Documentation

• Marcos Bujosa, A. García-Ferrer y P. C. Young (2007). Linear Dynamic Harmonic Regression. Computational Statistics and Data Analysis. Vol 52, num. 2, pp. 999–1024 ISSN: 0167-9473

Code

Linear Dynamic Harmonic Regression Toolbox (for both GNU/Octave 3.0.x and MATLAB): ldhr.zip

Required toolboxes:

1. E4 toolbox (Estimación de modelos Econométricos en Espacio de los Estados:)

   There are two alternative versions
   

   • GNU/Octave 3.0.0 version: e4-octave.zip (If you use this version, you also need: rsf2csf.zip)
     
   • MATLAB version: E4 toolbox (original MATLAB version)

   
   

2. The Signal Processing and Communications (SPC) toolbox: spcline.zip (linear systems/spectral estimation)
   (from ftp://svr-ftp.eng.cam.ac.uk/pub/comp.speech/tools/spctools/)

License

  The Linear Dynamic Harmonic Regression Toolbox is free, open-source software. You may redistribute it and/or modify it under the terms of the GNU General Public License (GPL) as published by the Free Software Foundation.

Related links

• E4 toolbox
• GNU/Octave home page
• Captain toolbox

• Marcos Bujosa
• Antonio García-Ferrer
• Peter C. Young