123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869 |
- function sigma = nonst_stat(data,A,sumV,params)
- % Nonstationarity test - continuous process
- %
- % Usage:
- %
- % sigma=nonst_test(data,A,sumV,params)
- % Input:
- % Note units have to be consistent. See chronux.m for more information.
- % data (1d array in samples) -- required
- % A quadratic coefficient matrix - (Compute this separately since
- % the computation is time consuming - [A,sumV]=quadcof(N,NW,order). order
- % has to < 4NW.)
- % sumV sum of the quadratic inverse basis vectors
- % params: structure with fields tapers, pad, Fs, fpass, err, trialave
- % -optional
- % tapers : precalculated tapers from dpss or in the one of the following
- % forms:
- % (1) A numeric vector [TW K] where TW is the
- % time-bandwidth product and K is the number of
- % tapers to be used (less than or equal to
- % 2TW-1).
- % (2) A numeric vector [W T p] where W is the
- % bandwidth, T is the duration of the data and p
- % is an integer such that 2TW-p tapers are used. In
- % this form there is no default i.e. to specify
- % the bandwidth, you have to specify T and p as
- % well. Note that the units of W and T have to be
- % consistent: if W is in Hz, T must be in seconds
- % and vice versa. Note that these units must also
- % be consistent with the units of params.Fs: W can
- % be in Hz if and only if params.Fs is in Hz.
- % The default is to use form 1 with TW=3 and K=5
- %
- % pad (padding factor for the FFT) - optional (can take values -1,0,1,2...).
- % -1 corresponds to no padding, 0 corresponds to padding
- % to the next highest power of 2 etc.
- % e.g. For N = 500, if PAD = -1, we do not pad; if PAD = 0, we pad the FFT
- % to 512 points, if pad=1, we pad to 1024 points etc.
- % Defaults to 0.
- % Fs (sampling frequency) - optional. Default 1.
- % Output:
- % sigma (nonstationarity index Thomson, 2000)
- if nargin < 1; error('Need data'); end;
- if nargin < 2; params=[]; end;
- order = length(A);
- N = length(data);
- %nfft=max(2^(nextpow2(N)+pad),N);
- [tapers,pad,Fs]=getparams(params);
- tapers=dpsschk(tapers,N,Fs); % check tapers
- alpha=zeros(1,order);
- for j=1:order
- alpha(j) = trace(squeeze(A(:,:,j))*squeeze(A(:,:,j)));
- end;
- tmp=mtfftc(data,tapers,N,Fs);
- %tmp=mtfftc(data,tapers,nfft,Fs);
- sigma = zeros(length(data),1);
- % Pbar = sum(abs(tmp).^2,2)./sum(weights.^2,2);
- Pbar=mean(abs(tmp).^2,2);
- for ii=1:order
- a0=real(sum(tmp'.*(squeeze(A(:,:,ii))*tmp.')))'/alpha(ii);
- sigma=sigma+alpha(ii)*(a0./Pbar-sumV(ii)).^2;
- end;
|