0.0033824159513594 -0.0005421323316355 0.0316950878103452 ...X 0.0076074873252848 -0.1432942383510542 -0.0612733590679088 ...X 0.4813596512592012 0.7771857516997478 0.3644418948359564 ...X -0.0519458381078751 -0.0272190299168137 0.0491371796734768 ...X 0.0038087520140601 -0.0149522583367926 -0.0003029205145516 ...X 0.0018899503329007];X otherwiseX error('Invalid selection for myfilter');endSHAR_EOF $shar_touch -am 0525171399 'myfilter.m' && chmod 0644 'myfilter.m' || echo 'restore of myfilter.m failed' shar_count="`wc -c < 'myfilter.m'`" test 1969 -eq "$shar_count" || echo "myfilter.m: original size 1969, current size $shar_count"fi# ============= wave_cor.m ==============if test -f 'wave_cor.m' && test X"$1" != X"-c"; then echo 'x - skipping wave_cor.m (File already exists)'else echo 'x - extracting wave_cor.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'wave_cor.m' &&function C = wave_cor(X, Y)%%%% Compute wavelet correlation with approximate 95% confidence interval%% -----------------------------------------------------------------------%% Input: X Matrix containing wavelet coefficients with appropriate %% boundary condition%% Y Matrix containing wavelet coefficients with appropriate %% boundary condition%%%% Output: C Matrix containing the wavelet correlation (column 1), lower %% 95% quantile for confidence interval, upper 95% quantile %% for confidence interval%%[I, J] = size(X);XXXY = X .* Y;SSX = []; SSY = []; SSXY = [];for j = 1:JX XNaN = X(~isnan(X(:,j)),j)';X SSX = [SSX sum(XNaN.^2)];X YNaN = Y(~isnan(Y(:,j)),j)';X SSY = [SSY sum(YNaN.^2)];X XYNaN = XY(~isnan(XY(:,j)),j)';X SSXY = [SSXY sum(XYNaN)];endNX = sum(~isnan(X),1);COR = (SSXY./NX) ./ (sqrt(SSX./NX) .* sqrt(SSY./NX));XNDWT = floor(I ./ 2.^(1:J));XC = [COR; tanh(atanh(COR) - norminv(0.975) ./ sqrt(NDWT-3)); X tanh(atanh(COR) + norminv(0.975) ./ sqrt(NDWT-3))]';SHAR_EOF $shar_touch -am 0525171499 'wave_cor.m' && chmod 0644 'wave_cor.m' || echo 'restore of wave_cor.m failed' shar_count="`wc -c < 'wave_cor.m'`" test 1068 -eq "$shar_count" || echo "wave_cor.m: original size 1068, current size $shar_count"fi# ============= wave_cov.m ==============if test -f 'wave_cov.m' && test X"$1" != X"-c"; then echo 'x - skipping wave_cov.m (File already exists)'else echo 'x - extracting wave_cov.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'wave_cov.m' &&function C = wave_cov(X, Y)%%%% Compute wavelet covariance with approximate 95% confidence interval%% -----------------------------------------------------------------------%% Input: X Matrix containing wavelet coefficients with appropriate %% boundary condition%% Y Matrix containing wavelet coefficients with appropriate %% boundary condition%%%% Output: C Matrix containing the wavelet covariance (column 1), lower %% 95% quantile for confidence interval, upper 95% quantile %% for confidence interval%%[I, J] = size(X);XXY = X .* Y;SSXY = [];for j = 1:JX XYNaN = XY(~isnan(XY(:,j)),j)';X SSXY = [SSXY sum(XYNaN)];endNX = sum(~isnan(X),1);Z = SSXY ./ NX;XXXACF = []; YACF = []; SUMXYCCF = [];for j = 1:JX XACF = [XACF; myACF(X(:,j))];X YACF = [YACF; myACF(Y(:,j))];X SUMXYCCF = [SUMXYCCF; myCCF(X(:,j),Y(:,j))];endXXACF = XACF'; YACF = YACF'; SUMXYCCF = SUMXYCCF';XAA = [];for j = 1:JX XACFNaN = XACF(~isnan(XACF(:,j)),j)';X YACFNaN = YACF(~isnan(YACF(:,j)),j)';X A = sum(XACFNaN .* YACFNaN) + SUMXYCCF(j);X AA = [AA A];endXVARgamma = AA ./ (2 .* NX);C = [Z; Z - norminv(0.975) .* sqrt(VARgamma);X Z + norminv(0.975) .* sqrt(VARgamma)]';SHAR_EOF $shar_touch -am 0525165799 'wave_cov.m' && chmod 0644 'wave_cov.m' || echo 'restore of wave_cov.m failed' shar_count="`wc -c < 'wave_cov.m'`" test 1234 -eq "$shar_count" || echo "wave_cov.m: original size 1234, current size $shar_count"fi# ============= wave_cross_cor.m ==============if test -f 'wave_cross_cor.m' && test X"$1" != X"-c"; then echo 'x - skipping wave_cross_cor.m (File already exists)'else echo 'x - extracting wave_cross_cor.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'wave_cross_cor.m' &&function [C, L] = wave_cross_cov(X, Y, LMAX)%%%% Compute wavelet cross-correlations for arbitrary lag%% -----------------------------------------------------------------------%% Input: X Matrix containing wavelet coefficients with appropriate %% boundary condition%% Y Matrix containing wavelet coefficients with appropriate %% boundary condition%% LMAX Maximum lag to compute%%%% Output: C Matrix containing the wavelet cross-correlation (same %% number of columns as X and Y)%% L Vector of lags (for plotting)%%[I J] = size(X);L = (-LMAX+1):(LMAX-1);XXXYCrossCov = []; C = [];for j = 1:JX XNaN = X(~isnan(X(:,j)),j)';X ZNaN = XNaN;X YNaN = Y(~isnan(Y(:,j)),j)';X NX = length(XNaN);X NXX = min(length(XNaN) - 1, LMAX);X XNaNVar = mean(XNaN.^2);X YNaNVar = mean(YNaN.^2);XX LAG1 = []; LAG2 = [];X for i = 1:NXXX XYNaN = XNaN .* YNaN;X ZYNaN = ZNaN .* YNaN;X LAG1 = [LAG1 sum(XYNaN(~isnan(XYNaN))) / sqrt(XNaNVar * YNaNVar) / NX];X LAG2 = [LAG2 sum(ZYNaN(~isnan(ZYNaN))) / sqrt(XNaNVar * YNaNVar) / NX];X XNaN = [XNaN(2:NX) NaN];X ZNaN = [NaN ZNaN(1:(NX-1))];X endX XYCrossCov = [fliplr(LAG2) LAG1(2:LMAX)];X C = [C XYCrossCov'];endSHAR_EOF $shar_touch -am 0525170099 'wave_cross_cor.m' && chmod 0644 'wave_cross_cor.m' || echo 'restore of wave_cross_cor.m failed' shar_count="`wc -c < 'wave_cross_cor.m'`" test 1249 -eq "$shar_count" || echo "wave_cross_cor.m: original size 1249, current size $shar_count"fi# ============= wave_cross_cov.m ==============if test -f 'wave_cross_cov.m' && test X"$1" != X"-c"; then echo 'x - skipping wave_cross_cov.m (File already exists)'else echo 'x - extracting wave_cross_cov.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'wave_cross_cov.m' &&function [C, L] = wave_cross_cov(X, Y, LMAX)%%%% Compute wavelet cross-covariances for arbitrary lag%% -----------------------------------------------------------------------%% Input: X Matrix containing wavelet coefficients with appropriate %% boundary condition%% Y Matrix containing wavelet coefficients with appropriate %% boundary condition%% LMAX Maximum lag to compute%%%% Output: C Matrix containing the wavelet cross-covariance (same %% number of columns as X and Y)%% L Vector of lags (for plotting)%%[I J] = size(X);L = (-LMAX+1):(LMAX-1);XXXYCrossCov = []; C = [];for j = 1:JX XNaN = X(~isnan(X(:,j)),j)';X ZNaN = XNaN;X YNaN = Y(~isnan(Y(:,j)),j)';X NX = length(XNaN);X NXX = min(length(XNaN) - 1, LMAX);XX LAG1 = []; LAG2 = [];X for i = 1:NXXX XYNaN = XNaN .* YNaN;X ZYNaN = ZNaN .* YNaN;X LAG1 = [LAG1 sum(XYNaN(~isnan(XYNaN))) ./ NX];X LAG2 = [LAG2 sum(ZYNaN(~isnan(ZYNaN))) ./ NX];X XNaN = [XNaN(2:NX) NaN];X ZNaN = [NaN ZNaN(1:(NX-1))];X endX XYCrossCov = [fliplr(LAG2) LAG1(2:LMAX)];X C = [C XYCrossCov'];endSHAR_EOF $shar_touch -am 0525170099 'wave_cross_cov.m' && chmod 0644 'wave_cross_cov.m' || echo 'restore of wave_cross_cov.m failed' shar_count="`wc -c < 'wave_cross_cov.m'`" test 1143 -eq "$shar_count" || echo "wave_cross_cov.m: original size 1143, current size $shar_count"fi# ============= wave_var.m ==============if test -f 'wave_var.m' && test X"$1" != X"-c"; then echo 'x - skipping wave_var.m (File already exists)'else echo 'x - extracting wave_var.m (text)' sed 's/^X//' << 'SHAR_EOF' > 'wave_var.m' &&function C = wave_var(X)%%%% Compute wavelet variance with approximate 95% confidence interval%% -----------------------------------------------------------------------%% Input: X Matrix containing wavelet coefficients with appropriate %% boundary condition%%%% Output: C Matrix containing the wavelet variance (column 1), lower %% 95% quantile for confidence interval, upper 95% quantile %% for confidence interval%%[I, J] = size(X);SSX = [];for j = 1:JX XNaN = X(~isnan(X(:,j)),j)';X SSX = [SSX sum(XNaN.^2)];endNX = sum(~isnan(X),1);Y = SSX ./ NX;X%%% Computes the variance of the wavelet variance via Chapter 8.XACF = [];for j = 1:JX ACF = [ACF; myACF(X(:,j))];endACF = ACF';AA = [];for j = 1:JX ACFNaN = ACF(~isnan(ACF(:,j)),j)';X A = sum(ACFNaN.^2) - ACFNaN(1).^2 ./ 2;X AA = [AA A];endVARnu = 2 .* AA ./ I;C = [Y; Y - norminv(0.975) * sqrt(VARnu); Y + norminv(0.975) * sqrt(VARnu)]';X%%% Computes eta_3 from Chapter 8.X% ETA3 _ pmax(NX ./ 2.^(1:J), 1);% C = [Y; ETA3 .* Y ./ chi2inv(0.975, ETA3); ETA3 .* Y ./ chi2inv(0.025, ETA3)]';SHAR_EOF $shar_touch -am 0525170299 'wave_var.m' && chmod 0644 'wave_var.m' || echo 'restore of wave_var.m failed' shar_count="`wc -c < 'wave_var.m'`" test 1110 -eq "$shar_count" || echo "wave_var.m: original size 1110, current size $shar_count"fi# ============= ir.dat ==============if test -f 'ir.dat' && test X"$1" != X"-c"; then echo 'x - skipping ir.dat (File already exists)'else echo 'x - extracting ir.dat (text)' sed 's/^X//' << 'SHAR_EOF' > 'ir.dat' &&-0.37-0.35-0.33-0.34-0.31-0.3-0.3-0.29-0.28-0.26-0.26-0.25-0.24-0.25-0.24-0.26-0.26-0.26-0.26-0.26-0.26-0.25-0.25-0.24-0.25-0.26-0.24-0.25-0.23-0.23-0.24-0.26-0.26-0.27-0.26-0.25-0.22-0.19-0.18-0.15-0.11-0.08-0.06-0.030.00.010.040.050.060.070.080.10.10.130.160.170.190.220.220.230.240.240.230.220.220.250.260.270.310.320.320.340.320.330.330.320.340.340.340.350.350.350.350.340.340.330.30.310.270.250.240.220.230.250.240.260.260.260.260.250.240.230.220.220.210.220.210.20.20.190.170.160.160.150.160.160.160.150.140.130.140.110.080.05?? 快捷鍵說明
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