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- function y_line=runline(y,n,dn)
- % Running line fit (local linear regression)
- %
- % Usage: y_line=runline(y,n,dn);
- %
- % Inputs:
- % y: input 1-d time series (real)
- % n: length of running window in samples
- % dn: stepsize of window in samples
- %
- % Outputs:
- % y_line: local line fit to data
- y=y(:);
- nt=length(y);
- y_line=zeros(nt,1);
- norm=y_line;
- nwin=ceil((nt-n)/dn);
- yfit=zeros(nwin,n);
- xwt=((1:n)-n/2)/(n/2);
- wt=(1-abs(xwt).^3).^3;
- for j=1:nwin,
- tseg=y(dn*(j-1)+1:dn*(j-1)+n);
- y1=mean(tseg);
- y2=mean((1:n)'.*tseg)*2/(n+1);
- a=(y2-y1)*6/(n-1); b=y1-a*(n+1)/2;
- yfit(j,:)=(1:n)*a+b;
- y_line((j-1)*dn+(1:n))=y_line((j-1)*dn+(1:n))+(yfit(j,:).*wt)';
- norm((j-1)*dn+(1:n))=norm((j-1)*dn+(1:n))+wt';
- end
- mask=find(norm>0); y_line(mask)=y_line(mask)./norm(mask);
- indx=(nwin-1)*dn+n-1;
- npts=length(y)-indx+1;
- y_line(indx:end)=(n+1:n+npts)'*a+b;
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