| autoregressive code [message #27779] |
Thu, 08 November 2001 07:11  |
Robert Stockwell
Messages: 74
Registered: October 2001
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Member |
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Greetings,
i'm just about to write up Burg's Algorithm to determine
AR(p) coefficents from a time series (autoregressive
coefs).
Does anyone have this written in IDL?
I know there is some fortran code available, but
I would prefer an IDL version (to be more portable,
since I don't have fortran everywhere)
Cheers,
bob
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| Re: autoregressive code [message #27967 is a reply to message #27872] |
Mon, 12 November 2001 08:43  |
Stein Vidar Hagfors H[1]
Messages: 56
Registered: February 2000
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Member |
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colinr@toliman.uio.no (Colin Rosenthal) writes:
> On Thu, 8 Nov 2001 08:11:26 -0700,
> R.G.S. <rgs1967@hotmail.com> wrote:
>> Greetings,
>> i'm just about to write up Burg's Algorithm to determine
>> AR(p) coefficents from a time series (autoregressive
>> coefs).
>>
>> Does anyone have this written in IDL?
>>
>> I know there is some fortran code available, but
>> I would prefer an IDL version (to be more portable,
>> since I don't have fortran everywhere)
>
> On unix you can create animated gifs with a freeware program called
> whirlgif. This has a -loop option which does what you want.
Colin, have you had the pleasure of becoming acquainted with the
Norwegian saying "Goddag, mann. �kseskaft!" yet? It seems to apply to
this posting..
(With apologies for the wasted bandwith :-)
--
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Stein Vidar Hagfors Haugan
ESA SOHO SOC/European Space Agency Science Operations Coordinator for SOHO
NASA Goddard Space Flight Center, Email: shaugan@esa.nascom.nasa.gov
Mail Code 682.3, Bld. 26, Room G-1, Tel.: 1-301-286-9028/240-354-6066
Greenbelt, Maryland 20771, USA. Fax: 1-301-286-0264
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