mvdetrend
Multivariate polynomial detrend of time series data
Syntax
[Y,P,p,x] = mvdetrend(X,pdeg,x)
Arguments
See also Common variable names and data structures.
input
X multi-trial time series data pdeg vector of polynomial degrees (default: 1 = linear detrend) x vector of polynomial evaluation points (default: evenly spaced)
output
Y detrended time series P polynomial fit p polynomial coefficients (cell array) x normalised evaluation points
Description
Multivariate polynomial detrend of time series data in X, which may be multi-trial. Adapted from Matlab polyfit and polyval. Polynomial degrees pdeg are supplied as a scalar (applied to each time series) or as a vector matching the number of variables; the default is a linear detrend. A vector x of points at which the polynomials are evaluated may be supplied; the default is evenly spaced (i.e. at each time step).
The de-trended series are returned in Y, the polynomial fits in P, the polynomial coefficients in the cell array p and the normalised evaluation points in x. Note: This routine effectively demeans as well.