Public Member Functions | Protected Member Functions | Protected Attributes | Private Attributes | List of all members
YuleWalkerCousin< Context > Class Template Referenceabstract

#include <ar.h>

Inheritance diagram for YuleWalkerCousin< Context >:
Inheritance graph
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Public Member Functions

 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 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.
 
virtual void first (const std::vector< std::complex< double > > &memin, const shared_ptr< Context > &context)=0
 
virtual void step (const shared_ptr< Context > &context)=0
 Steps Levinson recursion.
 
- 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)
 

Protected Attributes

std::deque< shared_ptr< Context > > m_contexts
 
- Protected Attributes inherited from SpectrumSolver
std::vector< std::complex
< double > > 
m_ifft
 
std::vector< std::pair< double,
double > > 
m_peaks
 
shared_ptr< FFTm_fftN
 
shared_ptr< FFTm_ifftN
 
shared_ptr< FFTm_fftRX
 For autocorrelation.
 
shared_ptr< FFTm_ifftRX
 

Private Attributes

const tfuncIC m_funcARIC
 

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.
 

Detailed Description

template<class Context>
class YuleWalkerCousin< Context >

Base class for YuleWalker AR and Burg's MEM. The object holds a list of Context in order to search for the minimum of the information criteria.

See Also
YuleWalkerAR, BurgMEM

Definition at line 23 of file ar.h.


The documentation for this class was generated from the following files:

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