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Highlights from
Automatic Spectral Analysis

from Automatic Spectral Analysis by Stijn de Waele
Automatic spectral analysis for irregular sampling/missing data, analysis of spectral subband.

~nons;
function s = isstatv(pc)

%function s = isstatv(pc)
%
% Determines whether the set of partial correlations pc
% defines a stationary process
%
% It checks whether I-pc*pc'>0 for all pc's
%
% It does this by checking whether the singular values
% of all pc's are smaller than 1.
%

Lmax = size(pc,3)-1;
nons = 0;
for i = 1:Lmax,
   nons = nons+any(svd(pc(:,:,i+1))>1);
end
s = ~nons;

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