Re: detrend

[Tristan Quaife]

flatmax wrote:
> 
> 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 ŠÜ x);
> 

If I remember correctly, the detrend function
fits a polynomial of order p to the vector x
and then returns the vector x with the polynomial
subtracted from it.

Tristan.



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