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GAMS Module BURG in CMLIB


BURG

 
Computes the coefficients of a finite length causal forward or backward
prediction filter and uses both the forward and backward predictions in a
symmetric manner to generate the maximum entropy spectrum by means of a Toeplitz
recursion.
 
Classes  :  L10a3a5 . Spectrum estimation using autoregressive models
 
Type     : Fortran subroutine in CMLIB library (MXENTRP sublibrary).
Access   : Public domain. Portable.
Precision: Single.
 
Usage    : CALL BURG(LX,X,F,B,LA,A,M,S,Y,TABLE)
 
Details  : Documentation Fullsource Source
Sites    : (1) ARNO (2) ITL
 

Implementation of BURG from CMLIB on ARNO

 
ARNO:      Silicon Graphics Origin 2000, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single.
 
Those logged in to arno.nist.gov or amur.nist.gov may access this module as
follows.
 
   Link         : See cmlib man page.
   Documentation: cmdoc burg
   Source       : cmsrc burg
   Fullsource   : cmsrcx burg
 

Implementation of BURG from CMLIB on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single.
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : f77 -o main main.f -lcm
   Documentation: cmdoc burg
   Source       : cmsrc BURG
   Fullsource   : cmsrcx burg


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