?? ex_eda.m
字號:
%EDA
% data in sp: sp_txt: data description (string)
echo off
% A. Swami Oct 18, 1997.
% Copyright (c) 1991-2001 by United Signals & Systems, Inc.
% $Revision: 1.6 $
% RESTRICTED RIGHTS LEGEND
% Use, duplication, or disclosure by the Government is subject to
% restrictions as set forth in subparagraph (c) (1) (ii) of the
% Rights in Technical Data and Computer Software clause of DFARS
% 252.227-7013.
% Manufacturer: United Signals & Systems, Inc., P.O. Box 2374,
% Culver City, California 90231.
%
% This material may be reproduced by or for the U.S. Government pursuant
% to the copyright license under the clause at DFARS 252.227-7013.
%
if (exist('rlags') ~= 1) rlags = 30; end % correlation lags:harmest
% $Revision: 1.6 $
rlags = min(length(sp)-1, max(2,rlags) );
if (exist('clags') ~= 1) clags = 25; end % cumulant lags: bispeci
clags = min(length(sp)-1, max(2,clags) );
if (exist('rfft') ~= 1) rfft =256; end % fft length
if (exist('do_pcolor') ~= 1) do_pcolor = 1; end
c1 = mean(sp);
c2 = cumest(sp,2);
c3 = cumest(sp,3) / c2^(3/2);
c4 = cumest(sp,4) / c2^2;
% -------- Plot data and histogram
figure
figno(length(figno)+1) = gcf;
subplot(211), plot( 1:length(sp),sp), grid on
subplot(212), hist(sp),
set(gcf,'Name',sp_txt)
fprintf('Data and histogram plotted in figure window\n');
fprintf(' ------ Summary stats \n');
fprintf(' Mean %g\n',c1);
fprintf(' Variance %g\n',c2);
fprintf(' Skewness (normalized) %g\n', c3);
fprintf(' Kurtosis (normalized) %g\n\n', c4);
disp('Hit any key to continue')
pause
clc
echo on
% -------- power spectra and harmonic models:
figure
figno(length(figno)+1) = gcf;
[p2,a2,b2] = harmest(sp, rlags, 0, 'u', rfft, 2);
echo off
set(gcf,'Name',[sp_txt '- power spectra'])
r = cplxpair(roots(a2));
a = angle(r);
yest = a*0;
ind = find(a > 0) ;
yest(ind) = (2*pi) * ones(size(ind)) ./ angle(r(ind)) ;
disp('Estimated cycles')
disp(yest(ind))
echo on
% Hit any key to continue
pause
% -------- gaussianity and linearity tests
glstat(sp, .51, length(sp) ) ;
% If the PFA is very small, the data are consistent with the hypothesis of
% non-zero bispectrum. If, in addition, the estimated and theoretical values
% of 'R' are very different from one another, then, the linearity hypothesis
% must be rejected.
% -------- the bispectrum
figure
figno(length(figno)+1) = gcf;
[Bspec, w] = bispeci(sp, clags);
echo off
if (do_pcolor)
pcolor(w,w,abs(Bspec)), shading('interp') % nice but slow
end
set(gcf,'Name',[sp_txt '- bispectrum'])
disp('Hit any key to continue')
pause
clc
echo on
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