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Re: detrend() in Matlab and Octave
From: |
Martin Helm |
Subject: |
Re: detrend() in Matlab and Octave |
Date: |
Thu, 23 Dec 2010 15:08:52 +0100 |
User-agent: |
KMail/1.13.5 (Linux/2.6.34.7-0.5-desktop; KDE/4.5.4; x86_64; ; ) |
Am Donnerstag, 23. Dezember 2010, 08:15:06 schrieb H W Borchers:
> There is. A call like
>
> x = (1:5).^2;
> detrend(x, 2)
>
> will return the result [0 0 0 0 0] in Octave and [2 -1 -2 -1 2] in Matlab
> (with a warning).
detrend(x, 2) is as far as I understand the ML documentation no valid syntax,
since ML cannot remove a quadratic trend therefor the ML result cannot be the
same since it only removes a linear trend from a quadratic input while octave
removes a quadratic trend from a quadratic input and gives you the correct
answer [0 0 0 0 0].
detrend (x, 1)
ans =
2.0000 -1.0000 -2.0000 -1.0000 2.0000
gives correctly the same as ML detrend (c, 'linear') or detrend(x).