/usr/share/octave/packages/tsa-4.2.7/ar2rc.m is in octave-tsa 4.2.7-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 | function [MX,res,arg3] = ar2rc(ar);
% converts autoregressive parameters into reflection coefficients
% with the Durbin-Levinson recursion for multiple channels
% function [AR,RC,PE] = ar2rc(AR);
% function [MX,PE] = ar2rc(AR);
%
% INPUT:
% AR autoregressive model parameter
%
% OUTPUT
% AR autoregressive model parameter
% RC reflection coefficients (= -PARCOR coefficients)
% PE remaining error variance (relative to PE(1)=1)
% MX transformation matrix between ARP and RC (Attention: needs O(p^2) memory)
% AR = MX(:,K*(K-1)/2+(1:K));
% RC = MX(:,(1:K).*(2:K+1)/2);
%
% All input and output parameters are organized in rows, one row
% corresponds to the parameters of one channel
%
% see also ACOVF ACORF DURLEV RC2AR
%
% REFERENCES:
% P.J. Brockwell and R. A. Davis "Time Series: Theory and Methods", 2nd ed. Springer, 1991.
% S. Haykin "Adaptive Filter Theory" 3rd ed. Prentice Hall, 1996.
% M.B. Priestley "Spectral Analysis and Time Series" Academic Press, 1981.
% W.S. Wei "Time Series Analysis" Addison Wesley, 1990.
% $Id: ar2rc.m 11693 2013-03-04 06:40:14Z schloegl $
% Copyright (C) 1998-2002,2008 by Alois Schloegl <a.schloegl@ieee.org>
%
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
% Inititialization
[lr,lc]=size(ar);
res=[ones(lr,1) zeros(lr,lc)];
if nargout<3 % needs O(p^2) memory
MX=zeros(lr,lc*(lc+1)/2);
MX(:,lc*(lc-1)/2+(1:lc))=ar;
% Durbin-Levinson Algorithm
idx=lc*(lc-1)/2;
for K=lc:-1:2;
%idx=K*(K-1)/2; %see below
MX(:,(K-2)*(K-1)/2+(1:K-1)) = (MX(:,idx+(1:K-1)) + MX(:,(idx+K)*ones(K-1,1)).*MX(:,idx+(K-1:-1:1)))./((ones(lr,1)-abs(MX(:,idx+K)).^2)*ones(1,K-1));
idx=idx-K+1;
end;
for K=1:lc
idx=K*(K-1)/2; %see below
res(:,K+1) = res(:,K).*(1-abs(MX(:,idx+K)).^2);
end;
%arp=MX(:,K*(K-1)/2+(1:K));
%rc =MX(:,(1:K).*(2:K+1)/2);
else % needs O(p) memory
%ar=zeros(lr,lc);
rc=zeros(lr,lc);
rc(:,lc)=ar(:,lc);
MX=ar; % assign output
% Durbin-Levinson Algorithm
for K=lc-1:-1:1,
ar(:,1:K)=(ar(:,1:K)+ar(:,(K+1)*ones(K,1)).*ar(:,K:-1:1))./((ones(lr,1)-abs(ar(:,K+1)).^2)*ones(1,K));
rc(:,K)=ar(:,K);
end;
for K=1:lc,
res(:,K+1) = res(:,K) .* (1-abs(ar(:,K)).^2);
end;
% assign output arguments
arg3=res;
res=rc;
%MX=ar;
end; %if
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