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detrend
From: |
flatmax |
Subject: |
detrend |
Date: |
Wed, 18 Oct 2000 23:06:16 +1100 (EST) |
Hi there,
Can any one technically define what is happening in the 'detrend'
algorithm ?
function y = detrend (x, p)
r = rows (x);
b = ((1 : r)' * ones (1, p + 1)) .^ (ones (r, 1) * (0 : p));
y = x - b * (b Ü x);
thanks
MAtt
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