#include <ar.h>
Inheritance diagram for YuleWalkerAR:
Public Member Functions | |
| YuleWalkerAR (tfuncIC ic=&icAICc) | |
 Public Member Functions inherited from YuleWalkerCousin< ARContext > | |
| YuleWalkerCousin (tfuncIC ic) | |
| Public Member Functions inherited from SpectrumSolver | |
| void | exec (const std::vector< std::complex< double > > &memin, std::vector< std::complex< double > > &memout, int t0, double tol, FFT::twindowfunc windowfunc, double windowlength) throw (XKameError&) |
| Perform spectrum analysis. | |
|
const std::vector < std::complex< double > > & | ifft () const |
| const std::vector< std::pair < double, double > > & | peaks () const |
| virtual bool | isFT () const |
Protected Member Functions | |
| virtual void | first (const std::vector< std::complex< double > > &memin, const shared_ptr< ARContext > &context) |
| virtual void | step (const shared_ptr< ARContext > &context) |
| Steps Levinson recursion. | |
| Protected Member Functions inherited from YuleWalkerCousin< ARContext > | |
| virtual void | genSpectrum (const std::vector< std::complex< double > > &memin, std::vector< std::complex< double > > &memout, int t0, double tol, FFT::twindowfunc windowfunc, double windowlength) |
| double | arIC (double sigma2, int p, int t) |
| Infomation Criterion for AR. | |
| Protected Member Functions inherited from SpectrumSolver | |
| virtual bool | hasWeighting () const |
| If false, perform rectangular windowing before solver process. | |
| double | numberOfNoises (const std::vector< std::complex< double > > &memin) |
| void | genIFFT (const std::vector< std::complex< double > > &wavein) |
| double | lspe (const std::vector< std::complex< double > > &wavein, int origin, const std::vector< double > &psd, std::vector< std::complex< double > > &waveout, double tol, bool powfit, FFT::twindowfunc windowfunc) |
| double | stepLSPE (const std::vector< std::complex< double > > &wavein, int origin, const std::vector< double > &psd, std::vector< std::complex< double > > &waveout, bool powfit, double &coeff, const std::vector< double > &weight) |
| int | fftlen () const |
| void | autoCorrelation (const std::vector< std::complex< double > > &wave, std::vector< std::complex< double > > &corr) |
Private Attributes | |
|
std::vector< std::complex < double > > | m_rx |
| Auto-regression. | |
Additional Inherited Members | |
| Public Types inherited from SpectrumSolver | |
| typedef double(* | tfuncIC )(double sigma2, int p, int t) |
| Static Public Member Functions inherited from SpectrumSolver | |
| static double | icAIC (double loglikelifood, int k, int n) |
| static double | icAICc (double loglikelifood, int k, int n) |
| static double | icHQ (double loglikelifood, int k, int n) |
| static double | icMDL (double loglikelifood, int k, int n) |
| static double | windowLength (int tdlen, int t0, double windowlength) |
| static void | window (int t, int t0, FFT::twindowfunc windowfunc, double windowlength, std::vector< double > &window) |
| Create a window waveform. | |
| Protected Attributes inherited from YuleWalkerCousin< ARContext > | |
|
std::deque< shared_ptr < ARContext > > | m_contexts |
Detailed Description
Yule-Walker AR (Auto-Regressive model) by Levinson-Durbin algorithm.
- See Also
- MEMBurg
The documentation for this class was generated from the following files:
