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## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
##
## 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 2, 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 file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: retval = spectral_adf (c, [win, [b]])
##
## Returns the spectral density estimator.
## c ....... vector of autocovariances (starting at lag 0)
## win ..... window name, eg. "triangle" or "rectangle"
## spectral_adf searches for a function called win_lw ()
## b ....... bandwidth
##
## If win is omitted, the triangle window is used as default.
## If b is omitted, 1 / sqrt( length (c)) is used as default.
## Author: FL <Friedrich.Leisch@ci.tuwien.ac.at>
## Description: Spectral density estimation
function retval = spectral_adf (c, win, b)
cr = length (c);
if (columns (c) > 1)
c=c';
endif
if (nargin < 3)
b = 1 / ceil (sqrt (cr));
endif
if (nargin == 1)
w = triangle_lw (cr, b);
else
win = [win, "_lw"];
w = feval (win, cr, b);
endif
c = c .* w;
retval = 2 * real (fft (c)) - c(1);
retval = [(zeros (cr, 1)), retval];
retval(:, 1) = (0 : xr-1)' / xr;
endfunction
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