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Highlights from
Toolbox signal

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from Toolbox signal by Gabriel Peyre
Signal processing related functions.

mad(x,flag)
function y = mad(x,flag)
%MAD Mean/median absolute deviation. 
%   Y = MAD(X) returns the mean absolute deviation of the values in X.  For
%   vector input, Y is MEAN(ABS(X-MEAN(X)).  For a matrix input, Y is a row
%   vector containing the mean absolute deviation of each column of X.  For
%   N-D arrays, MAD operates along the first non-singleton dimension.
%
%   MAD(X,1) computes Y based on medians, i.e. MEDIAN(ABS(X-MEDIAN(X)).
%   MAD(X,0) is the same as MAD(X), and uses means.
%
%   MAD treats NaNs as missing values, and removes them.
%
%   See also VAR, STD, IQR.

%   References:
%      [1] L. Sachs, "Applied Statistics: A Handbook of Techniques",
%      Springer-Verlag, 1984, page 253.

%   Copyright 1993-2004 The MathWorks, Inc. 
%   $Revision: 2.10.2.2 $  $Date: 2004/01/24 09:34:28 $

% The output size for [] is a special case, handle it here.
if isequal(x,[])
    y = NaN;
    return;
end;

if nargin < 2
    flag = 0;
end

% Figure out which dimension nanmean will work along.
sz = size(x);
dim = find(sz ~= 1, 1);
if isempty(dim)
    dim = 1;
end

% Need to tile the output of nanmean to center X.
tile = ones(1,ndims(x));
tile(dim) = sz(dim);

if flag
    % Compute the median of the absolute deviations from the median.
    y = nanmedian(abs(x - repmat(nanmedian(x), tile)));
else
    % Compute the mean of the absolute deviations from the mean.
    y = nanmean(abs(x - repmat(nanmean(x), tile)));
end


function y = nanmedian(x,dim)
%NANMEDIAN Median value, ignoring NaNs.
%   M = NANMEDIAN(X) returns the sample median of X, treating NaNs as
%   missing values.  For vector input, M is the median value of the non-NaN
%   elements in X.  For matrix input, M is a row vector containing the
%   median value of non-NaN elements in each column.  For N-D arrays,
%   NANMEDIAN operates along the first non-singleton dimension.
%
%   NANMEDIAN(X,DIM) takes the median along the dimension DIM of X.
%
%   See also MEDIAN, NANMEAN, NANSTD, NANVAR, NANMIN, NANMAX, NANSUM.

%   Copyright 1993-2004 The MathWorks, Inc.
%   $Revision: 2.12.2.2 $  $Date: 2004/01/24 09:34:33 $

if nargin == 1
    y = prctile(x, 50);
else
    y = prctile(x, 50,dim);
end


function m = nanmean(x,dim)
%NANMEAN Mean value, ignoring NaNs.
%   M = NANMEAN(X) returns the sample mean of X, treating NaNs as missing
%   values.  For vector input, M is the mean value of the non-NaN elements
%   in X.  For matrix input, M is a row vector containing the mean value of
%   non-NaN elements in each column.  For N-D arrays, NANMEAN operates
%   along the first non-singleton dimension.
%
%   NANMEAN(X,DIM) takes the mean along the dimension DIM of X. 
%
%   See also MEAN, NANMEDIAN, NANSTD, NANVAR, NANMIN, NANMAX, NANSUM.

%   Copyright 1993-2004 The MathWorks, Inc.
%   $Revision: 2.13.4.2 $  $Date: 2004/01/24 09:34:32 $

% Find NaNs and set them to zero
nans = isnan(x);
x(nans) = 0;

if nargin == 1 % let sum deal with figuring out which dimension to use
    % Count up non-NaNs.
    n = sum(~nans);
    n(n==0) = NaN; % prevent divideByZero warnings
    % Sum up non-NaNs, and divide by the number of non-NaNs.
    m = sum(x) ./ n;
else
    % Count up non-NaNs.
    n = sum(~nans,dim);
    n(n==0) = NaN; % prevent divideByZero warnings
    % Sum up non-NaNs, and divide by the number of non-NaNs.
    m = sum(x,dim) ./ n;
end



function y = prctile(x,p,dim)
%PRCTILE Percentiles of a sample.
%   Y = PRCTILE(X,P) returns percentiles of the values in X.  P is a scalar
%   or a vector of percent values.  When X is a vector, Y is the same size
%   as P, and Y(i) contains the P(i)-th percentile.  When X is a matrix,
%   the i-th row of Y contains the P(i)-th percentiles of each column of X.
%   For N-D arrays, PRCTILE operates along the first non-singleton
%   dimension.
%
%   Y = PRCTILE(X,P,DIM) calculates percentiles along dimension DIM.  The
%   DIM'th dimension of Y has length LENGTH(P).
%
%   Percentiles are specified using percentages, from 0 to 100.  For an N
%   element vector X, PRCTILE computes percentiles as follows:
%      1) The sorted values in X are taken as the 100*(0.5/N), 100*(1.5/N),
%         ..., 100*((N-0.5)/N) percentiles.
%      2) Linear interpolation is used to compute percentiles for percent
%         values between 100*(0.5/N) and 100*((N-0.5)/N)
%      3) The minimum or maximum values in X are assigned to percentiles
%         for percent values outside that range.
%
%   PRCTILE treats NaNs as missing values, and removes them.
%
%   Examples:
%      y = prctile(x,50); % the median of x
%      y = prctile(x,[2.5 25 50 75 97.5]); % a useful summary of x
%
%   See also IQR, MEDIAN, NANMEDIAN, QUANTILE.

%   Copyright 1993-2004 The MathWorks, Inc.
%   $Revision: 2.12.4.4 $  $Date: 2004/01/24 09:34:55 $

if ~isvector(p) || numel(p) == 0
    error('stats:prctile:BadPercents', ...
          'P must be a scalar or a non-empty vector.');
elseif any(p < 0 | p > 100)
    error('stats:prctile:BadPercents', ...
          'P must take values between 0 and 100');
end

% Figure out which dimension prctile will work along.
sz = size(x);
if nargin < 3 
    dim = find(sz ~= 1,1);
    if isempty(dim)
        dim = 1; 
    end
    dimArgGiven = false;
else
    % Permute the array so that the requested dimension is the first dim.
    nDimsX = ndims(x);
    perm = [dim:max(nDimsX,dim) 1:dim-1];
    x = permute(x,perm);
    % Pad with ones if dim > ndims.
    if dim > nDimsX
        sz = [sz ones(1,dim-nDimsX)];
    end
    sz = sz(perm);
    dim = 1;
    dimArgGiven = true;
end

% If X is empty, return all NaNs.
if isempty(x)
    if isequal(x,[]) && ~dimArgGiven
        y = nan(size(p),class(x));
    else
        szout = sz; szout(dim) = numel(p);
        y = nan(szout,class(x));
    end

else
    % Drop X's leading singleton dims, and combine its trailing dims.  This
    % leaves a matrix, and we can work along columns.
    nrows = sz(dim);
    ncols = prod(sz) ./ nrows;
    x = reshape(x, nrows, ncols);

    x = sort(x,1);
    nonnans = ~isnan(x);

    % If there are no NaNs, do all cols at once.
    if all(nonnans(:))
        n = sz(dim);
        if isequal(p,50) % make the median fast
            if rem(n,2) % n is odd
                y = x((n+1)/2,:);
            else        % n is even
                y = (x(n/2,:) + x(n/2+1,:))/2;
            end
        else
            q = [0 100*(0.5:(n-0.5))./n 100]';
            xx = [x(1,:); x(1:n,:); x(n,:)];
            y = zeros(numel(p), ncols, class(x));
            y(:,:) = interp1q(q,xx,p(:));
        end

    % If there are NaNs, work on each column separately.
    else
        % Get percentiles of the non-NaN values in each column.
        y = nan(numel(p), ncols, class(x));
        for j = 1:ncols
            nj = find(nonnans(:,j),1,'last');
            if nj > 0
                if isequal(p,50) % make the median fast
                    if rem(nj,2) % nj is odd
                        y(:,j) = x((nj+1)/2,j);
                    else         % nj is even
                        y(:,j) = (x(nj/2,j) + x(nj/2+1,j))/2;
                    end
                else
                    q = [0 100*(0.5:(nj-0.5))./nj 100]';
                    xx = [x(1,j); x(1:nj,j); x(nj,j)];
                    y(:,j) = interp1q(q,xx,p(:));
                end
            end
        end
    end

    % Reshape Y to conform to X's original shape and size.
    szout = sz; szout(dim) = numel(p);
    y = reshape(y,szout);
end
% undo the DIM permutation
if dimArgGiven
     y = ipermute(y,perm);  
end

% If X is a vector, the shape of Y should follow that of P, unless an
% explicit DIM arg was given.
if ~dimArgGiven && isvector(x)
    y = reshape(y,size(p)); 
end

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