Wed 08 Jul 2009 05:20:15 PM CEST MVAR Fix Mode=3; add burgv with NaN support (Mode: 13,14) declare default BURGV (Mode 11,12) obsolete add support for Least-Squares with NaN-support (Mode 15,16) several obsolete functions (Mode=83..87) removed Tue 16 Oct 2007 04:30:37 PM CEST MVFREQZ add Generalized Partial Directed Coherence GPDC Tue 22 May 2007 05:46:36 PM CEST SELMO2 model order selection criteria for multivariate AR Fri 06 Oct 2006 10:14:44 AM CEST MVFREQZ fix scalar N argument Wed 05 Apr 2006 08:34:46 AM CEST MVAR: add support for ARFIT (Mode=10) and BURGV (Mode=11,12) Scaling of Covariances and PE corrected for case of missing samples imputation methods added some experimental versions added. Fri 03 Mar 2006 23:01:10 CET MVAR: rename Nutall-Strand to Vieira-Morf fix Nutall-Strand (Mode=3 and 7) update and correct documentation Thu 05 Jan 2006 16:18:08 CET ARFIT2: SBC and FPE are likely incorrect and must not be trusted. Warning added. Sat 17 Dec 2005 23:46:47 CET Y2RES added error on (non-) equidistant quantization added estimation of ENTROPY ARFIT2: docu improved, w is now always column vector MVAR: docu improved Fri 02 Dec 2005 19:24:28 CET Y2RES computation of QUANT fixed. Fr 04 Nov 2005 09:58:53 CET ARCEXT display of debugging information removed Sun 11 Sep 2005 00:01:04 CEST MVFREQZ return complex coherence Wed 25 May 2005 18:03:59 CEST Copyright cleanup by Paul Kienzle Thu 31 Mar 2005 15:57:34 CEST MVAR, MVFREQZ docu corrected ============================================ Sat 05 Mar 2005 03:15:22 CET Release 3.36 ============================================ Thu 09 Dec 2004 11:42:02 AM CET MVFREQZ default value of C is eye(M) instead of ones(M) Wed 08 Sep 2004 12:32:05 CEST RMLE Recursive Maximum Likelihood estimation of AR parameters added. Implementation by Jose L. Guitierrez Sat 10 Jul 2004 12:54:36 AM CEST AR_SPA output argument F changed, sum(F) is now total power output argument A using relative units possible Mon 05 Jul 2004 02:51:56 PM CEST MVAAR added ============================================ Thu 10 Jun 2004 09:06:33 PM CEST Release 3.35 ============================================ Fri 26 Mar 2004 09:35:00 PM CET ARFIT2: typo fixed Mon 23 Feb 2004 07:25:01 PM CET AR_SPA bug fix if multiple realizations Wed 18 Feb 2004 12:19:12 PM CET MVFREQZ removed display of debugging information. Thu 04 Dec 2003 01:54:51 PM CET SUMSKIPNAN.DLL removed because ML6.5 compilate does not work on ML5.3 Mon 10 Nov 2003 05:19:56 PM CET AR_SPA test for imaginary part is based on poles P instead of residuals R Sat 08 Nov 2003 06:56:49 PM CET ACOVF correct re-casting: use real instead of double AR_SPA The power F of each component is only half Thu 06 Nov 2003 11:39:36 PM CET INVEST0: logical values converted into real values ADIM.M add mode=6: stable adaptive estimation w/o covariance W; corrected IR(1,1)-1 can be immediately used for Mahalanobis Distance x*IR*x' Wed 05 Nov 2003 02:21:24 PM CET MVAR.M remove profiling variable AS_FLAG.MVAR.* ============================================ Tue 04 Nov 2003 08:37:33 PM CET Release 3.32 ============================================ SUMSKIPNAN: improved performance ============================================ Fri 26 Sep 2003 02:48:46 PM CEST Release 3.31 ============================================ Fri 19 Sep 2003 02:40:50 PM CEST BISPEC typo fixed ============================================ Sun 14 Sep 2003 05:07:20 AM GMT+1 Release 3.30 ============================================ Fri 12 Sep 2003 04:16:03 PM CEST MVAR: check of MATRIX_DIVISION_ERROR modified for needs of ML6.5 error is observed for dimension p=3 or larger Thu 17 Jul 2003 09:19:00 PM CEST MVFILTER correct order of arguments if data was transposed Mon 14 Jul 2003 08:07:09 PM CEST AAR aMode==0 (system noise known) and vMode==0 (observation noise known) implemented Sat 12 Jul 2003 03:32:15 AM CEST AAR initial values can be provided as extended covariance matrix Tue 24 Jun 2003 11:37:48 PM CEST Several functions added: ADIM estimates the inverse correlation matrix in an adaptive (recursive) way AARMAM adaptive autoregressive moving averaging and mean estimation MVFREQZ multivariate spectra and parameters ============================================ Sat 10 May 2003 09:08:58 PM CEST Release 3.20 TSA-tb is now available from http://sf.net/projects/biosig/ together with NaN-tb ============================================ Fri 09 May 2003 09:08:09 PM CEST ACOVF major changes in handling MISSING VALUES (i.e. NaN's) removed XCORR since it is not needed. FFT does the same, but FFT does not use the license of the signal processing toolbox Tue 15 Apr 2003 12:22:31 PM CEST QUANTILES has been moved to ../NaN/quantile.m Sat 29 Mar 2003 04:43:27 PM CET AR_SPA did a few checks, cleaned up code Thu 13 Mar 2003 05:58:19 PM CET QUANTILES: Quantile calculation of sample arrays and Histograms implemented. Sat 08 Mar 2003 03:14:07 AM CET ARCEXT: syntax bug fixed and documentation improved Tue 25 Feb 2003 03:41:57 PM CET MVFILTER: bug corrected: when p>q, and A0~=eye(p) normalization was not correct also column data is possible now; a warning is displayed only.