TVAR_Lib

所属分类:matlab编程
开发工具:matlab
文件大小:276KB
下载次数:139
上传日期:2012-03-12 20:28:21
上 传 者老先生
说明:  是一个时变AR(Time Varying Autoregressive)模型的工具箱。
(It is a toolbox for model of Time-Varying Autoregressive.)

文件列表:
Lib (0, 2012-03-08)
Lib\ar_decomp.m (1429, 2011-10-20)
Lib\ar_fit.m (330, 2011-10-20)
Lib\decomp_plot.m (463, 2011-10-20)
Lib\eeg.txt (41936, 2011-10-20)
Lib\eeg400.txt (5482, 2011-10-20)
Lib\eeg_channels_data.txt (2605, 2011-10-20)
Lib\eeg_electrode_layout.txt (342, 2011-10-20)
Lib\eeg_head_plot.m (708, 2011-10-20)
Lib\ex_eeg400.m (1179, 2011-10-20)
Lib\old_tvar_lik.m (1512, 2011-10-20)
Lib\oxygen.txt (9745, 2011-10-20)
Lib\quantiles.m (305, 2011-10-20)
Lib\rgamma.m (473, 2011-10-20)
Lib\sim_plot.m (520, 2011-10-20)
Lib\soi.txt (4747, 2011-10-20)
Lib\tvar.m (1540, 2011-10-20)
Lib\tvardoc.pdf (303052, 2011-10-20)
Lib\tvar_decomp.m (1568, 2011-10-20)
Lib\tvar_eg.m (1153, 2011-10-20)
Lib\tvar_lik.m (1702, 2011-10-20)
Lib\tvar_sim.m (1073, 2011-10-20)
Lib\tvar_spec.m (867, 2011-10-20)

MATLAB TVAR FUNCTIONS: MIKE WEST, JANUARY 1999 tvar_lik.m compute likelihood for model order and discounts tvar.m fit a specified TVAR model tvar_decomp.m compute decomposition from a fitted model decomp_plot.m plot the above decomposition tvar_sim.m sample posterior for TV frequencies sim_plot.m plot frequency and wavelength trajectories plus 95% intervals tvar_spec.m compute and plot TVAR spectrum eeg_head_plot.m countour/surface plot of EEG channels over head UTILITIES: ar_fit.m fit reference static AR(p) model ar_decomp.m static reference AR decomposition rgamma.m sample gamma variates quantiles.m compute sample quantiles EXAMPLE OF USEAGE OF ALL THE FUNCTIONS: tvar_eg DATA FILES: eeg 3600 observations on an EEG trace eeg400 Subseries of 400 obsns of the above soi Southern oscillation series (540 obsns) eeg_channels_data Small piece of 19 channel data eeg_electrode_layout EEG electrode placements

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